Assessment - Hang Seng Index in Pound sterling - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		HSI	1,733.251	12/08/24	0.13	1,794.724	-3.43	1,713.254	81.469	4.76		1.32
								WuXi Biologics	1.193	12/08/24	3.70	1.169	2.08	2.975	-1.806	-60.71		-50.39
						L		Lenovo	1.041	12/08/24	2.59	1.116	-6.72	1.097	0.019	1.71		21.37
						L		Orient Overseas	10.565	12/08/24	2.25	12.833	-17.68	10.954	1.879	17.15		14.21
						S		Sino Biopharm	0.299	12/08/24	2.08	0.270	10.49	0.349	-0.078	-22.45		-13.50
						L		ICBC	0.454	12/08/24	2.05	0.470	-3.45	0.384	0.086	22.42		19.54
								HK & China Gas	0.671	12/08/24	1.85	0.602	11.45	0.601	0.001	0.11		0.69
						L		Haier Smart Home	2.461	12/08/24	1.67	2.644	-6.90	2.216	0.428	19.30		7.92
						L		China Shenhua HK	3.272	12/08/24	1.57	3.641	-10.15	2.688	0.953	35.45		31.80
						S		Nongfu Spring	2.978	12/08/24	1.55	3.753	-20.65	4.538	-0.785	-17.29		-15.10
						L		China Constr Bk HK	0.562	12/08/24	1.46	0.584	-3.81	0.467	0.117	25.06		23.17
						S		WuXi AppTec HK	3.560	12/08/24	1.44	2.958	20.38	7.548	-4.590	-60.81		-48.78
						L		Tencent	37.984	12/08/24	1.35	37.721	0.70	29.507	8.214	27.84		18.02
						L		China Hongqiao	1.005	12/08/24	1.33	1.197	-16.07	0.642	0.555	86.43		61.55
						L		Sunny Optical	4.381	12/08/24	1.29	4.887	-10.36	7.120	-2.233	-31.36		-13.14
						L		Bank of China	0.344	12/08/24	1.19	0.390	-11.69	0.299	0.090	30.21		27.81
						L		Sinopharm	2.046	12/08/24	1.10	2.102	-2.65	2.030	0.072	3.53		-1.36
						L		CSPC Pharmaceutical	0.601	12/08/24	1.02	0.630	-4.66	0.730	-0.100	-13.65		-1.53
						L		HK Exchgs & Clrg	23.459	12/08/24	0.96	25.343	-7.43	26.934	-1.591	-5.91		-6.62
						L		ENN Energy	5.409	12/08/24	0.85	6.518	-17.02	5.779	0.739	12.79		-0.65
								Alibaba	7.946	12/08/24	0.77	7.141	11.28	7.598	-0.457	-6.01		-9.55
								Zijin Mining HK	1.550	12/08/24	0.66	1.669	-7.16	1.292	0.377	29.16		24.17
						L		HSBC	6.518	12/08/24	0.63	6.918	-5.78	6.331	0.587	9.27		10.09
								Sinopec	0.502	12/08/24	0.61	0.513	-1.98	0.411	0.101	24.69		16.15
						L		China Life Ins HK	1.051	12/08/24	0.58	1.118	-5.98	1.017	0.101	9.95		3.07
								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Trip.com	33.507	12/08/24	0.55	37.943	-11.69	28.160	9.783	34.74		20.81
								NetEase	14.262	12/08/24	0.50	15.102	-5.57	14.130	0.972	6.88		-5.53
						L		Ping An	3.408	12/08/24	0.45	3.586	-4.94	3.553	0.033	0.93		-9.16
						L		Hang Seng Bank	9.309	12/08/24	0.38	10.170	-8.47	9.150	1.019	11.14		5.36
								Xiaomi	1.667	12/08/24	0.37	1.669	-0.12	1.568	0.101	6.47		19.29
								CK Infrastructure	5.617	12/08/24	0.36	4.467	25.74	4.342	0.125	2.89		5.41
						S		CK Property	3.135	12/08/24	0.32	2.963	5.81	3.940	-0.977	-24.80		-22.03
								Xinyi Solar	0.358	12/08/24	0.28	0.398	-10.18	0.458	-0.060	-13.14		-25.96
								Geely Auto	0.773	12/08/24	0.26	0.890	-13.20	0.863	0.027	3.13		-2.96
						L		China Res Power	2.223	12/08/24	0.23	2.426	-8.35	1.572	0.854	54.34		41.88
								MTR	2.623	12/08/24	0.19	2.497	5.07	3.045	-0.548	-18.01		-14.47
