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futures-arbitrage-pipeline

Generate an arbitrage conclusions workbook from four exchange raw futures data.

3|Updated Apr 11, 2026
Search Tags:#automation#finance#pipeline#data-processing#futures#arbitrage
One-click install
npx skills add https://github.com/cx-qk/Calendar-Spread-Arbitrage --skill futures-arbitrage-pipeline
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: futures-arbitrage-pipeline
Source: https://github.com/cx-qk/Calendar-Spread-Arbitrage/tree/main/.cursor/skills/futures-arbitrage-pipeline
Command: npx skills add https://github.com/cx-qk/Calendar-Spread-Arbitrage --skill futures-arbitrage-pipeline

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill automates the end-to-end generation of a cross-month futures arbitrage conclusion table from four exchanges' raw data, enabling traders to quickly assess opportunities with auditable results.

Core Features & Use Cases

  • End-to-end orchestration: coordinates two reference steps to transform raw exchange data into a final, ranked arbitrage list.
  • Auditable outputs: produces the arbitrage conclusions workbook at project root for review by traders.
  • Use Case: a trader uses the generated workbook to decide which futures pairs to trade on the next open.

Quick Start

Run the two-step futures-arbitrage-pipeline to convert raw exchange data into the final arbitrage conclusions file.

Frequently Asked Questions about futures-arbitrage-pipeline

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

FAQPage Schema
How do I automate cross-month futures arbitrage analysis from raw exchange data?▼

Automate cross-month futures arbitrage analysis by running a two-step pipeline that ingests four exchanges' raw futures data and contract files to produce a ranked arbitrage conclusions workbook at the project root.

What is an end-to-end arbitrage pipeline for futures trading?▼

An end-to-end arbitrage pipeline orchestrates data processing steps to transform raw exchange futures data into a reproducible, auditable daily shortlist of cross-month futures opportunities for traders.

Can I generate a reproducible daily shortlist of futures pairs for trading?▼

Yes, you can generate a reproducible daily shortlist by executing the orchestrated pipeline scripts that process raw exchange data into a single conclusions workbook.

Does the futures arbitrage pipeline require specific raw data formats from exchanges?▼

The pipeline requires raw futures data files from four exchanges alongside contract data as inputs, utilizing these files to execute its two orchestrated processing steps.

How do I get an auditable arbitrage conclusions workbook for futures pairs?▼

To get an auditable workbook, run the pipeline to process raw futures data, which outputs a single '套利结论.xlsx' file at the project root for trader review.

Are there limitations to using an automated pipeline for futures arbitrage insights?▼

The pipeline is limited to processing data from four specified exchanges and focuses solely on cross-month futures opportunities, outputting one conclusions workbook per run.

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