Pan-Asia Index Flows & Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Equity Analyst with experience in fundamental and event-driven research in Frontier and Emerging markets. 

On Smartkarma, I mainly publish insights on index flow events in the Asia-Pacific region. This includes predicting regular and intra-review index changes and estimating upcoming passive flows. I also cover special situations such as mergers & acquisitions, equity offerings, buybacks, and other corporate restructuring events.

Pan-Asia Index Flows & Special Situations

Quiddity Leaderboard CSI 300/​500 Dec 23: Massive Baskets, US$2.5bn One-Way

Quiddity Leaderboard BSE/​​​​SENSEX Dec 23: 7 Changes for BSE 100 and 5 Changes for BSE 200

Quiddity Primer for SSE 50/180/380 Index Rebalance Events

Quiddity Primer: The Ongoing Evolution of the Hang Seng Index

Historical TOPIX Inclusions:  What Flavor Performs Best?

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

Quiddity Advisors

Pan-Asia Catalysts/Events

Event-Driven

Luoyang Xinqianglian Slewing B / Event-Driven

Luoyang Xinqianglian Slewing B (300850 CH)

<ul>
<li>CSI 300 represents the 300 largest stocks by market capitalization and liquidity from the entire universe of Shanghai and Shenzhen Stock Exchanges. CSI 500 represents the <em>next</em> largest 500 names.</li>
<li>During the periodic index rebalance events, a large number of stocks move into or out of these indices giving rise to significant flow events and attractive trading opportunities.</li>
<li>In this insight, we take a brief look at the index selection methodology and the historical price and volume performance of the CSI 300/500 index rebalance baskets.</li>
</ul>


CSI 300 represents the 300 largest stocks by market capitalization and liquidity from the entire universe of Shanghai and Shenzhen Stock Exchanges. CSI 500 represents the next largest 500 names.
During the periodic index rebalance events, a large number of stocks move into or out of these indices giving rise to significant flow events and attractive trading opportunities.
In this insight, we take a brief look at the index selection methodology and the historical price and volume performance of the CSI 300/500 index rebalance baskets.


Zhejiang Shuanghuan Driveline (002472 CH)

Zhonghang Electronic Measuring Instruments (300114 CH)

Zhonghang Electronic Measuring Instruments

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Shenzhen Kangtai Biological Pr (300601 CH)

Wuhan Jingce Electronic Group (300567 CH)

Quiddity Primer for CSI 300/500 Index Rebalance Events