Zeev's Turnips - No Politics Message Board

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Strategies & Market Trends : Zeev's Turnips - No Politics

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To: Steve Lee who wrote (55258)	4/23/2002 6:41:30 PM
From: furrfu	Read Replies (1) of 99280

Steve, Without wanting to teach my grandmother to suck eggs, there is an archive of Max-Pain data going back to Nov '97 at ez-pnf.com (BCA holds the trademark for the term Max-Pain, BTW). Probably find a lot of what you're wanting to create. Also somewhere on that site there is a statement that the whole purpose of what they are doing is to determine the validity of the concept. What Mish and nancy (in the other response) are talking about -hitting max pain in the 2 weeks before expiry- is contrary to the assumptions put on the study at BCA. BCA is interested in Max Pain as a true event, that event being the worthless expiration of options. Which would be at the close of trading on the third Friday, not two weeks beforehand. FWIW, if one can make more money by extrapolating the numbers for two weeks than by going by the definitions, the course is clear. Doug

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