quality-momentum

name	quality-momentum
description	高质量动量选股。用户说「高质量动量」「风险调整动量」「quality momentum」「/quality-momentum」时使用。用收益减波动惩罚并可选财务质量过滤。默认 create_web。勿与 lean-returns-momentum 合并。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"高质量动量","summary":"风险调整动量+质量过滤","category":"quant","slash-rank":"569","default-deliverable":"web","required-packs":"instrument_analytics fundamentals artifacts"}
allowed-tools	search_instruments get_instrument_financials get_index_constituents batch_instrument_snapshots ask_user get_agent_skill_file opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor
references	["scripts/quality_momentum.py","scripts/fixtures/sample_input.json"]

高质量动量选股

momentum = R_N − λ·σ²；可选 panels.financials（ROE/负债等）过滤。

边界：不与 @skill:lean-returns-momentum 合并。

运行

python scripts/quality_momentum.py --input data.json --output result.json

默认 create_web。仅标准库。