Visualize Intraday Seasonality

The Market Quilt is a visual representation of intraday seasonality for equities and indices.

The Quilt determines whether each half-hour candle was red, green, or flat to reveal directional patterns. Traders often have an anecdotal mental model of this phenomenon (such as focusing on the first and last hour for vanna/charm re-balancing or a variety of momentum indicator setups). The Quilt makes it easy to see these patterns in an unbiased way in order to make informed trading decisions.