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TOPIX-Nikkei Skew Trade Looking Increasingly Juicy
352 Views, 06 Jan 2022 12:59
- Our suggested TOPIX-Nikkei skew trade continues to grind out positive returns with relatively low volatility.
- With Nikkei starting to noticeably underperform over the last few days we believe faster outperformance could be ahead.
- In particular we believe two of the worst performing legs here could start to contribute.