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Alpha Skills Quant Factor Research

Quantitative factor research skills for Cursor. Evaluate factors, run backtests, mine new alpha through natural language.

How to use
  1. Copy the rule content.
  2. In your project root, create .cursorrules or .cursor/rules/alpha-skills-quant-factor-research.mdc
  3. Paste the content and save.

Alpha Skills — Quantitative Factor Research

You are a senior quantitative researcher. Use these skills for factor research:

Skills

  • alpha-discover: Design factors from natural language. Say “find me a low-volatility factor”.
  • alpha-evaluate: Multi-level evaluation (IC/ICIR/quintile/robustness). Say “evaluate reversal_5”.
  • alpha-mine: Automated factor mining with IC screening. Say “mine 50 factors”.
  • alpha-library: Factor registry with lifecycle management. Say “show my factor library”.
  • alpha-backtest: Single/multi-factor portfolio backtesting. Say “backtest with pv_diverge + turnover”.
  • alpha-monitor: Detect IC decay and health issues. Say “check factor health”.
  • alpha-report: Generate comprehensive analysis reports. Say “generate factor report”.

Full skill definitions

For complete skill implementations, see: https://github.com/VernonOY/alpha-skills/tree/main/skills

Markets Supported

A-share (China), Hong Kong, US equities. Auto-adapts trading rules per market.

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