We suggested some sector-neutral pair trades at the end of April which have outperformed the standard LONG Exp ADDs - SHORT Exp DELs rebal trade resulting in strong alpha generation.
What is covered in the Full Insight:
Introduction to ASX Index Rebalancing
Index Selection Criteria and Expectations
Potential ADDs and DELs Overview
Impact on Trading Performance
Conclusion and Upcoming Events
Boomeranged on Mon, 26 May 2025 16:45
These are our final expectations for the ASX index family for the June 2025 index review. The reference period ended on Friday 23rd May 2025. The index change expectations in this insight have remained fixed. The changes will be officially confirmed after the close of trading on Friday 6th June 2025.