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

KOSDAQ 150 Rebalancing Ins/Outs: Float, Index Weight & Funds Flow % to DTV

Event-Driven

This evening post market close, the KRX announced changes to the KOSDAQ150 Index. There are 17 additions to and 17 deletions from the index. All changes are effective from the open of 13 December 2019, so all passively benchmarked assets will need to be rebalanced at (or by) the close on 12 December 2019.Among the deletions, <a href="https://www.smartkarma.com/entities/korea-information-communicat" target="_blank" rel="noopener" data-smartkarma-citation="entities:2354:1">Korea Information&amp;Communicat (025770 KS)</a> and <a href="https://www.smartkarma.com/entities/innochips-technology" target="_blank" rel="noopener" data-smartkarma-citation="entities:16790:1">Innochips Technology (080420 KS)</a> have significant days to trade, while Golfzon (215000 KQ) and <a href="https://www.smartkarma.com/entities/saraminhr-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:8494:1">Saraminhr (143240 KS)</a> stand out among the additions.With only ten trading days to rebalance day, we would look at shorting the deletes with more than 3 days of volume to trade while buying the names that have more than 3 days of volume to buy.

This evening post market close, the KRX announced changes to the KOSDAQ150 Index. There are 17 additions to and 17 deletions from the index. All changes are effective from the open of 13 December 2019, so all passively benchmarked assets will need to be rebalanced at (or by) the close on 12 December 2019.Among the deletions, Korea Information&amp;Communicat (025770 KS) and Innochips Technology (080420 KS) have significant days to trade, while Golfzon (215000 KQ) and Saraminhr (143240 KS) stand out among the additions.With only ten trading days to rebalance day, we would look at shorting the deletes with more than 3 days of volume to trade while buying the names that have more than 3 days of volume to buy.

KOSDAQ150 Index Rebalance - A Lot To Trade in Limited Time

SaraminHR

KOSDAQ150 Index Rebalance - A Lot To Trade in Limited Time