| 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。