hk-connect-flow

Stock Connect cross-border capital flow analysis aggregates Northbound and Southbound transaction data through Shanghai and Shenzhen channels to generate actionable trading signals. It computes 5-day and 20-day trends to monitor daily market movements and sector allocation shifts.

The AH premium index measures the price disparity between A-shares and Hong Kong-listed shares of dual-listed companies. Analyzing this index alongside cross-border flows provides arbitrage context, helping you identify overvalued or undervalued dual-listed stocks for strategic exposure adjustments.

Yes, you can generate a daily composite cross-border score by aggregating Stock Connect quota utilization, AH premium index data, and Northbound and Southbound trend metrics. This score synthesizes fragmented cross-border data into a single signal for real-time market decision support.

Monitoring sector allocation shifts involves tracking aggregated Northbound and Southbound capital inflows into specific A-shares and Hong Kong stocks over 20-day and 5-day windows. This reveals cross-border appetite trends, allowing you to adjust your portfolio exposure to specific sectors quarterly.

Yes, effective cross-border flow analysis requires consolidating fragmented market data from both Hong Kong and mainland exchanges. The skill standardizes these disparate data sources to produce unified Northbound and Southbound signals and a clear composite cross-border score.

Quota utilization provides a high-level view of cross-border capital flow but may obscure individual stock-level dynamics. It should be combined with AH premium context and 5-day or 20-day trend analysis to avoid over-relying on aggregate daily quota data for arbitrage decisions.