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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.

61

Quality

77%

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

Quality

Content

78%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 an efficient, well-structured, self-contained specification: concrete factor formulas, parameter defaults, an explicit signal convention, and pitfalls that act as operational checkpoints. The main gaps are the undefined IC-weighted scoring variant referenced in the description and the lack of an explicit output-validation step in the workflow.

DimensionReasoningScore

Conciseness

The body is lean: terse numbered steps, compact tables for factors and parameters, and a short pitfalls list with no concept padding. Minor over-explanation could be trimmed (e.g., "Z-score normalization (subtract mean, divide by standard deviation)" and "1/PE (the larger, the cheaper)" restate things Claude already knows), keeping it just below the 5 anchor and clearly above the 3 anchor's noticeable slack.

4 / 5

Actionability

Concrete, implementable guidance throughout: named factors with formulas ("Today's volume / N-day average volume", "Return over the past N days"), parameter defaults (top_n=3, rebalance_freq=20), exact weighting ("weight = 1/N for each"), and a defined signal convention ("1/N = selected... 0 = not selected"). It is not a 5 because "IC-weighted" scoring is referenced in the frontmatter but never defined in the body, leaving one path underspecified; it is well above the 3 anchor since the steps are executable as written, not pseudocode.

4 / 5

Workflow Clarity

The Signal Logic section gives a clear numbered 4-step sequence (calculate → standardize → composite → rank/select), and the Common Pitfalls section functions as implicit checkpoints (minimum 3 stocks for Z-scores, hold signal between rebalance dates, align factor directions before standardization, normalize weights). Not a 5 because there is no explicit validate/verify step (e.g., asserting weights sum to 1 or that the cross-section has enough names before ranking); not a 3 because the sequence is coherent and checks are stated, just not framed as a validate-and-retry loop.

4 / 5

Progressive Disclosure

The skill is a compact (~50-line) self-contained body with no bundle files and no external references; sections are well-organized (Purpose, Signal Logic, Built-In Factors, Parameters, Common Pitfalls, Dependencies, Signal Convention). Per the rubric's simple-skill guidance, a short skill with no need for external references and well-organized sections earns a 5 — nothing is inlined that belongs in a separate file.

5 / 5

Total

17

/

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, domain-distinct, and largely keyword-rich, with a clear articulation of what the skill does. Its main weakness is the absence of an explicit 'Use when...' trigger clause — applicability is only weakly implied by "Suitable for multi-instrument portfolio strategies".

Suggestions

Add an explicit trigger clause, e.g., "Use when the user asks to rank stocks by multiple factors, build a multi-factor (composite-score) portfolio, or combine factors like momentum, value, and quality."

Include common user-facing synonyms such as "factor investing", "stock selection", or "quant strategy" to broaden natural keyword coverage.

Mention the factor calculation step (computing momentum, value, quality factors) so the action list covers the full pipeline, not just standardization through portfolio construction.

DimensionReasoningScore

Specificity

The description 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"), giving several specific actions with minor gaps in coverage — the factor calculation step itself is never mentioned. It falls below the 5 anchor's comprehensive coverage but clearly exceeds the 1-2-action scope of the 3 anchor.

4 / 5

Completeness

The "what" is clear and concrete ("Combines factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction"), but the only "when" is "Suitable for multi-instrument portfolio strategies" — an applicability statement, not an explicit trigger clause. Per the judging guidelines, a missing 'Use when...' clause or equivalent caps completeness at 3; it is not a 4 because the when-guidance is weakly implied rather than explicit, and not a 2 because the what is detailed and a hint of when exists.

3 / 5

Trigger Term Quality

Natural terms a quant user would say are present: "multi-factor", "cross-sectional", "stock ranking", "TopN portfolio", "portfolio strategies", "multi-instrument" — good keyword coverage. A few natural terms/synonyms are missing (e.g., "factor investing", "stock selection", "quant strategy"), which keeps it below the comprehensive 5 anchor and above the sparse 3 anchor.

4 / 5

Distinctiveness Conflict Risk

The multi-factor cross-sectional quant niche is distinct with specific triggers ("cross-sectional", "multi-factor", "TopN") giving minimal conflict risk with unrelated skills. It is not a 5 because "stock ranking"/"portfolio" could overlap with sibling single-factor strategy skills in the same category; it is well above the 3 anchor's generic 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
charliedream1/ai_quant_trade
Reviewed

Table of Contents

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