Korean Share Class Trade in a New Era: List of Ordinary Shares Having Single Stock Futures
This post is the second part of the investigation on Korean pairs trading in a new era of shorting restriction. The second part will investigate...
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Korean Stub Trade in a New Era: List of Holdcos Having Single Stock Futures
We now have the across-the-board shorting restriction in Korea for the next six months. It means that we will have to adjust our approach on most...
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FSC Tweaks Short Sell Rules; Shorts Jump on Samsung Electronics, KT&G, Hyundai Motors
The Korea Exchange (KRX) publishes outstanding short position data daily with a two day lag. The data below is of the close of 6 March 2020.Current...
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Amore Stub: Ironic Opportunity
Amore stub is at -2σ on a 20D MA as of now. The pair has made a nearly 1σ move from yesterday. The price ratio is currently at a 120D low. On a...
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Korea - Technology Covering Offsets Shorts in Other Sectors
The Korea Exchange (KRX) publishes outstanding short position data daily with a two day lag. The data below is of the close of 28 February...
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