Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Event-Driven

Shanghai Pudong Development Bank Co. / Event-Driven

<ul>
<li>There are 5 changes for the <a href="https://www.smartkarma.com/entities/shanghai-stock-exchange-sse-50-a-share-index" target="_blank" data-smartkarma-citation="entities:31073:1" rel="noopener">SSE50 Index</a> that will be implemented at the close on 9 June. The impact is pretty chunky on a few deletions.</li>
<li>Apart from the passive assets tracking the index, there are some liquid index futures and the impact on the stocks will be larger than just the headline numbers.</li>
<li>The adds underperformed the deletes in March and April but have come roaring back in May. Playing the trade via long/short pairs could provide better risk adjusted returns.</li>
</ul>


There are 5 changes for the SSE50 Index that will be implemented at the close on 9 June. The impact is pretty chunky on a few deletions.
Apart from the passive assets tracking the index, there are some liquid index futures and the impact on the stocks will be larger than just the headline numbers.
The adds underperformed the deletes in March and April but have come roaring back in May. Playing the trade via long/short pairs could provide better risk adjusted returns.


SSE50 Index Rebalance: Some Large Impact Changes

Pan-Asia Catalysts/Events, Quiddity Advisors

Travis Lundy

Pan-Asia Catalysts/Events

Quiddity Advisors

<p>Since I wrote on the official launch of the CDR Pilot Program (see Insight Stream at right) as announced by the CSRC 11 days ago and the next day application of Xiaomi to become the first CDR issuer, there has been little in the way of signpost to see how this was evolving. There had been suggestions in local media last week that <a href="https://www.smartkarma.com/entities/179" target="_blank" data-smartkarma-citation="entities:179:1">Baidu Inc (ADR) (BIDU US)</a> would become the second to list CDRs, beating out Alibaba and JD.com. Alibaba was said to be behind in the game because of potentially…</p>

Since I wrote on the official launch of the CDR Pilot Program (see Insight Stream at right) as announced by the CSRC 11 days ago and the next day application of Xiaomi to become the first CDR issuer, there has been little in the way of signpost to see how this was evolving. There had been suggestions in local media last week that Baidu Inc (ADR) (BIDU US) would become the second to list CDRs, beating out Alibaba and JD.com. Alibaba was said to be behind in the game because of potentially…

CDR Pilot Program Update - Xiaomi First, Baidu Next? BABA and JD Coming Behind

Taiwan

Foxconn Industrial Internet Co., Ltd. operates as a communication network equipment development company. The Company develops and sells network switches, routers, wireless devices, web servers, set top boxes, smart home gateways, and other products. Foxconn Industrial Internet also manufactures storage equipment.

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Foxconn Industrial Internet (601138 CH)

SSE50 Index Rebalance: Some Large Impact Changes

There are 5 changes to the SSE50 Index in June that will have one-way turnover estimated at 3.95% and will result in a one-way trade of CNY 3,187m....

Brian Freitas

CDR Pilot Program Update - Xiaomi First, Baidu Next? BABA and JD Coming Behind

Since I wrote on the official launch of the CDR Pilot Program (see Insight Stream at right) as announced by the CSRC 11 days ago and the next day...

Travis Lundy

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