| name | alpha-zoo |
| description | Browse and bench the bundled alpha zoos — prebuilt cross-sectional factor libraries (Kakushadze 101, GTJA 191, Qlib 158, Fama-French / Carhart). Use when the user asks "which alphas exist", wants metadata on a named alpha, or wants to run IC/IR on a whole zoo over a universe. |
| category | research |
Alpha Zoo
Purpose
When the user asks about prebuilt cross-sectional alphas — Kakushadze 101, GTJA 191, Qlib 158, Fama-French / Carhart — or wants to bench a whole zoo on an investable universe (CSI 300, S&P 500, BTC-USDT, ...), this skill orients you. The zoo is the curated library; the bench is the evaluator.
Tools Available
| Tool | When to use |
|---|
alpha_zoo | Browse the library. action=list_alphas to enumerate (filterable by zoo / theme / universe), action=get_alpha for one alpha's metadata, action=health for registry load status. |
alpha_bench | Run IC / IR on one alpha or a whole zoo over a universe + period. Emits an HTML report. |
factor_analysis | Ad-hoc factor evaluation from a user-supplied factor CSV + return CSV. Use this when the user has their own factor (not in the zoo). |
Decision Tree
- "list all momentum alphas" →
alpha_zoo with action=list_alphas, theme=momentum.
- "show me gtja191_alpha_001" →
alpha_zoo with action=get_alpha, alpha_id=gtja191_alpha_001.
- "bench all of GTJA 191 on CSI 300 from 2020 to 2024" →
alpha_bench with zoo=gtja191, universe=csi300, period=2020-2024.
- "is the registry healthy" →
alpha_zoo with action=health — surfaces loaded, failed, and per-error reasons.
- User uploads
my_factor.csv → factor_analysis (zoo tools are for prebuilt alphas only).
Zoo Inventory
| Zoo | Description | Approx. count |
|---|
kakushadze101 | Formulaic alphas from Kakushadze's 2015 paper. Mix of momentum, reversal, volume, and microstructure. | ~101 |
gtja191 | Guotai Junan 191 alphas — A-share focused cross-sectional factors. | ~191 |
qlib158 | Microsoft Qlib's 158 alpha factors — features tuned for ML pipelines. | ~158 |
classical | Fama-French 3/5-factor + Carhart momentum. | <10 |
Counts are nominal; check alpha_zoo action=health for the live count currently loaded.
Constraints
- No per-stock per-date factor values are surfaced to the agent. IC results are aggregate stats (mean / std / IR / positive-ratio); the HTML report shows top-N by IR plus formulas, never the underlying panel.
- Lookahead is banned in the operator set.
delta(df, d) requires d >= 1; the negative-shift Ref(df, -n) form does not exist. See docs/alpha-zoo/spec.md for the full operator catalogue.
- Universe loaders may not be wired for every market yet. When
alpha_bench returns universe loader for X not yet implemented, that's the W2 scaffold — the universe is recognised but the data pull lands in W4.
- Do not expose absolute filesystem paths in agent output. The bench tool writes to
~/.vibe-trading/reports/ by default; refer to it by that shorthand, not by the resolved absolute path.
alpha_zoo is read-only. alpha_bench writes a single HTML file per run — no scratch state elsewhere.
Common Pitfalls
- Filter mismatch on
list_alphas: theme / universe must match the alpha's declared metadata exactly (e.g. equity_cn, not cn or china).
- Calling
alpha_bench with both alpha_id and zoo set — they are mutually exclusive; pick one.
- Empty registry (
loaded=0) means no zoo modules are populated yet; treat it as "zoos pending W3 porting" rather than a bug.
Reference
- Operator catalogue:
docs/alpha-zoo/spec.md
- Registry contract:
src/factors/registry.py (frozen; do not modify)
- IC / layered NAV math:
src/factors/factor_analysis_core.py
