We define a link surgery spectral sequence for each knot Floer homology group for a knot, K, in a three manifold, Y. When K arises as the double cover of an unknot in S~3, and Y is the double cover of S~3 branched over a link, we relate the E~2-page to a version of Khovanov homology for links in an annulus defined by Asaeda, Przytycki and Sikora. Finally we examine the specific cases when the branch locus is a braid, and when it is alternating.
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