Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>WEEKLY tactical global macro recap/analysis for several markets and stocks we track, grouped by sector.</li>
<li>We apply our quantitative models to each instrument's trend, to determine which stocks/markets are just starting a trend, are in the middle of it, or are about to end it.</li>
<li>
<strong>Most overbought</strong>: META, Bank of China, USO/Oil, China Construction Bank, Mitsubishi UFJ Financial. <strong>Most oversold</strong>: NeatEase Cloud Music, CATL, Samsung Electronics, Gold, Shin Etsu Chemical</li>
</ul>


WEEKLY tactical global macro recap/analysis for several markets and stocks we track, grouped by sector.
We apply our quantitative models to each instrument's trend, to determine which stocks/markets are just starting a trend, are in the middle of it, or are about to end it.

Most overbought: META, Bank of China, USO/Oil, China Construction Bank, Mitsubishi UFJ Financial. Most oversold: NeatEase Cloud Music, CATL, Samsung Electronics, Gold, Shin Etsu Chemical


WEEKLY Tactical Recap: Samsung Electronics, CATL, Tokyo Electron, Advantest Corp, Bank of China, BYD

Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

Shenton Research

Shenton Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 4th.</li>
<li>The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.</li>
<li>We highlight flows for Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, Hua Hong Semi, CCB, Alibaba, ICBC.</li>
</ul>


We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 4th.
The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
We highlight flows for Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, Hua Hong Semi, CCB, Alibaba, ICBC.


HK Connect Flows Weekly (Sep 4th): Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, CCB

Articles from Caixin Global, Caixin Global

Caixin Global

Articles from Caixin Global

Caixin is a media group dedicated to providing financial and business news through periodicals, online content, mobile apps, conferences, books and TV/video programs. Caixin aims to blaze a trail that helps traditional media prosper in the new media age through integrated multimedia platforms.

News from Caixin

Cross Asset Strategy

<ul><li>In Depth: Chinese customers sold on ‘elixir of youth’ despite expert warnings </li><li>Suspect arrested in stabbing of four American college teachers in China</li><li>Executive at ICBC’s Beijing branch investigated for suspected graft</li></ul>

In Depth: Chinese customers sold on ‘elixir of youth’ despite expert warnings Suspect arrested in stabbing of four American college teachers in ChinaExecutive at ICBC’s Beijing branch investigated for suspected graft

CX Daily: Chinese Customers Sold on ‘Elixir of Youth’ Despite Expert Warnings 

Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Index Rebalance

<ul>
<li>The changes to the Hang Seng family of indices were announced post market close on 21 August - final capping will use closing prices from the close on 1 September.</li>
<li>There are 2 adds for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI</a>, no constituent changes <a href="https://www.smartkarma.com/entities/hang-seng-china-enterprises-index" target="_blank" data-smartkarma-citation="entities:22900:1" rel="noopener">HSCEI</a>, 1 change for the <a href="https://www.smartkarma.com/entities/hang-seng-tech-index" target="_blank" data-smartkarma-citation="entities:31367:1" rel="noopener">HSTECH</a>, 5 changes for the HSIII, and 1 change for the HSBIO.</li>
<li>There are 61 adds and 15 deletes for the Hang Seng Composite Index and that should lead to 54 additions to Southbound Stock Connect from the open on 7 September.</li>
</ul>


The changes to the Hang Seng family of indices were announced post market close on 21 August - final capping will use closing prices from the close on 1 September.
There are 2 adds for the HSI, no constituent changes HSCEI, 1 change for the HSTECH, 5 changes for the HSIII, and 1 change for the HSBIO.
There are 61 adds and 15 deletes for the Hang Seng Composite Index and that should lead to 54 additions to Southbound Stock Connect from the open on 7 September.


Hang Seng Indexes: US$3.2bn of Flows Post Capping + Stock Connect Changes (Sep 2026)

HK/China Equity Long-Short

Osbert Tang, CFA

Thematic (Sector/Industry)

<ul>
<li>Many have missed out on the 14%, or 2,300 points, rally of the HSI in the last 9 trading days. There are still several stocks that look interesting now.</li>
<li>
<a href="https://www.smartkarma.com/entities/li-auto-inc-3dbe6187-544f-40dd-b9f9-72fba9c0110e" target="_blank" data-smartkarma-citation="entities:33811:1" rel="noopener">Li Auto (2015 HK)</a>, <a href="https://www.smartkarma.com/entities/link-reit" target="_blank" data-smartkarma-citation="entities:872:1" rel="noopener">Link REIT (823 HK)</a>, <a href="https://www.smartkarma.com/entities/china-mengniu-dairy-co" target="_blank" data-smartkarma-citation="entities:354:1" rel="noopener">China Mengniu Dairy Co (2319 HK)</a>, <a href="https://www.smartkarma.com/entities/hang-lung-properties-ltd" target="_blank" data-smartkarma-citation="entities:49:1" rel="noopener">Hang Lung Properties (101 HK)</a> and <a href="https://www.smartkarma.com/entities/galaxy-entertainment-group-limited" target="_blank" data-smartkarma-citation="entities:806:1" rel="noopener">Galaxy Entertainment Group (27 HK)</a> are massive laggards YTD.</li>
<li>As they have only experienced limited rebounds from the 19-Apr trough, they are set to catch up. Also, their earnings prospects look positive this year. </li>
</ul>


Many have missed out on the 14%, or 2,300 points, rally of the HSI in the last 9 trading days. There are still several stocks that look interesting now.

Li Auto (2015 HK), Link REIT (823 HK), China Mengniu Dairy Co (2319 HK), Hang Lung Properties (101 HK) and Galaxy Entertainment Group (27 HK) are massive laggards YTD.
As they have only experienced limited rebounds from the 19-Apr trough, they are set to catch up. Also, their earnings prospects look positive this year. 


HK Strategy: Where Are the Short-Term Opportunities?

China

Industrial and Commercial Bank of China Ltd provides a broad range of personal and corporate commercial banking services all over China.  The Bank's businesses include deposit, loan, credit card, fund underwriting and trust, and foreign currency settlement and trading.

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Ind & Comm Bk Of China (A) (601398 CH)

WEEKLY Tactical Recap: Samsung Electronics, CATL, Tokyo Electron, Advantest Corp, Bank of China, BYD

Weekly Global Macro Tactical Recap: our models tracks trends across asset classes to highlight overbought/oversold market conditions across Asian...

Nico Rosti

HK Connect Flows Weekly (Sep 4th): Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, CCB

We analyzed southbound Hong Kong connect flows in the past week and highlighted flows for Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas,...

Ke Yan, CFA, FRM

CX Daily: Chinese Customers Sold on ‘Elixir of Youth’ Despite Expert Warnings

Anti-aging / In Depth: Chinese customers sold on ‘elixir of youth’ despite expert warnings. Chinese consumers have bought into the global craze for...

Caixin Global

Hang Seng Indexes: US$3.2bn of Flows Post Capping + Stock Connect Changes (Sep 2026)

The Sep rebalance of the HSI, HSCEI, HSTECH, HSIII indices will use 1 Sep closing prices for capping. The round-trip trade across the four indices...

Brian Freitas

HK Strategy: Where Are the Short-Term Opportunities?

Li Auto, Link REIT, China Mengniu, Hang Lung Properties, and Galaxy Entertainment are massive laggards YTD but the recent rebound from the trough...

Osbert Tang, CFA

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52-week Range

Market Cap (USDm)

P/E

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