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

Shorting Setup on Additions to KS200/KQ150 with KODEX Battery ETF Flow

KODEX Battery ETF Rebalancing & SungEel Hitech Trading Situation

KODEX Battery Rebalancing Results Out: From Today to Next Tuesday

SungEel HiTech: KOSDAQ 150 Early Entry in December

TIGER Battery ETF (WISE) Rebalancing in October

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

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>Long/Short basket trading on an equal weight using only six stocks for a 10% ceiling reversion with SungEel and Sebitchem would have delivered a daily yield of close to 2%.</li>
<li>An outright position on SungEel and Sebitchem and the biggest mover, Ecopro BM, alone would have delivered a pretty juicy yield of 4.2%.</li>
<li>The rebalancing of this ETF is an event that allows you to bet on highly predictable share price movements by forming a basket with a relatively small number of stocks.</li>
</ul>


Long/Short basket trading on an equal weight using only six stocks for a 10% ceiling reversion with SungEel and Sebitchem would have delivered a daily yield of close to 2%.
An outright position on SungEel and Sebitchem and the biggest mover, Ecopro BM, alone would have delivered a pretty juicy yield of 4.2%.
The rebalancing of this ETF is an event that allows you to bet on highly predictable share price movements by forming a basket with a relatively small number of stocks.


Samsung KODEX Secondary Battery Industry ETF (305720 KS)

Samsung KODEX Secondary Battery Industry ETF

Mirae Asset TIGER Secondary Cell ETF (305540 KS)

Tracing Back TIGER (WISE) Battery ETF Rebalancing on October 13

Sungeel Hitech

Tracing Back TIGER (WISE) Battery ETF Rebalancing on October 13