minihellboy/factorminer
7 skills
$npx skills add minihellboy/factorminerSkillInstalls
factor-backtestCombine 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 sinfactor-benchmarkRun 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 baselinfactor-dataValidate, 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, Daloopfactor-evaluationEvaluate 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 ofactor-miningDiscover 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, canonicalfactor-reportGenerate 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 rresearch-ingestionAbsorb external research reports/papers into structured, retrievable hypothesis cues via FactorMiner's Report-to-Memory Absorption (RMA) service — an OHLCV-eligibility gate, a mechanism-family classif