Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Index Rebalance

<ul>
<li>KOSDAQ Global rebalances annually in June with unique, fundamentals-based screening, unlike cap-weighted peers. Its results are now a key lead indicator for upcoming SSF inclusion.</li>
<li>New SSF listings often trigger short-term volume spikes, especially in KOSDAQ names, leading to consistent spot outperformance from listing to expiry—most pronounced near the midpoint.</li>
<li>With more traders now tuned into the SSF pattern and fewer names rotating, early positioning and amplified price action are more likely this time around.</li>
</ul>


KOSDAQ Global rebalances annually in June with unique, fundamentals-based screening, unlike cap-weighted peers. Its results are now a key lead indicator for upcoming SSF inclusion.
New SSF listings often trigger short-term volume spikes, especially in KOSDAQ names, leading to consistent spot outperformance from listing to expiry—most pronounced near the midpoint.
With more traders now tuned into the SSF pattern and fewer names rotating, early positioning and amplified price action are more likely this time around.


Clarifying the KOSDAQ Global Index and SSF Reshuffle

Ecopro Co Ltd

Clarifying the KOSDAQ Global Index and SSF Reshuffle