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

TOPIX Inclusions: Who Is Ready (September 2024)

Quiddity Leaderboard HSCEI Dec 24: Two Changes Possible; US$265mn Capping Flows One-Way

Quiddity Leaderboard STAR 50/100 Dec 24: STAR 50 Exp ADD Could Outperform STAR 50 Exp DEL

Quiddity Leaderboard for Hang Seng Index Sep 24: New Economy? Clean Energy? or Shipping?

Quiddity ASX Sep 24 Rebal: Two Big Surprises; Short Interest Trends; Stunning Trade Performance

Quiddity TDIV Sep 24 Flow Expectations: Final Expectations; One Deletion; US$253mn One-Way

Sep24 Nikkei 225 Review Results:  A Slightly Baffling 2 IN, 2 OUT

Sep24 Nikkei 225 Rebal - Last Minute Thoughts and Change in Predictions

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

Far Eastern New Century / Index Rebalance

<ul>
<li>The ADDs/DELs for the TDIV, T50, and T100 indices for the September 2024 index rebal event was confirmed after market close on Friday 6th September 2024.</li>
<li>There will be one change for the T50 index and four separate changes for the T100 index. One of the T100 changes will also trigger a TDIV index deletion.</li>
<li>In this insight, we have presented our final estimates for the index flows for ADDs/DELs and capping flows for the TDIV index.</li>
</ul>


The ADDs/DELs for the TDIV, T50, and T100 indices for the September 2024 index rebal event was confirmed after market close on Friday 6th September 2024.
There will be one change for the T50 index and four separate changes for the T100 index. One of the T100 changes will also trigger a TDIV index deletion.
In this insight, we have presented our final estimates for the index flows for ADDs/DELs and capping flows for the TDIV index.


Quiddity TDIV/50/​​​100 Sep 24 Rebal: 100% Hit Rate; Perfectly Positioned for Our Trade

Far Eastern New Century

Quiddity TDIV/50/​​​100 Sep 24 Rebal: 100% Hit Rate; Perfectly Positioned for Our Trade

Quiddity TDIV/50/100 Sep 24 Rebal: 100% Hit Rate; Perfectly Positioned for Our Trade