								CK Hutchison	4.092	12/08/24	0.12	3.788	8.02	4.206	-0.418	-9.93		-8.90
						L		Bank of China (HK)	2.259	12/08/24		2.436	-7.28	2.131	0.305	14.34		10.73
						L		China Merchants B HK	3.292	12/08/24		3.591	-8.32	2.663	0.928	34.83		13.56
								Citic Pacific	0.719	12/08/24		0.719		0.784	-0.065	-8.26		-7.44
								PetroChina	0.676	12/08/24		0.800	-15.57	0.519	0.282	54.31		33.62
								WH Group	0.533	12/08/24		0.521	2.33	0.507	0.014	2.79		9.43
								CLP	6.989	12/08/24	-0.07	6.391	9.35	6.477	-0.086	-1.32		2.30
						L		JD.com	10.139	12/08/24	-0.10	10.463	-3.10	11.306	-0.843	-7.46		-7.13
								Xinyi Glass	0.765	12/08/24	-0.13	0.867	-11.80	0.880	-0.013	-1.51		-6.83
								Hengan	2.568	12/08/24	-0.20	2.411	6.51	2.920	-0.509	-17.43		-12.04
						L		SMIC	1.675	12/08/24	-0.24	1.734	-3.39	1.996	-0.262	-13.12		-4.63
						L		Shenzhou Inter	6.270	12/08/24	-0.24	7.744	-19.03	8.080	-0.337	-4.16		1.58
								Techtronic Inds	9.780	12/08/24	-0.26	9.035	8.24	9.351	-0.316	-3.38		2.69
						L		BYD Company	21.636	12/08/24	-0.28	23.499	-7.93	21.547	1.952	9.06		4.50
								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Power Assets	5.460	12/08/24	-0.28	4.280	27.57	4.548	-0.268	-5.90		-0.13
						L		China Mobile	7.181	12/08/24	-0.56	7.799	-7.92	6.512	1.287	19.76		16.07
						S		Link REIT	3.530	12/08/24	-0.57	3.074	14.83	4.407	-1.333	-30.24		-19.98
						L		Alibaba Health	0.328	12/08/24	-0.61	0.317	3.51	0.426	-0.109	-25.60		-19.25
						S		Baidu	8.372	12/08/24	-0.66	8.635	-3.05	11.668	-3.033	-25.99		-24.19
						L		Tingyi	0.911	12/08/24	-0.66	0.953	-4.46	0.957	-0.004	-0.38		-2.78
						S		Chow Tai Fook Jwl	0.666	12/08/24	-0.75	0.856	-22.13	1.168	-0.312	-26.71		-25.98
						L		CNOOC	1.999	12/08/24	-0.80	2.269	-11.88	1.306	0.962	73.66		54.13
						L		China Ov Land & Inv	1.294	12/08/24	-0.93	1.371	-5.61	1.383	-0.011	-0.82		-3.24
						L		China Res Land	2.304	12/08/24	-1.09	2.689	-14.31	2.814	-0.125	-4.43		-5.45
								Zhongsheng	1.078	12/08/24	-1.12	1.157	-6.83	1.877	-0.721	-38.38		-34.01
						L		China Res Mixc	2.213	12/08/24	-1.13	2.618	-15.47	2.799	-0.181	-6.45		-9.75
								Li Ning	1.424	12/08/24	-1.13	1.712	-16.80	2.100	-0.389	-18.50		-29.63
						L		AIA	5.257	12/08/24	-1.33	5.368	-2.08	6.839	-1.471	-21.50		-17.93
						S		Hang Lung	0.566	12/08/24	-1.41	0.675	-16.07	1.093	-0.419	-38.31		-30.39
								Country Garden Svcs	0.475	12/08/24	-1.47	0.488	-2.70	0.678	-0.190	-28.03		-26.03
								Wharf REIC	2.183	12/08/24	-1.60	2.097	4.11	2.653	-0.556	-20.97		-24.57
						S		Li Auto	7.799	12/08/24	-1.79	7.121	9.53	14.010	-6.889	-49.17		-44.50
								Sun Hung Kai	7.247	12/08/24	-1.85	6.842	5.92	8.487	-1.645	-19.38		-16.00
								Haidilao Inter	1.238	12/08/24	-1.93	1.422	-12.96	1.461	-0.039	-2.68		-17.39
						L		Longfor	0.967	12/08/24	-1.95	1.086	-10.91	1.256	-0.170	-13.57		-12.98
						L		Meituan	10.534	12/08/24	-2.07	11.253	-6.39	8.231	3.022	36.72		9.97
						S		Budweiser Brewing	0.942	12/08/24	-2.11	0.932	1.09	1.469	-0.537	-36.58		-32.52
						L		Hansoh Pharma	1.874	12/08/24	-2.22	1.653	13.36	1.584	0.069	4.37		23.08
