Quiddity Leaderboard CSI 300/​​500 Dec 24: Positive Start to the Trade; Some Changes to Expectations

250 Views15 Jul 2024 09:42
The CSI 300 rebalance could see 16 ADDs/DELs causing one-way flows of US$2.4bn while the CSI 500 rebalance could see 50 ADDs/DELs resulting in one-way flows of US$2.6bn.
What is covered in the Full Insight:
  • Introduction
  • CSI 300 and CSI 500 Index Selection
  • Potential ADDs and DELs
  • Importance of Buffer-relative Price Changes
  • Conclusions and Trade Strategy
SUMMARY
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Janaghan Jeyakumar, CFA
Pan-Asia Index Flows & Special Situations
Quiddity Advisors
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