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etf-analysis

Evaluate ETFs using Tushare data for tracking error and performance metrics.

Updated Jun 30, 2026
Search Tags:#quantitative analysis#asset allocation#investment strategy#market data#etf#tracking error
One-click install
npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill etf-analysis-0xzknw
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: etf-analysis
Source: https://github.com/0xZKnw/vibe-trading-tap/tree/main/agent/src/skills/etf-analysis
Command: npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill etf-analysis-0xzknw

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires tushare, pandas, numpy, scipy.

What problem does it solve?

This Skill addresses the complexity of navigating the ETF market by providing a structured framework for product screening, performance evaluation, and quantitative strategy application.

Core Features & Use Cases

  • Quantitative Screening: Evaluate ETFs based on scale, fee structures, tracking error, and liquidity metrics.
  • Strategy Implementation: Apply core-satellite, sector rotation, and factor-based strategies using ETF instruments.
  • Risk Management: Monitor折溢价 (premium/discount) risks and analyze the decay effects of leveraged or inverse ETFs.

Quick Start

Use the etf-analysis skill to calculate the tracking error and provide a performance comparison for the specified list of ETF codes against their benchmark index.

Frequently Asked Questions about etf-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate ETF tracking error against a benchmark index?▼

To calculate ETF tracking error, the skill compares specified ETF codes against their benchmark index using Tushare market data, providing a quantitative performance comparison and deviation metrics.

How do I evaluate ETF liquidity and scale for quantitative screening?▼

ETF liquidity and scale are evaluated by analyzing market data retrieved via Tushare, allowing you to filter products based on size, fee structures, and liquidity metrics for quantitative screening.

Can I implement a core-satellite asset allocation strategy using ETFs?▼

Yes, you can implement a core-satellite asset allocation strategy using ETF instruments, alongside sector rotation and factor-based portfolio construction frameworks supported by the skill.

How do I monitor ETF premium and discount risks?▼

You can monitor ETF premium and discount risks by utilizing the skill's market data integration to track pricing deviations, and it also analyzes the decay effects of leveraged or inverse ETFs.

Does this ETF analysis tool work with Chinese and global market data?▼

Yes, the tool utilizes Tushare data integration to perform tracking error calculations, liquidity assessments, and premium-discount monitoring for both Chinese and global market ETFs.

Do I need Pandas and SciPy to run quantitative ETF analysis?▼

Yes, the skill requires Pandas, NumPy, and SciPy dependencies to process market data, perform quantitative performance calculations, and execute its advanced analytical frameworks.

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