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Quant Trading

Strategy research, backtesting, risk control, execution systems, and quant trading engineering notes.

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Mainland China Investable Universe

Only instruments easy to start within mainland China: A-shares, mutual funds and ETFs, bonds and convertibles, public REITs, gold, plus the account system and trading costs — what you can buy before how to buy it.

Mainland China Investable Universe

The Mainland China Investable Universe ⑦: How to Choose — A Decision Framework and a Pitfall Checklist

Part 7 (finale) of the Mainland China Investable Universe series: a decision framework for choosing instruments by the time horizon of your money and your risk tolerance, a reference portfolio structure, the ten pitfalls beginners fall into most often, and a minimal action list for going from 'knowing what you can buy' to 'actually starting.'

Asset AllocationInvesting BasicsPitfallsPortfolio Construction
Mainland China Investable Universe

The Mainland China Investable Universe ⑥: The Account System and Trading Costs

Part 6 of the Mainland China Investable Universe series: what a brokerage account can actually buy, the structure of the unified investor ID and third-party fund custody, a full breakdown of commission / stamp duty / transfer fees / handling fees, a quick reference for over-the-counter fund fees, and how to do the tax math on the private pension account.

Brokerage AccountCommissionStamp DutyPrivate PensionInvesting Basics
Mainland China Investable Universe

The Mainland China Investable Universe ⑤: Public REITs and Gold

Part 5 of the Mainland China Investable Universe series: the rent-collecting logic of public REITs, the mandatory-dividend clause, and secondary-market discounts and premiums; the four ways to buy gold in mainland China (gold ETF, gold accumulation plans, physical bars, gold stocks) with their respective costs and pitfalls; and the real role of these two asset classes in a portfolio.

REITsGoldGold ETFAsset AllocationInvesting Basics
Mainland China Investable Universe

The Mainland China Investable Universe ④: Government Bonds, Reverse Repos, and Convertible Bonds

Part 4 of the Mainland China Investable Universe series: how to buy savings and book-entry treasury bonds, the rules of government bond reverse repo and its high-yield windows before holidays, and the distinctly Chinese convertible bond — T+0, a floor below and upside above, zero-cost IPO subscription, plus its opening threshold and forced-redemption risk.

Government BondsReverse RepoConvertible BondsBondsInvesting Basics
Mainland China Investable Universe

The Mainland China Investable Universe ③: The Mutual Fund Family — From Yu'ebao to ETFs

Part 3 of the Mainland China Investable Universe series: money market, bond, equity, hybrid, index, and QDII funds sorted out in one go; the essential difference and fee chasm between exchange-traded (ETF/LOF) and over-the-counter funds; how to choose between A and C share classes; and why ETFs are the protagonist of what follows in this series.

Mutual FundsETFIndex FundsQDIIInvesting Basics
Mainland China Investable Universe

The Mainland China Investable Universe ②: A-Shares — Boards, Rules, and Thresholds

Part 2 of the Mainland China Investable Universe series: the differences and opening thresholds of the four A-share boards (Main Board / ChiNext / STAR Market / Beijing Stock Exchange), what T+1, price limits, and round lots really mean, the market-cap allotment rules for IPO subscription, and the rule pitfalls beginners step into most often.

A-SharesStocksTrading RulesIPO SubscriptionInvesting Basics
Mainland China Investable Universe

The Mainland China Investable Universe ①: A Map of Everything You Can Buy

Part 1 of the Mainland China Investable Universe series: the full panorama of what individual investors in mainland China can legally and easily start with — cash management, bonds, stocks, mutual funds, REITs, gold, and private pension accounts, plus the entry threshold and the personality of each asset class.

A-SharesMutual FundsConvertible BondsREITsGoldInvesting Basics

A-Share Concepts Explained

A-share jargon for absolute beginners: every number on the quote panel, candlesticks and moving averages, the order book and call auction, share capital and market cap, valuation metrics, dividends and ex-rights, and money-flow data.

