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A股Beta对冲/市场中性策略。当用户说"对冲"、"beta hedging"、"市场中性"、"对冲策略"、"怎么对冲"、"空头对冲"时触发。量化构建市场中性组合。支持formal和brief风格。
Passed 20 of 23 test cases with the skill, and 17 of 23 without it.
and 6 more in the full report
5 fixed17 passed either way2 still failing1 broke
Tokens, turns and time describe resource use, not a dollar price.
A test case the skill fixed. Same model, same prompt, with and without the skill.
请对一笔价值500万的组合进行 Beta 对冲估算,不需要长篇大论的研报细节。在未指定风格时,输出格式默认应该遵循什么风格和包含哪些核心要素?
| Checked | Without skill | With skill |
|---|---|---|
| Conforms to the brief output style layout by default. | Passed | Passed |
| Includes summary fields for Beta, recommended tool and ratio, and annualized cost. | Missed | Passed |
The instructions your model reads when the skill loads.
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE] --freq daily --start [日期]
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE]
python "$SCRIPTS/cn_stock_data.py" finance --code [CODE]
| 维度 | formal | brief |
|---|---|---|
| Beta计算 | 多种方法对比 | 当前Beta |
| 对冲方案 | 完整对冲方案 | 推荐工具+比率 |
| 成本分析 | 基差+展期成本 | 年化对冲成本 |
| 默认风格:brief。 |
test cases passed, vs 17 / 23 without
Published skills whose descriptions closely match this one, with their headline benchmark lift.
More skills from the same source and nearby in the registry, with their headline benchmark lift.