claude

alpha-a3-streak-leader-relay

Event-driven top-N relay signal from daily A-share streak leaders: ten sub-factors, ICIR-shrinkage weights, rolling IC gate and sentiment filter; research-only candidate finder, not a strategy.

5 on GitHubGPL-3.0updated today02
/

Plugin alpha-a3-streak-leader-relay from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.

What it installs

Skills (3)

  • skill-alpha-a3-streak-leader-relay

    连板龙头接力 Alpha 因子(A3):从全 A 每日三板及以上候选池中识别 T+1 接力的事件型 top-N 信号,十个子因子加 ICIR 收缩重训权重,含滚动 IC gate 与大盘情绪过滤,研究层面的候选发现器而非交易策略。Use when the user wants to compute, calibrate or backtest the streak-leader relay factor or inspect its IC and quantile diagnostics. Research and education only, not investment advice.

  • skill-alpha-a3-streak-leader-relay-production

    读取 A3 连板龙头接力因子的生产 parquet(不在调用时重新计算)。Use when an agent needs to read pre-computed A3 streak-leader relay factor signals from the production parquet.

  • skill-alpha-a3-streak-leader-relay

    A 股连板龙头接力(A3)因子的开发、校准与回测 skill。从每日 ≥3 板候选池中识别 T+1 接力的事件型 top-N 信号,10 子因子(个股截面 8 + 大盘情绪 2),权重可用 ICIR + shrinkage 重训。Use when an agent needs to build, calibrate, validate, or backtest the A3 streak-leader relay factor with rolling IC gate and score-weighted positions.

Subagents (1)

  • portable-loader
View source on GitHub

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