Compute 60-day rolling IC and ICIR for active factors and classify health across markets.
npx skills add https://github.com/VernonOY/alpha-skills --skill alpha-monitor
Please help me install this Agent Skill. Skill: alpha-monitor Source: https://github.com/VernonOY/alpha-skills/tree/main/skills/alpha-monitor Command: npx skills add https://github.com/VernonOY/alpha-skills --skill alpha-monitor
Monitoring factor health across markets to detect IC decay, assess robustness, and surface actionable guidance for active factors in the registry.
Ask Alpha Monitor to check the health of all active factors and generate the latest health report across markets.
High-intent search queries and answers about installing and using this skill.
Factor health monitoring involves computing 60-day rolling IC mean and ICIR for active factors across A-share, HK, and US markets, comparing them against registered baselines to detect IC decay and classify factor robustness as healthy, warning, or alert.
ICIR measures the stability of a factor's predictive power. Factor health monitoring evaluates 60-day rolling ICIR against registered baselines to classify factor robustness as healthy, warning, or alert, generating diagnostic reasons for any detected decay.
Checking active factor health requires loading recent market data to compute rolling IC and ICIR metrics, classifying each active factor as healthy, warning, or alert, and updating the Factor Registry with diagnostic reasons and remediation suggestions.
Factor health monitoring supports rolling windows with less than 60 days of available data. It computes IC and ICIR metrics using the recent data present to evaluate health status and surface decay diagnostics across A-share, HK, and US markets.
When IC decay is detected and classified as warning or alert, the monitoring generates diagnostic reasons explaining the decay and provides specific remediation suggestions to support factor governance and lifecycle management within the Factor Registry.
Monitoring factor health across A-share, HK, and US markets detects IC decay early, assesses factor robustness, and surfaces actionable guidance for active factors in the registry, ensuring continuous factor governance and lifecycle management.
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