上交所：沪股通程序化交易投资者应当报告资金、交易信息等

Core Viewpoint - The Shanghai Stock Exchange has issued guidelines for reporting information related to algorithmic trading by investors participating in the Shanghai-Hong Kong Stock Connect, effective from January 12, 2026 [1] Group 1: Reporting Requirements - Investors engaging in algorithmic trading must report basic information, including investor name, broker client code, participating exchange, and product manager [1] - Financial information required includes the scale and source of funds under the broker client code, scale and source of leveraged funds, and leverage ratio [1] - Trading information must encompass the type and main content of trading strategies, execution methods for trading orders, maximum declaration speed, and the highest number of declarations per day [1] Group 2: Software and Change Reporting - Investors are required to report details about the trading software used, including software name, version number, and developer [1] - Any significant changes to the reported information must be updated within five trading days of the next natural month following the change [1]