a RTH buying session.
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something else:
I came across this article by Michael Ashton.
https://mikeashton.wordpress.com/201...r-less-mester/
He contrasts value, momentum and carry as drivers for equities.
As a metric he introduces 10y yield - 3month libor spread to show the carry as a factor.
I reproduced it as a ratio (not the right spreads on stockchart)
according to this, carry is not a strong factor currently.
... or carry has less impact on (long) positions