Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Short Interest Weekly: CSPC Pharma and more

In today’s briefing:

  • HK Short Interest Weekly: CSPC Pharma, Hygeia, GCL Technology, SHK Properties, Techtronic
  • Managed Futures: The Empire Strikes Back

HK Short Interest Weekly: CSPC Pharma, Hygeia, GCL Technology, SHK Properties, Techtronic

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 30th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in CSPC Pharma, Hygeia, GCL Technology, SHK Properties, Techtronic.

Managed Futures: The Empire Strikes Back

By Nicolas Rabener

  • The AUM in managed futures ETFs has increased six-fold to $1.2bn in 2022
  • However, the performance of these ETFs was highly dispersed in the past
  • Some have low correlations to the managed futures benchmark index, which is problematic 

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars