factor-check
用于对新增 alpha 因子做入库前检验，强调时间对齐、无未来函数、分层命中率、IC、和现有主策略的独立增量。用户要验证一个新因子值不值得接入主分时使用。
Skill by thuwindy
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Install
Works with Claude Code, Claude apps, Codex, Cursor, Gemini CLI, GitHub Copilot, VS Code, OpenCode, Goose, Windsurf. Read the repository before you give any tool access to your data.
npx agentmarket install skill/thuwindy-factor-check
Asks which of your tools to add it to (Claude Code, Codex, Cursor, VS Code, Windsurf, Gemini CLI, Claude Desktop) and shows the change first. See https://agentmart.dev/cli.
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About
Use cases: agent-building
Reviews
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Permissions
What this skill can do and what it asks for, from its SKILL.md. Checked Oct 25, 2026.
- Tools
- No tools found
- Secrets
- None asked for
- Install scripts
- None found
Network hosts it talks to 1
codeload.github.com· found in install command
Files it touches
~/.claude/skills/factor-check
What's inside
- Skill name
factor-check- Description
- 用于对新增 alpha 因子做入库前检验，强调时间对齐、无未来函数、分层命中率、IC、和现有主策略的独立增量。用户要验证一个新因子值不值得接入主分时使用。
- License
- MIT
- Instructions
- 54 lines in SKILL.md · view on GitHub
Agent Skills spec issues
- files: referenced but missing: scripts/run_ablation_suite.py, scripts/run_walk_forward_grid.py, scripts/run_candidate_rerank_validation.py
Files (2)
- SKILL.md
- checklist.md · references/
SKILL.md (first lines)
# factor-check 只做一件事：新因子先体检，再入库。 ## 什么时候用 - 用户新增了一个 alpha - 用户怀疑一个因子只是重复动量 - 用户要判断某因子应不应该并入主分 ## 先看什么 1. 因子实现文件 2. 对应标签 horizon 3. `references/checklist.md` 4. 现有实验脚本： - `scripts/run_ablation_suite.py` - `scripts/run_walk_forward_grid.py` - `scripts/run_candidate_rerank_validation.py` ## 必查项 1. 时间对齐是否安全 2. 缺失率是否过高 3. 极值是否失控 4. 和现有主因子是否高度重复 5. 前 5% / 10% / 20% 分层命中率是否高于底盘 6. 接入主系统后有没有净增量 ## 检查顺序 1. 看因子定义和经济含义 2. 查未来函数风险 3. 跑单因子分层 4. 跑候选池重排或小权重融合 5. 只要系统级没增量，就不要入主分 ## 输出要求 必须给出表格： | 检查项 | 结果 | 结论 | | --- | --- | --- | 再给： | 决策 | 含义 | | --- | --- | | 入库 | 可以进主分 | | 观察 | 只做辅助标签 | | 放弃 | 不值得继续 |
From thuwindy/a-share-quant-codex, MIT.
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- 0.476score
qlib-alpha
thuwindy
用于在当前 A 股量化仓库中引入 Qlib 风格 alpha 思路，只抽取对日 K 短线选股有用的因子族，优先做低侵入映射、候选因子清单、落地顺序与最小实验设计。用户要增厚主策略 alpha、把 Qlib Alpha158 或 Alpha360 思路映射到现有因子系统时使用。
SkillCFreshness: CClaude Code +9 - 0.473score
alpha-prototype
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用于从 ML4Trading 和 Alpha101 里抽取少量高价值 alpha 原型，在当前 A 股量化仓库中做低侵入试验。用户要找新的 alpha 原型但不想整包接入外部库时使用。
SkillCFreshness: CClaude Code +9 - 0.469score
fast-ablation
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用于在当前量化仓库中做小切片快实验，参考 vectorbt 的快迭代思路，但优先复用现有脚本和数据切片。用户要快速比较基线与一个变体、先拿真实输出再决定是否上全量时使用。
SkillCFreshness: CClaude Code +9 - 0.469score
a-share-factor-research
thuwindy
Use when asked to add, modify, or evaluate a stock-selection factor for the A-share quant research system.
SkillCFreshness: CClaude Code +9 - 0.469score
backtest-audit
thuwindy
Use when asked to audit the backtest engine, portfolio construction, transaction costs, or A-share trading constraints.
SkillCFreshness: CClaude Code +9 - 0.469score
research-report
thuwindy
Use when asked to summarize experiment outputs into a research note, course project write-up, or presentation-ready markdown.
SkillCFreshness: CClaude Code +9
Signals
- Stars
- 0
- Forks
- 0
- Open issues
- 0
- Last commit (this folder)
- Apr 30, 2026 (6 months ago)
From GitHub (fetched Oct 24, 2026).
Details
- License
- MIT
- Repository
- github.com/thuwindy/a-share-quant-codex
- First seen
- Oct 24, 2026
- Last checked
- Oct 24, 2026
- Source
- GitHubgithub-graphql
More from thuwindy
- 0.476score
qlib-alpha
thuwindy
用于在当前 A 股量化仓库中引入 Qlib 风格 alpha 思路，只抽取对日 K 短线选股有用的因子族，优先做低侵入映射、候选因子清单、落地顺序与最小实验设计。用户要增厚主策略 alpha、把 Qlib Alpha158 或 Alpha360 思路映射到现有因子系统时使用。
SkillCFreshness: CClaude Code +9 - 0.473score
alpha-prototype
thuwindy
用于从 ML4Trading 和 Alpha101 里抽取少量高价值 alpha 原型，在当前 A 股量化仓库中做低侵入试验。用户要找新的 alpha 原型但不想整包接入外部库时使用。
SkillCFreshness: CClaude Code +9 - 0.469score
fast-ablation
thuwindy
用于在当前量化仓库中做小切片快实验，参考 vectorbt 的快迭代思路，但优先复用现有脚本和数据切片。用户要快速比较基线与一个变体、先拿真实输出再决定是否上全量时使用。
SkillCFreshness: CClaude Code +9 - 0.469score
a-share-factor-research
thuwindy
Use when asked to add, modify, or evaluate a stock-selection factor for the A-share quant research system.
SkillCFreshness: CClaude Code +9 - 0.469score
backtest-audit
thuwindy
Use when asked to audit the backtest engine, portfolio construction, transaction costs, or A-share trading constraints.
SkillCFreshness: CClaude Code +9 - 0.469score
research-report
thuwindy
Use when asked to summarize experiment outputs into a research note, course project write-up, or presentation-ready markdown.
SkillCFreshness: CClaude Code +9
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factor-check skill. Agent Mart. https://agentmart.dev/skills/thuwindy-factor-check (last updated 2026-10-24)