Generate daily trading signals from an SQLite factor registry and export a target portfolio.
npx skills add https://github.com/VernonOY/alpha-skills --skill alpha-signal
Please help me install this Agent Skill. Skill: alpha-signal Source: https://github.com/VernonOY/alpha-skills/tree/main/skills/alpha-signal Command: npx skills add https://github.com/VernonOY/alpha-skills --skill alpha-signal
This Skill generates daily signals by reading active factors, scoring them on the latest data, and outputting a target portfolio to guide trading decisions.
Run the signal generator to produce today's signals using your configured data sources.
High-intent search queries and answers about installing and using this skill.
You generate daily trading signals by reading active factors from a registry, scoring them on the latest data, and applying ICIR-weighted ranking to produce a target portfolio. This outputs a ready-to-use signal file for the next trading session.
ICIR-weighted ranking combines multiple factor scores into a composite target portfolio by weighing individual factor signals based on their historical Information Ratio, prioritizing factors with stronger risk-adjusted performance.
Setting up automated factor signal generation requires an internal SQLite registry database, a signals history directory, and a markdown configuration file. These components store active factors, track output history, and define data sources for the workflow.
Yes, this workflow applies to quantitative portfolios across various markets. It outputs daily signal files to a dedicated directory, which can be directly used for tracking, backtesting, and reviewing portfolio performance over time.
Before running a daily portfolio signal generator, you must configure your data sources and ensure the SQLite factor registry is populated. The configuration file specifies how the system loads data and scores factors for target portfolio export.
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