factor-alpha191-alpha101

Compute Alpha101 and Alpha191 factor-library values based on JoinQuant formulas from long-form OHLCV CSV market data. Use when an agent needs to calculate selected or full Alpha101/Alpha191 factor columns, export wide factor CSVs, and list skipped factors without running LLMs or factor evaluation.

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仓库: XinAloha/skills
最近来源活动: 2026年8月22日 14:54
检测到的 SKILL.md 语言: 英语
星标: 3
分支: 0

安装方式

默认使用会先检查来源的 Prompt；你也可以切换为直接命令，或下载本地副本。

用 Codex 或 Claude 帮你安装复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。

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npx skills add https://github.com/XinAloha/skills --skill factor-alpha191-alpha101

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想先保存到本地？可下载 SkillsMP 当前能够提供的文件。

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SKILL.md

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backtest

Use when an agent needs a standard cross-sectional long-only backtest protocol with T+1 open execution, top-bucket equal weighting, fees, limit-up or limit-down exclusions, benchmark comparison, NAV curves, drawdown, IC, and diagnostic charts.

2026-08-22

brinson-performance-attribution

Brinson-Fachler / BHB sector attribution with interaction, concentration (HHI), top contributors, and optional Carino multi-period linking. Use to explain active return as allocation vs selection.

2026-08-22

factor-backtest

Run and explain cross-sectional trading-factor backtests on schema-compatible factor signals and market data. Use when Codex needs to validate backtest inputs; calculate returns, NAV, drawdown, holdings, turnover, benchmark or hedged performance; generate a PDF diagnostic report; or explicitly verify the checked-in test fixture. Also use for Chinese requests such as 因子回测、收益验证、净值、回撤、持仓、换手、对冲收益或回测报告.

2026-08-22

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name	factor-alpha191-alpha101
description	Compute Alpha101 and Alpha191 factor-library values based on JoinQuant formulas from long-form OHLCV CSV market data. Use when an agent needs to calculate selected or full Alpha101/Alpha191 factor columns, export wide factor CSVs, and list skipped factors without running LLMs or factor evaluation.
quantSkills	{"organization":"https://github.com/quantskills","repository":"quantskills/skill-factor-alpha191-alpha101","repository_url":"https://github.com/quantskills/skill-factor-alpha191-alpha101","project_type":"skill","collection":"factor-library","license":"GPL-3.0-only","category":"factor","tags":["factor-library","alpha101","alpha191","alpha-factor"],"platforms":["codex"],"language":"zh-en","status":"stable","validation_level":"verified","maintainer_type":"community","requires":[],"summary_zh":"参考 JoinQuant 公式计算 Alpha101 和 Alpha191 因子值，支持全量和指定因子运行。","summary_en":"Compute Alpha101 and Alpha191 factor values based on JoinQuant formulas with full or selected factor runs."}

{
  "version": 1,
  "task": {
    "placeholder": "说明 OHLCV 数据文件、计算范围及输出要求；请上传或指明输入数据",
    "required": true
  },
  "fields": [
    {
      "key": "alpha_sets",
      "label": "因子库",
      "type": "select",
      "default": "both",
      "options": [
        { "value": "both", "label": "Alpha101 + Alpha191" },
        { "value": "alpha101", "label": "仅 Alpha101" },
        { "value": "alpha191", "label": "仅 Alpha191" }
      ]
    },
    {
      "key": "alpha_names",
      "label": "指定因子",
      "type": "textarea",
      "placeholder": "留空计算全部；可填 alpha101:alpha_001、alpha191:alpha_018 等"
    },
    {
      "key": "exclude_alpha_names",
      "label": "排除因子",
      "type": "textarea",
      "placeholder": "可选，填写不需要计算的因子名"
    }
  ],
  "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}}依据输入契约从长表 OHLCV 数据确定性计算因子值。因子库范围：{{alpha_sets}}（both 表示 Alpha101+Alpha191 全部）。{{#alpha_names}}仅计算指定因子：{{alpha_names}}；{{/alpha_names}}{{#exclude_alpha_names}}排除：{{exclude_alpha_names}}；{{/exclude_alpha_names}}导出宽表因子 CSV、运行配置、计算摘要和跳过因子清单，不执行 IC、回测或投资判断，输出中文报告。"
}