Analyze cross-listing premiums and delisting signals for ADRs, H-shares, and A-shares.
npx skills add https://github.com/HKUDS/Vibe-Trading --skill adr-hshare
Please help me install this Agent Skill. Skill: adr-hshare Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/adr-hshare Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill adr-hshare
Cross-listed Chinese equities trade with divergent prices across A-share, H-share, and ADR venues, leaving arbitrage, valuation, and delisting risks hard to quantify without a structured cross-listing framework.
Use adr-hshare to compare ADR, H-share, and A-share prices and report premium signals.
High-intent search queries and answers about installing and using this skill.
Cross-listing premiums for Chinese equities are calculated by converting HKD and CNY prices to a common USD basis, then computing the spread between ADR, H-share, and A-share prices to quantify sentiment mismatches and uncover arbitrage opportunities.
HFCAA delisting risk affects ADR arbitrage by threatening forced US exchange removal. Evaluating PCAOB criteria, SEC identified issuer history, and HK backup listing status grades this ADR risk and outlines backup options for event-driven strategy positioning.
The best way to normalize FX-adjusted prices for AH premium calculations is converting local HKD and CNY share prices into a common USD basis, ensuring accurate spread comparisons and z-score signal generation across cross-listed equity venues.
Yes, you can use yfinance data for intraday ADR-HK arbitrage scouting. The framework sources real pricing data for dual or triple-listed names like PetroChina and Alibaba to support mean-reversion and intraday ADR-HK strategy blueprints.
You need cross-listing premium z-score signals for investment research when comparing A/H/ADR pricing across exchanges to identify sentiment mismatches, monitor delisting risks, and generate event-driven arbitrage catalysts for strategy execution.
Mean-reversion works for ADR and H-share sentiment mismatches by exploiting pricing divergences across cross-listed venues. The framework provides suggested market bias and trend context to guide mean-reversion blueprints for dual-listed Chinese equities.
20YN04Analyze pricing gaps and valuation premiums across US-listed ADRs, HK H-shares, and A-shares.
DaddyElonMusk69Detect cross-listing price gaps between ADRs, H-shares, and A-shares.
SKYLENAGE-AIConvert currency amounts using live exchange rates from open APIs.
Liangwei-zhangCompute AH and ADR premiums for cross-listed Chinese equities with FX conversions.
