Macro Strategist, Saxo Capital Markets

Kay Van-Petersen

Macro Strategist

Saxo Capital Markets

Thematic (Sector/Industry)

<ul><li>The coming week sees a flurry of Fed speakers &amp; heavy econ data from the US (CPI) &amp; China (1Q GDP)</li><li>Probably most anticipated main central bank meeting will be from the Bank of Canada, given Poloz&rsquo;s mixed messages &amp; just overall&nbsp;bipolar activity&nbsp;</li><li>People may have a snapshot of India, but they are very much missing the big picture</li></ul>

The coming week sees a flurry of Fed speakers &amp; heavy econ data from the US (CPI) &amp; China (1Q GDP)Probably most anticipated main central bank meeting will be from the Bank of Canada, given Poloz&rsquo;s mixed messages &amp; just overall&nbsp;bipolar activity&nbsp;People may have a snapshot of India, but they are very much missing the big picture

KVP'S MACRO TAKE: INDIA = BABY CHINA... TIME TO GROW...

Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/axis-bank-ltd" target="_blank" data-smartkarma-citation="entities:768:1" rel="noopener">Axis Bank (AXSB IN)</a> vs. <a href="https://www.smartkarma.com/entities/icici-bank-ltd" target="_blank" data-smartkarma-citation="entities:547:1" rel="noopener">ICICI Bank (ICICIBC IN)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long ICICI Bank (ICICIBC IN) and short Axis Bank (AXSB IN) targets a 5% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The Axis Bank (AXSB IN) vs. ICICI Bank (ICICIBC IN) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long ICICI Bank (ICICIBC IN) and short Axis Bank (AXSB IN) targets a 5% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Long ICICI Bank (ICICIBC IN) Vs. Short Axis Bank (AXSB IN): Quant-Driven Pair Trade in Indian Banks

<ul>
<li>Four stock pairs have triggered new mean-reversion trade signals, with price ratios deviating more than two standard deviations from their one-year averages.</li>
<li>Two of the opportunities involve companies in the same industry and two pairs involve companies in different industries within the same sector.</li>
<li>Essential for quantitative traders seeking mean-reversion opportunities, outlining opportunities and key risk considerations.</li>
</ul>


Four stock pairs have triggered new mean-reversion trade signals, with price ratios deviating more than two standard deviations from their one-year averages.
Two of the opportunities involve companies in the same industry and two pairs involve companies in different industries within the same sector.
Essential for quantitative traders seeking mean-reversion opportunities, outlining opportunities and key risk considerations.


Four New Statistical Arbitrage Opportunities in Asia-Pac

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/uco-bank" target="_blank" data-smartkarma-citation="entities:9669:1" rel="noopener">UCO Bank (UCO IN)</a> vs. <a href="https://www.smartkarma.com/entities/central-bank-of-india" target="_blank" data-smartkarma-citation="entities:544:1" rel="noopener">Central Bank Of India (CBOI IN)</a> price-ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Both stocks are trading near 52-week lows, opening a window for a statistically supported mean-reversion setup.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The UCO Bank (UCO IN) vs. Central Bank Of India (CBOI IN) price-ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Both stocks are trading near 52-week lows, opening a window for a statistically supported mean-reversion setup.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


UCO Bank (UCO IN) Vs. Central Bank Of India (CBOI IN): Statistical Edge in India Bank Pair Trade

APAC IPOs & Placements, Aequitas Research

Ethan Aw

APAC IPOs & Placements

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Equity Capital Markets

Premier Energies / Equity Capital Markets

<ul>
<li>
<a href="https://www.smartkarma.com/entities/premier-energies-limited" target="_blank" data-smartkarma-citation="entities:42190:1" rel="noopener">Premier Energies Limited (0377949D IN)</a> is looking to raise US$300m in its upcoming India IPO. It is a manufacturer of solar photovoltaic (PV) cells, and solar modules. </li>
<li>It also executes engineering, procurement, and construction (EPC) projects and provides follow-up operation and maintenance (O&amp;M) services. </li>
<li>In this note, we talk about the company’s historical performance.</li>
</ul>



Premier Energies Limited (0377949D IN) is looking to raise US$300m in its upcoming India IPO. It is a manufacturer of solar photovoltaic (PV) cells, and solar modules. 
It also executes engineering, procurement, and construction (EPC) projects and provides follow-up operation and maintenance (O&amp;M) services. 
In this note, we talk about the company’s historical performance.


Premier Energies Pre-IPO - Still Ramping up but Already Profitable

India

iShares MSCI India Index ETF is an exchange-traded fund registered in Singapore. The Fund seeks to provide investment results that, before expenses, closely correspond to the performance of the MSCI India Index. The Fund invests all or substantially all of its assets in shares comprising the MSCI India Index in substantially the same weightings as constituted in the underlying index.

iShares MSCI India Index ETF (INDIA SP)

KVP'S MACRO TAKE: INDIA = BABY CHINA... TIME TO GROW...

The coming week sees a flurry of Fed speakers & heavy econ data from the US (CPI) & China (1Q GDP) Probably most anticipated main central...

Kay Van-Petersen

Long ICICI Bank (ICICIBC IN) Vs. Short Axis Bank (AXSB IN): Quant-Driven Pair Trade in Indian Banks

Pair trade with a 5% target-return amid significant deviation of the price ratio between Axis Bank vs. ICICI Bank. Opportunity for quantitative...

Gaudenz Schneider

Four New Statistical Arbitrage Opportunities in Asia-Pac

Three Aussie and one Indian pair show mean-reversion pair trade signals in Financials, Industrials, and Materials. Ideal for quantitative traders...

Gaudenz Schneider

UCO Bank (UCO IN) Vs. Central Bank Of India (CBOI IN): Statistical Edge in India Bank Pair Trade

Tight historical correlation sets the stage for a high-probability reversal in this India bank pair. Quant signals highlight an attractive mean...

Gaudenz Schneider

Premier Energies Pre-IPO - Still Ramping up but Already Profitable

Premier Energies Limited (0377949D IN) is looking to raise US$300m in its upcoming India IPO. It is a manufacturer of solar photovoltaic (PV)...

Ethan Aw

KVP'S MACRO TAKE: INDIA = BABY CHINA... TIME TO GROW...

The coming week sees a flurry of Fed speakers & heavy econ data from the US (CPI) & China (1Q GDP) Probably most anticipated main central...

Kay Van-Petersen

Long ICICI Bank (ICICIBC IN) Vs. Short Axis Bank (AXSB IN): Quant-Driven Pair Trade in Indian Banks

​Pair trade with a 5% target-return amid significant deviation of the price ratio between Axis Bank vs. ICICI Bank. Opportunity for quantitative...

Gaudenz Schneider

Four New Statistical Arbitrage Opportunities in Asia-Pac

Three Aussie and one Indian pair show mean-reversion pair trade signals in Financials, Industrials, and Materials. Ideal for quantitative traders...

Gaudenz Schneider

UCO Bank (UCO IN) Vs. Central Bank Of India (CBOI IN): Statistical Edge in India Bank Pair Trade

Tight historical correlation sets the stage for a high-probability reversal in this India bank pair. Quant signals highlight an attractive mean...

Gaudenz Schneider

Premier Energies Pre-IPO - Still Ramping up but Already Profitable

Premier Energies Limited (0377949D IN) is looking to raise US$300m in its upcoming India IPO. It is a manufacturer of solar photovoltaic (PV)...

Ethan Aw

Pair trade with a 5% target-return amid significant deviation of the price ratio between Axis Bank vs. ICICI Bank. Opportunity for quantitative...