Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: The Right Time for This Quantitative Strategy Outperforming the Nikkei Year to Date. and more

In today’s briefing:

  • The Right Time for This Quantitative Strategy Outperforming the Nikkei Year to Date.


The Right Time for This Quantitative Strategy Outperforming the Nikkei Year to Date.

By Gaudenz Schneider

  • The Global X Nikkei 225 Covered Call ETF (2858 JP) has outperformed the Nikkei 225 (NKY INDEX) year-to-date with a 4.5% advantage, demonstrating strength in sideways and moderately declining markets.
  • The covered call strategy can be deployed as a tactical standalone in sideways markets or as a relative value approach against a Nikkei 225 short.
  • For investors anticipating a continuation of the sideways or declining market, the option roll-over on the open of March 14 offers timely entry.

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