[GT] Opinions on date conversion sought

["Weigert, Thomas" <weigert AT mst.edu>]

I have been running into awkward situations when dealing with different
timeframes at the same time, and in particular, when converting between
timeframes.

Here is a simple situation.

Imagine you are considering market X in weekly terms, but you also want
to perform some analysis on this market using monthly timeframes.

It can happen that a week starts in one month, e.g., the current week,
2008-27, starts in 2008/06, but ends in 2008/07. So this week will be
considered as part of June, albeit the CLOSE for this week will be in
July. If we were to look at days, the closing price for this week would
not be visible in June.

This can make an important difference in some analysis. I have been
wondering whether it might, in those situations, not be better to
consider the end of a period to be the relevant factor in deciding which
larger period an item belongs to.

Of course, there are awkward situations under this interpretation to.
For example, the last day of 2008 is actually in the first week of 2009,
under this interpretation, and would thus be considered as part of 2009
when using the end of the week as the pivot date.

Any suggestions? I have added DateTime functions that support
conversions based on the end of a period also.

Cheers, Th.