CSI300 Index Rebalance: Methodology Tweak Results in More Changes & Larger Turnover
There are 28 changes to the CSI300 index at the Dec rebalance. A few large inclusions plus the expansion of the index universe pushes one-way...
CSI300 Index Rebalance Preview (Dec 2021): It Was A Good Entry Point
We forecast 26 changes to the CSI300 Index at the December rebalance. The inclusions outperformed the deletions by 13% in October. Trim positions...
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