Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: EQD | Are Box Spreads Viable in Japan? and more

In today’s briefing:

  • EQD | Are Box Spreads Viable in Japan?


EQD | Are Box Spreads Viable in Japan?

By Nicholas Pezolano

  • Box Spreads have become an increasingly popular strategy utilized in the US markets, so we explore this strategy in Japan.
  • Opportunities exist for traders to lock in JPY margin rates lower than their brokerage.
  • A historical analysis of the strategy showcases the favorable opportunities for investors

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