EFTA01365906.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
2014-11-18
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Daniel Sabba from Deutsche Bank Securities sent an email to Jeffrey Epstein regarding an AAPL vs. SPY investment strategy, providing data on its historical performance and offering further details in an attached presentation. The strategy involves being long AAPL and short SPY on Mondays, which has shown significant returns since 2011.
Metadata
Subject
AAPL Monday Outperformance vs. SPY ICI
Sender
DanielSabba
Recipients
jeffrey E. [jeevacation mail corn]
Document ID
DB-SDNY-0057284
Date
2014-11-18
Relationships 2
Entity 1RelationshipEntity 2Description
Daniel Sabba Business Jeffrey E. [jeevacation mail corn] Daniel Sabba of Deutsche Bank is communicating with Jeffrey about an AAPL vs. SPY investment strategy.
Daniel Sabba Employment Deutsche Bank Securities Inc. Daniel Sabba works for Deutsche Bank Securities Inc.
Notable Quotes 2
AAPL Monday outperformance vs. SPY has become more persistent in the recent past, after the CBOE weekly options on AAPL were first listed (June 2010)
A strategy that is long AAPL vs short SPY on Mondays would have produced an annualized return of 30.6% since 2011, with a shame ratio of 2.67
Financial Information
Amounts:30.6%11.5%
Assets:
  • AAPL
  • SPY
Transactions:
  • Long AAPL vs short SPY on Mondays
Raw Analysis JSON click to expand
Themes
Financial transactions/money flowBusiness dealings
People 6
Daniel SabbaJeffrey E. [jeevacation mail corn]Paul MorrisStepanianStewart OldfieldVahe
Organizations 5
AAPLSPYCBOEKey Client PartnersDeutsche Bank Securities Inc.
Financial Entities 1
Deutsche Bank Securities Inc.
Text Analysis
Tone
Professional
Purpose
To follow up on a discussion about an AAPL vs. SPY investment strategy and provide further details.
Significance
The email discusses a specific investment strategy involving AAPL and SPY, providing data on its historical performance.
File Info
File Name
EFTA01365906.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41:24.984373
DOJ Source
View on DOJ