{"skill":{"slug":"a-share-multifactor-model","displayName":"A Share Multifactor Model","summary":"A股多因子模型/Barra风格因子分析。当用户说\"多因子\"、\"multifactor\"、\"Barra\"、\"因子模型\"、\"风格因子\"、\"XX的因子暴露\"、\"因子收益率\"、\"风险模型\"时触发。基于 cn-stock-data 获取行情和财务数据，构建多因子风险模型，分析因子暴露、因子收益、协方差矩阵。支持研报风格（f...","tags":{"latest":"1.0.0"},"stats":{"comments":0,"downloads":185,"installsAllTime":0,"installsCurrent":0,"stars":0,"versions":1},"createdAt":1774793107159,"updatedAt":1774793510494},"latestVersion":{"version":"1.0.0","createdAt":1774793107159,"changelog":"Initial release of the A股多因子模型 skill:\n\n- Supports Barra风格与自定义因子的多因子模型分析，自动触发关键词包括“多因子”、“Barra”、“因子模型”等。\n- 集成 cn-stock-data 获取A股行情与财务数据，自动构建因子、因子暴露、收益及协方差。\n- 支持formal（研报）和brief（快速）两种报告风格，按用户需求切换输出细节。\n- 实现因子标准化、去极值、缺失值处理，以及行业/市值中性化处理。\n- 风险模型支持因子协方差（指数加权90天）、特质风险及股票分解分析。\n- 默认剔除ST及上市不足60日新股，行业分类采用申万一级。","license":"MIT-0"},"metadata":null,"owner":{"handle":"yzswk","userId":"s17f5wmkcew8e0yrzrr8tjx7bh83h6td","displayName":"yzswk","image":"https://avatars.githubusercontent.com/u/14083807?v=4"},"moderation":null}