| name | quant-factor-risk-pattern-alpha |
| description | Use when an agent needs a verified library of OHLCV risk-state and chart-pattern alpha factor Skills for volatility, K-line shape, shock, drawdown, and pressure analysis. |
| license | GPL-3.0-only |
| metadata | {"organization":"QuantSkills","organization_url":"https://github.com/quantskills","repository":"skill-quant-factor-risk-pattern-alpha","repository_url":"https://github.com/quantskills/skill-quant-factor-risk-pattern-alpha","project_type":"skill","collection":"quant-factor-risk-pattern-alpha","creator":"abgyjaguo","maintainer":"abgyjaguo"} |
| quantSkills | {"project_type":"skill","category":"factor","tags":["alpha-factor","risk-pattern","ohlcv","volatility","drawdown"],"platforms":["claude-code","codex","hermes","openclaw","cursor"],"status":"stable","validation_level":"verified","maintainer_type":"official","summary_zh":"风险状态与形态类因子库：288 个独立 OHLCV 因子 Skill，真实行情验证 288/288 全部通过。","summary_en":"Risk-state and chart-pattern OHLCV alpha factor library with 288 factor Skills for volatility, K-line shape, shock, drawdown, and pressure analysis.","license":"GPL-3.0"} |
{
"version": 1,
"task": {
"placeholder": "补充要选择、检查或应用的风险状态与图形形态因子需求"
},
"fields": [
{
"key": "factor",
"label": "因子名/主题线索 (可选)",
"type": "text",
"placeholder": "例如：波动类、K线形态类、回撤类、压力类",
"help": "运行时经本库 factor_index.json 定位具体因子"
},
{
"key": "expr",
"label": "自定义因子表达式",
"type": "textarea",
"placeholder": "可选；填写时以表达式为分析对象"
},
{
"key": "universe",
"label": "股票池",
"type": "select",
"default": "000300.SH",
"options": [
{ "value": "000300.SH", "label": "沪深300" },
{ "value": "000905.SH", "label": "中证500" },
{ "value": "399006.SZ", "label": "创业板指" },
{ "value": "000852.SH", "label": "中证1000" }
]
},
{
"key": "horizon",
"label": "预测周期",
"type": "select",
"default": "5",
"options": [
{ "value": "1", "label": "未来 1 日" },
{ "value": "5", "label": "未来 5 日" },
{ "value": "10", "label": "未来 10 日" },
{ "value": "20", "label": "未来 20 日" }
]
}
],
"prompt_template": "{{#task}}任务与材料：\n{{task}}\n\n{{/task}}{{#attachments}}用户上传的材料（已放入工作区）：\n{{attachments}}\n\n{{/attachments}}请从 OHLCV 风险状态与图形形态因子库中选择、检查或应用因子。{{#factor}}因子名/主题线索：{{factor}}。{{/factor}}{{#expr}}以自定义表达式 {{expr}} 为准。{{/expr}}股票池为 {{universe}}，预测周期为 {{horizon}} 日。先通过 factor_index.json 定位并读取具体因子目录说明，说明波动、K 线形态、冲击、回撤或压力逻辑，并提示更换样本、数据商或假设后需要重新验证，输出中文报告。"
}
Quant Factor Risk Pattern Alpha
Use this skill when an agent needs to select, inspect, or apply OHLCV risk-state and chart-pattern alpha factor Skills from this repository.
Workflow
- Read README.md for the repository-level inventory, validation scope, and market sample.
- Use
factor_index.json to locate the relevant factor family or individual factor directory.
- Open the selected factor folder under the factors directory and follow its local instructions before writing or running code.
- Treat validation metrics as historical research evidence, not investment advice. Re-run validation when the universe, time range, data vendor, or execution assumptions change.
Scope
This repository focuses on volatility state, K-line shape, shock patterns, drawdown pressure, and other risk or pattern signals built from OHLCV data.
Agent Compatibility
- Claude Code, Codex, Hermes, and OpenClaw can load this root folder as a collection skill, then drill into actors/*/SKILL.md.
- Cursor should use gents/cursor-rule.mdc and keep the full repository under .cursor/skills/quant-factor-risk-pattern-alpha.
- Agents without native skill discovery can paste gents/portable-loader.md.
