Gap lab · modeled history
The opening print
Every Vesper risk number comes from one question: how far can the price jump between the close and the next open? Here's the model behind it, asset by asset.
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gap upgap downfaded = overnight · solid = weekend · ★ newsLast 60 opens
Borrow limit through the week
The limit drops at each close to price the closure ahead, dips most into the weekend, and climbs back as the opening print approaches.