factorminer

Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets. Use for the portfolio-level view that single-factor IC does not give. Triggers on "backtest", "composite signal", "combine factors", "long-short return", "portfolio", "quintile", "tearsheet", "transaction costs".

Run FactorMiner benchmark workflows — the Table 1 Top-K freeze benchmark, memory and strategy ablations, transaction-cost pressure tests, and the full suite. Use to compare FactorMiner against baselines or to reproduce paper results. Triggers on "benchmark", "ablation", "compare to baseline", "reproduce table 1", "cost pressure", "benchmark suite".

Validate, resample, and ingest market data for factor mining. Schema-checks OHLCV files (CSV/Parquet/HDF5), resamples bar frequencies, and pulls live data from external MCP connectors (FactSet, Daloopa, Morningstar). Use before any mining run. Triggers on "validate data", "check my dataset", "resample", "load market data", "fetch data", "ingest prices", "is this dataset usable".

Evaluate a factor library — recompute Information Coefficient (IC), ICIR, win rate, and turnover on held-out data, and surface train→test decay. Use to judge how good a mined library actually is out of sample. Triggers on "evaluate factors", "compute IC", "how good is this library", "factor metrics", "ICIR", "is this factor overfit", "out-of-sample".

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".

Generate static reports, tearsheets, and exports from FactorMiner artifacts — markdown/HTML research notes, plots, and library exports (JSON/CSV/formulas). Use to package a finished research run for review. Triggers on "generate report", "factor report", "research note", "tearsheet", "visualize factors", "export library", "write up the results".