alpha-report

Generate factor library reports with health, ranking, and comparison insights.

81|13|Updated Apr 3, 2026
One-click install
npx skills add https://github.com/VernonOY/alpha-skills --skill alpha-report
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: alpha-report
Source: https://github.com/VernonOY/alpha-skills/tree/main/skills/alpha-report
Command: npx skills add https://github.com/VernonOY/alpha-skills --skill alpha-report

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Researchers need fast, structured factor reports across markets. This skill automates panorama, deep-dive, and comparison reporting to save time and improve consistency.

Core Features & Use Cases

  • Panoramic factor library reports: overview of library stats and health.
  • Single-factor deep-dives: detailed evaluation per factor with IC/ICIR and quintile analysis.
  • Multi-factor comparison: side-by-side metrics and correlation insights. Real-world example: generate a panoramic library report to assess overall factor health before selecting factors for backtesting.

Quick Start

Generate a panoramic report for my current factor library.

Frequently Asked Questions about alpha-report

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I generate a panoramic factor library report for health and ranking insights?

To generate a panoramic factor library report, access the factor registry to compute health and ranking insights, producing a structured text summary with optional charts in the output folder.

What is a single-factor deep-dive report and how does it evaluate IC and ICIR?

A single-factor deep-dive report evaluates a specific factor's performance by computing IC, ICIR, and quintile analysis metrics from the factor registry, generating detailed evaluation summaries.

Can I run multi-factor comparison reports across A-share, HK, and US markets?

Yes, you can run multi-factor comparison reports across A-share, HK, and US markets, generating side-by-side metrics and correlation insights using multi-market data evaluation metrics.

Do I need a factor registry to compute multi-factor comparison insights?

Yes, you need access to the factor registry and evaluation metrics to compute outputs and generate text summaries for multi-factor comparison and panoramic library reports.

What's the best way to assess overall factor health before backtesting?

The best way to assess factor health is generating a panoramic library report that summarizes library stats, ranking, and health insights from your evaluation metrics before backtesting.