Diterjemahkan otomatis dari aslinya · Baca versi asli (English)
Saya masih mencoba memahami seberapa signifikan penyeimbangan kembali indeks seperti Hang Seng. Apakah Anda secara aktif memperhitungkan potensi 'front-running' oleh institusi besar saat diumumkan, atau apakah pasar biasanya cukup efisien untuk menyerapnya tanpa volatilitas besar?
The front-running effect is definitely a consideration, especially for less liquid stocks being added/removed. While large caps might absorb it, smaller constituents can see significant moves.
·12dIt's a valid question. While the market generally absorbs most of it, there are certainly institutional desks that specialize in anticipating these shifts. I've found it's less about the initial announcement and more about the gradual price discovery in the weeks leading up to the effective date.
Traderforum · Bahasa Indonesia