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The UK Stock Market Almanac 2016: Seasonality analysis and studies of market anomalies to give you an edge in the year ahead

Book Description

The Almanac is a unique reference work providing traders and investors with the data to tackle the markets in the year ahead. The main section consists of 52 weekly articles focusing on a range of strategies based on original seasonality analysis. These are supplemented with facts, figures and trivia unique to the Almanac. This is an extremely valuable and informative companion to the financial year, making the Almanac the one essential book for the serious trader or investor. The Almanac consists of three main sections: 1. Day-to-day financial data Data and statistics Each page of this section includes key financial dates including: important economic releases, derivative contract expiries, exchange holidays, and company results expected that week. The pages also feature the results of a unique study of the historic performance of the market for each day and week of the year - the Sinclair Numbers. Seasonality research Each page of the diary is accompanied by an original, informative and entertaining article. These cover studies of trends and anomalies, seasonality analysis, momentum effects, sector performance, arbitrage opportunities, FTSE Index reviews, as well as the results of some more unusual and eye-opening research. 2. Statistics A collection of articles featuring statistical analysis of UK stock market data and more wide-ranging topics than the Diary. Exclusive to the Almanac, sector, weekly and daily market performance analysis data is included. 3. Reference The Reference section includes background information about UK and international stock indices. Topics covered include basic facts about the market, trade codes, a timetable of the trading day and a look at the original constituents of the FT 30 of 1935 and the FTSE 100 of 1984. www.stockmarketalmanac.co.uk @UKAlmanac

Table of Contents

  1. Contents
  2. Introduction
  3. Preface
  4. Understanding the diary pages
  5. Sinclair Numbers – market performance analysis
  6. 1. Diary
  7. January market
  8. An average year
  9. The January Effect
  10. US presidential election years
  11. Which index should you be tracking?
  12. February market
  13. Chinese calendar and the stock market
  14. The FTSE 100/250 monthly switching strategy
  15. Tuesday reverses Monday
  16. March market
  17. FTSE 100 reviews – companies joining the index
  18. Budget day
  19. Holidays and the market
  20. Silver
  21. April market
  22. Politics and financial markets
  23. Sell in May
  24. Monthly seasonality of the FTSE 100
  25. May market
  26. The low-high price portfolio
  27. Day of the week strategy
  28. Monthly share momentum
  29. June market
  30. Quarterly sector momentum strategy
  31. UK market and the US election cycle
  32. Summer share portfolio
  33. July market
  34. The FTSE 100/S&P 500 monthly switching strategy
  35. Six-Month Strategy
  36. Flotations
  37. 4-2
  38. August market
  39. Olympic Games
  40. US election portfolios
  41. FTSE 100 reviews – companies leaving the index
  42. September market
  43. Six-Month Strategy with MACD
  44. MPC meetings and the FTSE 100
  45. An average month
  46. October market
  47. Nonfarm payrolls
  48. Quarterly sector strategy
  49. Very large one-day market falls
  50. Daylight Saving Effect
  51. November market
  52. Trading days around US elections
  53. Oil
  54. Quarterly sector (hedge) strategy
  55. December market
  56. Bounceback Portfolio
  57. Days of the month
  58. Trading around Christmas & New Year – FTSE 100
  59. MSCI index reviews
  60. 2. Statistics
  61. Market Indices
    1. Price history profile of the FTSE All-Share index
    2. Day of the week performance
    3. FTSE 100 month-end values
    4. Monthly performance of the FTSE 100
    5. FTSE 250 month-end values
    6. Monthly performance of the FTSE 250
    7. Comparative performance of FTSE 100 & FTSE 250
    8. First trading days of the month
    9. Last trading days of the month
    10. FTSE 100 index quarterly reviews
    11. Comparative performance of UK indices
    12. Market momentum (up) analysis
    13. Market momentum (down) analysis
    14. Intra-day volatility
    15. Turn of the month
    16. Company profile of the FTSE 100
    17. Index profiles – share prices
    18. Index profiles – company financials
  62. Sectors
    1. Sector quarterly performance
    2. Sector annual performance
    3. Sector profiles of the FTSE 100 and FTSE 250
  63. Companies
    1. Company rankings
    2. Ten baggers
    3. Announcement dates of company results
  64. Long Term
    1. Correlation between UK and US markets
    2. Correlation between UK and world markets
    3. The long-term formula
    4. The market’s decennial cycle
    5. Buy and hold
    6. Ultimate death cross
  65. Sinclair Numbers
    1. Sinclair nos – day, week & month market behaviour
    2. Market behaviour – by day
    3. Market behaviour – by week
    4. Market behaviour – by month
  66. 3. Reference
  67. Stock indices
  68. Stock indices – international
  69. EPIC, TIDM, SEDOL, CUSIP and ISIN codes
  70. Daily timetable of the UK trading day
  71. FT 30 Index 1935 – where are they now?
  72. FTSE 100 Index – 1984
  73. Company old names