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

7 Adds & 7 Deletes in KOSPI 200 Rebalancing: Passive Impact & Trade Setups

Kakao Pay Passive Buying-Triggered Liquidity Crunch with KOSPI 200 Float at 36%

KOSPI 200 Rebalancing Trading Progress Checkup

SKIET Float Rate Adjustment for KOSPI 200 & MSCI Resulting from Block Deals

Momentum Trading Opportunity to Take Advantage of Kakao Pay's KOSPI 200 Fast Entry Failure Concern

KOSPI 200 Rebalancing Update After the Review Period Ended

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

Clepsydra Capital

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

Event-Driven

<ul>
<li>The upcoming rebalancing should feature<strong> a total of 12 constituents having a ±5%p free float change</strong>: eight members with +5%p or greater and four members with -5%p or harsher.</li>
<li>It seems better to outright trade individual liquidity-rich stocks: <strong>SK Bioscience, SKIET, Kakao Bank, and Krafton</strong>.</li>
<li>Considering that SKIET's recent share price correction was severe, we may want to take a relatively long trading window for SKIET while taking a tighter approach to the rest.</li>
</ul>


The upcoming rebalancing should feature a total of 12 constituents having a ±5%p free float change: eight members with +5%p or greater and four members with -5%p or harsher.
It seems better to outright trade individual liquidity-rich stocks: SK Bioscience, SKIET, Kakao Bank, and Krafton.
Considering that SKIET's recent share price correction was severe, we may want to take a relatively long trading window for SKIET while taking a tighter approach to the rest.


KOSPI 200 December Rebalancing: Constituents with a Substantial Free Float Change