Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Quiddity HK Connect SOUTHBOUND Flows (Week to 13Oct23) :  Meituan Bought and more

In today’s briefing:

  • Quiddity HK Connect SOUTHBOUND Flows (Week to 13Oct23) :  Meituan Bought, Tencent Sold
  • Quiddity Mainland Connect NORTHBOUND Flows (To 13Oct23) : Innolight/BYD IN, but Net Selling Again.
  • TWSE Short Interest Weekly (Oct 13th): Largan Precision, Alchip Tech, Nanya Tech, Delta Electronics


Quiddity HK Connect SOUTHBOUND Flows (Week to 13Oct23) :  Meituan Bought, Tencent Sold

By Travis Lundy

  • This is the brand spanking new Quiddity HK Connect SOUTHBOUND Monitor. We work off the same presentation as the A/H Premium Monitor and Mainland Connect NORTHBOUND Monitor.
  • The data on liquid names is presented for 5 days and four weeks and anything seen can be ranked in tables or selected and charted (names, sectors, outperformance, etc).
  • We like the nifty interactive tables+charts (please play with them!) and we welcome feedback. This 4-day week saw HKD 9bn+ of net buying. That makes 12 weeks of net inflows.

Quiddity Mainland Connect NORTHBOUND Flows (To 13Oct23) : Innolight/BYD IN, but Net Selling Again.

By Travis Lundy

  • This is the brand spanking new Quiddity Mainland Connect NORTHBOUND Monitor. We work off the same presentation as the A/H Premium Monitor and HK Connect SOUTHBOUND Monitor.
  • The data on liquid names is presented for 5 days and 4 weeks and anything seen can be ranked in tables or selected and charted (names, sectors, outperformance, etc).
  • Please play with nifty interactive tables+charts. We welcome feedback. This 5-day week saw RMB 13bn+ of net selling. Back to the trenches!

TWSE Short Interest Weekly (Oct 13th): Largan Precision, Alchip Tech, Nanya Tech, Delta Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 13th which has an aggregated short interest worth USD11.7bn.
  • We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
  • We highlight short interest changes in Largan Precision, Alchip Tech, Nanya Tech, Delta Elec.

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