| name | factor-mining |
| description | Discover alpha factors by running the FactorMiner research engine — the paper-faithful Ralph loop or the enhanced Helix loop (causal validation, regime conditioning, multi-specialist debate, canonicalization). Use to generate a new factor library from a validated dataset. Triggers on "mine factors", "discover factors", "run mining", "find alpha", "helix loop", "ralph loop", "build a factor library". |
Factor Mining
This skill runs FactorMiner's self-evolving discovery loop: it retrieves memory priors, proposes candidate factor formulas with an LLM, evaluates them, and admits the survivors to a factor library.
See references/loop-architecture.md for the stage-by-stage loop design and references/dsl-operators.md for the factor-formula operator vocabulary.
Choosing the loop
| Use | When |
|---|
mine (Ralph loop) | Default. Paper-faithful Algorithm 1 — retrieve, generate, evaluate, admit, evolve memory. |
helix (Helix loop) | When you want Phase 2 features: do-calculus causal validation, regime-conditional evaluation, multi-specialist debate generation, or SymPy canonicalization. Drop-in superset of Ralph. |
Workflow
1. Confirm prerequisites
The dataset must already pass factor-data validation. Confirm the iteration budget — mining cost scales with iterations × batch-size.
2. Run the Ralph loop
factorminer -o output/run1 mine \
--data path/to/market_data.csv \
--iterations 40 --batch-size 16 --target 30
--iterations — maximum mining iterations (the loop also stops early once --target factors are admitted).--batch-size — candidate factors proposed per iteration.--target — desired library size.--resume path/to/factor_library.json — continue a previous run.--mock — synthetic data + mock LLM, no API calls. Use only for smoke tests.
3. Or run the Helix loop
factorminer -o output/run1 helix \
--data path/to/market_data.csv \
--iterations 40 --batch-size 16 --target 30 \
--causal --regime --debate --canonicalize
Each --feature / --no-feature flag overrides the config; omit a flag to keep the config default. Phase 2 features cost extra compute and LLM calls — enable the ones the research question needs.
4. Inspect the result
factorminer session inspect output/run1 --json
Report library size, iteration count, and yield rate. The factor library is written to output/run1/factor_library.json; the run log to session_log.json.
Guardrails
- Mining proposes formulas; it does not prove them. Always follow with
factor-evaluation on the held-out split.
- A low yield rate usually means thresholds are too strict for the dataset, not that the data is bad — tune
ic_threshold / correlation_threshold in config, do not silently relax them in a report.
--mock output is never a research result; never present mock metrics as real.
MCP alternative
When the FactorMiner MCP server is connected, mine_factors and helix_mine expose the same workflow as tools, returning a structured session summary directly.
