index-higher-moment

name	index-higher-moment
description	指数高阶矩择时。用户说「高阶矩」「五阶矩择时」「矩择时」「/index-higher-moment」时使用。用收益高阶矩EMA切线法。默认 create_web。禁止荐股。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"指数高阶矩择时","summary":"五阶矩EMA切线法择时状态","category":"quant","slash-rank":"573","default-deliverable":"web","required-packs":"instrument_analytics artifacts"}
allowed-tools	search_instruments get_instrument_snapshot get_instrument_chart ask_user get_agent_skill_file opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor
references	["scripts/index_higher_moment.py","scripts/fixtures/sample_input.json"]

指数高阶矩择时

用日收益高阶原点矩（默认 5 阶）刻画尾部风险发散，经 EMA 平滑后用切线法给规则状态。

运行

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

params.select_alpha=true 时尝试滚动网格选 α；样本不足则降级固定 α 并 meta.degraded。默认 create_web。仅标准库。