This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of Us anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies.
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Risk Disclosure Statement
There is a high risk of loss in trading commodity futures, options, options writing strategies; such trading is not suitable for all investors. Past performance is not indicative of future results. To read the entire Risk Disclosure Statement click here.