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

STOXX Europe Indices: March 2022 Rebalance Trade So Far So Good. What Next?

STOXX Europe Indices: Quiddity Leaderboard for June 2022 Rebalance

STOXX Europe Indices: Quiddity Leaderboard for June 2022 2.0

STOXX Europe Indices: Quiddity Leaderboard for March 2022 Rebalance (And Jan 2022 BHP Replacement)

STOXX Europe Indices: Constituent Changes and Trading Strategy December 2021

STOXX Europe Indices: Quiddity Leaderboard for March 2022 Rebalance (Final)

Quiddity Advisors

Pan-Asia Catalysts/Events

Event-Driven

<ul>
<li>The European Benchmark Indices (BMI) of the STOXX family are reviewed on a quarterly basis in March, June, September and December. The March 2022 constituent changes were announced yesterday.</li>
<li>In this insight, we mainly focus on the constituent changes for the STOXX Europe 600 Index and the EURO STOXX Index.</li>
<li>In addition, we also take a look at the timeline, expected Inclusion/Exclusion Parameters for these candidates, historical performance of past rebalance events, and a potential trading strategy for March 2022.</li>
</ul>


The European Benchmark Indices (BMI) of the STOXX family are reviewed on a quarterly basis in March, June, September and December. The March 2022 constituent changes were announced yesterday.
In this insight, we mainly focus on the constituent changes for the STOXX Europe 600 Index and the EURO STOXX Index.
In addition, we also take a look at the timeline, expected Inclusion/Exclusion Parameters for these candidates, historical performance of past rebalance events, and a potential trading strategy for March 2022.


STOXX Europe Indices: Constituent Changes and Trading Strategy March 2022

SSAB AB

STOXX Europe Indices: Constituent Changes and Trading Strategy March 2022