We analyzed over 440 trading sessions — 364 calm days when the VIX was under 20, and 82 volatile days when it was above 20.
For each hour from 9:30 a.m. to 2:30 p.m., we measured how often SPY’s intra…
We analyzed over 440 trading sessions — 364 calm days when the VIX was under 20, and 82 volatile days when it was above 20.
For each hour from 9:30 a.m. to 2:30 p.m., we measured how often SPY’s intra…