Benchmark alpha factor libraries using IC and IR metrics.
npx skills add https://github.com/20YN04/vibe-trading-macos --skill alpha-zoo-20yn04
Please help me install this Agent Skill. Skill: alpha-zoo Source: https://github.com/20YN04/vibe-trading-macos/tree/main/agent/src/skills/alpha-zoo Command: npx skills add https://github.com/20YN04/vibe-trading-macos --skill alpha-zoo-20yn04
This skill solves the complexity of managing and evaluating large libraries of quantitative trading factors, allowing users to quickly identify and test alpha signals without manual coding.
Use the alpha_bench tool to run an evaluation of the gtja191 zoo on the csi300 universe for the period 2020 to 2024.
High-intent search queries and answers about installing and using this skill.
To benchmark quantitative alpha factors, use the alpha_bench tool to evaluate specific factor libraries against defined market universes and time periods, generating IC and IR performance reports without lookahead bias.
Available prebuilt cross-sectional alpha factor libraries include Kakushadze 101, GTJA 191, and Qlib 158, which you can explore and filter using metadata to identify high-potential trading signals.
Yes, you can evaluate momentum-based factors from the GTJA 191 library against the CSI 300 universe over a specified time period to compare performance and identify high-potential alpha signals.
Run IC and IR analysis on an alpha factor zoo by using the alpha_bench tool, which systematically evaluates factor performance across market universes while ensuring reports are generated without lookahead bias.
Yes, alpha factor benchmarking requires integration with internal registry and factor analysis modules to execute performance reports and systematically evaluate cross-sectional alpha signals without manual coding.
santoosaraujoBrowse, validate, and benchmark alpha factor libraries with IC/IR analysis.
hxhyyyBenchmark cross-sectional alpha factors with IC and IR metrics.
644408071-designEnumerate and benchmark pre-built cross-sectional factor libraries for investment research.
loanntcBenchmark bundled alpha factor libraries with IC/IR metrics and HTML reports.
