Expiry Friday weeks - Bullish or Bearish?

Quote from guy2:

I would usually calculate them the way that you have described but I specifically wanted to try and leave out the weekend effect (if any) so I used the Opening price of the week as P(t-1). Otherwise used exactly the same formula that you would use.

So G3 would have been =(E3-B3)/B3 before I converted it to values.
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That would also make sense.
 
I find this week both b/b and find it the best week to write puts and calls to allow good money from premium and to initate a start position in a stock that I am presently in or looking to scale in a positon.

I find the week after usually follows the trend of thursday/friday for a few days which assist in the scaling in of the position.

w
 
Quote from nassau:

I find the week after usually follows the trend of thursday/friday for a few days which assist in the scaling in of the position.
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Are you sure about Friday? Friday variations are very often counter-trend because of liquidations happening before the weekend.

Or, are you talking about Thursday/Friday during expiry weeks only?
 
as a great man voodoo once said...


"trends never reverse during op ex weeks"


the trend going in is the trend during and coming out imo
 
Quote from EqtTrdr:

the trend going in is the trend during and coming out imo
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So previous week's trend determines then? If I understand you correctly, if the previous week closed higher (week on week) we should have a better than 50% probability of expiry week closing higher and vice versa?
 
Quote from guy2:

So previous week's trend determines then? If I understand you correctly, if the previous week closed higher (week on week) we should have a better than 50% probability of expiry week closing higher and vice versa?
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don't know exactly how it is meant.. I wish Voodoo was still around on mIRC and in #pitstock so I could ask.

He posted that quote and a link and I never forgot it.

But yes, I would view it as if the trend in the prior week was up (usually a hod Friday close) .. I would expect no less than an up week during op ex, with any reversal to the downside not taking place until the week following.


This last week ended as trending down imo and if correct we should expect the market to head down and close lower for the week.


sorry if it sounds confusing, but I don't know how best to explain it given that I don't have the link that voodoo once posted and do not have any empirical evidence via statistics to back this up.


Thanks,

:)
 
The week so far is turning out to be bullish. Will Friday hold up and keep this week as another bullish expiry week?

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Quote from nassau:

I find the week after usually follows the trend of thursday/friday for a few days which assist in the scaling in of the position.
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Run a study for what the average percentage move is on the MONDAY AFTER TRIPLE WITCH.

My guess is that it is usually a downer, as positions are unwound.
 
Quote from Apex Capital:

Run a study for what the average percentage move is on the MONDAY AFTER TRIPLE WITCH.

My guess is that it is usually a downer, as positions are unwound.
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Apex: Have you had a chance to look at the results from this? I must confess that I haven't had time to run this test yet... A week on Monday is another one of these days.

Anybody out there run this test?
 
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