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Non-Tech : XXXXXXX
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To: epicure who wrote (2184)12/16/1997 12:28:00 PM
From: John H.  Read Replies (1) of 2563
 
jjjjjj

I've noticed that "up" expirys often turn the other way the following week. McMillian has found this to be the case as well, suggesting checking the close of the OEX the friday before expiry, then comparing the wed, thurs and fri of expiry week. Suggests going contrary the largest change from the previous friday's OEX close.

One tihng though.... It doesn't seem to work as well in December (perhaps all the big boiz decide to take the rest of the month off).

j
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