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

Contemporary Amperex Technology (CATL) / Index Rebalance

<ul>
<li>Post market close on Friday, Hang Seng Indexes will announce the changes for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> that will be implemented at the close on 5 December.</li>
<li>We highlight 6 stocks that have a higher probability of being added to the index. With the index committee entitled to a lot of discretion, there will be differences.</li>
<li>
<a href="https://www.smartkarma.com/entities/contemporary-amperex-technology-catl-co-limited" target="_blank" data-smartkarma-citation="entities:45179:1" rel="noopener">CATL (3750 HK)</a> will have a 6-month trading history by implementation of the index changes and is a high probability inclusion to the index. But cornerstone lock-up ends tomorrow.</li>
</ul>


Post market close on Friday, Hang Seng Indexes will announce the changes for the Hang Seng Index (HSI INDEX) that will be implemented at the close on 5 December.
We highlight 6 stocks that have a higher probability of being added to the index. With the index committee entitled to a lot of discretion, there will be differences.

CATL (3750 HK) will have a 6-month trading history by implementation of the index changes and is a high probability inclusion to the index. But cornerstone lock-up ends tomorrow.


Hang Seng Index (HSI) Rebalance Preview: Inclusion Candidates for Dec25

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

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.

Quantitative Analysis

<ul>
<li>We analyzed the latest HK SFC report for aggregate short position as of Nov 7th.</li>
<li>Top short increases and decreases were tabulated for one week and four week period.</li>
<li>We highlight short changes in AIA, Wuxi Apptec, HSCEI ETF.</li>
</ul>


We analyzed the latest HK SFC report for aggregate short position as of Nov 7th.
Top short increases and decreases were tabulated for one week and four week period.
We highlight short changes in AIA, Wuxi Apptec, HSCEI ETF.


HK Short Interest Weekly: AIA, Wuxi Apptec, HSCEI ETF

<ul>
<li>We analyzed the latest HK SFC report for aggregate short position as of Oct 31st.</li>
<li>Top short increases and decreases were tabulated for one week and four week period.</li>
<li>We highlight short changes in Csop Hsi (2X Inv), TraHK HSI ETF, Akeso.</li>
</ul>


We analyzed the latest HK SFC report for aggregate short position as of Oct 31st.
Top short increases and decreases were tabulated for one week and four week period.
We highlight short changes in Csop Hsi (2X Inv), TraHK HSI ETF, Akeso.


HK Short Interest Weekly: Csop Hsi (2X Inv), TraHK HSI ETF, Akeso

<ul>
<li>We analyzed the latest HK SFC report for aggregate short position as of Oct 24th.</li>
<li>Top short increases and decreases were tabulated for one week and four week period.</li>
<li>We highlight short changes in Shandong Gold Mining, CSPC Pharma, CCB, Zhaojin Mining Industry.</li>
</ul>


We analyzed the latest HK SFC report for aggregate short position as of Oct 24th.
Top short increases and decreases were tabulated for one week and four week period.
We highlight short changes in Shandong Gold Mining, CSPC Pharma, CCB, Zhaojin Mining Industry.


HK Short Interest Weekly: Shandong Gold Mining, CSPC Pharma, CCB, Zhaojin Mining Industry

<ul>
<li>We analyzed the latest HK SFC report for aggregate short position as of Oct 17th.</li>
<li>Top short increases and decreases were tabulated for one week and four week period.</li>
<li>We highlight short changes in Tencent, CMB, CCB, Xiaomi, HSBC.</li>
</ul>


We analyzed the latest HK SFC report for aggregate short position as of Oct 17th.
Top short increases and decreases were tabulated for one week and four week period.
We highlight short changes in Tencent, CMB, CCB, Xiaomi, HSBC.


HK Short Interest Weekly: Tencent, CMB, CCB, Xiaomi, HSBC

China

Kingsoft Corporation Ltd. develops and markets computer software.  The Company develops role-playing computer games and security, word processing, and spreadsheet software.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

Kingsoft Corp (3888 HK)

Hang Seng Index (HSI) Rebalance Preview: Inclusion Candidates for Dec25

We highlight 6 potential adds to the HSI in Dec. CATL is a high prob add and has a lock-up expiry tomorrow. Estimated turnover is 1.9% and trade is...

Brian Freitas

HK Short Interest Weekly: AIA, Wuxi Apptec, HSCEI ETF

We analyzed the latest HK SFC report for aggregate short position as of Nov 7th and highlight short interest changes in AIA, Wuxi Apptec, HSCEI ETF.

Ke Yan, CFA, FRM

HK Short Interest Weekly: Csop Hsi (2X Inv), TraHK HSI ETF, Akeso

We analyzed the latest HK SFC report for aggregate short position as of Oct 31st and highlight short interest changes in Csop Hsi (2X Inv), TraHK...

Ke Yan, CFA, FRM

HK Short Interest Weekly: Shandong Gold Mining, CSPC Pharma, CCB, Zhaojin Mining Industry

We analyzed the latest HK SFC report for aggregate short position as of Oct 24th and highlight short interest changes in Shandong Gold Mining, CSPC...

Ke Yan, CFA, FRM

HK Short Interest Weekly: Tencent, CMB, CCB, Xiaomi, HSBC

We analyzed the latest HK SFC report for aggregate short position as of Oct 17th and highlight short interest changes in Tencent, CMB, CCB, Xiaomi,...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)