Generated on: 2025-06-15 18:21:52
Signal Date: 2025-06-15
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: 0
Total Recommendations with Borrow Data: 0
With Price Data: 0
With ret2d Data: 0
With ret3d Data: 0
With Trading Lot Size Data: 0
All have Borrow Data: 0
Total BUY Amount: $10,000,000 across 0 recommendations (no BUY recommendations)
Total SELL Amount: $10,000,000 across 0 recommendations (no SELL recommendations)
Qty Rounding: Quantities rounded to nearest 100 shares
SELL quantities and USD amounts are negative
| # | 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 |
|---|
Data Sources:
Color Legend:
Green background = Buy recommendations
Red background = Sell recommendations
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