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

Amman Mineral Internasional / Index Rebalance

<ul>
<li>The <a href="https://www.smartkarma.com/entities/vaneck-gold-miners-etf-usa" target="_blank" data-smartkarma-citation="entities:32924:1" rel="noopener">VanEck Gold Miners ETF/USA (GDX US)</a> has announced a benchmark change from the NYSE Arca Gold Miners Index to the MarketVector Global Gold Miners Index.</li>
<li>The benchmark change will result in a bunch of constituent and weight changes in September. Estimated one-way turnover is 16.5% resulting in a one-way trade of US$3.15bn.</li>
<li>The flow and turnover numbers will change following constituent and capping changes for the MarketVector Global Gold Miners Index at the September rebalance.</li>
</ul>


The VanEck Gold Miners ETF/USA (GDX US) has announced a benchmark change from the NYSE Arca Gold Miners Index to the MarketVector Global Gold Miners Index.
The benchmark change will result in a bunch of constituent and weight changes in September. Estimated one-way turnover is 16.5% resulting in a one-way trade of US$3.15bn.
The flow and turnover numbers will change following constituent and capping changes for the MarketVector Global Gold Miners Index at the September rebalance.


Gold Miners ETF (GDX US): Impact of Benchmark Change - Update

Australia

Vault Intelligence Limited develops cloud-based mobile software solutions. The Company offers an integrated environment, health, and safety (EHS) compliance platform that helps to prevent risk events. Vault Intelligence operates in Australia and New Zealand.

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Vault Intelligence (VLT AU)

Gold Miners ETF (GDX US): Impact of Benchmark Change - Update

Following the benchmark change, the GDX ETF could need to buy 8 stocks and sell 26 stocks. Estimated one-way turnover is 16.5% and the round-trip...

Brian Freitas

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