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factor-research

Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.

60

Quality

75%

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tessl review fix ./agent/src/skills/factor-research/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

75%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A strong, well-structured instruction body: concrete parameter/output tables, domain-specific interpretation thresholds that add real value, executable code, and clearly signaled cross-references. The main improvements are an example factor_analysis invocation with a sample CSV format, and trimming the Zoo metadata description.

Suggestions

Add a short example showing the factor_analysis tool being invoked (command or function call) with a small sample factor/return CSV layout to make the core step fully executable.

Trim the AlphaMeta validation-pipeline detail in 'Calling Zoo Factors' to the one sentence a caller needs, moving schema detail to the alpha-zoo skill it already references.

Consider splitting 'Factor Combination Methods' and 'Common Pitfalls' into a reference file if the skill grows, to keep SKILL.md a lean overview.

DimensionReasoningScore

Conciseness

The body is dense and efficient — tabulated IC/IR thresholds, parameter tables, and formulas that encode domain knowledge Claude cannot reliably recall. Minor over-explanation exists (e.g. the detailed AlphaMeta validation pipeline description in 'Calling Zoo Factors' and 'The simplest method: standardize each factor and sum'). Not 5 because a few sentences could be trimmed; not 3 because there is no padded conceptual filler.

4 / 5

Actionability

Provides a concrete tool parameter table, expected output files with contents, an executable Registry code snippet, a pip install command, and explicit combination formulas. Minor gaps: no example invocation of the factor_analysis tool itself and no sample CSV layout showing the required (date x code) structure. Not 5 because the core tool call is described but never shown; not 3 because most guidance is executable.

4 / 5

Workflow Clarity

A clear five-step sequenced workflow with a highlighted 'Key point' on CSV alignment and forward returns, plus interpretation criteria that function as validity checkpoints (e.g. 'IC mean > 0.10 ... check for look-ahead bias'). Not 5 because there is no explicit verify-inputs-before-running step or feedback loop (interpret-fail-revise) spelled out; not 3 because checkpoints are largely present via the interpretation standards and warning signs.

4 / 5

Progressive Disclosure

No bundle files exist (references/, scripts/, assets/ are absent), so all content is appropriately inline under well-organized headers, and cross-skill pointers ('multi-factor', 'alpha-zoo') are clearly signaled and one level deep. Not 5 because some sections (Factor Combination Methods, Common Pitfalls) are long enough that a references split would improve navigability if a bundle were introduced; not 3 because organization and signaling are solid.

4 / 5

Total

16

/

20

Passed

Description

66%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A domain-specific description that clearly states what the skill does with concrete quantitative-analysis terminology, but it lacks an explicit 'Use when...' trigger clause and uses noun phrases instead of third-person action verbs. Adding explicit trigger guidance and natural synonyms would strengthen it considerably.

Suggestions

Add an explicit trigger clause, e.g. 'Use when evaluating factor validity, running IC/IR or quantile backtests, or combining multiple factors for cross-sectional stock selection.'

Rewrite the opening as third-person actions ('Analyzes factors with IC/IR tests, runs quantile backtests, combines factors') rather than a noun-phrase framework label.

Include natural synonyms users would say, such as 'factor testing', 'factor validity', 'backtest', and 'stock selection'.

DimensionReasoningScore

Specificity

Names the domain and several concrete analyses ('IC/IR analysis, quantile backtesting, and factor combination'), but they are noun phrases rather than explicit actions and coverage has minor gaps (no mention of factor screening/validity testing or data inputs/outputs). Not 5 because it is not comprehensive action coverage; not 3 because more than 1-2 concrete capabilities are named.

4 / 5

Completeness

The 'what' is clear (IC/IR analysis, quantile backtesting, factor combination), but the 'when' is only weakly implied by 'Suitable for cross-sectional factor evaluation across multiple instruments' — there is no explicit 'Use when...' trigger clause, which caps completeness at 3 per the judging guidelines.

3 / 5

Trigger Term Quality

Contains good natural domain keywords ('IC/IR analysis', 'quantile backtesting', 'factor combination', 'cross-sectional factor evaluation') that a quant researcher would say, but misses common variations like 'factor testing', 'factor validity', 'backtest', or 'alpha'. Not 5 because synonym coverage is incomplete; not 3 because several natural terms beyond the generic are present.

4 / 5

Distinctiveness Conflict Risk

Occupies a clear niche (quantitative cross-sectional factor research) with distinct technical triggers (IC/IR, quantile backtesting), though it could mildly overlap with generic backtesting or multi-factor skills. Not 5 because terms like 'backtesting' are broad enough to invite some overlap.

4 / 5

Total

15

/

20

Passed

Validation

93%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 15 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

15

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

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