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Futures Arbitrage Analyzer

ASecurity

期货套利分析工具。分析跨期套利、跨品种套利、跨市场套利机会。计算价差、价差历史分位、套利成本。使用AkShare期货数据、交易所数据。适用于套利策略制定、无风险收益机会识别。

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  • Added September 7, 2026
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Scanned September 7, 2026

npx -y skills add aifinlab/FinClaw --skill futures-arbitrage-analyzer --agent claude-code

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SKILL.md
---
name: futures-arbitrage-analyzer
description: 期货套利分析工具。分析跨期套利、跨品种套利、跨市场套利机会。计算价差、价差历史分位、套利成本。使用AkShare期货数据、交易所数据。适用于套利策略制定、无风险收益机会识别。
---

# 期货套利分析器

## 功能

- 跨期套利(同一品种不同月份)
- 跨品种套利(相关品种间)
- 跨市场套利(内外盘间)
- 价差历史分位
- 套利成本计算

## 数据源

- AkShare期货数据
- 交易所数据

## 套利类型

| 类型 | 说明 | 示例 |
|------|------|------|
| 跨期套利 | 同一品种不同月份合约价差 | RB2501-RB2505 |
| 跨品种套利 | 相关品种间价差 | 螺纹-热卷 |
| 期现套利 | 期货与现货价差 | 股指期现 |
| 跨市场套利 | 内外盘价差 | 原油内外盘 |

Files in this skill

  • LICENSE46 B
  • SKILL.md870 B
  • requirements.txt29 B
  • scripts/main.py10.1 KB

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