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Search: Posts Made By: Fat Tails
Forum: Options June 28th, 2011, 07:39 PM
Replies: 6
Views: 3,609
Posted By Fat Tails
Don't think that Standard & Poors set any...

Don't think that Standard & Poors set any holidays, they just calculated the index.

The holidays were decided by the exchanges where the stocks were listed.

When the stock cannot be traded,...
Forum: Options June 27th, 2011, 06:28 PM
Replies: 6
Views: 3,609
Posted By Fat Tails
To find out you can load daily data for the S&P...

To find out you can load daily data for the S&P 500 back to January 1950. All you need to do is

- to find out the historical dates for the holidays
- to check whether there is a daily bar for...
Forum: Options June 27th, 2011, 03:02 AM
Replies: 6
Views: 3,609
Posted By Fat Tails
These are the usual suspect. CBOE -...

These are the usual suspect.

CBOE - Expiration Calendar & Holiday Schedule (http://www.cboe.com/tradtool/expirationcalendar.aspx)

Martin-Luther-King day was only introduced in 1986.
Showing results 1 to 3 of 3

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