Statistical Arbitrage 統計套利

統計套利（配對交易）專業策略 - 計算動態對沖比率、執行回測並生成完整報告。 支持港股（.HK）、美股（無後綴或預設）、A股（.SS/.SZ）等多市場。 Use when: 用戶說「分析統計套利策略」、「幫我回測AAPL和GOOGL」、「配對交易回測」。 NOT for: 單股票分析、趨勢交易、期貨套利、股票掃描。

Do not assume the skill will behave as the README/SKILL.md claims. Specific issues to consider before installing or running: - The included Python script is labelled 'Obfuscated Version', uses non-descriptive variable names, and hardcodes defaults (tickers, train/test split, and an output path variable). That makes auditing harder. Ask the author for a clear, non-obfuscated version. - SKILL.md and package.json advertise CLI options and many output files (PNG, report.html, CSV). The script does not parse command-line arguments nor save plots or CSV/HTML outputs — it only prints summaries. If you need the promised outputs, request a corrected script that implements argument parsing and file-generation. - The script contains a hardcoded path ('/Users/houloi/Desktop/代碼/') which could be used to write files to that location if later code uses it; confirm whether the script will write anywhere and where. Prefer explicit --output handling and safe default in the current working directory. - Because the code runs network calls (yfinance), run it in a controlled environment or sandbox first to inspect actual network activity and produced files. - If you plan to use this for trading decisions, validate results independently (the README includes appropriate risk warnings). Consider requesting unit tests or example outputs that match the documentation. If the author provides a non-obfuscated, argument-parsing version that actually writes the claimed outputs (or SKILL.md is corrected to match code), re-evaluate; until then treat the skill as untrusted for automation.

Type: OpenClaw Skill Name: statistical-arbitrage Version: 1.0.4 The skill bundle is classified as suspicious primarily due to heavy obfuscation of the main logic in 'scripts/statistical_arbitrage.py', which directly contradicts the 'open source and auditable' claim made in the 'SKILL.md' documentation. There is also a significant discrepancy between the documented capabilities (which describe a command-line interface generating PNG and HTML reports) and the actual code, which uses hardcoded parameters and only outputs to the console. Additionally, the script contains a hardcoded local file path ('/Users/houloi/Desktop/代碼/'), suggesting it may be a poorly repurposed or deceptive script.