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

Full Transcript of Korea FSC Briefing on Sudden Short-Selling Ban, Including Key Trading Insights

EQD | KOSPI 200 SHORT-SELLING BAN: Upward Push and Pullbacks

Momentum Trading Opportunities Among Top 50 Stocks in KOSPI With Highest Short Interest Ratios

Clepsydra Capital

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

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>We should consider the complete prohibition of short selling for the next six months as practically finalized.</li>
<li>Following the individual stock short selling ban, both position hedging and short demand will inevitably shift to the futures market, consequently inducing unavoidable immediate backwardation.</li>
<li>We should design a setup that not only actively seizes sell arbitrage opportunities but also effectively capitalizes on the downward price pressure stemming from spot selling.</li>
</ul>


We should consider the complete prohibition of short selling for the next six months as practically finalized.
Following the individual stock short selling ban, both position hedging and short demand will inevitably shift to the futures market, consequently inducing unavoidable immediate backwardation.
We should design a setup that not only actively seizes sell arbitrage opportunities but also effectively capitalizes on the downward price pressure stemming from spot selling.


Trading Opportunities from Korea's Sudden Short Selling Ban & Resulting Futures Backwardation