TOPIX October 2023 Rebalance: Round Trip Trade of US$20bn; Upweights Outperform Downweights
There are FFW changes for 700+ stocks and changes to the Phased Weight Reduction list. Round trip trade is around US$20bn and there is over 8 days...
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Topix FFW Transition - Insurance Sector a Big Net Sell
TOPIX FFW Rebalance disfavours the insurance sector as 1.55% of float is a net sell over three months. The intra-sector flows favor Japan Post...
648 Views
Pair Trading Ideas - Asian Financials
Pair trades on large cap Asian financials that trade in excess of US$20m a day. These pairs trade in bands versus each other and currently offer...
467 Views
Pairs Trading Ideas - Asian Financials
We look at liquid and large cap pairs from the financials sector that exhibit mean-reversion and are currently trading at or near an extreme based...
803 Views
Asia Short Interest Weekly: Rising Shorts in HK, Japan and Taiwan
The Asia Short Interest weekly looks at moves in market wide short interest and highlights movements in stock specific short interest that could be...
504 Views