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Get Started Free →aifinlab/a-share-dispersion-trade
A股离散度交易/相关性策略。当用户说"离散度"、"dispersion"、"相关性交易"、"correlation trading"、"指数vs成分股波动率"、"离散度套利"时触发。基于 cn-stock-data 获取数据，分析指数与成分股波动率离散度。支持 formal/brief 两种输出风格。
Passed 14 of 23 test cases with the skill, and 13 of 23 without it.
2 fixed12 passed either way8 still failing1 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 2 test cases the skill fixed. Same model, same prompt, with and without the skill.
在离散度交易模型中，若已知指数量化IV与各成分股IV及其相应权重，请写出隐含相关性的精确计算公式表达。
| Checked | Without skill | With skill |
|---|---|---|
| Calculates implied correlation as index IV squared divided by weighted constituent stock IV squared. | Missed | Passed |
The instructions your model reads when the skill loads.
通过 cn-stock-data skill 获取数据：
test cases passed, vs 13 / 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.