Tradeinformer sat down with Prakash Bhudia, Chief Growth Officer at Deriv, to talk about something he’s been watching closely, a quiet but measurable shift in when retail traders are actually trading. His answer points squarely at the weekend, and he has the data to back it up.
Tradeinformer: You’ve said Saturday is the new Monday for volatility traders. What do you mean by that?
Retail trading volumes are growing fastest outside the traditional Monday-to-Friday window. It is in the hours and sessions that used to be considered off-limits, evenings, early mornings, and increasingly, weekends. Synthetic indices are available around the clock, and the traders who love them don’t need to wait for the New York opening to tell them when to trade.
The psychology of the retail volatility trader is shifting. Saturday used to feel like downtime. For a growing segment of our user base, it’s starting to feel like the most active part of their week.
Tradeinformer: Why now? What’s changed in trader behaviour?
A few things have converged. The retail trader base has diversified enormously over the past five years, geographically, demographically, in terms of lifestyle. A significant portion of Deriv’s active users are in Africa, LATAM, and Asia. These are markets where mobile-first, always-on trading is simply how people engage with financial products.
There’s also a generational component. Younger traders, particularly those who came to markets through crypto, don’t carry the assumption that markets should follow a five-day schedule. They expect instruments to be available when they want them. Synthetic indices meet that expectation in a way traditional forex or equity CFDs can’t.
Tradeinformer: For readers unfamiliar with synthetic indices, what’s the appeal?
A synthetic index is derived from a cryptographically secured random number generator, audited by independent third parties. No gap risk from a central bank announcement, no spike because of a jobs report, no Sunday night anxiety about Asian markets. They’re not affected by external events.
For volatility traders, the attraction is precision. You know the parameters, the volatility level, the tick speed, and the range of movement before you enter a position. That predictability is genuinely rare, and it turns out a lot of traders value it highly. The Volatility 50 (1s) Index is the instrument that best captures that appeal, fast-moving, with well-defined parameters that work for traders at every level, and available on identical conditions whether it’s Saturday morning or Tuesday afternoon.
Tradeinformer: Deriv has a specific position in this space. How do you describe it?
We’ve been building synthetic indices infrastructure longer than almost anyone else in the market. That longevity matters, serious traders want a platform with depth, which includes proper charting, meaningful historical data, a range of contract types, and technical stability for high-frequency trading. We also have breadth within the synthetic category that most competitors don’t. Different volatility levels, different tick structures, instruments designed for different risk appetites. That range reflects how varied the actual user base is.
Tradeinformer: You recently ran a weekend trading promotion. What was the thinking?
Trader behaviour still sits firmly in weekday sessions, even on instruments fully available over the weekend. We reduced spreads by 50% on synthetic indices across weekends in May, not to generate a short-term volume spike, but to give traders who’d never seriously considered weekend trading a genuine, low-friction reason to try it.
Once traders experience that Saturday morning feels the same as Wednesday afternoon, because with synthetics, it does, the behavioural barrier starts to dissolve. Three consecutive weekends of return activity is our signal that a habit has formed. Two is just curiosity.
Tradeinformer: Has it worked?
The number we’re most focused on isn’t volume, it’s return rate. Weekend trading volumes on synthetic indices climbed 22.8% against our pre-campaign benchmark across the first three weekends, with Africa driving 61.7% of weekend activity, LATAM at 24.7%, and Asia at 12.6%.
The real insight came from tracking return engagement over the full campaign cycle. 46.1% of active clients traded across multiple weekends. More importantly, they returned repeatedly to the same instruments, particularly the Volatility 50 (1s) Index. This points to a meaningful shift. The campaign appears to have influenced trader behaviour, gradually moving weekend trading from sporadic activity toward regular engagement.
Tradeinformer: Some traders associate weekend trading with thin liquidity and unreliable execution.
It’s a legitimate concern for traditional instruments as forex spreads widen on Sunday evenings for good reasons, and the pricing reflects real liquidity constraints. However, synthetic indices are structurally different as there’s no underlying liquidity pool to dry up. The instrument is always available on the same terms, with consistent execution, regardless of whether it’s Tuesday morning or Saturday afternoon. The concern simply doesn’t apply in the same way.
Tradeinformer: Where do you see this trend going?
Weekend trading becomes a meaningful differentiator for brokers serving a genuinely global, always-on client base. The broader shift is towards instruments and platforms that match trader behaviour, rather than expecting traders to match legacy market hours. Synthetic indices are ahead of that curve. The brokers who’ve built the right infrastructure will benefit; the ones who haven’t will find themselves explaining to clients why the instruments they want are only available five days a week
