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Get Started Free →aifinlab/a-share-optimal-execution
A股最优执行/Almgren-Chriss模型。当用户说"最优执行"、"optimal execution"、"Almgren-Chriss"、"执行优化"、"最优拆单"、"execution frontier"时触发。基于 cn-stock-data 获取数据，求解最优执行策略。支持 formal/brief 两种输出风格。
Passed 19 of 23 test cases with the skill, and 15 of 23 without it.
and 3 more in the full report
4 fixed15 passed either way4 still failing0 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 4 test cases the skill fixed. Same model, same prompt, with and without the skill.
请为某交易员准备一份1分钟能读完的AC模型调仓极简分析速览，针对买入1000万沪深300指数成分股。请按照极简汇报格式输出。
| Checked | Without skill | With skill |
|---|---|---|
| The response uses the title `## 最优执行速览` | Missed | Passed |
| The response explicitly mentions a risk aversion lambda setting such as 1e-6 | Missed | Passed |
| The response specifies cost performance relative to a TWAP benchmark | 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 15 / 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.