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🤗 Kernels: Major Updates

🤗 Kernels: Major Updates

We’re on a journey to advance and democratize artificial intelligence through open source and open science.

The Disappearing Overnight Drift

The Disappearing Overnight Drift

A look at how and why the “overnight drift" - the large, persistent return to holding U.S. equity futures between 2:00 and 3:00 a.m. - has faded since 2021.

Liquidity Fades as Treasuries Age

Liquidity Fades as Treasuries Age

A look at how trading activity and liquidity evolve as securities age, using key results in the authors’ paper with transaction-level Treasury TRACE data.