Fear and Greed
Certificate fee per year
I would invest the following amount
The trading strategy is based on the concept of fear and greed around earnings announcements. A long position is taken in stocks that experience negative abnormal returns in the 5 days prior an earnings announcement. The position is opened on the day of the earnings announcement and held until the next day. All securities with share prices over $2 that trade on the NYSE, AMEX, NASDAX or Xetra are considered. The aim is to maximise abnormal returns.