IDX30/​​LQ45 Index Rebalance: Four Changes for Each Index

634 Views26 Jan 2024 08:19
There are 4 changes each for the IDX30 and LQ45. Implementation is in 4 trading days. There is over 1 day of ADV to trade on a lot of stocks. Most changes were expected but there are some surprises.
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Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
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