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A股因子择时/风格轮动量化 · aifinlab | DecimalAI

financeby aifinlab

A股因子择时/风格轮动量化

aifinlab/a-share-factor-timing

Source aifinlab/finclaw ↗License Apache-2.0

A股因子择时/风格轮动量化/大小盘价值成长风格切换。当用户说"因子择时"、"factor timing"、"风格轮动"、"什么风格在涨"、"大盘还是小盘"、"价值还是成长"、"风格切换"、"因子轮动"、"大盘小盘占优"、"价值成长占优"、"风格择时"时触发。MUST USE when user asks about factor timing, style rotation between value/growth or large/small cap, or which investment style is currently outperforming. 基于 cn-stock-data 获取数据，量化分析因子/风格的轮动节奏。支持研报风格（formal）和快速分析风格（brief）。

SkillScore83Maintained

Automatic

Finance & Accounting pack

Last verified 8/28/2026

What it changes

Passed 19 of 23 test cases with the skill, and 12 of 23 without it.

Without skill54%

With skill83%

Checks it passed that the model alone missed

Sets default output style to brief.
Specifies the --start parameter for date range.
Displays currently strong factors in brief mode.

and 5 more in the full report

7 fixed13 passed either way4 still failing0 broke

Pass-rate lift: +29 pp
Tokens: -2%
Agent turns: 0%
Response time: -18%

Model gemini-3.6-flashMeasured 8/28/2026v120 of 24 cases passed with skill · 23 comparable

Tokens, turns and time describe resource use, not a dollar price.

Use this skill

Save it into your project's skills folder. Claude Code picks it up in its next session.

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-factor-timing/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-factor-timing/SKILL.md

Want it pinned and updatable? pip install "decimalai>=0.15", then decimalai skills add aifinlab-a-share-factor-timing, and start Claude Code with claude --plugin-dir "$(git rev-parse --show-toplevel)/.agents"

1 · One-time — install the CLI (docs ↗)

pip install "decimalai>=0.15"

2 · Get the skill — writes .agents/skills/aifinlab-a-share-factor-timing/ and pins it in .decimal/skills.lock

decimalai skills add aifinlab-a-share-factor-timing

No CLI? Get the same file — curl · raw file

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-factor-timing/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-factor-timing/SKILL.md

Raw file: /s/aifinlab-a-share-factor-timing/SKILL.md ↗ · machine-readable summary at /s/aifinlab-a-share-factor-timing.json ↗

Safety checks: 3 of 3 passed

Code scan CleanIntent PassedContent Clean

What's inside

The instructions your model reads when the skill loads.

SKILL.md61 lines2 files

A股因子择时/风格轮动量化

数据源

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]

Workflow

Step 1: 获取风格指数

获取大盘/小盘、价值/成长、高波/低波等风格指数K线。

Step 2: 计算因子收益

各风格因子的多空收益（做多因子值高的、做空因子值低的）
滚动IC（因子预测力变化）

Step 3: 因子动量分析

近期强势因子（过去20日因子收益排名）
因子动量：近5日因子收益 vs 近60日均值
因子拥挤度：因子估值扩散度

Step 4: 择时信号

宏观信号：利率/信用利差/PMI → 因子偏好
技术信号：因子价差的均值回归
情绪信号：因子拥挤度过高时反转

Step 5: 输出

维度	formal	brief
因子表现	各因子收益+IC	当前强势因子
轮动信号	多维度择时评分	推荐风格
历史规律	因子轮动周期分析	无

默认风格：brief。

关键规则

因子择时难度极高——多数学术研究表明因子择时不如长期持有
宏观驱动的风格轮动相对可预测（利率→价值/成长切换）

Track record

Benchmark

19 / 23

test cases passed, vs 12 / 23 without

Adoption

Users: 0
Times used: 0

Safety and source details

SkillSafety

✓ 3 of 3 passed

Code scan15 of 15 checks clean

0 critical · 0 warning · 0 info — scanner v4 — 8/3/2026

View 15 scanner checks

live_secretremote_code_executionreverse_shelldata_exfiltrationssrf_metadataagent_snoopinganti_refusaldestructive_commandsobfuscated_unicodeunicode_homoglyphopaque_blobsuspicious_urltool_overreachtrigger_abuseprompt_injection_phrasing

IntentSafe

LLM judge · does the skill do what it claims

ContentClean

LLM judge · policy & harmful-content review

Source

Imported

aifinlab / finclaw

skills/a-share-factor-timing/SKILL.md

View on GitHub ↗

License Apache-2.0Imported 8/3/2026Version v1Bundled 1 file

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Published skills whose descriptions closely match this one, with their headline benchmark lift.

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What's inside

A股因子择时/风格轮动量化

数据源

Workflow

Step 1: 获取风格指数

Step 2: 计算因子收益

Step 3: 因子动量分析

Step 4: 择时信号

Step 5: 输出

关键规则

Track record

Benchmark

Adoption

SkillSafety

Source

Other skills for the same job

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