Enhanced Recommendations with Borrow Data Only

Generated on: 2025-06-10 17:49:53

Signal Date: 2025-06-10

Borrow Data Filter

This report shows ONLY recommendations with valid borrow availability data

Base Filter: Abs_Net_Flows_3M_ADVT_days > 1 (excluding 2587 HK)

Additional Filter: Must have valid borrow_avail data from GS CN Availability file

Original Recommendations: 37

With Borrow Data: 11

Summary Statistics

Total Recommendations with Borrow Data: 11

With Price Data: 11

With ret2d Data: 11

With ret3d Data: 11

With Trading Lot Size Data: 0

All have Borrow Data: 11

Trade Calculations (Borrow Data Only)

Total BUY Amount: $10,000,000 across 3 recommendations ($3,333,333 each)

Total SELL Amount: $10,000,000 across 8 recommendations ($1,250,000 each)

Qty Rounding: Quantities rounded to nearest 100 shares

SELL quantities and USD amounts are negative

Enhanced Recommendations with Borrow Data

# Source BBG_Ticker Company_Name Sector Mkt_Cap_USD_mn Net_Flows_3M_ADVT_days Abs_Net_Flows_3M_ADVT_days Price_Open Price_Close Price_VWAP ret2d ret3d trading_lot_size borrow_avail borrow_utilization current_position_qty current_position_value qty_to_trade usd_to_trade External_RIC AssetKey
1 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods 1,854 -3.2 3.2 6.22 6.20 6.21 -0.16% -0.16% - 691,129 29.2% 0 $0 -201,600 $-1,249,920 600755.SH @XIAME7
2 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 2,105 -2.6 2.6 9.01 9.07 9.09 2.25% 2.25% - 319,059 43.2% 0 $0 -137,800 $-1,249,846 300009.ZK @ANHUI45
3 SELL 002128 CS Dian Tou Energy (A) Energy 6,061 -2.2 2.2 19.80 19.94 19.91 1.32% 1.32% - 6,904 908.2% 0 $0 -62,700 $-1,250,238 002128.ZK @HUOLI1
4 SELL 600642 CG Shenergy (A) Utilities 5,990 -1.9 1.9 8.72 8.74 8.76 0.34% 0.34% - 603,533 23.7% 0 $0 -143,000 $-1,249,820 600642.SH @SHENE1
5 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples 4,907 1.4 1.4 185.20 183.38 185.17 -0.59% -0.59% - 263,179 - 0 $0 18,200 $3,337,516 300972.ZK @FUJIA89
6 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods 4,355 -1.3 1.3 23.11 23.14 22.97 3.40% 3.40% - 738,232 7.3% 0 $0 -54,000 $-1,249,560 601567.SH @NINGB31
7 SELL 1797 HK East Buy Consumer Staples 1,731 -1.3 1.3 13.12 13.00 13.02 4.00% 4.00% - 1,795,334 5.4% 0 $0 -96,200 $-1,250,600 1797.HK @KOOLE1
8 SELL 600438 CG Tongwei (A) Tech Hardware & Semis 10,213 -1.2 1.2 16.22 15.96 16.08 -0.81% -0.81% - 946,276 8.3% -5,200 $-11,557 -78,300 $-1,249,668 600438.SH @TONGW1
9 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining 12,275 1.2 1.2 6.83 6.84 6.83 1.63% 1.63% - 7,807,194 - 0 $0 487,300 $3,333,132 601600.SH @ALUMI31
10 BUY 002600 CS Lingyi iTech (Guangdong) (A) Tech Hardware & Semis 7,993 1.2 1.2 8.49 8.36 8.35 -0.71% -0.71% - 1,746,886 - 0 $0 398,700 $3,333,132 002600.ZK @JPMFG1
11 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 1,915 -1.1 1.1 55.59 54.58 54.93 0.65% 0.65% - 3,468 660.3% 10,300 $78,285 -22,900 $-1,249,882 300573.ZK @SHENY25

Data Sources:

Color Legend:

Green background = Buy recommendations

Red background = Sell recommendations

Filtering Notes

This report is a filtered subset of the main Enhanced Recommendations report

Only recommendations with valid borrow availability data are shown here

Trade calculations are recalculated based on the filtered set only

View Full Enhanced Recommendations Report