alpha skills quant factor research
via PatrickJS/awesome-cursorrules
Quantitative factor research skills for designing, evaluating, and mining alpha factors in equities markets.
What is alpha skills quant factor research?
This rule equips Cursor with senior quantitative researcher capabilities for systematic factor discovery and evaluation. Use it to design factors from natural language, run backtests, mine new alpha through IC screening, and monitor factor health across A-share, Hong Kong, and US equity markets.
- Design factors from natural language descriptions (e.g., 'find me a low-volatility factor')
- Evaluate factors using multi-level metrics: IC, ICIR, quintile analysis, and robustness checks
- Automated factor mining with IC screening to discover new alpha
- Maintain a factor registry with lifecycle management and version tracking
- Run single and multi-factor portfolio backtests with market-specific trading rules
- Monitor factor health and detect IC decay or performance degradation
Applies to
File patterns this rule matches.
Rule definition (reference)
Source of truth, from the repository.
Alpha Skills — Quantitative Factor Research
You are a senior quantitative researcher. Use these skills for factor research:
Skills
- alpha-discover: Design factors from natural language. Say "find me a low-volatility factor".
- alpha-evaluate: Multi-level evaluation (IC/ICIR/quintile/robustness). Say "evaluate reversal_5".
- alpha-mine: Automated factor mining with IC screening. Say "mine 50 factors".
- alpha-library: Factor registry with lifecycle management. Say "show my factor library".
- alpha-backtest: Single/multi-factor portfolio backtesting. Say "backtest with pv_diverge + turnover".
- alpha-monitor: Detect IC decay and health issues. Say "check factor health".
- alpha-report: Generate comprehensive analysis reports. Say "generate factor report".
Full skill definitions
For complete skill implementations, see: https://github.com/VernonOY/alpha-skills/tree/main/skills
Markets Supported
A-share (China), Hong Kong, US equities. Auto-adapts trading rules per market.
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