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etf-analysis

Calculate tracking error and performance metrics for ETFs using Tushare.

Updated Jul 29, 2026
Search Tags:#quantitative analysis#asset allocation#investment strategy#etf#tushare#tracking error
One-click install
npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill etf-analysis-santoosaraujo
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: etf-analysis
Source: https://github.com/santoosaraujo/vibe-trading-claude/tree/main/.claude/skills/etf-analysis
Command: npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill etf-analysis-santoosaraujo

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This skill addresses the complexity of navigating the ETF market by providing a structured framework for product selection, performance evaluation, and quantitative strategy implementation.

Core Features & Use Cases

  • Quantitative Evaluation: Calculate tracking error, information ratios, and fee drag to compare competing ETFs.
  • Strategy Implementation: Build and rebalance portfolios using core-satellite, sector rotation, and factor-based models.
  • Risk Management: Monitor QDII premium risks and identify liquidity constraints or potential delisting signals.

Quick Start

Use the etf-analysis skill to calculate the tracking error and provide a performance comparison for the specified list of ETF tickers 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 tracking error and information ratios to compare competing ETFs?▼

Assess ETF fee drag by evaluating expense ratios and trading costs against fund performance, identifying how cumulative fees erode returns and impact long-term investment strategy outcomes.

Does this ETF analysis framework support core-satellite and sector rotation strategies?▼

Monitor QDII premium risks and identify liquidity constraints by evaluating ETF trading volumes and NAV deviations, flagging potential delisting signals and liquidity constraints in global markets.

Can I use Tushare to pull ETF data for quantitative evaluation in the Chinese market?▼

Use Tushare integration to pull ETF market data for quantitative evaluation within the Chinese market, satisfying data-driven investment decision-making requirements using statistical performance metrics.

What is the best way to manage QDII premium risks when analyzing global market ETFs?▼

Manage QDII premium risks by monitoring NAV deviations and market price spreads, identifying liquidity constraints and potential delisting signals to protect global market ETF investments.

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