SSE50 Index Rebalance: Some Large Impact Changes

546 Views28 May 2022 17:55
There are 5 changes to the SSE50 Index in June that will have one-way turnover estimated at 3.95% and will result in a one-way trade of CNY 3,187m. There is a fair bit to sell on some of the deletes.
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Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
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