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

<ul>
<li>Shareholders have approved <a href="https://www.smartkarma.com/entities/oz-minerals-ltd" target="_blank" data-smartkarma-citation="entities:1138:1" rel="noopener">OZ Minerals Ltd (OZL AU)</a>'s acquisition by <a href="https://www.smartkarma.com/entities/bhp-group-ltd" target="_blank" data-smartkarma-citation="entities:147:1" rel="noopener">BHP Group Ltd (BHP AU)</a> and OZL is expected to stop trading after the close on 18 April.</li>
<li>
<a href="https://www.smartkarma.com/entities/oz-minerals-ltd" target="_blank" data-smartkarma-citation="entities:1138:1" rel="noopener">OZ Minerals Ltd (OZL AU)</a> will be replaced by <a href="https://www.smartkarma.com/entities/bellevue-gold-ltd" target="_blank" data-smartkarma-citation="entities:2297:1" rel="noopener">Bellevue Gold (BGL AU)</a> in the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> and by <a href="https://www.smartkarma.com/entities/seven-group-holdings-ltd" target="_blank" data-smartkarma-citation="entities:803:1" rel="noopener">Seven Group Holdings (SVW AU)</a> in the S&amp;P/ASX 100.</li>
<li>There has been huge short covering on <a href="https://www.smartkarma.com/entities/seven-group-holdings-ltd" target="_blank" data-smartkarma-citation="entities:803:1" rel="noopener">Seven Group Holdings (SVW AU)</a> and <a href="https://www.smartkarma.com/entities/bellevue-gold-ltd" target="_blank" data-smartkarma-citation="entities:2297:1" rel="noopener">Bellevue Gold (BGL AU)</a> over the last few months.</li>
</ul>


Shareholders have approved OZ Minerals Ltd (OZL AU)'s acquisition by BHP Group Ltd (BHP AU) and OZL is expected to stop trading after the close on 18 April.

OZ Minerals Ltd (OZL AU) will be replaced by Bellevue Gold (BGL AU) in the S&amp;P/ASX 200 (AS51 INDEX) and by Seven Group Holdings (SVW AU) in the S&amp;P/ASX 100.
There has been huge short covering on Seven Group Holdings (SVW AU) and Bellevue Gold (BGL AU) over the last few months.


S&P/ASX Adhoc Index Rebalance: SVW in ASX100, BGL in ASX200

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- Calm Before the Storm?

Chart based progressive global trading strategies, Chart Partners

Thomas Schroeder

Chart based progressive global trading strategies

Chart Partners

Chart Partners objective is to discover medium-term cycle turns and profit opportunities before they unfold, within structural trends while preserving capital with clear degrees of risk. We have real return ideas. 

Markets are dynamic and trading systems must reflect this. It is crucial to determine underlying correlations and lead-lag relationships within global markets and the impact on linked instruments. Our weekly Chartonics product gives you short-term trading strategies that can be applied within the medium and longer term macro trends that are mapped out in our strategy updates. 

Our methodology fuses global market variables and isolates drivers in trends. We specialize in FX, index trade in NY and Asia with a focus on Asian stocks. 

Technical Analysis

<ul>
<li>Taiwan has been our top long but showing momentum deterioration. ASX and Kospi met rally targets to finesse a dip and secondary push. HSI long struggling. Short near 21,000.</li>
<li>Japan and India are our immediate short plays. NKY dip and rally with bigger top due at 28,500.</li>
<li>April is a bullish month but once the buoyant cycle terminates, we will turn more aggressive on the short side (NKY, HSI, Korea and even Taiwan is on our radar.</li>
</ul>


Taiwan has been our top long but showing momentum deterioration. ASX and Kospi met rally targets to finesse a dip and secondary push. HSI long struggling. Short near 21,000.
Japan and India are our immediate short plays. NKY dip and rally with bigger top due at 28,500.
April is a bullish month but once the buoyant cycle terminates, we will turn more aggressive on the short side (NKY, HSI, Korea and even Taiwan is on our radar.


EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Bull Market?

<ul>
<li>
<a href="https://www.smartkarma.com/entities/liontown-resources-ltd" target="_blank" data-smartkarma-citation="entities:20488:1" rel="noopener">Liontown Resources (LTR AU)</a> has turned down an unsolicited, conditional and non-binding offer from <a href="https://www.smartkarma.com/entities/albemarle-corp" target="_blank" data-smartkarma-citation="entities:7678:1" rel="noopener">Albemarle Corp (ALB US)</a> to acquire all outstanding shares at A$2.50/share.</li>
<li>There is huge short interest on <a href="https://www.smartkarma.com/entities/liontown-resources-ltd" target="_blank" data-smartkarma-citation="entities:20488:1" rel="noopener">Liontown Resources (LTR AU)</a> and the short covering could take the stock close to the A$2.50/share mark.</li>
<li>
<a href="https://www.smartkarma.com/entities/liontown-resources-ltd" target="_blank" data-smartkarma-citation="entities:20488:1" rel="noopener">Liontown Resources (LTR AU)</a> is up nearly 50% today and if the price stays around this level, the stock could be added to the S&amp;P/ASX 100 Index in September.</li>
</ul>



Liontown Resources (LTR AU) has turned down an unsolicited, conditional and non-binding offer from Albemarle Corp (ALB US) to acquire all outstanding shares at A$2.50/share.
There is huge short interest on Liontown Resources (LTR AU) and the short covering could take the stock close to the A$2.50/share mark.

Liontown Resources (LTR AU) is up nearly 50% today and if the price stays around this level, the stock could be added to the S&amp;P/ASX 100 Index in September.


Liontown Resources (LTR AU) Turns Down Albemarle's A$2.5/Share Offer

Australia

The S&P/ASX 200 measures the performance of the 200 largest index-eligible stocks listed on the ASX by float-adjusted market capitalization. Representative liquid and tradable, it is widely considered Australia's preeminent benchmark index. The index is float-adjusted. The index was launched in April 2000.

S&P/ASX 200 (AS51 INDEX)

S&P/ASX Adhoc Index Rebalance: SVW in ASX100, BGL in ASX200

OZL will stop trading after the close on 18 April. BGL will be added to the ASX200 & SVW will be added to the ASX100. Short interest has dropped...

Brian Freitas

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Calm Before the Storm?

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

Asia Long and Short Positioning

Taiwan has been our top long but showing momentum deterioration. ASX and Kospi met rally targets to finesse a dip and secondary push. HSI long...

Thomas Schroeder

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Bull Market?

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

S&P/ASX Adhoc Index Rebalance: SVW in ASX100, BGL in ASX200

OZL will stop trading after the close on 18 April. BGL will be added to the ASX200 & SVW will be added to the ASX100. Short interest has dropped...

Brian Freitas

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Calm Before the Storm?

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

Asia Long and Short Positioning

Taiwan has been our top long but showing momentum deterioration. ASX and Kospi met rally targets to finesse a dip and secondary push. HSI long...

Thomas Schroeder

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Bull Market?

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

Liontown Resources (LTR AU) Turns Down Albemarle's A$2.5/Share Offer

Albemarle have made an offer to acquire Liontown at A$2.5/share, valuing the company at A$5.5bn. Liontown have rejected the offer and could be...

Brian Freitas