Skill424 repo starsupdated 3d ago

china-variance-commentary

The china-variance-commentary skill generates professional Chinese fund performance commentary (基金业绩点评) by analyzing fund NAV changes, attribution factors, sector performance, top contributors, and risk metrics. It integrates data from Wind, iFinD, and AkShare to structure detailed variance reports following Chinese fund accounting conventions, supporting analysis triggered by performance-related keywords in Chinese and English.

View source Repository: claude-for-financial-services-cn

Install in Claude Code

Copy

git clone --depth 1 https://github.com/jwangkun/claude-for-financial-services-cn /tmp/china-variance-commentary && cp -r /tmp/china-variance-commentary/agent-plugins/china-market-researcher/skills/china-variance-commentary ~/.claude/skills/china-variance-commentary

Then start a new Claude Code session; the skill loads automatically.

Definition

SKILL.md

# china-variance-commentary

## Purpose

Write professional **基金业绩点评** — structured variance commentary on fund performance and portfolio changes.

## Data Sources

### Tier 0 — 万得 Wind（最全面付费数据）
- 覆盖：A股/港美股/基金/指数/债券/宏观/研报/分析（44个工具）
- MCP 服务：`wind-mcp`（需 `WIND_API_KEY` 密钥，以 `ak_` 开头）
- 优势：全市场覆盖面最广、数据最全面、包含研报和量化分析
- 密钥申请：https://aifinmarket.wind.com.cn/#/home

### Tier 1 — 同花顺 iFind（付费精确数据）/ AkShare MCP（Tier-2 免费备选）

```python
get_fund_data(fund_code)              → Fund NAV, performance
get_quote(ticker)                     → Individual security performance
get_index_data("000001")              → Benchmark data
```

### Secondary Sources
- 基金公司 — fund performance data
- 托管行 — custody data
- Wind / Choice — performance analytics

## Workflow

### Step 1: Gather Performance Data

**Performance snapshot:**

| Metric | Period | Benchmark | Active Return |
|--------|--------|-----------|--------------|
| 净值增长率 | X.XX% | X.XX% | X.XX% |
| 年化收益率 | X.XX% | X.XX% | X.XX% |
| 波动率 | X.XX% | X.XX% | |
| 夏普比率 | X.XX | | |
| 最大回撤 | X.XX% | | |
| 卡尔马比率 | X.XX | | |

### Step 2: Attribution Analysis

**Performance attribution:**

| Factor | Contribution | Description |
|--------|-------------|-------------|
| 资产配置 (Allocation) | X.XX% | Sector/security weight decisions |
| 个股选择 (Selection) | X.XX% | Security picking within sectors |
| 交互效应 (Interaction) | X.XX% | Combined effect |

### Step 3: Sector Attribution

**Sector performance:**

| Sector | Weight | Return | Contribution | Benchmark Weight | Benchmark Return | Allocation Effect | Selection Effect |
|--------|--------|--------|-------------|-----------------|-----------------|-----------------|-----------------|
| | | | | | | | |
| **Total** | **100%** | | | | | | |

### Step 4: Top/Bottom Contributors

**Best/worst performers:**

| # | Security | Ticker | Weight | Period Return | Contribution |
|---|----------|--------|--------|--------------|-------------|
| 1 (Best) | | | | | |
| 2 | | | | | |
| 3 | | | | | |
| ... | | | | | |
| (Worst) | | | | | |
| (2nd Worst) | | | | | |
| (3rd Worst) | | | | | |

### Step 5: Risk Analysis

**Risk metrics:**

| Metric | Value | Benchmark | Assessment |
|--------|-------|-----------|-----------|
| 波动率 | X.XX% | X.XX% | Higher/Lower |
| 最大回撤 | X.XX% | X.XX% | |
| 下行偏差 | X.XX% | X.XX% | |
| VaR (95%) | X.XX% | | |
| Beta | X.XX | | |
| Alpha | X.XX% | | |

### Step 6: Holdings Changes

**Changes since last period:**

| Action | Security | Ticker | Reason | Impact |
|--------|----------|--------|--------|--------|
| New buy | | | | |
| Add to | | | | |
| Reduce | | | | |
| Sold | | | | |

### Step 7: Market Context

**Market environment:**

| Factor | Current | Prior Period | Change |
|--------|---------|-------------|--------|
| 上证指数 | | | |
| 沪深300 | | | |
| 创业板指 | | | |
| 北向资金 | | | |
| 成交量 | | | |

### Step 8: Commentary

**Standard format:**

```
【业绩点评】[Fund Name] [Period]
报告期：[Date]
单位净值：¥X.XXXX
净值增长率：+/-X.XX%
基准收益率：+/-X.XX%
超额收益：+/-X.XX%

一、业绩概览
   [Overall performance summary]

二、归因分析
   [Attribution breakdown]

三、行业分析
   [Sector attribution]

四、重仓股表现
   [Top/bottom contributors]

五、风险指标
   [Risk metrics]

六、持仓变动
   [Changes in portfolio]

七、市场回顾
   [Market context]

八、展望
   [Forward outlook]
```

## China-Specific Considerations

### Fund Benchmarks

| Fund Type | Typical Benchmark |
|-----------|------------------|
| 股票型基金 | 沪深300 / 创业板指 |
| 债券型基金 | 中债综合指数 |
| 混合型基金 | 沪深300 × 50% + 中债 × 50% |
| 指数基金 | Tracking index |
| QDII | Relevant foreign index |

### Performance Presentation

| Convention | China Practice |
|-----------|----------------|
| Return calculation | Geometric |
| Benchmark | Contractual |
| Reporting frequency | Daily for public funds |
| Risk metrics | Standard set |

## Quality Checks

Before delivering:
- [ ] Performance data accurate
- [ ] Attribution complete
- [ ] Top/bottom contributors identified
- [ ] Risk metrics calculated
- [ ] Holdings changes documented
- [ ] Market context current
- [ ] Commentary balanced
> **Data Source Mode Switch**: Set env var `IFIND_DATA_SOURCE_MODE` to control data source preference.
> - `ifind-only` (strict): Use iFind only, error if unavailable
> - `ifind-fallback` (default): iFind preferred, fallback to AkShare
> - `akshare-only`: Skip iFind, use AkShare only
> - `wind-only`: Wind only, error if unavailable
> - `wind-fallback`: Wind first, fallback to iFind → AkShare