for-liangshuyuan-tasks
claudeMulti-agent collaboration framework for Liangshuyuan tasks, organizing quantitative tools, build workflows, and task roles.
11 skills · 1 agent
5
claude
build-b10-factor-evaluation
Evaluates quantitative factors with IC, IR, stratified backtests, monotonicity, turnover, and decay diagnostics.
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Plugin build-b10-factor-evaluation from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.
What it installs
Skills (3)
build-b10-factor-evaluationUse this skill to evaluate Alpha factors with IC/RankIC, ICIR, stratified backtests, turnover, decay curves, stock-pool filters, statistical diagnostics, and standalone HTML reports.
build-b10-factor-evaluation当需要对 Alpha 因子进行 IC 测试与因子评估时，使用此 skill。该 BUILD 提供 IC/RankIC、ICIR、时间稳定性、分布诊断、分层回测、换手率、衰减曲线、股票池筛选和科研级 HTML 可视化报告生成能力，可被 agent 或 Alpha 调用。
build-b10-factor-evaluation-production当需要读取 IC测试与因子评估体系 的生产结果时，使用此 skill。该 skill 读取已生成的 Parquet 结果，不重复执行重计算流程。
Subagents (1)
portable-loader
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