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GGwujun
GGwujunCOMMUNITY
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adr-hshare

Analyze cross-listing prices to identify arbitrage signals between ADR, H-share, and A-share listings.

Updated Jun 12, 2026
Search Tags:#market analysis#arbitrage#cross-listing#ah premium#adr premium#delisting risk#equity pricing
One-click install
npx skills add https://github.com/GGwujun/SigmX --skill adr-hshare-ggwujun
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: adr-hshare
Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/adr-hshare
Command: npx skills add https://github.com/GGwujun/SigmX --skill adr-hshare-ggwujun

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Solves the challenge of identifying price gaps across ADR, H-share, and A-share listings to inform arbitrage opportunities and risk assessment.

Core Features & Use Cases

  • Cross-listing premium/discount calculations (AH premium, ADR premium)
  • Delisting risk assessment using HFCAA framework
  • Cross-listing arbitrage frameworks and event-driven signals
  • Data-driven research workflows and example scenarios for researchers

Quick Start

Provide a set of dual-listed tickers and latest prices to generate AH/ADR premiums and delisting risk insights.

Frequently Asked Questions about adr-hshare

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

FAQPage Schema
What is an ADR premium and how does it signal arbitrage opportunities?▼

ADR premiums measure the price gap between US-listed American Depositary Receipts and their underlying Hong Kong or mainland China shares. This Skill analyzes cross-listing prices to identify ADR premium arbitrage signals across US, HK, and mainland China markets.

Can I assess delisting risk for Chinese ADRs under the HFCAA framework?▼

Yes, you can assess delisting risk using the HFCAA framework. This Skill provides delisting risk indicators and formulas to evaluate cross-listed equities, helping researchers and analysts track regulatory risks for US-listed Chinese companies.

How do I identify event-driven cross-listing arbitrage strategies?▼

You identify event-driven strategies by analyzing cross-listing price gaps and market events. This Skill provides frameworks and example scenarios for event-driven cross-listing strategies, using data sources and code samples to generate actionable arbitrage signals.

What data do I need to start analyzing cross-market equity pricing?▼

You need a set of dual-listed tickers and their latest prices across US, HK, and mainland China markets. Providing these inputs generates AH and ADR premiums, delisting risk insights, and cross-market opportunities for researchers and analysts.

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