I can't speak for Polygon in particular, but I know these types of spikes are also in IQFeed trade data and in that case they are a certain type of trade (I can't remember the specific type). Polygon is perhaps rolling these trades into their aggregate data. Polygon do have a slack channel on...
I actually started auto-trading on the day of Bear Sterns collapse, I was so clueless, I had no idea what was going on in the broader market....here's me with my market orders mean reversion system LOL. Luckily, nothing too bad happened.
I don't understand what you're saying here - you used percentage returns but didn't use correlation? Isn't the correlation of percentage returns the standard way of doing it?
Filthy = Euan Sinclair. His stuff is everywhere, I think his books are pretty useful.
FDAXHunter = Apparently blew up in 2008. Interesting guy though.
The others, no comment ;)
Great market for me, up +1.5% on mid-six figures today. Easy to say now, but I'd be tempted to at least hedge that short VX position, because if the market breaks those October lows...