Quadruple Witching Day - Bearish Or Bullish Day? (Facts And Myths)
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The quadruple witching day happens only four times per year and is part of the options expiration week effect. Because of “pin risk”, positions turnovers, contract rollovers, etc. this day is often anticipated to bring huge volume and volatility. Is this correct?
In a new article, we did a lot of “fact-checking” about this special day. We tried to answer the following questions:
What is quadruple witching and when is it?
Is quadruple witching a profitable day?
How to backtest quadruple witching?
How does quadruple witching influence the markets?
What is the volatility like on quadruple witching?
What is the volume like on quadruple witching?
Is quadruple witching day bullish or bearish?
Is quadruple witching week bullish or bearish?
Quadruple witching hour - bullish or bearish?
What is the return the week after quadruple witching?
For the full article please read:
Quadruple Witching Day - What Is It And Is It Bullish Or Bearish? (Facts vs Myths)
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Below is the equity curve of one of the strategies we backtested: