CALENDAR ANOMALIES AND ARBITRAGE

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Focusing on calendar anomalies in global equity markets, this book provides an in-depth analysis of various phenomena such as the January effect, turn-of-the-month trends, and seasonal patterns. It emphasizes the application of these anomalies in futures markets and explores modified buy-and-hold strategies influenced by factors like presidential elections and fundamental anomalies. The author shares insights from personal and managed accounts, highlighting successful strategies used in hedge funds, making it a valuable resource for investors seeking to enhance their trading approaches.