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excel-arbitrage-conclusion

Merge four exchanges' contract data into a cross-month arbitrage conclusion Excel file.

3|Updated Apr 11, 2026
Search Tags:#template#excel#data-cleaning#financial-analysis#data-merge#arbitrage#risk-labeling
One-click install
npx skills add https://github.com/cx-qk/Calendar-Spread-Arbitrage --skill excel-arbitrage-conclusion
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: excel-arbitrage-conclusion
Source: https://github.com/cx-qk/Calendar-Spread-Arbitrage/tree/main/.cursor/skills/excel-arbitrage-conclusion
Command: npx skills add https://github.com/cx-qk/Calendar-Spread-Arbitrage --skill excel-arbitrage-conclusion

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

把四家交易所整理后的合约数据合并成跨月套利结论表，并输出到项目根目录的套利结论.xlsx，方便交易者快速识别和执行套利机会。

Core Features & Use Cases

  • 通过一组语义规则实现结论表的生成，而非固定脚本，便于在不同实现间替换并保持输出格式一致。
  • 将来自四大交易所的合约数据整理后归并、按利润率排序、打风险标签，并输出符合模板的结论表。
  • 支持作为下游 skill 的产物，直接用于交易前的做单准备，且可回溯规则以便审计。

Quick Start

让 AI 根据规则从合约数据(整理后)/ 四大交易所的数据生成套利结论.xlsx。

Frequently Asked Questions about excel-arbitrage-conclusion

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

FAQPage Schema
How do I generate a cross-month arbitrage conclusion table from multiple exchanges' contract data in Excel?▼

To generate a cross-month arbitrage conclusion table, this Skill aggregates cleaned contract data from four exchanges, selects contracts based on holdings and margin, computes spreads, and outputs a ranked arbitrage conclusion Excel file.

What is the process for ranking arbitrage opportunities by profit potential with risk tagging?▼

Ranking arbitrage opportunities by profit potential with risk tagging involves selecting two contracts per commodity, computing the price spread and total margin, and sorting the results while applying risk labels for manual execution.

How do I calculate the final profit rate using Excel formulas for reproducibility in arbitrage analysis?▼

To calculate the final profit rate using Excel formulas for reproducibility, the Skill enforces the use of native Excel formulas within the output file rather than hardcoding values, ensuring the arbitrage analysis remains auditable.

Does this arbitrage conclusion generator require pre-cleaned contract data from the four exchanges?▼

Yes, this arbitrage conclusion generator requires pre-cleaned contract data as input. It enforces input validity and name normalization on the four exchanges' data before merging them into the final arbitrage conclusion file.

Can I use this Skill as a downstream component in a larger automated trading workflow?▼

Yes, you can use this Skill as a downstream component in an automated trading workflow. It is designed to process upstream cleaned contract data and output a ready-to-use arbitrage conclusion table for manual execution.

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