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 HSCEI Sep 24: Final Ranks and Updated Flow Expectations

Quiddity Leaderboard T50/​​​100 Sep 24: Nuvoton Tech TDIV Deletion Is the Talking Point

Quiddity Leaderboard STAR 50 Sep 24: Final Ranks; Some Question Marks over Ninebot Re-Inclusion

Quiddity TDIV/50/100 Jun 24 Rebal: 15/18 Hits; Updated Flow Expectations and Trade Ideas

Quiddity CSI 300/​​500 Jun 24 Rebalance: 92% Hit Rate; US$3.7bn One-Way Flows

Quiddity STAR 50/100 Jun 24 Rebalance: US$1bn+ One-Way Flow; Some Surprises; New Trade

TOPIX Inclusions: Who Is Ready (June 2024)

CSI Esoteric Index Rebals Jun 24: All Share Brokerage, China Internet, Medical, Defense, & Livestock

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

<ul>
<li>STAR 50 Index is a tech-focused, blue-chip index in Mainland China which tracks the top 50 largest and most liquid names in the STAR market of the Shanghai Stock Exchange.</li>
<li>In this insight, we take a look at our expectations for potential ADDs and DELs for the STAR 50 index during the September 2024 index rebal event.</li>
<li>We currently see two ADDs and two DELs for the STAR 50 index resulting in one-way flows of US$681mn.</li>
</ul>


STAR 50 Index is a tech-focused, blue-chip index in Mainland China which tracks the top 50 largest and most liquid names in the STAR market of the Shanghai Stock Exchange.
In this insight, we take a look at our expectations for potential ADDs and DELs for the STAR 50 index during the September 2024 index rebal event.
We currently see two ADDs and two DELs for the STAR 50 index resulting in one-way flows of US$681mn.


Contemporary Amperex Technology (CATL) (300750 CH)

Shanghai Fudan Microelectronic (688385 CH)

Quiddity Leaderboard STAR 50 Sep 24: Two Changes; US$681mn One-Way; New Trade Ideas

Pylon Technologies

Quiddity Leaderboard STAR 50 Sep 24: Two Changes; US$681mn One-Way; New Trade Ideas