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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JAPAN DELTA III - The Annual TOPIX Dividend Trade
Last year was Tuesday and Wednesday. The two years before were too. The year before that was Monday and Tuesday. Five years ago was Wednesday and...
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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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The Topix Vs. Nikkei Skew
With the BOJ announcing yesterday that it would double the upper limit of its ETF purchases to ¥12trn a year and its previous policy shift to...
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Shorts Jump as Markets Plunge
The short notional in the market for the data released 17 March is US$22.75bn (up by US$604mm excluding FX movements) with the largest short...
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