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etf-analysis

Analyze ETF data for portfolio selection and strategy design.

6.1k|1.2k|Updated Jun 9, 2022
Search Tags:#analysis#backtesting#liquidity#portfolio-management#etf#tracking-error#premium-discount
One-click install
npx skills add https://github.com/charliedream1/ai_quant_trade --skill etf-analysis-charliedream1
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: etf-analysis
Source: https://github.com/charliedream1/ai_quant_trade/tree/main/a_%E5%85%A8%E7%BD%91%E4%BC%98%E7%A7%80%E8%B5%84%E6%BA%90/10_%E5%A4%A7%E6%A8%A1%E5%9E%8B/07_skill%E5%8C%85/vibe_trading_skills/etf-analysis
Command: npx skills add https://github.com/charliedream1/ai_quant_trade --skill etf-analysis-charliedream1

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

ETF分析师和投资者需要高效地对成千上万的交易所交易基金进行筛选、对比、并构建量化策略。本 Skill 提供系统化的框架与指标，帮助用户进行费用、跟踪误差、流动性、因子暴露等维度的评估与决策，从而实现更稳健的ETF投资组合。

Core Features & Use Cases

  • 全面的ETF对比框架：按规模、费率、跟踪误差、日均成交额、买卖价差等维度对同类ETF进行排序与选型。
  • 核心策略应用：支持核心-卫星配置、行业轮动、Smart Beta因子暴露分析等常见投资策略的分析与选型。
  • 风险与成本分析：评估折溢价、流动性、再平衡成本、税务效率，提供长期收益拖累的量化分析。
  • 数据分析与实现路径：给出实现路径和代码模板，支持后续回测与实战落地。
  • Use Case：用于构建以沪深300、中证500等宽基ETF为核心的组合，以及行业/主题ETF的因子暴露策略。

Quick Start

Identify the top ETF candidates for a core-satellite portfolio using criteria such as low tracking error, high liquidity, and low costs.

Frequently Asked Questions about etf-analysis

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

FAQPage Schema
How do I compare ETFs using tracking error and liquidity metrics?▼

ETF comparison evaluates candidates by scale, expense ratio, tracking error, average daily volume, and bid-ask spread to optimize fund selection and build diversified portfolios.

What is the best way to build a core-satellite ETF portfolio?▼

Core-satellite portfolio construction relies on broad-market ETFs for the core and satellite funds for sector or factor exposure, using tracking error and liquidity criteria to select candidates.

Can I analyze factor exposure and tax considerations for Smart Beta ETFs?▼

Smart Beta ETF analysis assesses factor exposure alongside tax considerations and rebalancing costs, providing a quantitative framework to evaluate long-term return drag and strategy efficiency.

How does ETF premium/discount monitoring work for portfolio management?▼

Premium/discount monitoring calculates the variance between ETF market prices and net asset values, enabling portfolio managers to identify pricing inefficiencies and manage trading costs.

Does this ETF analysis framework support backtesting sector rotation strategies?▼

Sector rotation strategies are supported through factor exposure analysis, generating backtesting-ready outputs and code templates to validate and implement investment strategy designs.

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