Recap of yesterday’s HPI and other options + orderflow metrics.


Overnight scalper - archiving for automation ideas.
First quite striking observation from perspective of potential automation is period from 18EST so after market restarts into ETH until 1:30EST so just before EU open. It seems like in that period automation is as easy as just following direction of signals. Probably thats the period where there are usually no other flows than futures mostly hence orderflow/auction behaviour is pretty clean. I am going to make simple automation on sim as almost each day I archived in that period made points.