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

HSCEI Index Review - Out with the Old, In with the New

Hang Seng Index Rebalance Preview - September 2019

Event-Driven

<p>The HSCEI index review is effective 9 September and passive funds and index arb desks will be rebalancing their portfolios at or by the close on 6 September.</p><p>With just over a week to go to implementation date, we look at the performance of the inclusions and exclusions since announcement date and look at historical rebalances to determine if there is a trade in the week before implementation (spoiler alert: there is)</p>

The HSCEI index review is effective 9 September and passive funds and index arb desks will be rebalancing their portfolios at or by the close on 6 September.With just over a week to go to implementation date, we look at the performance of the inclusions and exclusions since announcement date and look at historical rebalances to determine if there is a trade in the week before implementation (spoiler alert: there is)

Want Want

HSCEI Index Review - Time to Play?