Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Short Interest Weekly: China Life and more

In today’s briefing:

  • HK Short Interest Weekly: China Life, Alibaba, 3SBio, JD.com
  • Alternative Credit Funds: Credible Alternatives?

HK Short Interest Weekly: China Life, Alibaba, 3SBio, JD.com

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 30th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in China Life, Alibaba, 3SBio, JD.com.

Alternative Credit Funds: Credible Alternatives?

By Nicolas Rabener

  • Alternative credit funds aim to provide returns uncorrelated to traditional fixed-income markets.
  • However, most of the performance can be explained by equities and plain-vanilla bonds.
  • All funds have lost money in the last 12 months, indicating that they are not alternative enough.

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