{
    "id": "crossasset_portfolio-07",
    "category": "crossasset_portfolio",
    "category_name": "跨資產投資組合",
    "title": "風險貢獻與隱藏集中",
    "question": "風險貢獻與隱藏集中",
    "chart": "multi",
    "metric": "風險貢獻與隱藏集中",
    "secondary": "權重及風險貢獻比較",
    "x": "觀察期／樣本",
    "y": "示例數值",
    "panels": [
        "風險貢獻與隱藏集中",
        "權重及風險貢獻比較",
        "資料明細"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD",
        "USER_MASTER"
    ],
    "calculation": "σ_p=sqrt(w′Σw)；RC_i=w_i×(Σw)_i/σ_p；顯示各項占 σ_p 比例及相關性。",
    "caveat": "跨市場收市不同、crypto 週末交易要明示同步規則；不能用陳舊價格向前填補製造低波動；非線性衍生品需另建風險模型。",
    "inputs": "USER: 權重\nEOD/FX: 同基準幣報酬與協方差",
    "extra_inputs": "依左側必要欄位與限制核實",
    "data_class": "必需用戶或券商資料",
    "complexity": "原生＋主檔／用戶資料",
    "rank": 7,
    "stage": "P1",
    "collection": "product",
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "requires_user_input": true,
    "requires_extra_plan": false,
    "cadence": "示例資料",
    "sample_labels": [
        "2019",
        "2020",
        "2021",
        "2022",
        "2023",
        "2024"
    ],
    "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
        }
    }
}