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 DELTA V - MOAR Meaningful March-End Div Trade Data
As discussed in JAPAN DELTA III - The Annual TOPIX Dividend Trade, the absolute returns on these days show significant divergence around the...
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JAPAN DELTA IV - Is The GPIF In Buying?
The GPIF is the world's largest pension fund at what was $1.6 trillion-plus at the end of December 2019. The management of the GPIF has made...
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What Do You Buy if the Softbank Mega-Buyback Drives a Nikkei Squeeze?
Softbank stock ended up locked limit up towards the end of the trading day after the company announced a massive ¥4.5trn in asset...
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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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