{
    "id": "VOL-044",
    "category": "VOL",
    "title": "Roll有效價差代理",
    "question": "價格序列可否提供價差粗略代理？",
    "chart": "line",
    "metric": "Roll價差（報價幣）",
    "secondary": "相對歷史基線（倍）",
    "x": "交易日／觀察期",
    "y": "Roll價差（報價幣）",
    "panels": [
        "Roll有效價差代理",
        "相對歷史基線（倍）",
        "事件明細與資料日期"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD"
    ],
    "calculation": "2×sqrt(−cov(ΔP_t,ΔP_t−1))，協方差非負時N/A而非強行取0。",
    "caveat": "OHLCV不能識別主動買賣、投資者身份、逐筆籌碼或真實資金淨流入。",
    "data_class": "衍生",
    "complexity": "高",
    "audience": "專業",
    "reach": 4,
    "frequency": 5,
    "decision": 5,
    "clarity": 4,
    "sample_labels": [
        "T−5",
        "T−4",
        "T−3",
        "T−2",
        "T−1",
        "T"
    ],
    "cadence": "每日／事件觸發",
    "category_name": "成交量與流動性",
    "score": 45.5,
    "requires_user_input": false,
    "requires_extra_plan": false,
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes"
    ],
    "rank": 982,
    "stage": "P4",
    "svg_file": "mockups/0982-VOL-044.svg",
    "demo_fingerprint": "845c93eadb756579",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}