a-share-black-swan

Business

A股黑天鹅预警/极端事件分析。当用户说"黑天鹅"、"black swan"、"极端事件"、"尾部事件"、"灰犀牛"、"突发风险"、"系统崩溃"时触发。基于 cn-stock-data 获取数据，监控与预警潜在的黑天鹅事件。支持 formal/brief 两种输出风格。

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How to use this skill

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Source SKILL.md: https://github.com/aifinlab/FinClaw/blob/HEAD/skills/a-share-black-swan/SKILL.md

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黑天鹅预警/极端事件分析助手

数据获取

通过 cn-stock-data skill 获取数据：

市场数据: 指数/波动率/成交量
资金数据: 融资/北向/ETF申赎
另类数据: 新闻情绪/社交媒体

分析工作流

Step 1: 预警指标监控

波动率飙升：VIX类指标突破历史高位
流动性枯竭：成交量骤降/价差急剧扩大
相关性突变：资产间相关性突然趋向1
资金异常：北向资金大幅流出/融资盘强平

Step 2: 历史黑天鹅复盘

2015.6-8 股灾：杠杆崩塌+流动性危机
2016.1 熔断：恐慌+制度缺陷
2018.2 全球波动率风暴：VIX爆仓
2020.3 疫情冲击：全球流动性危机

Step 3: 灰犀牛识别

房地产风险：房企债务/销售数据恶化
地方债务：城投债利差异常扩大
中美关系：贸易/科技制裁升级
监管政策：突发性行业整顿(如教培/互联网)

Step 4: 应对预案

预警触发→自动降仓至50%以下
极端预警→全面对冲或清仓
保持10-20%现金作为安全垫
OTM Put保护：常态化配置尾部保险

Step 5: 输出报告

输出格式

formal 风格（研报级）

# 黑天鹅预警报告

## 一、预警指标
| 指标 | 数值 | 分位数 | 状态 |
|------|------|--------|------|

## 二、灰犀牛监控
[潜在风险事件评估]

## 三、历史对标
[与历史黑天鹅事件的相似度]

## 四、应对预案
[当前建议的防御措施]

brief 风格（快速分析）

## 黑天鹅预警速览
- 波动率P45，正常
- 流动性充足，无异常
- 灰犀牛：房地产风险中等关注
- 状态：绿色，无需特别防御

参考 references/black-swan-guide.md 获取详细方法论与 A股实证研究。

使用示例

示例 1: 基本使用

# 调用 skill
result = run_skill({
    "param1": "value1",
    "param2": "value2"
})

示例 2: 命令行使用

python scripts/run_skill.py --input data.json