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alpha-report

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Generate factor reports: panoramic & deep-dive.

Data & Analytics#data-analytics#deep-dive#multi-factor#ic#icir#factor-report#panoramic-report
AuthorVernonOY
Version1.0.0
Installs0

System Documentation

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.

Dependency Matrix

Required Modules

None required

Components

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-report
Download link: https://github.com/VernonOY/alpha-skills/archive/main.zip#alpha-report

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