Residual Edge Analyzer
tradermonty/claude-trading-skills/skills/residual-edge-analyzer作者 tradermontyeab8d5cb97b9无许可证2.9K 个星标收录于 2026年10月8日更新于 2026年10月8日仓库3天前更新
Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability, alternate-baseline sensitivity, and regime breakdowns. Use when evaluating whether backtest, out-of-sample, or live returns contain independent alpha beyond market, equal-weight, momentum, sector, or user-supplied factor returns; when explaining whether a drawdown came from baseline exposure or strategy-specific behavior; or when a strategy needs an attribution quality gate after backtesting. Do not use for holdings-based Brinson attribution, feature-level Shapley explanations, or analysis from summary metrics without a dated return series.
仅公开文件列表。将技能安装到工作区后即可查看文件内容。
| 路径 | 大小 | 类型 |
|---|---|---|
| agents/openai.yaml | 270 B | application/yaml |
| references/input-contract.md | 4.3 KB | text/markdown |
| references/methodology.md | 3.3 KB | text/markdown |
| requirements.txt | 70 B | text/plain |
| scripts/analyze_residual_edge.py | 49.5 KB | text/plain |
| scripts/tests/conftest.py | 554 B | text/plain |
| scripts/tests/test_analyze_residual_edge.py | 17 KB | text/plain |
| SKILL.md | 5.8 KB | text/markdown |
来源与署名
来源：tradermonty/claude-trading-skills位于skills/residual-edge-analyzer提交eab8d5c
许可证： 无许可证
内容归原作者所有。SourceWeft 从公开仓库中收录这些内容。
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