								Henderson Land	2.233	12/08/24	-2.43	2.122	5.25	2.417	-0.295	-12.20		-5.85
								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								China Res Beer	2.401	12/08/24	-2.47	2.659	-9.71	3.437	-0.778	-22.64		-29.91
								JD Health	2.132	12/08/24	-2.55	2.152	-0.94	3.839	-1.687	-43.93		-37.81
								New World Dev	0.733	12/08/24	-2.69	0.740	-0.96	1.218	-0.478	-39.21		-36.59
								ANTA Sports Products	6.918	12/08/24	-2.78	7.597	-8.93	7.613	-0.016	-0.21		-8.42
						S		China Mengniu Dairy	1.341	12/08/24	-2.79	1.418	-5.43	2.110	-0.692	-32.81		-32.66
						S		Sands China	1.373	12/08/24	-2.87	1.649	-16.71	2.296	-0.647	-28.19		-27.74
						L		Galaxy Entertainment	2.983	12/08/24	-4.38	3.687	-19.09	4.397	-0.710	-16.15		-16.40
						L		China Unicom	0.605	12/08/24	-5.84	0.726	-16.74	0.492	0.234	47.48		31.34
HSI - 82 out of 82 instruments rated - 1/07/24 / 1/01/24 - 34 did rise, Market-Ratio(26) in GBP = 41.46 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

 

Transactions Hang Seng Index in Pound sterling * Mixed Straddles L38 - 82/74 (1) - S16 - 39/40 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		21/01/08	749				- cash -
short	21/01/08	12/05/08	112				Galaxy Entertainment	100	24,986		0.400	0.360	0.444	0.044	11	11,101	41
long	28/04/08		14				Tencent	100	15,398		0.721	0.879		0.158	22	13,534	17,427
12/05/08		16/06/08	35				- cash -
short	16/06/08	7/07/08	21				Galaxy Entertainment	100	39,819		0.340	0.252	0.458	0.118	35	18,241	17,801
7/07/08		21/07/08	14				- cash -
	21/07/08	26/01/09	189				Galaxy Entertainment	100	94,489		0.193	0.117	0.319	0.126	65	30,151	164
26/01/09		2/03/09	35				- cash -
	2/03/09	9/03/09	7				HSBC	100	7,709		3.911	3.483	4.392	0.481	12	33,856	42,007
9/03/09		29/06/09	112				- cash -
long	29/06/09	19/04/10	294				Geely Auto	100	305,200		0.111	0.303		0.192	173	92,577	249
short	25/01/10	8/03/10	42				China Unicom	100	134,152		0.690	0.819	0.561	-0.129	-19	75,233	-84
19/04/10		3/05/10	14				- cash -
	3/05/10	17/05/10	14				Citic Pacific	100	58,771		1.280	1.178	1.391	0.111	9	81,751	773
17/05/10		5/07/10	49				- cash -
	5/07/10	16/08/10	42				Citic Pacific	100	67,386		1.213	1.319	1.107	-0.106	-9	74,624	-55
16/08/10		11/10/10	56				- cash -
long	11/10/10	20/12/10	70				Galaxy Entertainment	100	136,164		0.548	0.697		0.149	27	94,923	251
20/12/10		24/01/11	35				- cash -
	24/01/11	14/03/11	49				Galaxy Entertainment	100	108,722		0.873	0.899		0.026	3	97,754	24
short	7/02/11	21/03/11	42				China Res Land	100	96,701		1.011	1.049	0.973	-0.038	-4	94,081	-28
21/03/11		4/04/11	14				- cash -
long	4/04/11	30/05/11	56				Galaxy Entertainment	100	98,610		0.954	1.318		0.364	38	129,960	721
30/05/11		6/06/11	7				- cash -
short	6/06/11	13/06/11	7				China Life Ins HK	100	61,846		2.101	1.933	2.284	0.183	9	141,283	7,693
13/06/11		25/07/11	42				- cash -
	25/07/11	28/11/11	126				New World Dev	100	39,076		3.616	2.199	5.945	2.329	64	232,292	322
28/11/11		5/12/11	7				- cash -
	5/12/11	9/01/12	35				New World Dev	100	108,151		2.148	2.406	1.889	-0.259	-12	204,331	-74
