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

Sinopec Engineering Group H / Event-Driven

<ul>
<li>The WisdomTree Emerging Markets SmallCap Dividend Index is a fundamentally weighted index that measures the performance of small cap stocks within Emerging Markets.</li>
<li>The changes at the October rebalance were announced after market close on 4 October with implementation scheduled at the close on 16 October.</li>
<li>There are 8 trading days to implementation and there are a bunch of stocks with over 2x ADV to trade.</li>
</ul>


The WisdomTree Emerging Markets SmallCap Dividend Index is a fundamentally weighted index that measures the performance of small cap stocks within Emerging Markets.
The changes at the October rebalance were announced after market close on 4 October with implementation scheduled at the close on 16 October.
There are 8 trading days to implementation and there are a bunch of stocks with over 2x ADV to trade.


WisdomTree Emerging Markets SmallCap Dividend Index Rebalance: US$1bn to Trade

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

In our weekly Shanghai/Shenzhen Connect Ideas series, we aim to help our investors understand the flow of northbound trades via the Shanghai and Shenzhen Connect, as analyzed by our proprietary data engine and highlight interesting trade ideas. 
We split the stocks eligible for the Shanghai/Shenzhen Connect trade into two groups: stocks with a market capitalization above USD 5 billion, as well as between USD 1 billion and USD 5 billion. 
In this insight, we will highlight the consecutive two weeks of inflow into the A-share market. We highlight the inflow reversal into <a href="https://www.smartkarma.com/entities/1553" target="_blank" data-smartkarma-citation="entities:1553:1">Kweichow Moutai Co Ltd A (600519 CH),</a> a leading premium hard liquor manufacturer, as well as <a href="https://www.smartkarma.com/entities/tsingtao-brewery-co-ltd-a" target="_blank" data-smartkarma-citation="entities:846:1">Tsingtao Brewery Co Ltd A (600600 CH)</a>.

In our weekly Shanghai/Shenzhen Connect Ideas series, we aim to help our investors understand the flow of northbound trades via the Shanghai and Shenzhen Connect, as analyzed by our proprietary data engine and highlight interesting trade ideas. 
We split the stocks eligible for the Shanghai/Shenzhen Connect trade into two groups: stocks with a market capitalization above USD 5 billion, as well as between USD 1 billion and USD 5 billion. 
In this insight, we will highlight the consecutive two weeks of inflow into the A-share market. We highlight the inflow reversal into Kweichow Moutai Co Ltd A (600519 CH), a leading premium hard liquor manufacturer, as well as Tsingtao Brewery Co Ltd A (600600 CH).

Shanghai/​Shenzhen Connect Ideas: Moutai Inflows Were Back, Tsingtao Too (2019-06-14)

China

Hunan Valin Steel Co., Ltd. smelts and processes steel and nonferrous metals. The Company's products include steel billets, seamless steel tubes, aluminium wire rods, and other metal products. Hunan Valin also exports its products to United States, Korea, Thailand, and other countries.

Price Gauge
52-week Range	0.00 - 0.00
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Hunan Valin Steel Co Ltd A (000932 CH)

WisdomTree Emerging Markets SmallCap Dividend Index Rebalance: US$1bn to Trade

There are 370 adds/257 deletes for the WisdomTree Emerging Markets SmallCap Dividend Index. Round-trip trade is around US$1bn. There is big impact...

Brian Freitas

Shanghai/Shenzhen Connect Ideas: Moutai Inflows Were Back, Tsingtao Too (2019-06-14)

In our weekly Shanghai/Shenzhen Connect Ideas series, we aim to help our investors understand the flow of northbound trades via the Shanghai and...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

WisdomTree Emerging Markets SmallCap Dividend Index Rebalance: US$1bn to Trade

There are 370 adds/257 deletes for the WisdomTree Emerging Markets SmallCap Dividend Index. Round-trip trade is around US$1bn. There is big impact...

Brian Freitas

Shanghai/​Shenzhen Connect Ideas: Moutai Inflows Were Back, Tsingtao Too (2019-06-14)

In our weekly Shanghai/Shenzhen Connect Ideas series, we aim to help our investors understand the flow of northbound trades via the Shanghai and...

Ke Yan, CFA, FRM

Shanghai/Shenzhen Connect Ideas: Moutai Inflows Were Back, Tsingtao Too (2019-06-14)