Quiddity Leaderboard CSI 300/500 Dec 23: US$2.8bn One-Way; Might Be Time for a Basket Trade
The Names directly moving into CSI 300 and CSI 500 without previously being members of either of these indices could outperform the CSI 300 index...
842 Views
CSI500 Index Rebalance Preview: ETF Inflows Lead to Performance Skew
There should be 50 changes in Dec with a big sector skew. Turnover is ~10% and 31 stocks will have 1x ADV to trade. Huge ETF inflows have led to...
833 Views
Index Rebalance & ETF Flow Recap: NKY, ASX, CSI300, KOSDAQ150, Yuanta ETFs, MVA, MVW, SMH
This recap highlights Insights covering Asian index rebalances (announcements/ forecasts/ IPO Fast Entry/ M&A driven changes). We also highlight...
784 Views
CSI300 Index Rebalance Preview: 14 Potential Changes in December
There could be 14 changes for the CSI300 in Dec. We estimate one-way turnover of 1.93% and one-way trade of CNY 6.93bn. Materials lose the most...
894 Views
China ETFs: Inflows Continue to Support the Market
Money continues to flow into mainland China ETFs with the total inflows since 18 July over US$25bn. This has likely helped stabilise the market and...
739 Views