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.

Pan-Asia Index Rebalances/Events/Delta One

Hard catalysts (M&As, spin-offs, demergers) & discount arbitrage (holdco, share-class)

Event-Driven

Core Lithium Ltd operates as a mineral exploration company. The Company explores and mines finniss lithium resources. Core Lithium serves customers in Australia.

<ul>
<li>MSCI has announced changes to the Small Cap Index. For Asia Pacific, there are 220 adds and 160 deletes. Most adds are in India, most deletes are in Japan.</li>
<li>Flows are not huge, but there is a big impact on a lot of stocks. Some of the stocks have moved today and there could be more.</li>
<li>There are a lot of stocks that crossover with changes on other indices and there will be same way flow on a lot of stocks over the next few weeks.</li>
</ul>

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.

Core Lithium Ltd

MSCI May 2022 Index Rebalance: Small Cap Changes and Flow