Taking Stock of the Almost Excessive Alpha Generation From TOPIX-Nikkei Skew Trades
Since the 17th of March we have published several notes regarding skews in performance between names that have heavy weights in TOPIX vs. those...
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Japan Long Weekend Portfolio Blowout Theme Is Working Quickly
On Thursday we highlighted a number of stock pairs that had seen extreme levels of relative performance dislocations, speculating that this was due...
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What Is Getting Blown Out of Portfolios Before the Long Weekend in Japan?
We previously highlighted the strong skew between names which have a heavy weighting in Topix vs. those which have a heavy weighting in the Nikkei....
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🇯🇵 JAPAN • March Sector & Peer Group Relative Price Scores -
• RELATIVE PRICE SCORE •RELATIVE PRICE SCORE OUTLIERS - The Relative Price Score (RPS) is a measure of price performance relative to TOPIX...
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Japan - Shorts Cover Consumer Staples, Increase Positions on Consumer Discretionary
The short notional in the market for the week ending 7 February is US$25.00bn (up by US$100mm) with the largest short positions in Itochu Corp...
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