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 Leaderboard SSE50/180 Jun 24: US$2bn One-Way; LONGs up +9.8% Vs SHORTs in ~2 Months

Quiddity Leaderboard ChiNext & ChiNext 50 Jun 24: Bull-Bear Hot Streak Continues; Some Surprises

Quiddity Leaderboard STAR 50 Jun 24: SHORTs Down 12% Vs Peers in 1 Month; Final Ranks & New Trade

Quiddity Leaderboard CSI 300/​​500 Jun 24: SHORTs Down 11% Vs Index Since Mid-Feb; Change the Hedge

Quiddity Leaderboard ChiNext & ChiNext 50 Jun 24: Bullish Names Outperform Bearish Names Again

Quiddity Primer for CSI 300/500 Index Rebalance Events

Quiddity Leaderboard STAR 50 Jun 24: 3 ADDs/DELs Possible but Should Be Monitored Closely

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

Shanghai Rural Commercial Bank / Index Rebalance

Shanghai Rural Commercial Bank (601825 CH)

<ul>
<li>CSI 300 represents the 300 largest stocks by market cap and liquidity from the Shanghai and Shenzhen Exchanges. CSI 500 is the next 500.</li>
<li>The reference period for the June 2024 review is now complete. There are some changes to the expected ADDs/DELs list since I published my last insight (<a href="https://www.smartkarma.com/insights/quiddity-leaderboard-csi-300-500-jun-24-shorts-down-11-vs-index-since-mid-feb-change-the-hedge" target="_blank" rel="noopener">link</a>) ~3 weeks ago.</li>
<li>In this insight, we take a look at our final expectations for index changes in June 2024.</li>
</ul>


CSI 300 represents the 300 largest stocks by market cap and liquidity from the Shanghai and Shenzhen Exchanges. CSI 500 is the next 500.
The reference period for the June 2024 review is now complete. There are some changes to the expected ADDs/DELs list since I published my last insight (link) ~3 weeks ago.
In this insight, we take a look at our final expectations for index changes in June 2024.


Shanghai Electric Group Company (601727 CH)

Quiddity Leaderboard CSI 300/​​500 Jun 24: Final Expectations; US$3.4bn One-Way; New Trade Idea

Shanghai Rural Commercial Bank

Quiddity Leaderboard CSI 300/​​500 Jun 24: Final Expectations; US$3.4bn One-Way; New Trade Idea

Quiddity Leaderboard CSI 300/500 Jun 24: Final Expectations; US$3.4bn One-Way; New Trade Idea