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alpha-factor-library

Community

Browse and bench curated alpha zoos.

Finance & Accounting#quant research#alpha zoo#factor benchmarking#IC/IR#cross-sectional factors#universe backtesting#factor registry
Authorloanntc
Version1.0.0
Installs0

System Documentation

What problem does it solve?

It helps you discover prebuilt cross-sectional alpha “zoo” libraries and evaluate them on specific universes by producing IC/IR benchmarking outputs instead of starting factor research from scratch.

Core Features & Use Cases

  • Zoo browsing & alpha metadata lookup: Enumerates alphas by zoo/theme/universe and fetches a specific alpha’s registry metadata.
  • IC/IR benchmarking at zoo or single-alpha level: Benchmarks one alpha or an entire zoo over an investable universe and time period, generating an HTML report.
  • Ad-hoc factor evaluation for user-provided factors: Runs factor analysis from a user-supplied factor CSV when your factor is not part of the bundled zoos.
  • Practical use cases: “Which momentum alphas exist?”, “Show me gtja191_alpha_001”, and “Bench all of GTJA 191 on CSI 300 from 2020 to 2024.”

Quick Start

Ask: “Bench all of GTJA 191 on CSI 300 from 2020 to 2024 and summarize the IC/IR results.”

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

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Please help me install this Skill:
Name: alpha-factor-library
Download link: https://github.com/loanntc/Paave/archive/main.zip#alpha-factor-library

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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