Given that I've grown somewhat bored with delving into options data and, frankly speaking, I'm out of interesting and original ideas, I thought to myself that essentially, one thing I lack is an understanding of short-term cycles.
Essentially, I'm not sure if I lack this understanding because I don't know if something like this even exists. Seasonality or long-term cycles, definitely, but in the intraday realm? In any case, I decided to delve into this topic a bit and will publish the findings and some insights here as much as possible.
As of today, I'm pondering a classic little model related to lunar cycles. I know it sounds a bit silly, but essentially it's all about manipulating the calendar, which as we know is flawed and not entirely efficient in itself. In other words, I decided to start from a place that seems to be leaking and somehow exploit it.
See you in the next one.