Anyone know of any good research on timing of these evolving and seemingly regular after-hours swings in context to the influence of the âquantsâ, the 24 x 7 electronic futures contracts, and the algorithmic order placements that have impacted some of the old school trading methods of the last couple of decades? Most of the old school says to ignore night trading; and obviously that was well before globalization impacted the markets like during the last eighteen months.