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Reprint of the original, first published in 1883.
Terror awaits the people of Tokyo, with gruesome lessons only the dead can teach. Anna almost descends to the dark side when she follows the suicidal Rei down an escalator to hell. Seiya pulls her back, but will they make it out of Tokyo's secret metro lines in time to escape Rei and the ghosts who inhabit the Tokyo underground? A waitress at a maid cafe sparks jealousy. A mother who can't handle the responsibility of raising her child commits a horrible crime. An ancient sword awakens a psychotic samurai. And finally, the solemn guide Seiya reveals his own tragic past and the nature of his gifts that are his curse.
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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 in the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include some of these as well as presidential election, factor models based on fundamental anomalies and other effects. The ideas have been used successfully by the author in personal and managed accounts and hedge funds. Book jacket.
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