Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Derivatives

Ping An Insurance (H) / Equity Derivatives

<ul>
<li>
Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for eight prominent Hong Kong stocks</li>
<li>
Highlights: <a href="https://www.smartkarma.com/entities/ping-an-insurance-grp-co-of-china-ltd" target="_blank" data-smartkarma-citation="entities:12880:1" rel="noopener">Ping An Insurance (H) (2318 HK)</a>stands out with historically low implied volatility across the term structure. <a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd-d7b798e2-202d-4e01-9a1e-799e2ae8f0c7" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba (9988 HK)</a>is rich in November and December contracts.</li>
<li>
Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.</li>
</ul>



Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for eight prominent Hong Kong stocks

Highlights: Ping An Insurance (H) (2318 HK)stands out with historically low implied volatility across the term structure. Alibaba (9988 HK)is rich in November and December contracts.

Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.


Volatility Cones: Ping An (2318 HK) And Alibaba (9988 HK) Stand Out

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

<ul>
<li>We analyzed the latest HK SFC report for aggregate short position as of Sep 19th.</li>
<li>Top short increases and decreases were tabulated for one week and four week period.</li>
<li>We highlight short changes in Pop Mart Intl, CSPC Pharma, Hua Hong Semiconductor.</li>
</ul>


We analyzed the latest HK SFC report for aggregate short position as of Sep 19th.
Top short increases and decreases were tabulated for one week and four week period.
We highlight short changes in Pop Mart Intl, CSPC Pharma, Hua Hong Semiconductor.


HK Short Interest Weekly: Pop Mart Intl, CSPC Pharma, Hua Hong Semiconductor

<ul>
<li>We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 26th.</li>
<li>The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.</li>
<li>We highlight flows for Alibaba, Shandong Hi-Speed, Meituan, Tencent, China Mobile, CSPC Pharma, China Telecom, HKEx, Hua Hong Semiconductor.</li>
</ul>


We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 26th.
The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
We highlight flows for Alibaba, Shandong Hi-Speed, Meituan, Tencent, China Mobile, CSPC Pharma, China Telecom, HKEx, Hua Hong Semiconductor.


HK Connect Flows Weekly (Sep 26th): Alibaba, Shandong Hi-Speed, Meituan, Tencent, China Mobile

Asia L/S Equity PM/Macro/Thematic Idea Generation

Rikki Malik

Commodities

<ul>
<li>A review of recent events/data impacting our investment themes and outlook</li>
<li>More government  deals in the critical minerals sector support our outlook</li>
<li>Grasberg mine accident and closure highlights tightness in the copper market</li>
</ul>


A review of recent events/data impacting our investment themes and outlook
More government  deals in the critical minerals sector support our outlook
Grasberg mine accident and closure highlights tightness in the copper market


Overview #36 - AI Hype, Mineral Might, and the Nuclear Revival

Articles from Caixin Global, Caixin Global

Caixin Global

Articles from Caixin Global

Caixin is a media group dedicated to providing financial and business news through periodicals, online content, mobile apps, conferences, books and TV/video programs. Caixin aims to blaze a trail that helps traditional media prosper in the new media age through integrated multimedia platforms.

News from Caixin

Cross Asset Strategy

<ul><li>Restaurants /In Depth: Starbucks, Burger King Overhaul China Strategies</li><li>Shipping /: China Launches 18-Day Arctic Shipping Route to Europe Amid Global Trade Turmoil</li><li>Corruption /: How a Chinese Police Chief Cashed In on a Pre-IPO Chip Venture</li></ul>

Restaurants /In Depth: Starbucks, Burger King Overhaul China StrategiesShipping /: China Launches 18-Day Arctic Shipping Route to Europe Amid Global Trade TurmoilCorruption /: How a Chinese Police Chief Cashed In on a Pre-IPO Chip Venture

CX Daily: Starbucks, Burger King Overhaul China Strategies 

China

Alibaba Group Holding Limited provides online sales services. The Company provides internet infrastructure, electronic commerce, online financial, and internet content services through its subsidiaries. Alibaba Group Holding offers its products and services worldwide.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

Alibaba (BABA US)

Volatility Cones: Ping An (2318 HK) And Alibaba (9988 HK) Stand Out

Volatility cones for eight prominent Hong Kong stocks highlight opportunities in cheap implied volatility in Ping An Insurance, Meituan, and...

Gaudenz Schneider

HK Short Interest Weekly: Pop Mart Intl, CSPC Pharma, Hua Hong Semiconductor

We analyzed the latest HK SFC report for aggregate short position as of Sep 19th and highlight short interest changes in Pop Mart Intl, CSPC...

Ke Yan, CFA, FRM

HK Connect Flows Weekly (Sep 26th): Alibaba, Shandong Hi-Speed, Meituan, Tencent, China Mobile

We analyzed southbound Hong Kong connect flows in the past week and highlighted flows for Alibaba (9988 HK), Shandong Hi-Speed (412 HK), Meituan...

Ke Yan, CFA, FRM

Overview #36 - AI Hype, Mineral Might, and the Nuclear Revival

A review of recent events/data impacting our investment themes and outlook. We look at recent news impacting commodities

Rikki Malik

CX Daily: Starbucks, Burger King Overhaul China Strategies

Restaurants /In Depth: Starbucks, Burger King Overhaul China Strategies Shipping /: China Launches 18-Day Arctic Shipping Route to Europe Amid...

Caixin Global

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Volatility Cones: Ping An (2318 HK) And Alibaba (9988 HK) Stand Out

​Volatility cones for eight prominent Hong Kong stocks highlight opportunities in cheap implied volatility in Ping An Insurance, Meituan, and...

Gaudenz Schneider

HK Short Interest Weekly: Pop Mart Intl, CSPC Pharma, Hua Hong Semiconductor

We analyzed the latest HK SFC report for aggregate short position as of Sep 19th and highlight short interest changes in Pop Mart Intl, CSPC...

Ke Yan, CFA, FRM

HK Connect Flows Weekly (Sep 26th): Alibaba, Shandong Hi-Speed, Meituan, Tencent, China Mobile

We analyzed southbound Hong Kong connect flows in the past week and highlighted flows for Alibaba (9988 HK), Shandong Hi-Speed (412 HK), Meituan...

Ke Yan, CFA, FRM

Overview #36 - AI Hype, Mineral Might, and the Nuclear Revival

A review of recent events/data impacting our investment themes and outlook. We look at recent news impacting commodities

Rikki Malik

CX Daily: Starbucks, Burger King Overhaul China Strategies

Restaurants /In Depth: Starbucks, Burger King Overhaul China Strategies Shipping /: China Launches 18-Day Arctic Shipping Route to Europe Amid...

Caixin Global

Volatility cones for eight prominent Hong Kong stocks highlight opportunities in cheap implied volatility in Ping An Insurance, Meituan, and...