alpha-evaluate
CommunityAutomate IC/ICIR factor evaluation.
AuthorVernonOY
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Factor evaluation automates a multi-level workflow that quantifies factor quality using IC, ICIR, quintile analysis, and robustness checks to streamline quantitative research.
Core Features & Use Cases
- IC/ICIR computation and monotonicity checks across multiple holding periods
- Quintile-based long-short performance assessment and robustness gates
- Generated factor report with charts and tables for quick decision making
- Flexible data sources (local caches, custom loaders) and configurable market context
Quick Start
Evaluate a given factor by loading data, computing IC/ICIR, performing quintile analysis, and generating a factor report.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: alpha-evaluate Download link: https://github.com/VernonOY/alpha-skills/archive/main.zip#alpha-evaluate Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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