The ability to trade 24 hours a day is coming to the US equities markets. In this week’s episode of the Line Your Own Pockets podcast, we discuss this structural change and what it means for systematic traders.
How should you approach this change when, like pre-market trading, can take years for participants to adjust in meaningful ways?
What does it mean for the amount of data points your backtesting software will need to process?
Will it make things more or less volatile?
We discuss all these issues and more.
-Dave
