The document outlines a financial strategy proposed by Deutsche Bank, focusing on Monday outperformance and Friday underperformance versus SPY. It includes annual returns, volatility, and Sharpe ratios for different periods, incorporating transaction costs and assuming dividends are reinvested. The strategy involves trading AAPL and SPY with gains or losses reinvested.
documents/vol00010-efta01365908-pdf.pdf
{"title":"Strategy Implementation Report","key_people":["Deutsche Bank"],"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-0057293","SDNY_GM_00203477","EFTA01365908"]}