Index Rebalance & ETF Flow Recap: MSCI China, S&P/ASX, KOSDAQ150, KOSPI, CPSE/Bharat22, YES, OZL

MVIS Australia Equal Weight Index Rebalance: One Deletion & Other Changes

Australia: S&P/​ASX, REMX, GDXJ, MVA, MVW, Other Flows on Friday

S&P/​​​​​ASX Index Rebalance Preview: A Busy March (Maybe January and February Too)

S&P/​​​​​​ASX Index Rebalance Preview: High Impact Changes in March

S&P/​​​​​​​ASX Index Rebalance Preview: Review Period (Nearly) Complete

Gravity Works As WeWork Doesn't; Now Plan B

Bifurcated Chinese Express Market Developing

Pan-Asia Index Rebalances/Events/Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/Events/Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven

<ul>
<li>There is one change for the ASX20, two for the ASX100, four for the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 INDEX</a> and 12 adds/ 9 deletes for the ASX300 Index at the March rebalance.</li>
<li>There will be between 7-20 days of ADV to trade on the ASX100 and ASX200 adds while the impact on the deletions is between 1-11 days of ADV.</li>
<li>The adds have outperformed the deletes on all indices over the last few months. Short interest has jumped on a lot of the large deletes.</li>
</ul>


There is one change for the ASX20, two for the ASX100, four for the S&amp;P/ASX 200 INDEX and 12 adds/ 9 deletes for the ASX300 Index at the March rebalance.
There will be between 7-20 days of ADV to trade on the ASX100 and ASX200 adds while the impact on the deletions is between 1-11 days of ADV.
The adds have outperformed the deletes on all indices over the last few months. Short interest has jumped on a lot of the large deletes.


S&P/​​​ASX Index Rebalance (Mar 2023): Big Impact Changes as Adds Outperform Deletes

Life360 Inc

S&P/ASX Index Rebalance (Mar 2023): Big Impact Changes as Adds Outperform Deletes

Life360 Inc

S&P/​​​ASX Index Rebalance (Mar 2023): Big Impact Changes as Adds Outperform Deletes

S&P/ASX Index Rebalance (Mar 2023): Big Impact Changes as Adds Outperform Deletes