EQUITIES
JP
NKY
Nikkei 225 Carry Algo
Japanese equities are heavily influenced by the yen. This algo buys Nikkei when the yen is weakening (good for exporters) and hedges with yen puts. Captures the carry dynamic that drives Tokyo's market....
Win Rate
56%
38 markets resolved
Backtest Return
26.1%
2-year backtest
Benchmark
21.4%
Nikkei 225 Buy-and-Hold
Alpha vs Benchmark
+4.7%
2-year period
CURRENT MARKET — WEEK OF —
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Performance History
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Market Activity
Algo Rules — Fully Public
Long Nikkei when JPY carry positive (USD/JPY rising). Hedge with JPY puts. Yen-sensitive.
Japanese equities are heavily influenced by the yen. This algo buys Nikkei when the yen is weakening (good for exporters) and hedges with yen puts. Captures the carry dynamic that drives Tokyo's market.
Tags
carryNikkeiJPYJapan
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