| 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。