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.

Index Rebalance

<ul>
<li>POSCO Holdings and Samsung SDI stand out for shorting, as both were hit hard by the EV battery chasm. With June rebal looming, they’re likely getting the boot.</li>
<li>Samsung Biologics and Hanwha Aerospace could replace them, with a large float cap gap and strong price momentum, making it unlikely for the gap to flip by May.</li>
<li>As June rebalancing nears, volume could drop, increasing passive impact. With shorting back, passive flow intensity may rise, leading to significant price action.</li>
</ul>


POSCO Holdings and Samsung SDI stand out for shorting, as both were hit hard by the EV battery chasm. With June rebal looming, they’re likely getting the boot.
Samsung Biologics and Hanwha Aerospace could replace them, with a large float cap gap and strong price momentum, making it unlikely for the gap to flip by May.
As June rebalancing nears, volume could drop, increasing passive impact. With shorting back, passive flow intensity may rise, leading to significant price action.


Post-Ban Short Play Idea: TIGER Top 10 ETF Rebal in June