John Rae’s inter-temporal choices explained the statistical nature of human behavior in 1834. However, despite the subject’s insight in the objectiveness of behavior, inter-temporal choices remains a peripheral science. This paper takes a sequential approach to question how inter-temporal choices could be behind human behavior, behavioral anomalies and even market anomalies. If these inter-temporal anomalies were consistent, unarbitrageable and explain asset returns better than the Fama and French Factor model, this could further our understanding of asset pricing models by establishing a new duration factor which could subsume both size and value factors.