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

Hisense Home Appliances (921 HK): Global Index Deletion Coming Up

Laopu Gold (6181 HK): Global Index Inclusion Likely Derailed by Full Circulation

Laopu Gold (6181 HK): US$300m Primary Placement & Index Inclusion Green Light

3SBio (1530 HK): Global Index Inclusion as Stock Soars

Sichuan Kelun Biotech (6990 HK): Price Surge & Global Index Inclusion

Henderson Land (12 HK): Large Passive Flow Coming Up as Shorts Cover

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

<ul>
<li>
<a href="https://www.smartkarma.com/entities/laopu-gold-co-ltd" target="_blank" data-smartkarma-citation="entities:44036:1" rel="noopener">Laopu Gold (6181 HK)</a> missed global index inclusion in May following completion of full circulation. The primary placement in May then improved chances of index inclusion in August.</li>
<li>The stock rose nearly 60% in the 2 months following the placement and has lost more than a third of its value from the peak in the last month.</li>
<li>The stock could be added to both global indices with one inclusion at the end of August and one in mid-September. That could provide short-term support for the stock.</li>
</ul>



Laopu Gold (6181 HK) missed global index inclusion in May following completion of full circulation. The primary placement in May then improved chances of index inclusion in August.
The stock rose nearly 60% in the 2 months following the placement and has lost more than a third of its value from the peak in the last month.
The stock could be added to both global indices with one inclusion at the end of August and one in mid-September. That could provide short-term support for the stock.


Laopu Gold (6181 HK): Potential Inclusion in Both Global Indices