Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

CK Asset Holdings (1113 HK): First Down, Then Up?

Swire Properties (1972 HK): Potential Passive Selling & Trade Ideas

Yangzijiang Shipbuilding (YZJSGD SP): Cheaper than Peers with Index Inclusion Kicker

S&P/​​​​​​​​​ASX Index Rebalance Preview: Newmont Still Has Nearly A$1bn to Sell

MVIS Australia A-REITs Index Rebalance: ASKing for a Reversal

MVIS Australia A-REITs Index Rebalance:  Float/Capping Changes

S&P/ASX 200 Index Adhoc Rebalance: Strike Energy (STX) To Replace Costa Group (CGC)

S&P/​​​​​​​​​ASX Index Rebalance Preview: Lots of Changes; A$1bn to Sell in Newmont

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

Event-Driven

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<li>
<a href="https://www.smartkarma.com/entities/goodman-group" target="_blank" data-smartkarma-citation="entities:959:1" rel="noopener">Goodman Group (GMG AU)</a> has been moving higher recently and the stock has outperformed its peers handily over the last year.</li>
<li>The stock trades marginally expensive compared to its peers and that could be partially attributed to the stock being a part of large indices.</li>
<li>There is another index inclusion to come and that could lead to further outperformance in the short term.</li>
</ul>



Goodman Group (GMG AU) has been moving higher recently and the stock has outperformed its peers handily over the last year.
The stock trades marginally expensive compared to its peers and that could be partially attributed to the stock being a part of large indices.
There is another index inclusion to come and that could lead to further outperformance in the short term.


Goodman Group (GMG AU): Positioned for Outperformance