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.

Quantitative Analysis

<ul>
<li>The KOSDAQ's price movement today pretty much followed this 9-10-2 pattern.</li>
<li>As seen from today's intra-day trading, a substantial reversion occurs when the margin call flow is completed, suggesting a significant tendency for the so-called V-shaped flow to come out.</li>
<li>We can design an intra-day trading setup using the 9-10-2 pattern. We can also consider swing trading on an extended window.</li>
</ul>


The KOSDAQ's price movement today pretty much followed this 9-10-2 pattern.
As seen from today's intra-day trading, a substantial reversion occurs when the margin call flow is completed, suggesting a significant tendency for the so-called V-shaped flow to come out.
We can design an intra-day trading setup using the 9-10-2 pattern. We can also consider swing trading on an extended window.


KOSDAQ Today Followed the Typical 9-10-2 Margin Call Pattern: How to Trade This