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

KRX Float Rates for KOSPI 200 Constituents as of Today: Watch the Float Change Stocks

KRX Official: Value-Up ETFs Launch Nov 4 with ₩510B AUM, but Expect a KRX 300-Like Flow Surge

₩200B Gov-Run Value-Up Fund Starts Buying Tomorrow, with Another ₩300B Set for Year-End

Clepsydra Capital

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

Event-Driven

<ul>
<li>The momentum for getting ahead on positions with KOSPI 200 rebalancing is holding steady. With around 60% of the screening period behind us, it’s time to start preparing our positions.</li>
<li>The current rebalancing's screened changes have a relatively lower price volatility, suggesting a stronger chance for more aggressive position build-up now compared to previous rebalancings.</li>
<li>Trading volumes vary greatly among these changes, affecting their passive impact sizes. Consider using different weights in basket trading instead of equal weights.</li>
</ul>


The momentum for getting ahead on positions with KOSPI 200 rebalancing is holding steady. With around 60% of the screening period behind us, it’s time to start preparing our positions.
The current rebalancing's screened changes have a relatively lower price volatility, suggesting a stronger chance for more aggressive position build-up now compared to previous rebalancings.
Trading volumes vary greatly among these changes, affecting their passive impact sizes. Consider using different weights in basket trading instead of equal weights.


Hyosung Heavy Industries Corp (298040 KS)

Myoung Shin Industrial Co.,Ltd (009900 KS)

KOSPI 200 December Rebalancing: Key Points to Watch for in Proactive Position Build-Up

OCI Co

KOSPI 200 December Rebalancing: Key Points to Watch for in Proactive Position Build-Up