A-share market analysis covering Shanghai and Shenzhen exchanges
--- "Shanghai's East Yan'an Road branch liquidated its entire position in [-0.03 seconds]." That timestamp matters. On March 14, 2024, the China Securities Journal published the daily Dragon Tiger Lis
--- On September 25, 2023, a single brokerage branch in Shenzhen bought ¥187 million worth of a small-cap tech stock. Within 72 hours, that stock surged 34%. Three weeks later, the same branch appeare
--- "Price is the effect. The data feed is the cause." On a Tuesday afternoon in March, a quantitative developer we'll call Chen spent four hours debugging a mean-reversion strategy that kept failing
--- The Backtest That Lied to You Your strategy returned 34.7% annualized over three years. Sharpe ratio of 1.82. Max drawdown of −11.3%. You deployed capital. On live trading day 12, you tried to buy