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adr-hshare

Calculate AH and ADR premiums for cross-listed Chinese equities under FX scenarios.

6.1k|1.2k|Updated Jun 9, 2022
Search Tags:#valuation#arbitrage#a-share#cross-listing#ah premium#h-share#adr premium
One-click install
npx skills add https://github.com/charliedream1/ai_quant_trade --skill adr-hshare-charliedream1
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: adr-hshare
Source: https://github.com/charliedream1/ai_quant_trade/tree/main/a_%E5%85%A8%E7%BD%91%E4%BC%98%E7%A7%80%E8%B5%84%E6%BA%90/10_%E5%A4%A7%E6%A8%A1%E5%9E%8B/07_skill%E5%8C%85/vibe_trading_skills/adr-hshare
Command: npx skills add https://github.com/charliedream1/ai_quant_trade --skill adr-hshare-charliedream1

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill quantifies cross-listing price gaps across A-shares, H-shares, and ADRs to reveal arbitrage opportunities and assess delisting risk for multi-market Chinese equities.

Core Features & Use Cases

  • AH premium analysis to compare A-share and H-share pricing and detect relative valuation gaps.
  • ADR-HK premium tracking to measure ADR vs HK-listed valuations and identify potential conversion signals.
  • Delisting risk assessment leveraging HFCAA indicators and backup listing considerations for informed risk management.
  • Cross-listing arbitrage framework that translates pricing gaps into actionable signals and decision guidance.

Quick Start

Identify a cross-listed stock (e.g., BABA) and compute AH and ADR premiums using live price data, then interpret the resulting signals.

Frequently Asked Questions about adr-hshare

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate the AH premium for cross-listed Chinese equities?▼

You can track ADR premiums against HK-listed shares to identify potential conversion signals. This measures ADR vs HK-listed valuations to reveal arbitrage opportunities for dual-listed Chinese equities.

How does cross-listing arbitrage work for A-share and H-share markets?▼

Yes, delisting risk assessment leverages HFCAA indicators and backup listing considerations. It evaluates multi-market Chinese equities to inform risk management under varying FX scenarios.

Can I assess delisting risk for Chinese ADRs under varying FX scenarios?▼

Start by identifying a cross-listed stock like BABA. Compute AH and ADR premiums using live price data, then interpret the resulting structure, valuation metrics, and risk indicators.

What is the best way to track ADR vs HK-listed valuations for arbitrage signals?▼

The framework outputs an interpretable structure including cross-listing premiums, valuation metrics, and risk indicators. These outputs translate pricing gaps into actionable arbitrage signals.

Does cross-listing premium analysis require live price data for A+H+ADR stocks?▼

The analysis covers dual-listed Chinese equities across A+H, H+ADR, or A+H+ADR structures. It calculates cross-listing premiums to quantify mispricings and assess delisting risk.

Why do A-shares and H-shares have different valuations for the same company?▼

Constraints include varying FX scenarios that impact cross-listing premium calculations. The framework addresses these by quantifying mispricings and assessing delisting risk under different foreign exchange conditions.

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