Seasonal strategies for DAX
"Sell in May and go away" is an enduring stock market adage. And it now appears that products linked to the new Dax Seasonal Index could vastly outperform the regular Dax. By John Ferry
ABN Amro last month launched certificates on Deutsche Börse linked to the exchange's new Daxplus Seasonal Strategy Index, which tracks the performance of Germany's leading equity index minus the months of August and September, when the country's equity market historically underperforms. ABN Amro and Deutsche Börse worked in conjunction to create the index, with a view to launching listed structured products on the back of it. The Dutch bank holds exclusive licensing rights to products for the
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