fin-guru-quant-analysis

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Original

English

🇨🇳

Translation

Chinese

Quantitative Analysis Skill

量化分析技能

Execute structured quantitative analysis workflows with statistical validation.

执行带有统计验证的结构化量化分析工作流。

Workflow Steps

工作流步骤

Plan — Define statistical modeling objectives, metrics, and assumptions
Data Validation — Use
```
data_validator_cli.py
```
for statistical validity (outliers, gaps, splits)
Risk Metrics — Use
```
risk_metrics_cli.py
```
for VaR/CVaR/Sharpe/Sortino/Drawdown (minimum 90 days)
Momentum Analysis — Use
```
momentum_cli.py
```
for confluence analysis
Volatility Metrics — Use
```
volatility_cli.py
```
for regime analysis
Correlation Analysis — Use
```
correlation_cli.py
```
for diversification and covariance matrices
Factor Analysis — Use
```
factors_cli.py
```
for Fama-French 3-factor, Carhart 4-factor models
Strategy Validation — Use
```
backtester_cli.py
```
with transaction costs and realistic slippage
Portfolio Optimization — Use
```
optimizer_cli.py
```
for mean-variance, risk parity, max Sharpe, Black-Litterman

规划 — 定义统计建模目标、指标与假设
数据验证 — 使用
```
data_validator_cli.py
```
验证统计有效性（异常值、数据缺口、数据拆分）
风险指标 — 使用
```
risk_metrics_cli.py
```
计算VaR/CVaR/夏普比率/索提诺比率/最大回撤（最少90天数据）
动量分析 — 使用
```
momentum_cli.py
```
进行趋同分析
波动率指标 — 使用
```
volatility_cli.py
```
进行市场状态分析
相关性分析 — 使用
```
correlation_cli.py
```
进行分散化分析与协方差矩阵计算
因子分析 — 使用
```
factors_cli.py
```
构建Fama-French三因子、Carhart四因子模型
策略验证 — 使用
```
backtester_cli.py
```
进行回测，包含交易成本与真实滑点
投资组合优化 — 使用
```
optimizer_cli.py
```
实现均值-方差、风险平价、最大夏普比率、Black-Litterman模型

CLI Commands

CLI命令

bash

undefined

bash

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Risk metrics

风险指标

uv run python src/analysis/risk_metrics_cli.py TICKER --days 252 --benchmark SPY

Momentum confluence

动量趋同分析

uv run python src/utils/momentum_cli.py TICKER --days 90

Volatility regime

波动率状态分析

uv run python src/utils/volatility_cli.py TICKER --days 90

Correlation matrix

Factor analysis

因子分析

uv run python src/analysis/factors_cli.py TICKER --days 252 --benchmark SPY

Backtesting

回测

uv run python src/strategies/backtester_cli.py TICKER --days 252 --strategy rsi

Portfolio optimization

投资组合优化

uv run python src/strategies/optimizer_cli.py TICKERS --days 252 --method max_sharpe

undefined