analyze-retail-inverse-etf-allocation

Community

Quantify retail leverage via inverse ETFs.

Authorfatfingererr
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill provides a quantitative proxy for retail risk sentiment by analyzing how much inverse leveraged ETFs (做空) participate relative to long ETFs (做多) and how that relates to SPX downside risk.

Core Features & Use Cases

  • Compute the short allocation proxy by aggregating dollar-volume (Close × Volume) across inverse ETFs against long ETFs.
  • Apply rolling smoothing and percentile normalization to identify extreme low short allocation events.
  • Evaluate SPX downside risk with forward-looking measures (returns, drawdowns) and report historical analogs.
  • Output both human-readable Markdown and machine-consumable JSON reports for dashboards and analyst briefs.

Quick Start

  1. Run the analysis with a date range and default ETF lists.
  2. Inspect the current state, events, and forward risk statistics in the generated report.
  3. Use the provided templates to publish results to teammates or dashboards.

Dependency Matrix

Required Modules

numpypandasyfinancematplotlib

Components

scriptsreferences

💻 Claude Code Installation

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Please help me install this Skill:
Name: analyze-retail-inverse-etf-allocation
Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#analyze-retail-inverse-etf-allocation

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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