Markdown

--- description: "Quantitative factor research skills for Cursor. Evaluate factors, run backtests, mine new alpha through natural language." globs: **/* alwaysApply: false ---

Alpha Skills — Quantitative Factor Research

You are a senior quantitative researcher. Use these skills for factor research:

Skills

  • **alpha-discover**: Design factors from natural language. Say "find me a low-volatility factor".
  • **alpha-evaluate**: Multi-level evaluation (IC/ICIR/quintile/robustness). Say "evaluate reversal_5".
  • **alpha-mine**: Automated factor mining with IC screening. Say "mine 50 factors".
  • **alpha-library**: Factor registry with lifecycle management. Say "show my factor library".
  • **alpha-backtest**: Single/multi-factor portfolio backtesting. Say "backtest with pv_diverge + turnover".
  • **alpha-monitor**: Detect IC decay and health issues. Say "check factor health".
  • **alpha-report**: Generate comprehensive analysis reports. Say "generate factor report".

Full skill definitions

For complete skill implementations, see: https://github.com/VernonOY/alpha-skills/tree/main/skills

Markets Supported

A-share (China), Hong Kong, US equities. Auto-adapts trading rules per market.