Index Rebal/Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Equity Analyst with 10+ years experience in fundamental and event-driven research.

On Smartkarma, I mainly publish insights on index flow events. This includes predicting regular and intra-review index changes and formulating market-neutral trading strategies based on flow catalysts. I also cover special situations such as mergers & acquisitions, equity offerings, buybacks, and other corporate restructuring events.

Index Rebal/Special Situations

Quiddity Leaderboard F100/​​​250 Dec 23: Final Expectations; Two Trading Days for Announcement

Quiddity TDIV/​50/​100 Dec 23 Rebal: Inflow Names Could Outperform Outflow Names

Tata Consultancy Services Buyback: Tender Offer Period Opens on 1st Dec

Tata Consultancy Services (TCS IN): US$2bn Mega Buyback; Two More Trading Days Before Ex-Date

Quiddity Leaderboard TDIV Dec 23: US$1.36bn One-Way, 20%+ Turnover, 2 Weeks to Announcement

Quiddity Leaderboard CSI 300/​​500 Dec 23: Basket Trade Off to A Positive Start; US$2.8bn One-Way

HSI Dec23 Index Review/​Flows - Li Auto & Wuxi Apptec IN, No Deletes; 100 Names a Distant Dream

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

Hainan Airport Infrastructure / Index Rebalance

Hainan Airport Infrastructure (600515 CH)

<ul>
<li>After market close on Friday 24th November 2023, the December 2023 index review results for CSI 300/500 and SSE 50/180 were announced.</li>
<li>CSI 300 and CSI will have 14 and 50 changes while SSE 50 and SSE 180 will have 5 and 18 changes respectively. There are many overlapping flows.</li>
<li>In this insight, I have presented the details of the index changes and aggregated the expected flows attributable to the four indices mentioned above.</li>
</ul>


After market close on Friday 24th November 2023, the December 2023 index review results for CSI 300/500 and SSE 50/180 were announced.
CSI 300 and CSI will have 14 and 50 changes while SSE 50 and SSE 180 will have 5 and 18 changes respectively. There are many overlapping flows.
In this insight, I have presented the details of the index changes and aggregated the expected flows attributable to the four indices mentioned above.


Suzhou Gold Mantis Construction Decoration (002081 CH)

Suzhou Gold Mantis Construction Decoration

Shenzhen New Industries Biomedical Engineering-A (300832 CH)

Shenzhen New Industries Biomedical Engineering-A

COSCO SHIPPING Energy Transpor (600026 CH)

Yantai Eddie Precision Machine (603638 CH)

SMIC (Semiconductor Manufacturing International Corp) (688981 CH)

SMIC (Semiconductor Manufacturing International Corp)

Quiddity Aggregation of CSI300/500 and SSE50/180 Index Flows for Dec 2023: US$4.2bn One-Way!