quadruple witching

quadruple witching
Simultaneous expiry on US markets of stock index futures, stock index options, stock options, and single stock futures, which takes place on the third Friday of March, June, September, and December. (Prior to single stock futures those days were triple witching.)

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  • Quadruple Witching — A day on which contracts for stock index futures, stock index options, stock options and single stock futures (SSF) all expire. This is similar to the triple witching hour, except that the quadruple witching hour sees also the expiry of SSFs.… …   Investment dictionary

  • Witching Hour — The last hour of stock trading between 3pm (when the bond market closes) and 4pm EST. Witching hour is typically controlled by large professional traders, program traders and large institutional traders, and can be characterized by higher than… …   Investment dictionary

  • Triple witching hour — is the last hour of the stock market trading session (3:00 4:00 P.M., New York Time) on the third Friday of every March, June, September, and December. Those days are the expiration of three kinds of securities:* Stock index futures. * Stock… …   Wikipedia

  • triple witching — noun Simultaneous expiry on US markets of stock index futures, stock index options, and stock options, which took place on the third Friday of March, June, September, and December. (With the introduction of single stock futures those days are now …   Wiktionary

  • Jour des quatre sorcières — « Jour des quatre sorcières » est un terme de jargon financier qui traduit de manière pittoresque l expression « quadruple witching day »[1] utilisée dans le milieu boursier aux États Unis. Le troisième vendredi des mois de… …   Wikipédia en Français

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  • Two-graph — In mathematics, a two graph is a set of (unordered) triples chosen from a finite vertex set X , such that every (unordered) quadruple from X contains an even number of triples of the two graph. A regular two graph has the property that every pair …   Wikipedia

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