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

Everyday Network Co Ltd A / Index Rebalance

<ul>
<li>There could be up to 7 adds and 4 deletes for the CSI All Share Real Estate Sector Index in December.</li>
<li>Estimated one-way turnover is 3.8% at the rebalance leading to a round-trip trade of CNY 535m. There are a couple of stocks with over 0.5x ADV to trade.</li>
<li>The forecast deletes have outperformed the forecast adds over the last 2 months and this is an attractive entry point as we near announcement date.</li>
</ul>


There could be up to 7 adds and 4 deletes for the CSI All Share Real Estate Sector Index in December.
Estimated one-way turnover is 3.8% at the rebalance leading to a round-trip trade of CNY 535m. There are a couple of stocks with over 0.5x ADV to trade.
The forecast deletes have outperformed the forecast adds over the last 2 months and this is an attractive entry point as we near announcement date.


CSI All Share Real Estate Sector Index Rebalance Preview: Multiple Changes in December

China

Metro Land Corp Ltd operates department stores. Through its subsidiaries,  the Company also operates in import/export and property leasing businesses.

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CSI All Share Real Estate Sector Index Rebalance Preview: Multiple Changes in December

There could be up to 7 adds and 4 deletes in Dec. Estimated one-way turnover is 3.8% and the round-trip trade is CNY 535m. The forecast adds have...

Brian Freitas