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

Details of Restriction on Short Selling in the Korean Stock Market

Full Details & Current Designation List - Short-Selling Restriction Rule Change in Korea

Reversion Timing from a Quant Angle Based on KOSPI 5D/10D Yield

Short-Selling in Korea: Hong Kong-Style Designated Stocks or Uptick Rule Change?

Quantitative Analysis

South korea Consumer durables and apparel / Quantitative Analysis

<p>Multiple news outlets in Korea have reported late last night that the Korea FSC would announce the first-phase measures of new restrictions for short selling as early as today. We are still in a sort of the first phase. So, the FSC wouldn't go as far as an across-the-board ban at this time. Then, what would it be? Reportedly, the FSC will tighten the one-day ban of overheated short-selling stocks. Currently, the KRX classifies and designates so-called overheated stocks with a sudden and abnormal increase of short-sale transactions and bans them from further short-selling on the following day. The FSC will likely extend the banning period. Moreover, it will probably tighten the designation criteria.</p><figure class="editor-figure mceNonEditable"><img src="https://static-prod.smartkarma.com/images/media/000/122/132/original/1.png?1583784320" class="editor-image img-responsive" data-smartkarma-image-id="122132"></figure><p>Then, let's examine what names would emerge as a potential short-term short squeezing target from a quant angle.</p>

Multiple news outlets in Korea have reported late last night that the Korea FSC would announce the first-phase measures of new restrictions for short selling as early as today. We are still in a sort of the first phase. So, the FSC wouldn't go as far as an across-the-board ban at this time. Then, what would it be? Reportedly, the FSC will tighten the one-day ban of overheated short-selling stocks. Currently, the KRX classifies and designates so-called overheated stocks with a sudden and abnormal increase of short-sale transactions and bans them from further short-selling on the following day. The FSC will likely extend the banning period. Moreover, it will probably tighten the designation criteria.Then, let's examine what names would emerge as a potential short-term short squeezing target from a quant angle.

Short-Selling Rule Change in Korea: Potential Names for Short Squeezing

South Korea Consumer Discretionary

Short-Selling Rule Change in Korea: Potential Names for Short Squeezing