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Politics : Ask Michael Burke

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To: Knighty Tin who wrote (67702)	9/14/1999 8:56:00 PM
From: Freedom Fighter	Read Replies (2) of 132070

Mike, In recent years I noticed what appeared to be an upward bias during options week. The S&P500 and some stocks in particular seemed to often move up even in the face of bad news. (hence my term - options rig week) I just reviewed some option week data for the S&P500 since the beginning of 1996. There HAS been an upward bias during the options expiration week relative to the overall annual performance since 1996. It was significant in 1996, very significant in 1998 but pretty much non-existent in 97 and so far in 99. Could you give me estimates (best guess) on the following. How much of this is random noise? How much is related bullish trading strategies that are getting concentrated during options week? How much is deliberate ramping of certain stocks and/or indexes? Other? Wayne

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