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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.

52

Quality

58%

Does it follow best practices?

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SecuritybySnyk

Passed

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tessl review fix ./a_全网优秀资源/10_大模型/07_skill包/vibe_trading_skills/factor-research/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

50%

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 domain-rich with concrete thresholds and tool parameters, but it lacks executable code examples, explicit validation checkpoints in its workflow, and any progressive disclosure to separate reference files.

Suggestions

Add an explicit validation step to the workflow, e.g. 'Verify the factor CSV and return CSV share identical dates/codes before calling factor_analysis; if misaligned, re-align and retry.'

Replace the pseudocode combination formulas with a short executable pandas/numpy snippet (cross-sectional Z-score, IC-weighted sum) so guidance is copy-paste ready.

Move the detailed Common Pitfalls and Factor Combination Methods into separate reference files (e.g. PITFALLS.md, COMBINATION.md) referenced one level deep from SKILL.md to improve progressive disclosure.

DimensionReasoningScore

Conciseness

The body is information-dense and avoids explaining concepts Claude already knows, but the interpretation tables and Common Pitfalls sections are verbose and could be tightened without losing clarity.

2 / 3

Actionability

It gives concrete tool parameters, IC/IR thresholds, and combination formulas, but the combination sections are pseudocode/math rather than executable code and the workflow never shows copy-paste-ready code.

2 / 3

Workflow Clarity

The five-step workflow is clearly sequenced, but there is no explicit validation/verification checkpoint or fix-and-retry loop, which caps workflow clarity at 2 for a batch analytical operation.

2 / 3

Progressive Disclosure

The single file is well-organized into clear sections, but no bundle files exist and detailed material (pitfalls, combination methods) that could live in one-level-deep references is all inline.

2 / 3

Total

8

/

12

Passed

Description

67%

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 occupies a clear niche, but it lacks an explicit 'Use when...' trigger clause, leaving the activation conditions only implied and somewhat jargon-heavy.

Suggestions

Add an explicit trigger clause, e.g. 'Use when the user asks to evaluate factor predictive power, run IC/IR analysis, or backtest factors cross-sectionally.'

Soften technical-only phrasing by pairing jargon ('IC/IR', 'quantile backtesting') with natural terms users might say ('factor screening', 'factor validity testing', 'multi-factor weighting').

State the when-condition in the same concrete style as the what-condition so both halves are explicit.

DimensionReasoningScore

Specificity

Names multiple concrete actions — 'IC/IR analysis', 'quantile backtesting', and 'factor combination' — rather than vague language, satisfying the 'lists multiple specific concrete actions' anchor.

3 / 3

Completeness

It clearly states what the skill does, but the 'when' is only implied via 'Suitable for cross-sectional factor evaluation across multiple instruments' with no explicit 'Use when...' trigger, which per the guidelines caps completeness at 2.

2 / 3

Trigger Term Quality

Domain terms like 'factor research', 'IC/IR', and 'quantile backtesting' are what a quant user would say, but there is no plain 'Use when...' trigger clause and the phrasing leans technical rather than covering common natural variations.

2 / 3

Distinctiveness Conflict Risk

The factor-research/quant niche with IC/IR and quantile-backtest triggers is clearly distinguishable and unlikely to fire for unrelated skills.

3 / 3

Total

10

/

12

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.

Validation15 / 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
charliedream1/ai_quant_trade
Reviewed

Table of Contents

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