etf-analysis

Screen ETFs on cost, tracking error, liquidity, and composition across global and Chinese markets.

Updated Aug 23, 2026

Search Tags:#analysis #portfolio #liquidity #tracking #cost #etf

Ready to run

npx skills add https://github.com/prinzeval/Vibe-Trading --skill etf-analysis-prinzeval

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: etf-analysis
Source: https://github.com/prinzeval/Vibe-Trading/tree/main/VALENDATA/agent/src/skills/etf-analysis
Command: npx skills add https://github.com/prinzeval/Vibe-Trading --skill etf-analysis-prinzeval

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

ETF分析框架用于系统地评估和选择ETF产品，覆盖产品分类、成本、跟踪误差、流动性以及策略应用，帮助构建基于ETF的量化投资方案。

Core Features & Use Cases

ETF产品分类、结构类型及跨市场的比较分析，支持核心-卫星策略的设计。
量化指标：跟踪误差、信息比率、折溢价、流动性、费率等，用以打分并排序同类ETF。
策略应用：核心仓位、行业轮动、Smart Beta因子暴露、跨市场配置及风险管理场景。

Quick Start

请将目标ETF数据输入分析框架，运行示例以识别适合长期投资的产品并给出排序。

Frequently Asked Questions about etf-analysis

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

FAQPage Schema

How do I analyze ETFs to compare cost, tracking error, and liquidity for portfolio selection?▼

To analyze ETFs effectively, you evaluate quantitative metrics like tracking error, liquidity, and fee rates to generate a ranking-ready scorecard. This structured approach screens composition across global and Chinese markets to identify suitable products for automated investment decisions.

What metrics should I screen when designing a Core-Satellite ETF strategy?▼

Designing a Core-Satellite ETF strategy requires screening cost, tracking error, liquidity, and composition. You apply these metrics to score and rank similar ETFs, ensuring the core positions are stable while satellite positions capture sector rotation or Smart Beta factor exposures.

Can I use ETF analysis to evaluate cross-market Chinese ETFs for global asset allocation?▼

Yes, ETF analysis supports cross-market considerations specifically for Chinese ETFs within global asset allocation. The framework compares structure types and quantitative indicators like premium/discount rates to inform your cross-market strategy design and risk management.

What is the best way to rank similar ETFs using quantitative data for automated decision-making?▼

Ranking similar ETFs for automated decision-making involves calculating tracking error, information ratio, and liquidity metrics. The framework generates a structured scorecard that quantifies these dimensions, allowing you to sort products and execute Smart Beta or sector rotation strategies.

Does ETF analysis require specific data inputs to calculate tracking error and information ratio?▼

ETF analysis requires target ETF data inputs to calculate tracking error, information ratio, and cost metrics. By feeding the target product data into the framework, you receive structured metrics and a ranking scorecard ready for systematic evaluation.