cck-herding

name	cck-herding
description	CCK 羊群效应度量。用户说「羊群效应」「CCK」「CSAD」「截面离散度」「/cck-herding」时使用。用多标的收益截面 CSAD 与市场收益平方项回归识别羊群状态。默认 create_web。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"CCK羊群效应","summary":"CSAD与Rm²羊群度量","category":"quant","slash-rank":"563","default-deliverable":"web","required-packs":"instrument_analytics artifacts"}
allowed-tools	search_instruments get_instrument_chart batch_instrument_snapshots get_index_constituents ask_user get_agent_skill_file opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor
references	["scripts/cck_herding.py","scripts/fixtures/sample_input.json"]

CCK 羊群效应

方法溯源 CCK 模型：截面绝对偏离 CSAD，对 |Rm| 与 Rm² 回归；Rm² 系数为负且市场上行时标记羊群。

运行

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

输入须为多标的 bars。默认 create_web。仅标准库。