p**8
发帖数: 3883 | 1 SPX Performance on Last Day of Quarter
There's always lots of talk about window dressing at the end of the quarter,
especially on the final trading day. But at least during the current bull
market, the S&P 500 has gone down on the final trading day of the quarter
much more often than it has gone up. As shown below, since the first
quarter of 2009, the S&P has gone down on the last day of the quarter eight
times and gone up just twice. Both times the index has gone up, it has gone
up more than 1% on the day. On the 8 days that the index has gone down,
the S&P has averaged a decline of 0.50%. On the last day of the third
quarter in 2009, the S&P fell 0.33%, and on the last day of the third
quarter in 2010, the index fell 0.31%. | m***d
发帖数: 269 | 2 结论是明天不容乐观？！
quarter,
eight
gone
【在 p**8 的大作中提到】
: SPX Performance on Last Day of Quarter
: There's always lots of talk about window dressing at the end of the quarter,
: especially on the final trading day. But at least during the current bull
: market, the S&P 500 has gone down on the final trading day of the quarter
: much more often than it has gone up. As shown below, since the first
: quarter of 2009, the S&P has gone down on the last day of the quarter eight
: times and gone up just twice. Both times the index has gone up, it has gone
: up more than 1% on the day. On the 8 days that the index has gone down,
: the S&P has averaged a decline of 0.50%. On the last day of the third
: quarter in 2009, the S&P fell 0.33%, and on the last day of the third
| f*********9
发帖数: 1986 | 3 In Bull Market, MM needs sell to realize the gain before quarter-end; in
Bear Market, MM needs to cover (buy) to realize the gain before quarter-end
to report a good number as their performance. I don't think we are in Bull Market since Aug. Therefore, it will go up tommorrow, possiblly a big short squeeze. |
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