9/01/12		21/05/12	133				- cash -
	21/05/12	16/07/12	56				China Unicom	100	212,850		0.960	0.892	1.033	0.073	8	219,832	61
16/07/12		23/07/12	7				- cash -
	23/07/12	30/07/12	7				HK Exchgs & Clrg	100	26,141		8.409	8.637	8.182	-0.228	-3	213,876	-76
30/07/12		13/08/12	14				- cash -
long	13/08/12	20/08/12	7				Tencent	100	52,405		4.081	4.025		-0.056	-1	210,956	-51
short	20/08/12	27/08/12	7				Citic Pacific	100	230,509		0.915	0.876	0.957	0.041	5	220,483	900
27/08/12		24/12/12	119				- cash -
long	24/12/12	3/06/13	161				Galaxy Entertainment	100	92,123		2.393	3.497		1.104	46	322,168	136
short	27/05/13	16/09/13	112				Belle International	100	314,247		1.025	0.917	1.147	0.121	12	360,348	44
16/09/13		6/01/14	112				- cash -
	6/01/14	14/04/14	98				Belle International	100	548,747		0.657	0.651	0.663	0.006	1	363,545	3
14/04/14		28/04/14	14				- cash -
	28/04/14	5/05/14	7				Geely Auto	100	1,774,266		0.205	0.204	0.206	0.001	0	364,789	20
5/05/14		3/11/14	182				- cash -
long	3/11/14	10/11/14	7				China Mobile	100	46,902		7.778	7.854		0.077	1	368,381	67
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/11/14		24/11/14	14				- cash -
short	24/11/14	8/12/14	14				Kunlun Energy	100	526,062		0.700	0.635	0.772	0.071	10	405,963	1,159
8/12/14		15/12/14	7				- cash -
	15/12/14	12/01/15	28				Kunlun Energy	100	688,625		0.590	0.644	0.535	-0.054	-9	368,690	-72
12/01/15		27/07/15	196				- cash -
	27/07/15	14/12/15	140				China Shenhua HK	100	306,187		1.204	0.990	1.465	0.261	22	448,503	67
14/12/15		4/01/16	21				- cash -
	4/01/16	18/04/16	105				Belle International	100	928,594		0.483	0.426	0.547	0.064	13	508,220	54
18/04/16		10/10/16	175				- cash -
long	10/10/16	28/11/16	49				Geely Auto	100	679,863		0.748	0.831		0.083	11	564,764	119
28/11/16		5/12/16	7				- cash -
short	5/12/16	6/02/17	63				Lenovo	100	1,161,596		0.486	0.521	0.451	-0.035	-7	524,228	-35
6/02/17		13/02/17	7				- cash -
long	13/02/17	24/04/17	70				Geely Auto	100	472,580		1.109	1.147		0.038	3	542,247	19
24/04/17		17/07/17	84				- cash -
	17/07/17	20/11/17	126				Geely Auto	100	295,514		1.835	2.704		0.869	47	799,006	207
20/11/17		15/01/18	56				- cash -
	15/01/18	12/02/18	28				Geely Auto	100	329,896		2.422	2.047		-0.375	-16	675,157	-89
12/02/18		7/05/18	84				- cash -
short	7/05/18	4/06/18	28				China Merchants	100	418,230		1.614	1.729	1.500	-0.115	-7	627,137	-62
4/06/18		18/06/18	14				- cash -
	18/06/18	31/12/18	196				China Merchants	100	378,734		1.656	1.412	1.942	0.286	17	735,616	35
31/12/18		7/01/19	7				- cash -
	7/01/19	14/01/19	7				AAC Technologies	100	180,817		4.068	4.516	3.621	-0.448	-11	654,668	-100
14/01/19		27/05/19	133				- cash -
	27/05/19	25/11/19	182				AAC Technologies	100	154,041		4.250	5.590	2.910	-1.340	-32	448,232	-53
25/11/19		9/12/19	14				- cash -
	9/12/19	16/12/19	7				Bank of East Asia	100	260,773		1.719	1.707	1.730	0.011	1	451,217	41
16/12/19		3/02/20	49				- cash -
	3/02/20	17/02/20	14				Bank of East Asia	100	272,048		1.659	1.746	1.571	-0.088	-5	427,389	-76
