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JacobHsu
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adr-hshare

Analyze ADR, H-share, and A-share pricing gaps with FX-adjusted premium computations.

Updated Apr 9, 2026
Search Tags:#adr#arbitrage#cross-listing#ah-premium#delisting-risk#chinese-equities#fx-hedging
One-click install
npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill adr-hshare-jacobhsu
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: adr-hshare
Source: https://github.com/JacobHsu/vibe-trading-agent/tree/main/agent/src/skills/adr-hshare
Command: npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill adr-hshare-jacobhsu

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill surfaces cross-listing premium distortions and delisting signals between ADR, H-share, and A-share listings so analysts can spot arbitrage, hedging, and regulatory events before they widen.

Core Features & Use Cases

  • Premium Benchmarking: Converts HKD and USD prices into a common currency, calculates AH and ADR premiums, and interprets z-scores against historical ranges to flag divergence.
  • Risk Monitoring: Tracks PCAOB inspection status, SEC identification years, and HK listing backups to quantify delisting risk for ADRs.
  • Strategy Planning: Combines event-driven catalysts such as index inclusion, new Hong Kong listings, or FX shifts with intraday and mean-reversion arbitrage frameworks so researchers know which listing to prefer.

Quick Start

Use the adr-hshare skill to compare ADR, H-share, and A-share valuations and compute premium and risk 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 ADR H-share premium gap for cross-listed Chinese equities?▼

Monitor ADR delisting risk by tracking PCAOB inspection status, SEC identification years, and HK listing backups. This quantifies regulatory exposure and highlights whether a primary listing backup exists for cross-listed Chinese equities.

What is the best way to spot arbitrage opportunities between ADR and A-share listings?▼

The best way to spot arbitrage opportunities is to analyze intraday and mean-reversion frameworks combining event-driven catalysts like index inclusion or new Hong Kong listings, applying FX-adjusted premium computations to determine which listing to prefer.

How does z-score interpretation work when analyzing AH premium distortions?▼

Z-score interpretation works by measuring current AH premium levels against historical ranges to flag divergence. It highlights when pricing gaps between cross-listed Chinese equities widen significantly, signaling potential arbitrage or regulatory event catalysts.

Can I use cross-listing premium analysis to detect delisting risk signals for Chinese ADRs?▼

Yes, cross-listing premium analysis detects delisting risk signals by combining pricing gap distortions with regulatory indicators like PCAOB inspection status and SEC identification years, quantifying exposure for ADRs facing potential US delisting.

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