← 研踪 PaperTrailarXiv:2611.09528 · v1
StockASkill: A Local-First AgentSkill for Intelligent Stock Selection
首次提交 2026-11-06 22:39
版本更新 2026-11-06 22:39
雷达观测 2026-11-09 13:22
摘要
Quantitative equity selection and portfolio construction in emerging and cross-border markets frequently suffer from computational bottlenecks, remote API fragility, survivorship bias, and rigid execution constraints such as discrete board lots and investor-mandated drawdown limits. In this paper, we present StockASkill, a local-first, full-data-driven AgentSkill engineered as a specialized Quant Co-Processor for autonomous AI agents and quantitative researchers. Tailored for agile portfolios (10^5 ~ 10^7 RMB) where discrete lot execution and capital protection are mandatory, StockASkill embeds a columnar DuckDB OLAP engine over 42.44 million historical price records and 186,432 financial disclosures spanning 26 years across China A-shares, Hong Kong, US equities, and ETFs. By eliminating ad-hoc network dependencies during analysis, StockASkill reduces cross-sectional screening latency across 5,400+ equities from over 25 seconds to sub-0.5 seconds (a 95%+ reduction). We formalize an end-to-end mathematical pipeline integrating a 7+1 factor alpha model, an SLSQP convex optimizer under smooth CVaR drawdown surrogates with exact path projection, dynamic 100-share board lot integer quantization, and an autonomous thesis lifecycle finite-state machine. Furthermore, we provide a zero-disk, strongly-typed JSON streaming interface designed for high-throughput LLM tool-calling. Open-sourced at https://github.com/axjing/stockaskill, comprehensive empirical benchmarks from 2018 to 2024 demonstrate that the architecture achieves annualized Sharpe ratios exceeding 1.48 and Calmar ratios up to 2.17, while reducing max drawdown by up to 85% relative to benchmark indices.
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v1 · 2026-11-06 22:39 · 最新观测版本
StockASkill: A Local-First AgentSkill for Intelligent Stock Selection
Quantitative equity selection and portfolio construction in emerging and cross-border markets frequently suffer from computational bottlenecks, remote API fragility, survivorship bias, and rigid execution constraints such as discrete board lots and investor-mandated drawdown limits. In this paper, we present StockASkill, a local-first, full-data-driven AgentSkill engineered as a specialized Quant Co-Processor for autonomous AI agents and quantitative researchers. Tailored for agile portfolios (10^5 ~ 10^7 RMB) where discrete lot execution and capital protection are mandatory, StockASkill embeds a columnar DuckDB OLAP engine over 42.44 million historical price records and 186,432 financial disclosures spanning 26 years across China A-shares, Hong Kong, US equities, and ETFs. By eliminating ad-hoc network dependencies during analysis, StockASkill reduces cross-sectional screening latency across 5,400+ equities from over 25 seconds to sub-0.5 seconds (a 95%+ reduction). We formalize an end-to-end mathematical pipeline integrating a 7+1 factor alpha model, an SLSQP convex optimizer under smooth CVaR drawdown surrogates with exact path projection, dynamic 100-share board lot integer quantization, and an autonomous thesis lifecycle finite-state machine. Furthermore, we provide a zero-disk, strongly-typed JSON streaming interface designed for high-throughput LLM tool-calling. Open-sourced at https://github.com/axjing/stockaskill, comprehensive empirical benchmarks from 2018 to 2024 demonstrate that the architecture achieves annualized Sharpe ratios exceeding 1.48 and Calmar ratios up to 2.17, while reducing max drawdown by up to 85% relative to benchmark indices.
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