Re: [RT] The moon cycle - how strong?

[DH <catapult@xxxxxxxxxxxxxxxxxx>]

> D> I'd be more inclined
> D> to look at days before or after options expiration as the real
> D> trigger for these somewhat close to monthly cycles.
> 
> Good idea. Got a date algorithm to share?

Omega's Next3rdFriday(date) function isn't the cleanest code but it
returns the number of *calendar* days until the next expiration. If you
want to roll your own variations on the theme, the general conditions
for expiration day are:

  dayofweek(date) = 5
  and dayofmonth(date) <= 21
  and dayofmonth(date) >= 15

If you want to limit it to triple witch, you need to add:

  and mod(month(date),3) = 0

-- 
  Dennis

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