The document outlines a financial strategy proposed by Deutsche Bank, focusing on Monday outperformance and Friday underperformance against SPY. It includes annual returns, volatility, and Sharpe ratios for different periods, incorporating transaction costs and dividend reinvestment assumptions.
documents/vol00010-efta01365051-pdf.pdf
{"title":"Strategy Implementation Report","document_date":"2014-11-03","document_type":"tabular","document_subtype":"financial strategy report","key_organizations":["Deutsche Bank","Bloomberg Finance L.P."],"reference_numbers":["DB-SDNY-0055657","SDNY_GM_00201841","EFTA01365051"]}