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

Time for Capital Structure Basket Arbitrage in Korea? Target Names in Basket to Short & Long

Trade like Michael Burry on Korean Small-Caps? Here Are Candidate Names

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

Quantitative Analysis

South korea Financials / Quantitative Analysis

What are the local institutions buying in KOSPI? Below is the top 20 list of the most purchased stocks (in terms of net bought value as a % of market cap) in KOSPI last week (March 30 to April 3). I screened out those whose market cap is less than ₩100bil. Cosmax tops the list, followed by HDC-OP and Cheil Worldwide.<figure class="editor-figure mceNonEditable"><img src="https://static-prod.smartkarma.com/images/media/000/126/582/original/1.png?1586135983" class="editor-image img-responsive" data-smartkarma-image-id="126582"></figure>On the other hand, below are the 20 most sold KOSPI stocks of last week by the local institutions (again in terms of net sold value as % of market cap). Hotel Shilla sits in the first place, followed by Shinsegae and Doosan Corp.<figure class="editor-figure mceNonEditable"><img src="https://static-prod.smartkarma.com/images/media/000/126/583/original/2.png?1586135995" class="editor-image img-responsive" data-smartkarma-image-id="126583"></figure>

What are the local institutions buying in KOSPI? Below is the top 20 list of the most purchased stocks (in terms of net bought value as a % of market cap) in KOSPI last week (March 30 to April 3). I screened out those whose market cap is less than ₩100bil. Cosmax tops the list, followed by HDC-OP and Cheil Worldwide.On the other hand, below are the 20 most sold KOSPI stocks of last week by the local institutions (again in terms of net sold value as % of market cap). Hotel Shilla sits in the first place, followed by Shinsegae and Doosan Corp.

What Local Institutions Buy in KOSPI: Screening Low Capital Risk & High Div Stocks