Rule

alpha skills quant factor research

Name: alpha skills quant factor research
Author: PatrickJS/awesome-cursorrules

via PatrickJS/awesome-cursorrules

Quantitative factor research skills for discovering, evaluating, and backtesting alpha factors through natural language.

Repository

What is alpha skills quant factor research?

This rule equips Cursor with senior quantitative researcher capabilities for factor research workflows. Use it to design factors from natural language descriptions, evaluate them across multiple metrics, mine new factors automatically, manage a factor library, run backtests, monitor factor health, and generate analysis reports. Ideal for quant researchers building systematic trading strategies.

Design factors from natural language descriptions (e.g., 'find me a low-volatility factor')
Evaluate factors using IC, ICIR, quintile analysis, and robustness checks
Automatically mine new factors with IC screening
Maintain a factor registry with lifecycle management
Backtest single and multi-factor portfolios
Monitor factor health and detect IC decay

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".