Quiddity Primer for CSI 300/500 Index Rebalance Events
We evaluated the performance of 1205+ unique past Index rebalance cases (ADDs and DELs) involving the CSI 300 index and CSI 500 index from December...
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China Macro: RRR Cuts' Diminishing Impact
In the absence of an LPR cut, the impact of the latest RRR move may be limited. We estimate that net of MLF maturities, the liquidity boost is...
291 Views
China & HK Strategy: Names to Watch for Market Value Management
CSRC's Market Value Management Guidelines will benefit the H-share banks and infrastructure construction companies because their A-shares have P/B...
183 Views
EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets
Despite varying market performances, implied volatility is generally decreasing across 16 equity markets and gold. The realignment might offer...
162 Views
EQD | Hang Seng Index Option Strategy - A Contrarian View on the Skew
The Hang Seng Index shows high volatility with upside implied volatility trading higher than downside, supporting contrarian strategies for year-end.
986 Views