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multi-factor

Multi-factor cross-sectional stock ranking. Combines factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction. Suitable for multi-instrument portfolio strategies.

56

Quality

70%

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SecuritybySnyk

Passed

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

Quality

Content

61%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.

The body is well structured and token-efficient, with concrete factor definitions, parameter defaults, and a usable engine snippet. Weaknesses center on the core equal-weight pipeline having no executable code or explicit validation checkpoints, and references to engine/registry files that are not part of the skill bundle.

Suggestions

Add an executable code sample (or precise formulas) for the core equal-weight pipeline — factor computation, cross-sectional Z-scoring, composite score, and TopN selection — since the current snippet only covers the ZooSignalEngine path.

Insert explicit validation checkpoints into the workflow, e.g. 'before ranking, assert the cross-section has >= 3 stocks with non-NaN factor values; skip the rebalance date otherwise', and a between-rebalance rule stated as a step rather than only a pitfall.

Either bundle 'zoo_signal_engine.py' (and 'example_signal_engine.py') under scripts/ or state where they live, so the file references in the Zoo Signal Engine section resolve within the skill.

DimensionReasoningScore

Conciseness

The body is efficient — tables for factors and parameters, a tight 4-step signal logic, and no padding — matching 'efficient; minor instances of over-explanation'. Not 5 because brief redundancies remain (e.g. 'Z-score normalization (subtract mean, divide by standard deviation)') and the version/migration narration could be trimmed slightly; not 3 because there is no noticeably verbose section.

4 / 5

Actionability

Concrete elements exist (parameter defaults table, factor definitions, an executable ZooSignalEngine snippet), but the primary equal-weight pipeline — steps 1-4 of Signal Logic — is described only in prose with no executable code or formula-level detail for the composite step, matching 'some concrete guidance but incomplete'. Not 4 because the core workflow's implementation is left for the reader to construct.

3 / 5

Workflow Clarity

The sequence is clearly numbered (calculate factors -> standardize -> composite score -> rank and select TopN) and Common Pitfalls encode guardrails ('requires at least 3 stocks', 'weights must be normalized'), but no explicit validation/checkpoint step exists in the rebalance loop, matching 'steps listed but validation gaps; checkpoints implicit'. Not 4 because pitfalls are advisory rather than built-in validation steps for this batch rebalancing operation.

3 / 5

Progressive Disclosure

Well-organized sections with a self-contained ~72-line body, clearly signaled cross-references to the alpha-zoo skill, and a clean legacy-vs-preferred-engine split, matching 'good structure; most content appropriately placed'. Not 5 because referenced paths 'zoo_signal_engine.py', 'example_signal_engine.py', and 'src/factors/registry' are not bundled with the skill, leaving navigation one level deep but pointing outside the bundle.

4 / 5

Total

14

/

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.

The description is specific and appropriately concise, naming the domain and three concrete capabilities with natural trigger terms. Its main weakness is the absence of an explicit 'Use when...' trigger clause, leaving the 'when to use' guidance only weakly implied and capping completeness.

Suggestions

Append an explicit trigger clause, e.g. 'Use when building quant portfolio strategies that rank stocks by multiple factors, or when the user mentions multi-factor models, factor scoring, or TopN selection.'

Add common user synonyms such as 'quant strategy', 'factor model', and 'stock selection' to broaden natural keyword coverage.

Align the description with the body: the body only implements equal weights, while the description promises 'IC-weighted scoring' — either mention the weighting options consistently or drop the unimplemented one.

DimensionReasoningScore

Specificity

Names the domain ('Multi-factor cross-sectional stock ranking') and three concrete actions ('factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction'), matching the 'several specific actions; minor gaps' anchor. Not 5 because coverage is thinner than the comprehensive multi-action example; not 3 because it clearly exceeds 1-2 actions.

4 / 5

Completeness

The 'what' is clear (combine standardized factors into a composite score and build a TopN portfolio), but there is no 'Use when...' clause; 'Suitable for multi-instrument portfolio strategies' is only a weak implied trigger, matching the 'clear what but when weakly implied' anchor. Per the judging guidelines, a missing explicit trigger clause caps completeness at 3.

3 / 5

Trigger Term Quality

'multi-factor', 'stock ranking', 'portfolio construction', and 'portfolio strategies' are natural phrases a user would say when needing this skill, matching the 'good keyword coverage; a few natural terms missing' anchor. Not 5 because common synonyms like 'quant', 'factor model', 'factor investing', or 'stock selection' are absent.

4 / 5

Distinctiveness Conflict Risk

'Multi-factor cross-sectional stock ranking' carves a clear niche with distinct vocabulary, matching 'mostly distinct; minor overlap risk' — it could overlap with adjacent quant/alpha-selection skills. Not 5 because triggers are not numerous enough to fully disambiguate from sibling factor/backtest skills; not 3 because the domain is far more specific than generic document/data examples.

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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