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Travis Lundy
@quiddity.bsky.social
Independent Investment Research
194 followers274 following57 posts
TLquiddity.bsky.social

Well... maybe not exactly. Those numbers will go up or down depending on price movement from here to there, and our assumptions are obviously not perfect (but the feedback from our professional index customers is that think pretty highly of our rebal analysis in general).

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TLquiddity.bsky.social

JPX Nikkei 400 and other TSE FFW indices generally get changed at the same time. We see a bit over ¥100bn a side to trade for JPNK400. A lot less for other TSE indices. All the details, ranks, and a spreadsheet for Smartkarma subs in the link. www.smartkarma.com/insights/the...

The TOPIX October FFW Trade - BIG Numbers - Travis Lundy
The TOPIX October FFW Trade - BIG Numbers - Travis Lundy

The TOPIX October Free Float Weight Review is usually the largest TOPIX rebal event of the year. ¥2trln to buy, ¥2trln to sell. Many dozens of names with more than $100mm or 3x ADV to buy.

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TL
Travis Lundy
@quiddity.bsky.social
Independent Investment Research
194 followers274 following57 posts