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

KOSPI 200 Rebalancing Trade Data: Recent Passive Flow, Volatility, Upside, & Liquidity

KOSPI 200 Rebalancing Results: List, Volatility, Upside, & Liquidity

KOSDAQ 150 Rebalancing Results: List, Volatility, Upside, & Liquidity

Big Hit: Fast Entry into KOSPI 200 & Lock-Up Expiries (Incl. RCPS)

KOSPI 200 Rebalancing Projection: Safe Bets & Those in Grey Area

Big Hit: Fast Entry into KOSPI 200 & MSCI Korea

Big Hit Entertainment: Trading Strategy Post End of Lockup, KOSPI200 Fast Entry, & 3Q 2020 Earnings

Event-Driven

KOSPI 200 December rebalancing is one month from now.The screening is based on the average daily market capitalization and the average daily trading value of an eligible company.Candidates are screened over the six months preceding the screening base date.This time, the screening base date is October 30. So, the calculation period is May 1 to October 30.I checked the 6-month average MC (May 1~October 30) of all the stocks listed on KOSPI.The results are in the DETAIL section.

KOSPI 200 December rebalancing is one month from now.The screening is based on the average daily market capitalization and the average daily trading value of an eligible company.Candidates are screened over the six months preceding the screening base date.This time, the screening base date is October 30. So, the calculation period is May 1 to October 30.I checked the 6-month average MC (May 1~October 30) of all the stocks listed on KOSPI.The results are in the DETAIL section.

KOSPI 200 Reshuffle Final Update: Incoming/Outgoing (8 Each) & Passive In/Outflow Estimates

Zinus

KOSPI 200 Reshuffle Final Update: Incoming/Outgoing (8 Each) & Passive In/Outflow Estimates