alpha-mine
CommunityAutomated factor mining to discover factors.
AuthorVernonOY
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Automate the end-to-end process of generating, screening, and evaluating quantitative factors, reducing manual trial-and-error and accelerating research cycles.
Core Features & Use Cases
- Structured template-based factor generation across momentum, mean reversion, volatility, and volume factors.
- IC / ICIR evaluation and backtest-ready outputs to identify robust candidates and quantify performance.
- LLM-friendly workflow that can register factors to a library, monitor health, and support multi-market use cases.
Quick Start
Mine 50 candidate factors and present the top 10 results with IC/ICIR metrics.
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-mine Download link: https://github.com/VernonOY/alpha-skills/archive/main.zip#alpha-mine Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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