17/02/20		24/02/20	7				- cash -
	24/02/20	6/07/20	133				PetroChina	100	1,336,506		0.320	0.299	0.341	0.022	7	456,283	20
6/07/20		27/07/20	21				- cash -
	27/07/20	17/08/20	21				Swire Pacific	100	118,880		3.838	4.087	3.590	-0.248	-6	426,758	-69
17/08/20		31/08/20	14				- cash -
	31/08/20	14/09/20	14				HSBC	100	130,902		3.260	3.229	3.292	0.031	1	430,877	28
14/09/20		28/09/20	14				- cash -
	28/09/20	9/11/20	42				Citic Pacific	100	754,380		0.571	0.601	0.542	-0.029	-5	408,648	-37
9/11/20		22/03/21	133				- cash -
long	22/03/21	29/03/21	7				Lenovo	100	465,694		0.878	0.937		0.060	7	436,558	3,034
29/03/21		26/04/21	28				- cash -
	26/04/21	17/05/21	21				Lenovo	100	438,944		0.995	0.847		-0.148	-15	371,726	-94
17/05/21		31/05/21	14				- cash -
	31/05/21	12/07/21	42				Lenovo	100	440,756		0.843	0.820		-0.024	-3	361,367	-22
short	12/07/21	10/01/22	182				China Life Ins HK	100	282,749		1.278	1.252	1.305	0.026	2	368,847	4
10/01/22		11/07/22	182				- cash -
	11/07/22	12/12/22	154				AAC Technologies	100	208,282		1.771	1.859	1.682	-0.088	-5	350,415	-11
12/12/22		19/12/22	7				- cash -
	19/12/22	26/12/22	7				CLP	100	59,392		5.900	5.897	5.903	0.003	0	350,595	3
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
26/12/22		1/05/23	126				- cash -
	1/05/23	1/01/24	245				JD.com	100	25,304		13.855	11.306	16.979	3.123	23	429,631	35
long	24/07/23	31/07/23	7				PetroChina	100	747,674		0.575	0.567		-0.007	-1	424,305	-48
1/01/24		8/01/24	7				- cash -
short	8/01/24	4/03/24	56				Li Ning	100	234,723		1.808	1.965	1.651	-0.157	-9	387,412	-45
4/03/24		11/03/24	7				- cash -
	11/03/24	18/03/24	7				WuXi Biologics	100	219,234		1.767	1.484	2.105	0.338	19	461,467	914,397
18/03/24		23/10/25	584				- cash -
accum	21/01/08	18/03/24	3472	days out of 7234 invested (48%)										4,515		461,467	50

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	21/01/08	12/05/08	112	0.40	0.36	0.44	0.04	11.01
	short	16/06/08	7/07/08	21	0.34	0.25	0.46	0.12	34.78
	short	21/07/08	26/01/09	189	0.19	0.12	0.32	0.13	65.29
	long	11/10/10	20/12/10	70	0.55	0.70		0.15	27.20
	long	24/01/11	14/03/11	49	0.87	0.90		0.03	2.98
	long	4/04/11	30/05/11	56	0.95	1.32		0.36	38.14
	long	24/12/12	3/06/13	161	2.39	3.50		1.10	46.12			553.93
Geely Auto	long	29/06/09	19/04/10	294	0.11	0.30		0.19	173.44
	short	28/04/14	5/05/14	7	0.20	0.20	0.21	0.00	0.34
	long	10/10/16	28/11/16	49	0.75	0.83		0.08	11.13
	long	13/02/17	24/04/17	70	1.11	1.15		0.04	3.44
	long	17/07/17	20/11/17	126	1.83	2.70		0.87	47.35
	long	15/01/18	12/02/18	28	2.42	2.05		-0.38	-15.50			292.69
New World Dev	short	25/07/11	28/11/11	126	3.62	2.20	5.94	2.33	64.42
	short	5/12/11	9/01/12	35	2.15	2.41	1.89	-0.26	-12.04			44.63
Belle International	short	27/05/13	16/09/13	112	1.03	0.92	1.15	0.12	11.85
	short	6/01/14	14/04/14	98	0.66	0.65	0.66	0.01	0.89
	short	4/01/16	18/04/16	105	0.48	0.43	0.55	0.06	13.31			27.87
JD.com	short	1/05/23	1/01/24	245	13.86	11.31	16.98	3.12	22.54			22.54
China Shenhua HK	short	27/07/15	14/12/15	140	1.20	0.99	1.46	0.26	21.65			21.65