A-Share Concepts Explained

A-Share Concepts Explained ⑦: Northbound Flows, the Dragon-Tiger List, and Margin Trading — and Why Money-Flow Data Is Mostly Noise

Part 7 (finale) of the A-Share Concepts Explained series: what northbound flows are and why real-time intraday disclosure was discontinued, the statistical-trap methodology behind 'main capital net inflow,' the listing rules of the dragon-tiger list, the margin-trading concepts of margin balance and securities lending, and finally a principles checklist for beginners reading market data.

Northbound FlowsDragon-Tiger ListMargin TradingMoney FlowInvesting Basics
A-Share Concepts Explained

A-Share Concepts Explained ⑥: Dividends, Bonus Shares, and Ex-Rights/Ex-Dividend

Part 6 of the A-Share Concepts Explained series: the difference between the three ways of 'distributing' — cash dividends, bonus shares, and capital-reserve conversions; the record date / ex-date timeline; how the ex-rights/ex-dividend reference price is calculated; the dividend-tax holding-period tiers (20% under 1 month, tax-free after 1 year); and price recovery after ex-rights ('filling the gap'), falling below it, and the 'high bonus-share' illusion.

DividendsEx-Rights and Ex-DividendDividend TaxBonus Share SchemesInvesting Basics
A-Share Concepts Explained

A-Share Concepts Explained ⑤: P/E, P/B, P/S, and Dividend Yield

Part 5 of the A-Share Concepts Explained series: the difference between the three P/E variants (static / forward / TTM), why P/B suits banks but not internet companies, the boundaries of P/S, how dividend yield is calculated and its traps, why ROE is the metric Buffett values most, and the shared 'rearview mirror' limitation of all valuation metrics.

P/E RatioP/B RatioDividend YieldROEValuationInvesting Basics
A-Share Concepts Explained

A-Share Concepts Explained ④: Share Capital, Market Cap, and Price Adjustment

Part 4 of the A-Share Concepts Explained series: the difference between total shares, free-float shares, and restricted shares; how total market cap and free-float market cap are computed; why a 'low share price' doesn't mean 'cheap'; the difference between forward-adjusted, backward-adjusted, and unadjusted candlestick charts; and why your share count can change after a bonus issue while nothing has actually happened.

Market CapShare CapitalPrice AdjustmentEx-Rights and Ex-DividendInvesting Basics
A-Share Concepts Explained

A-Share Concepts Explained ③: The Order Book, Call Auctions, and Bid-Side vs. Ask-Side Volume

Part 3 of the A-Share Concepts Explained series: what best bid/best ask and the five-level order book are, the difference between limit and market orders, the rules of the three phases of the 9:15–9:25 call auction (including the detail that orders can't be cancelled after 9:20), how to read bid-side/ask-side volume and the order-ratio and volume-ratio indicators, and why 'resting orders' are the most deceptive data of all.

Order BookCall AuctionLimit OrdersBid and Ask VolumeInvesting Basics
A-Share Concepts Explained

A-Share Concepts Explained ②: Candlesticks, Intraday Charts, and Moving Averages

Part 2 of the A-Share Concepts Explained series: how one candlestick packs in four prices, how to read bullish and bearish candles, bodies and shadows, the difference between intraday charts and candlestick charts, how the MA5/10/20/60 moving averages are computed, what golden crosses and death crosses actually mean, and why moving averages are 'description' rather than 'prediction.'

Candlestick ChartsMoving AveragesIntraday ChartTechnical AnalysisInvesting Basics
A-Share Concepts Explained

A-Share Concepts Explained ①: The Ten Numbers on a Quote Panel

Part 1 of the A-Share Concepts Explained series: using a real quote panel as teaching material, we walk through ten numbers one by one — open, close, high, low, percent change, price change, volume, turnover value, amplitude, and turnover rate — how each is calculated, what it means, and which ones are worth watching and which aren't.

A-SharesQuote PanelVolumeTurnover RateInvesting Basics
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