Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

China ETF Inflows & Implications: YTD Inflows Near US$100bn

ChiNext/​​ChiNext 50 Index Rebalance: US$1bn Round-Trip Trade

ChiNext/​​​ChiNext50 Index Rebalance Preview: Plenty of Overlap Between the Indices

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

CSI300 Index Rebalance Preview: 18 Changes in Dec; Third Plenum; ETF Inflows; Short Sell Crackdown

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

Electric Connector Technology / Event-Driven

Electric Connector Technology (300679 CH)

<ul>
<li>With 70% of the review period complete, we forecast 8 changes for the <a href="https://www.smartkarma.com/entities/chinext-index" target="_blank" data-smartkarma-citation="entities:25483:1" rel="noopener">ChiNext Index (SZ399006 INDEX)</a> and 5 changes for the ChiNext 50 Index in December.</li>
<li>There are overlapping names for the two indices and some of the stocks will also have flows from the <a href="https://www.smartkarma.com/entities/csi-smallcap-500-index-shang" target="_blank" data-smartkarma-citation="entities:35347:1" rel="noopener">CSI Smallcap 500 Index - Shang (SH000905 INDEX)</a> trackers.</li>
<li>The potential adds have outperformed the potential deletes for both indices on a year-to-date basis, but near-term performance has been lackluster.</li>
</ul>


With 70% of the review period complete, we forecast 8 changes for the ChiNext Index (SZ399006 INDEX) and 5 changes for the ChiNext 50 Index in December.
There are overlapping names for the two indices and some of the stocks will also have flows from the CSI Smallcap 500 Index - Shang (SH000905 INDEX) trackers.
The potential adds have outperformed the potential deletes for both indices on a year-to-date basis, but near-term performance has been lackluster.


Winning Health Technology Group Co., Ltd. A (300253 CH)

Winning Health Technology Group Co., Ltd. A

Xian Qiyuan Mchncl And Elctcl Eqp (300140 CH)

Zhejiang Wolwo Bio Pharmaceutical (300357 CH)

Shenzhen Kangtai Biological Pr (300601 CH)

Konfoong Materials Internation (300666 CH)

CSI Smallcap 500 Index - Shang (SH000905 INDEX EQUITY)

ChiNext/​​​ChiNext50 Index Rebalance Preview: 22 Changes & US$700m Trade

Electric Connector Technology

ChiNext/​​​ChiNext50 Index Rebalance Preview: 22 Changes & US$700m Trade

ChiNext/ChiNext50 Index Rebalance Preview: 22 Changes & US$700m Trade