Tencent	long	28/04/08	12/05/08	14	0.72	0.88		0.16	21.92
	long	13/08/12	20/08/12	7	4.08	4.03		-0.06	-1.37			20.25
WuXi Biologics	short	11/03/24	18/03/24	7	1.77	1.48	2.10	0.34	19.12			19.12
HSBC	short	2/03/09	9/03/09	7	3.91	3.48	4.39	0.48	12.29
	short	31/08/20	14/09/20	14	3.26	3.23	3.29	0.03	0.97			13.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
China Life Ins HK	short	6/06/11	13/06/11	7	2.10	1.93	2.28	0.18	8.71
	short	12/07/21	10/01/22	182	1.28	1.25	1.30	0.03	2.07			10.96
China Merchants	short	7/05/18	4/06/18	28	1.61	1.73	1.50	-0.11	-7.11
	short	18/06/18	31/12/18	196	1.66	1.41	1.94	0.29	17.30			8.95
PetroChina	short	24/02/20	6/07/20	133	0.32	0.30	0.34	0.02	6.76
	long	24/07/23	31/07/23	7	0.57	0.57		-0.01	-1.24			5.44
China Mobile	long	3/11/14	10/11/14	7	7.78	7.85		0.08	0.98			0.98
Kunlun Energy	short	24/11/14	8/12/14	14	0.70	0.64	0.77	0.07	10.20
	short	15/12/14	12/01/15	28	0.59	0.64	0.54	-0.05	-9.18			0.08
CLP	short	19/12/22	26/12/22	7	5.90	5.90	5.90	0.00	0.05			0.05
Citic Pacific	short	3/05/10	17/05/10	14	1.28	1.18	1.39	0.11	8.66
	short	5/07/10	16/08/10	42	1.21	1.32	1.11	-0.11	-8.72
	short	20/08/12	27/08/12	7	0.92	0.88	0.96	0.04	4.52
	short	28/09/20	9/11/20	42	0.57	0.60	0.54	-0.03	-5.16			-1.68
HK Exchgs & Clrg	short	23/07/12	30/07/12	7	8.41	8.64	8.18	-0.23	-2.71			-2.71
China Res Land	short	7/02/11	21/03/11	42	1.01	1.05	0.97	-0.04	-3.76			-3.76
Bank of East Asia	short	9/12/19	16/12/19	7	1.72	1.71	1.73	0.01	0.67
	short	3/02/20	17/02/20	14	1.66	1.75	1.57	-0.09	-5.28			-4.65
Swire Pacific	short	27/07/20	17/08/20	21	3.84	4.09	3.59	-0.25	-6.47			-6.47
Li Ning	short	8/01/24	4/03/24	56	1.81	1.96	1.65	-0.16	-8.69			-8.69
China Unicom	short	25/01/10	8/03/10	42	0.69	0.82	0.56	-0.13	-18.74
	short	21/05/12	16/07/12	56	0.96	0.89	1.03	0.07	7.59			-12.57
Lenovo	short	5/12/16	6/02/17	63	0.49	0.52	0.45	-0.03	-7.18
	long	22/03/21	29/03/21	7	0.88	0.94		0.06	6.83
	long	26/04/21	17/05/21	21	0.99	0.85		-0.15	-14.85
	long	31/05/21	12/07/21	42	0.84	0.82		-0.02	-2.79			-17.92
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
AAC Technologies	short	7/01/19	14/01/19	7	4.07	4.52	3.62	-0.45	-11.00
	short	27/05/19	25/11/19	182	4.25	5.59	2.91	-1.34	-31.53
	short	11/07/22	12/12/22	154	1.77	1.86	1.68	-0.09	-5.00			-42.11

Annotations

23/05/18	HSI			index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
19/07/17	HSI			Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
1/04/17	HSI			machine learning processed for all techniques
6/03/17	HSI			Geely Auto replaces Li & Fung
28/12/16	HSI			AAC Technologies and CKI replacen China Res Enterprises and Tingyi
13/10/15	China Mengniu Dairy			forward stock split 1:2 (two for one)
18/09/15	China Res Enterprise			ex special dividend HKD 12.30
27/07/15	Ping An HK			forward stock split 10:20 (twenty for ten)
8/06/15	HSI			CK Property and The Link REIT replace Costco and Hutchison Whampoa.
1/06/15	CK Hutchison			name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
27/05/15	CK Hutchison			spin-off CK Property

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