Index arb/ Delta One trader in a past life. Now chauffeur to the kids, dog walker and gardener. I also look at all things related to Asia index rebalances.
Auckland, New Zealand
Joined April 2009
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MSCI must be terrified!!😆
The NCLAT 'directs' MSCI to take no action against $polycab
While they're at it, they may as well get NSE to add $Polycab back into F&O too!
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The index rebalance strategy has been in the news lately due to losses at large multimanager hedge funds. We take a look at the weekly returns for Asia using forecast changes and announced changes for the indices we cover (60+ indices across Asia Pac).
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There are few places to hide - and most of those are markets/indices with smaller flow and are liquidity constrained.
Link here on @smartkarma🔐: smartkarma.com/insights/inde…
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$NVDIA and $SHW will replace $INTC and $DOW in the Dow Jones Industrial Average.
Impact varies across stocks, and some will move a lot more than others when passive trackers trade them.
For @smartkarma subs: smartkarma.com/insights/dow-…
and no, the index will not be renamed the 'Jones Industrial Average' after $DOW has been kicked out.
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Brian Freitas retweeted
$gyg Guzman y Gomez summary video of ipo pump another accurate assessment
HDFC Bank (HDFCB IN): Mutual Funds Buying; Who is Selling? open.substack.com/pub/indexs…
A free to read post on the likelihood of passive buying in $HDBK.NS in August.
$MARA.O up 18% today following inclusion to the $SPCY. Buying at the open would have made ~12%.
The price ratio of $MARA.O to $BTC was at the lows and a bounce was looking extremely likely.
My insight: smartkarma.com/insights/s-p5…
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The system will eradicate the illegal short sales in Korea, which is regarded as a major cause for domestic companies’ lower valuation than global peers’, the Financial Supervisory Service (FSS) Governor Lee Bokhyun said on Thursday.
Clown🤡
Free Read: What is HDFC Bank's HDBK.BO foreign holding and foreign room and how does that affect the weight of the stock in the MSCI India Index?
indexsolutions.substack.com/…
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My first post on substack looks at the recent shareholding changes in HDFC Bank and index implications.
HDFC Bank (HDFCB IN): Index Weighting Kerfuffle open.substack.com/pub/indexs…
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HDBK.BO HDFC bank's foreign room increases to 24.95% as foreign investors bail.
But the increase in foreign room falls short of the 25% minimum required for an increased weight in the MSCI indices.
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The CSI300 Index is made up of the 300 largest and most liquid A-share stocks across the Shanghai and Shenzhen stock exchanges and looks to reflect the overall performance of the China A-share market.
There could be 10 changes a side for the CSI300 Index in June.
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China's weight in the MSCI Emerging Markets Index has dropped from over 35% a few years ago to around 22% now.
Over the same period, India has gone from 11% to 19%, Taiwan from 15% to 18%, while Korea has remained at 13%.
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Upcoming changes to indices will further narrow the gap between China and India in a big way.
Meanwhile, the AUM of the iShares MSCI Emerging Markets ex-China ETF has gone from near zero to US$12.78bn in 4 years as investors seek to diversify exposure from China and/or separate
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their China exposure from the rest of the Emerging Markets. How much bigger can this $EMXC.O ETF get?
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