{"skill":{"slug":"a-share-portfolio-optimize","displayName":"A Share Portfolio Optimize","summary":"A股量化组合优化。当用户说\"组合优化\"、\"portfolio optimization\"、\"均值方差\"、\"风险平价\"、\"最优权重\"、\"Black-Litterman\"、\"最小方差\"、\"最大夏普\"、\"怎么分配权重\"、\"等风险贡献\"时触发。基于现代投资组合理论，对给定标的池进行量化权重优化，支持均值方差/最小方差/风...","tags":{"latest":"1.0.0"},"stats":{"comments":0,"downloads":143,"installsAllTime":0,"installsCurrent":0,"stars":0,"versions":1},"createdAt":1774793116802,"updatedAt":1774794410479},"latestVersion":{"version":"1.0.0","createdAt":1774793116802,"changelog":"A股量化组合优化技能首发上线，支持多种权重优化方法与研报/快速风格。\n\n- 支持均值方差、最小方差、风险平价、等权、Black-Litterman 等组合优化方法\n- 自动获取A股历史行情，计算收益率、协方差、相关系数等关键指标\n- 输出最优权重、风险贡献、有效前沿及组合与基准表现对比\n- 提供量化研报风格（formal）和快速优化风格（brief）两种结果展示\n- 内置投资组合风险管理与数据估计关键规则提醒","license":"MIT-0"},"metadata":null,"owner":{"handle":"yzswk","userId":"s17f5wmkcew8e0yrzrr8tjx7bh83h6td","displayName":"yzswk","image":"https://avatars.githubusercontent.com/u/14083807?v=4"},"moderation":null}