pure-idio-vol

name	pure-idio-vol
description	纯真特质波动率因子。用户说「特质波动」「纯真波动率」「idio vol」「/pure-idio-vol」时使用。对市场回归取残差波动并做截面纯化。默认 create_web。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"纯真特质波动","summary":"CAPM残差波动去相关","category":"quant","slash-rank":"566","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/pure_idio_vol.py","scripts/fixtures/sample_input.json"]

纯真特质波动率

特质波动 = CAPM 残差标准差；完整「剔除跨期截面相关」需长面板，本脚本在短样本下降级为截面去均值并声明。

运行

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

signal 按 pure_idio_vol 升序（低波动靠前）。默认 create_web。