Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>KB Asset Management has announced the release of an inverse ETF, containing the top 10 core stocks in the secondary battery sector.</li>
<li>Given the substantial fluctuations in SSF trading volume in Korea, the flow increase of this ETF might temporarily lead to an unusually high level of backwardation.</li>
<li>Also, we may observe a phenomenon known as 'wag-the-dog' as the flow of this inverse ETF could act as a triggering factor for a temporary spark.</li>
</ul>


KB Asset Management has announced the release of an inverse ETF, containing the top 10 core stocks in the secondary battery sector.
Given the substantial fluctuations in SSF trading volume in Korea, the flow increase of this ETF might temporarily lead to an unusually high level of backwardation.
Also, we may observe a phenomenon known as 'wag-the-dog' as the flow of this inverse ETF could act as a triggering factor for a temporary spark.


Korea's First Sector Inverse ETF: Discussing Flow Trading Impacts

Posco Future M

Korea's First Sector Inverse ETF: Discussing Flow Trading Impacts