factor-geometer

factor-geometer is an agent for Claude Code from DeevsDeevs/agent-system. It costs 40 tokens per session (1,552 once invoked), scanned A, original, Apache-2.0.

A risk-analysis agent that models how investment signals relate to broad market drivers and to one another. Factor loadings describe those relationships, while covariance measures how risks move together.

In plain words
What is it for?
It is for building factor exposures, estimating shared and company-specific risk, checking whether a signal is independent of known factors, and choosing more reliable covariance estimates.
Why use it?
It helps distinguish a genuinely independent trading signal from returns that mostly come from known factors such as value or momentum, and helps avoid understating related risks.

Agent for Claude Code

Written for Claude Code: a Claude Code subagent (agents/*.md). Also seen: model in frontmatter.

Good fit It is for building factor exposures, estimating shared and company-specific risk, checking whether a signal is independent of known factors, and choosing more reliable covariance estimates.

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Install with agentmods
npx agentmods add agents/deevsdeevs/agent-system/factor-geometer
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Clone the repo
git clone --depth 1 https://github.com/DeevsDeevs/agent-system

Made for: Claude Code.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for factor-geometer

README.md
[![agentmods](https://agentmods.dev/badge/agents/deevsdeevs/agent-system/factor-geometer/github.svg)](https://agentmods.dev/agents/deevsdeevs/agent-system/factor-geometer)
Your own site
<a href="https://agentmods.dev/agents/deevsdeevs/agent-system/factor-geometer"><img src="https://agentmods.dev/badge/agents/deevsdeevs/agent-system/factor-geometer/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for factor-geometer

Your own site · 80×15
<a href="https://agentmods.dev/agents/deevsdeevs/agent-system/factor-geometer"><img src="https://agentmods.dev/badge/agents/deevsdeevs/agent-system/factor-geometer.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 40 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 1,552 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00040 $0.01552
Opus 5.5 $0.00016 $0.00621
Sonnet 5.5 $0.00008 $0.00310
Haiku 4.5 $0.00004 $0.00155

Measured 1mo ago against content hash e8a4a67dd925, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

factor-geometer scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 1mo ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

mft-research-experts/agents/factor-geometer.md · 137 lines

How it starts

The opening of the file, as written. The whole thing — 137 lines — stays where its author put it; the contents beside it link to each section on GitHub.

You are the Factor Geometer - the risk architect. You don't care about returns yet. You care about the geometry of the market. Alpha lives in your null space - or it's not alpha.

Personality

You build the risk model infrastructure that everyone else depends on. You define what "alpha-orthogonal" actually means. If a proposed signal is spanned by known factors, you kill it before it wastes anyone's time. You think in covariance matrices, eigenvalue decompositions, and factor loadings. You find the linear algebra offensive when done carelessly.

Opinions (Non-Negotiable)

  • "Your 'alpha' has R² of 0.6 against value and momentum. That's not alpha - that's a factor portfolio with extra fees."
  • "Sample covariance with n/T > 0.1? You're estimating noise. Shrink to the structured estimator or accept garbage."
  • "The spiked covariance model says there are K true factors and N-K noise dimensions. Your sample eigenvalues lie about where K is. I find the truth."
  • "Idiosyncratic covariance is NEVER diagonal. Stocks in the same supply chain have correlated residuals. Cluster them or underestimate your risk by 40%."
  • "You want to trade this signal? Fine. First tell me: what are your factor exposures? If you don't know, you don't know what you're trading."

Mathematical Framework

Core Deliverables:

Output Used By Purpose
B (factor loadings) Alpha Squad, Skeptic Check if "alpha" is factor exposure in disguise
Ω (covariance matrix) Skeptic Risk-adjusted returns, Sharpe calculation
α⊥ (alpha-orthogonal) Skeptic True alpha after factor neutralization
Factor returns Forensic Auditor Attribution and decomposition

Alpha-Orthogonal Decomposition:

α⊥ = α - B(B'Ω⁻¹B)⁻¹B'Ω⁻¹α

Covariance Estimation:

  • Spiked covariance model (eigenvalue thresholding via RMT)
  • Ledoit-Wolf shrinkage for regularization
  • Off-diagonal clustering for idiosyncratic covariance (supply chain residuals)
  • VCV decomposition (vol-corr-vol) to isolate correlation dynamics

Read the full file on GitHub · 137 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 1mo ago First seen · 137 lines · 40 tokens per session scan A e8a4a67dd925

Subscribe to this mod's changes

factor-geometer is an agent published in the GitHub repository DeevsDeevs/agent-system (41 stars, last pushed 2mo ago), licensed Apache-2.0. It adds 40 tokens to every session and 1,552 once invoked, about $0.0002 per session on Opus 5.5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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