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".
How to install factor-backtest?
minihellboy/factorminer/factor-backtest
$npx -y skills add minihellboy/factorminer --skill factor-backtestInstalls into the current project.
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Run `npx skills use "https://github.com/minihellboy/factorminer" --skill "minihellboy/factorminer/factor-backtest"` and follow the generated skill instructions now. Read its complete output, redirecting it to a temporary file first if necessary. Resolve relative paths from the supporting-files directory it provides.
Use the skills in "https://github.com/minihellboy/factorminer" that are relevant to the current task. Run `npx skills add "https://github.com/minihellboy/factorminer"` and select the relevant skills, then follow their instructions.
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