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PatrickJS merged 2 commits into from
May 5, 2026
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Add Alpha Skills — quantitative factor research skills #242

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Add Alpha Skills — quant factor research skills
VernonOY Apr 10, 2026
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Fix: use relative path per repo guidelines, add .cursorrules file
VernonOY Apr 14, 2026
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1 change: 1 addition & 0 deletions README.md
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Expand Up @@ -267,6 +267,7 @@ By creating a `.cursorrules` file in your project's root directory, you can leve

### Other

- [Alpha Skills](./rules/alpha-skills-quant-factor-research/.cursorrules) - Quantitative factor research skills for Cursor. Evaluate factors, run backtests, mine new alpha — all through natural language.
- [ASCII Simulation Game](./rules/ascii-simulation-game-cursorrules-prompt-file/.cursorrules) - Cursor rules for ASCII simulation game development.
- [Code Guidelines](./rules/code-guidelines-cursorrules-prompt-file/.cursorrules) - Cursor rules for code development with guidelines integration.
- [Code Style Consistency](./rules/code-style-consistency-cursorrules-prompt-file/.cursorrules) - Cursor rules for code development with style consistency integration.
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21 changes: 21 additions & 0 deletions rules/alpha-skills-quant-factor-research/.cursorrules
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# 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.