factor-researcher

Plugin factor-researcher from marketplace factorminer in minihellboy/factorminer. Commands read from the repo's manifest — 26 days ago.

Skills (7)

• factor-backtest

  Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets. Use for the portfolio-level view that single-factor IC does not give. Triggers on "backtest", "composite signal", "combine factors", "long-sh

• factor-benchmark

  Run FactorMiner benchmark workflows — the Table 1 Top-K freeze benchmark, memory and strategy ablations, transaction-cost pressure tests, and the full suite. Use to compare FactorMiner against baselines or to reproduce paper results. Triggers on "benchmark", "ablation", "compare to baseline", "repro

• factor-data

  Validate, resample, and ingest market data for factor mining. Schema-checks OHLCV files (CSV/Parquet/HDF5), resamples bar frequencies, and pulls live data from external MCP connectors (FactSet, Daloopa, Morningstar). Use before any mining run. Triggers on "validate data", "check my dataset", "resamp

• factor-evaluation

  Evaluate a factor library — recompute Information Coefficient (IC), ICIR, win rate, and turnover on held-out data, and surface train→test decay. Use to judge how good a mined library actually is out of sample. Triggers on "evaluate factors", "compute IC", "how good is this library", "factor metrics"

• factor-mining

  Discover alpha factors by running the FactorMiner research engine — the paper-faithful Ralph loop or the enhanced Helix loop (causal validation, regime conditioning, multi-specialist debate, canonicalization). Use to generate a new factor library from a validated dataset. Triggers on "mine factors",

• factor-report

  Generate static reports, tearsheets, and exports from FactorMiner artifacts — markdown/HTML research notes, plots, and library exports (JSON/CSV/formulas). Use to package a finished research run for review. Triggers on "generate report", "factor report", "research note", "tearsheet", "visualize fact

• research-ingestion

  Absorb external research reports/papers into structured, retrievable hypothesis cues via FactorMiner's Report-to-Memory Absorption (RMA) service — an OHLCV-eligibility gate, a mechanism-family classifier, and research-path cues that feed factor generation prompts. Use to turn a report fragment into

Slash commands (7)

• /factor-researcher:backtest

  Combine factors into a composite signal and quintile-backtest it

• /factor-researcher:benchmark

  Run a FactorMiner benchmark — Table 1, ablation, cost pressure, or suite

• /factor-researcher:evaluate

  Evaluate a factor library's out-of-sample IC, ICIR, and decay

• /factor-researcher:mine

  Mine a new alpha-factor library from a market dataset

• /factor-researcher:report

  Generate a research note, plots, and exports from a finished run

• /factor-researcher:screen

  Rank a factor library and return the strongest signals

• /factor-researcher:validate-data

  Validate or fetch a market dataset before mining

Subagents (1)

• factor-researcher

  Runs systematic quantitative alpha-factor research end to end — validates a market dataset, mines a factor library with the FactorMiner engine, evaluates it (IC/ICIR/correlation), backtests a composite signal under transaction costs, benchmarks it against baselines, and packages a research note. Use

MCP servers (12)

• factorminer

  runs: factorminer mcp-serve

• factset

  connects to: https://mcp.factset.com/mcp

• daloopa

  connects to: https://mcp.daloopa.com/server/mcp

• morningstar

  connects to: https://mcp.morningstar.com/mcp

• sp-global

  connects to: https://kfinance.kensho.com/integrations/mcp

• moodys

  connects to: https://api.moodys.com/genai-ready-data/m1/mcp

• mtnewswire

  connects to: https://vast-mcp.blueskyapi.com/mtnewswires

• aiera

  connects to: https://mcp-pub.aiera.com

• lseg

  connects to: https://api.analytics.lseg.com/lfa/mcp

• pitchbook

  connects to: https://premium.mcp.pitchbook.com/mcp

• chronograph

  connects to: https://ai.chronograph.pe/mcp

• egnyte

  connects to: https://mcp-server.egnyte.com/mcp