A股风格分析/Sharpe风格归因
SkillDev toolsThis skill lets your AI analyze the investment style of A-share funds and portfolios. Once added, you can ask whether a fund leans toward large-cap or small-cap stocks and get a quantitative style exposure breakdown based on Sharpe style attribution. Results come back in either a formal or a brief format.
Available today. Use it from your connected AI after setup.
No other account needed.
Add the skill, then ask your AI for a style analysis on a fund or portfolio, for example by asking whether it favors large-cap or small-cap stocks.
Then ask your AI: use the A股风格分析/Sharpe风格归因 skill
What your AI can do with it
- Run a Sharpe style attribution on a fund or portfolio
- Quantify a fund's or portfolio's exposure to different A-share investment styles
- Tell you whether a portfolio leans toward large-cap or small-cap stocks
- Deliver results in a formal or a brief format
- Respond to plain questions like style analysis, style exposure, or large-cap versus small-cap
What this skill tells your AI
The instructions your AI receives, as published by aifinlab/finclaw in skills/a-share-style-analysis/SKILL.md and read by ahel’s review.
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: 获取组合/基金净值+风格指数
Step 2: Sharpe风格分析
约束回归: R_p = Σ(w_i × R_style_i) + ε 约束: w_i ≥ 0, Σw_i = 1
Step 3: 风格漂移检测
滚动窗口分析风格权重变化
Step 4: 输出
| 维度 | formal | brief |
|---|---|---|
| 风格权重 | 完整分解 | 主要风格 |
| 风格漂移 | 时序变化图 | 是否漂移 |
| 默认风格：brief。 |
关键规则
- Sharpe风格分析用约束二次规划（权重非负且和为1）
- 风格指数选择影响结果——需覆盖主要风格维度
- 风格漂移是基金评估的重要维度
- A股常用风格维度：大盘价值/大盘成长/小盘价值/小盘成长
- R² > 0.9 说明风格指数解释力强
使用示例
示例 1: 基本使用
# 调用 skill
result = run_skill({
"param1": "value1",
"param2": "value2"
})
示例 2: 命令行使用
python scripts/run_skill.py --input data.json
Signals
- GitHub stars
- 241
- Forks
- 38
- Last commit
- May 2026
Advanced
- Catalog kind
- skill
- Gateway key
a-share-style-analysis- Source
- github.com/aifinlab/finclaw