Pan-Asia Catalysts/Events, Quiddity Advisors

Travis Lundy

HK Type 4 license through Ballingal Investment Advisors Ltd. ("BIA" or "BIAL")

BACKGROUND
I have 20+yrs experience in Asia doing alternative strategies (i.e. non-delta1 non long-only) in fixed income, equity derivatives, and activist/catalyst/event-driven and long-short equity strategies with most of that time spent managing money. 

4 years in fixed income macro, 8 years running internal hedge fund and 4yrs investment banking at Citi in Japan, 3 years running an Asia multi-strat portfolio at a hedge fund, 4+yrs as an independent special situations analyst.

Pan-Asia Catalysts/Events

Global Equity Seasonality: Unsplendiferous Summer

Delta-Neutral Global Equity Seasonality: Japan Beats Europe and US in Late June, Reverses in Jul/Aug

JAPAN FLOW Redux : Foreign Investor Flows (Still) Matter, and They Are (Still) Cyclical

Japan Stock Market Seasonality - Late Q4 Is Indeed Good

Japanese Equities - 4Q Traditionally the Best for Equities

Quiddity Advisors

Thematic (Sector/Industry)

Japan Consumer discretionary / Thematic (Sector/Industry)

<p>This is a reintroduction to a set of screens and seasonality of risk and return analyses that I run for most markets. Different markets have different seasonalities but Japan has quite clear seasonality from Q4 through about April into early May (the "win ratio" of good months vs bad months) is quite high. </p><p>From mid-May to the end of October, the average is just around 50% - just below 50% for the last 25yrs, just above 50% for the previous 25yrs for TOPIX. Dividends do not pay for the average…</p>

This is a reintroduction to a set of screens and seasonality of risk and return analyses that I run for most markets. Different markets have different seasonalities but Japan has quite clear seasonality from Q4 through about April into early May (the "win ratio" of good months vs bad months) is quite high. From mid-May to the end of October, the average is just around 50% - just below 50% for the last 25yrs, just above 50% for the previous 25yrs for TOPIX. Dividends do not pay for the average…

Japan Stock Market Seasonality - Early Summer Sprites Turn to Late Summer Ogres