Index Rebal Trades & 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 Trades & Special Situations

Quiddity STAR 50/100 Dec 24 Results: US$793mn Capping Outflow for SMIC; 4 Changes for STAR 100

Quiddity SSE50/180 Dec 24 Results: All SSE 50 ADDs in the LONGs Basket; Positive Start; More to Come

Quiddity Leaderboard TDIV Dec 24: Late Changes to Methodology; New Flow Expectations

Quiddity JPX-Nikkei 400 Rebal 2025: End-Nov 2024 Ranks

Quiddity Leaderboard STAR 50/100 Dec 24: Four Changes Possible for STAR 100

Quiddity Leaderboard CSI 300/​​500 Dec 24: Final-Minute Changes to Expectations; Time for a Trade

Quiddity Leaderboard ASX Dec 24: Few Index Changes But High Impact

Quiddity Leaderboard TDIV Dec 24: Final Expectations; US$1.68bn One-Way; +17% Gain from Last Trade

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

Sichuan Biokin Pharmaceutical / Index Rebalance

Sichuan Biokin Pharmaceutical (688506 CH)

<ul>
<li>The December 2024 index review results for China's CSI 300 and CSI 500 indices were announced after market close on Friday 29th November 2024.</li>
<li>There will be 16 ADDs/DELs for CSI 300 and 50 ADDs/DELs for CSI 500.</li>
<li>The CSI 300 and CSI 500 index rebal events could trigger US$4.5bn and US$3.8bn in one-way flows respectively.</li>
</ul>


The December 2024 index review results for China's CSI 300 and CSI 500 indices were announced after market close on Friday 29th November 2024.
There will be 16 ADDs/DELs for CSI 300 and 50 ADDs/DELs for CSI 500.
The CSI 300 and CSI 500 index rebal events could trigger US$4.5bn and US$3.8bn in one-way flows respectively.


Shenzhen Shenxin Taifeng Group Co,Ltd. (000034 CH)

Tongling Nonferrous Metals Group (000630 CH)

Quiddity CSI 300/​​500 Dec 24 Results: ~90% Hit Rate; Positive Start for the Trade

Sichuan Biokin Pharmaceutical

Quiddity CSI 300/​​500 Dec 24 Results: ~90% Hit Rate; Positive Start for the Trade

Quiddity CSI 300/500 Dec 24 Results: ~90% Hit Rate; Positive Start for the Trade