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Koyomi
Named, not delivered. Tokenized assets trade while their reference market is closed. The piece would treat the weekend and off-hours gap as a sensed quantity and flatten leveraged exposure ahead of a recurring closure when the gate commits. It shares its evidence base with MONARK Bell.
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Sources
- Cong, Landsman, Rabetti, Zhang and Zhao (2025) Tokenized Stocks. SSRN working paper 5937314. read in full Used for overnight and weekend deviations of tokenized equities from the last close.
- Kenneth R. French (1980) Stock Returns and the Weekend Effect. Journal of Financial Economics, vol. 8, no. 1, pp. 55-69. not yet obtained Used for the historical antecedent of the weekend gap, cited as a name only until obtained.