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Each instrument has its specific times, when it can be traded, and also has its times, when trading does not pay off. The question is. how to determine the optimal trading times?
Not sure on books, but there is a report done by the Moore Research Center each year that you can buy. It's called the 2012 Market Seasonal Pattern Report - Moore Research Center, Inc. They seem to do a lot of work on seasonal patterns.
Or alternatively, if you Google "MRCI Market Seasonal Patterns Report" you can find a free pdf of the Seasonal Pattern Report report from 2008 which shouldn't be too different to today's seasonal patterns.
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