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Introduction:

Calendar spread arbitrage strategies involve taking advantage of pricing discrepancies between different contract expiration dates within the same underlying asset. This thesis aims to explore the various techniques and factors that influence the profitability of calendar spread arbitrage strategies in financial markets. By examining the background, problem statement, objectives, limitations, scope, significance, and structure of the study, readers will gain a comprehensive understanding of the topic and its implications in the field of finance.

1.2 Background of Study
1.3 Problem Statement
1.4 Objective of Study
1.5 Limitation of Study
1.6 Scope of Study
1.7 Significance of Study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Overview of Calendar Spread Arbitrage
2.2 Theoretical Framework
2.3 Empirical Studies on Calendar Spread Arbitrage
2.4 Factors Influencing Profitability
2.5 Risk Management Strategies
2.6 Regulatory Environment
2.7 Technological Advancements
2.8 Behavioral Finance Perspectives
2.9 Comparison with Other Arbitrage Strategies
2.10 Future Research Directions

Chapter 3: Research Methodology
3.1 Research Design
3.2 Data Collection Methods
3.3 Sample Selection Criteria
3.4 Variable Measurement
3.5 Data Analysis Techniques
3.6 Model Development
3.7 Assumptions and Limitations
3.8 Ethical Considerations

Chapter 4: Discussion of Findings
4.1 Descriptive Statistics
4.2 Correlation Analysis
4.3 Regression Analysis
4.4 Hypothesis Testing
4.5 Interpretation of Results
4.6 Comparison with Existing Literature
4.7 Implications for Practitioners
4.8 Recommendations for Future Research

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Contributions to the Literature
5.3 Practical Implications
5.4 Limitations of the Study
5.5 Areas for Further Research

Thesis Overview:

Calendar spread arbitrage strategies have become increasingly popular among traders and investors seeking to capitalize on market inefficiencies. This thesis delves into the intricacies of calendar spread arbitrage, examining its historical background, current challenges, and future prospects. By conducting a comprehensive literature review, analyzing empirical data, and developing a research methodology, this study aims to shed light on the factors that drive the profitability of calendar spread arbitrage strategies. The findings of this research have the potential to inform trading decisions, enhance risk management practices, and contribute to the growing body of knowledge in financial markets.

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