海外研报

Nomura Quant Insights

Risk of a downside attack on the Nikkei 225 by systematic investorsSemiconductor stocks worldwide took a beating yesterday. It looks as though worries over

Relative value models and analysis

Mean Rvt Rank is based on an autocorrelation statistic on spline spreads over the past month. 100 means the spread is highly mean reverting relative to others, and vice versa.

Strengthening its Position as Industry Leader

TSM is the world’s leading semiconductor foundry company. The company provides wafer manufacturing, wafer probing, assembly and testing, mask production and design services.

United Airlines Holdings Inc

United Airlines (UAL) provides scheduled air transportation for passengers (>90% of total revenue) and cargo (3-5%) throughout the United States and across the globe. United Airlines

India budget, Korea GDP and 20-day exports, and MAS meeting

Scheduled key data releases for the coming week in Asia ex-Japan include the UnionBudget in India, Q2 GDP and July 20-day export data in Korea, industrial production