Intraday seasonality is the regular dependence of volatility, volume, spreads and trading activity on the time of day. The intraday volume profile is the average share of a day’s volume traded in each interval of the session.
Quantitative Finance · Glosarium
Apa itu Intraday seasonality, intraday volume profile?
Dikenal juga sebagai: intraday seasonality · intraday volume profile