codex

factor-research

Quantitative research plugins for coding agents: data tools, factor research and strategy lab.

0 on GitHubMITupdated 3 days agoProductivity

Plugin factor-research in ppoak/quanthub-plugins. Commands read from the repo's manifest — 2 days ago.

What it installs

Skills (13)

  • factor-benchmark

    使用脚本比较因子计算批次的耗时与峰值内存，诊断并修复基准失败。

  • factor-calculate

    使用脚本物化因子历史数据，诊断并修复计算失败。

  • factor-compose

    准备因子数据、训练合成模型并保存评分，使用 Factor Evaluate 评估评分目录。

  • factor-design

    设计并维护九节因子 README，记录因子定义、数据口径和研究结果。

  • factor-develop

    用 DuckDB SQL 实现因子生产计算，并用独立 Python 实现复算。

  • factor-evaluate

    评估因子包或已有评分数据，计算 IC、组合收益和相关性，检查结果、绘图并更新研究文档。

  • factor-improve

    检视因子评估结果，围绕 IC、分层和多头收益提出构造改进，并交回设计。

  • factor-protocol

    提供因子共用接口、DuckDB Hive 存储、因子包加载和注册表。

  • factor-publish

    使用脚本发布因子完整评估资产，诊断并修复发布失败。

  • factor-review

    全面审查因子定义与实现，核对数据时点、频率、公式、单位、边界和计算独立性。

  • factor-update

    按项目现有数据增量更新 active 因子，并刷新验证和评估结果。

  • factor-validate

    使用脚本执行因子独立验证，诊断并修复验证失败。

  • factor-workflow

    编排因子从设计、开发、验证到评估、效果改进、发布和生产更新的全流程。

View source on GitHub

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