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

Brilliance China Automotive / Event-Driven

<ul>
<li>We see 3 potential adds for the HSCI in December. We also see 26 potential adds and 16 potential deletes for the index in March.</li>
<li>Following the March rebalance, we see 22 potential inclusions to Stock Connect while we expect 37 stocks to be removed from the link.</li>
<li>Some of the potential deletions/ Stock Connect drops have large Southbound holdings and some of these positions could be pared back over the next few months.</li>
</ul>


We see 3 potential adds for the HSCI in December. We also see 26 potential adds and 16 potential deletes for the index in March.
Following the March rebalance, we see 22 potential inclusions to Stock Connect while we expect 37 stocks to be removed from the link.
Some of the potential deletions/ Stock Connect drops have large Southbound holdings and some of these positions could be pared back over the next few months.


HSCI Index Rebalance and Stock Connect: Changes at the Margins

Senior Equity Derivatives Trader

Simon Harris

<ul>
<li>Weekly summary of vol changes and moves across Global Markets</li>
<li>Analysing ATM volatility and skew changes over the last 5 days</li>
<li>We suggest a few trades to take advantage of the implied vol surfaces</li>
</ul>


Weekly summary of vol changes and moves across Global Markets
Analysing ATM volatility and skew changes over the last 5 days
We suggest a few trades to take advantage of the implied vol surfaces


EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

External broker reports(aggregated public sources), Mirae Asset Securities

Mirae Asset Securities

External broker reports(aggregated public sources)

Leading full-service brokerage firm in Vietnam. 

Content available is external broker reports authored by a third party outside the Smartkarma network and has been aggregated by an online aggregator through publicly available sources and is displayed by Smartkarma in this format for user's convenience and general informational purposes only. Content does not constitute investment or financial advice and Smartkarma makes no representation or warranty regarding its accuracy or contents. Original third party author retains all copyright and other proprietary rights in the content. Access or use of third party links not controlled by Smartkarma are at the user's own risk.

Thematic (Sector/Industry)

<ul>
<li>As bearishness prevailed, VNIndex experienced a severe decline after instantly reaching the highest daily level of 996.1 pts (-0.1% DoD) following the ATO session.</li>
<li>Considerable losses extended when selling pressure spread from Real Estates sector to other sectors.</li>
<li>After lunch, the index dropped to the lowest daily level of 969.7 pts (-2.8% DoD) at 13:05 and recovered to close at 975.2 pts (-2.2% DoD).</li>
</ul>
<div class="content-highlight"><em>Content is external broker report sourced from online content aggregator through publicly available sources and is displayed below for general informational purposes only. Refer full disclaimer below.</em></div>


As bearishness prevailed, VNIndex experienced a severe decline after instantly reaching the highest daily level of 996.1 pts (-0.1% DoD) following the ATO session.
Considerable losses extended when selling pressure spread from Real Estates sector to other sectors.
After lunch, the index dropped to the lowest daily level of 969.7 pts (-2.8% DoD) at 13:05 and recovered to close at 975.2 pts (-2.2% DoD).

Content is external broker report sourced from online content aggregator through publicly available sources and is displayed below for general informational purposes only. Refer full disclaimer below.

<ul>
<li>Two Week summary of vol changes and moves across Global Markets</li>
<li>Analysing ATM volatility and skew changes over the last 10 days</li>
<li>We suggest a few trades to take advantage of the implied vol surfaces</li>
</ul>


Two Week summary of vol changes and moves across Global Markets
Analysing ATM volatility and skew changes over the last 10 days
We suggest a few trades to take advantage of the implied vol surfaces


EQD | Volatility Update: Bi-Weekly Review of Vol Changes and Best Trades

Hong Kong

The Hang Seng Index is a free-float capitalization-weighted index of a selection of companies from the Stock Exchange of Hong Kong. The components of the index are divided into four subindices: Commerce and Industry, Finance, Utilities, and Properties. The index was developed with a base level of 100 as of July 31, 1964.

Hang Seng Index (HSI INDEX)

HSCI Index Rebalance and Stock Connect: Changes at the Margins

We see 3 inclusions for the index in Dec, and then 26 adds/16 deletions in March. Following the March rebal, we see 22 adds/37 deletions for Stock...

Brian Freitas

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

A weekly look at spot, vol and skew changes across 8 global Indices. We analyse the changes and try to identify the best trades based on the vol...

Simon Harris

Vietnam Stock Market - A Market Sell-Off

As bearishness prevailed, VNIndex experienced a severe decline after instantly reaching the highest daily level of 996.1 pts (-0.1% DoD) following...

Mirae Asset Securities

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

Weekly look at volatility changes across 8 global indices. We look to identify the best trades based on spot and vol surface.

Simon Harris

EQD | Volatility Update: Bi-Weekly Review of Vol Changes and Best Trades

This week, we look at volatility and skew changes over the last 10 days for 8 major global indices. We look for the best trading opportunities...

Simon Harris