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quant-factor-tracker

Official

Track factor performance and surface failures.

Finance & Accounting#markdown reporting#quant research#ic ir#gildata-aidata#factor monitoring#grouped returns#decay analysis
Authoraliyun
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill helps a securities finance researcher continuously monitor and evaluate quantitative factor effectiveness by turning factor exposures and forward returns into actionable performance diagnostics.

Core Features & Use Cases

  • Factor IC/IR evaluation: Computes Rank IC, IC mean/ICIR, and IC win-rate to judge predictive power and stability.
  • Grouped return & monotonicity testing: Splits stocks into quantile groups to measure long-short performance and verify monotonic behavior.
  • Decay and failure alerts: Assesses IC decay over multiple horizons and flags strong/weak states, including failure/early-warning conditions.
  • Use Case: When you need to answer “run the IC and group returns for my factors this week,” the Skill produces a standardized Markdown factor tracking report based on the latest cross-section and next-period returns.

Quick Start

Ask the AI to generate a factor tracking report for your specified stock universe and date range using gildata-aidata to compute Rank IC/IR, grouped long-short returns, monotonicity, decay, and failure alerts.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

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Please help me install this Skill:
Name: quant-factor-tracker
Download link: https://github.com/aliyun/qwen-dianjin/archive/main.zip#quant-factor-tracker

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