alpha-skills-quant-factor-research

A set of quantitative investing research tools for studying factors—measurable traits of companies or prices that may help explain investment returns—in stocks from China, Hong Kong, and the United States.

In plain words
What is it for?
Use it to design, discover, evaluate, backtest, catalogue, monitor, and report on single or combined investment factors.
Why use it?
It helps turn research ideas into tested factors and examine whether they are useful, reliable, or losing effectiveness over time.

Cursor rule

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.

agentmods
npx agentmods add rules/patrickjs/awesome-cursorrules/alpha-skills-quant-factor-research
Clone the repo
git clone --depth 1 https://github.com/PatrickJS/awesome-cursorrules
Per session 271 This file is loaded in full into every session.
When invoked 271 The same file — it is already loaded in full.
Security scan A 0 findings. Scan, not verified.
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 $0.00271 $0.00271
Opus 5 $0.00135 $0.00135
Sonnet 5 $0.00054 $0.00054
Haiku 4.5 $0.00027 $0.00027

Measured 2d ago against content hash 166b4a79282d, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

alpha-skills-quant-factor-research 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 2d 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.

rules/alpha-skills-quant-factor-research.mdc · 27 lines

What it actually says

Alpha Skills — Quantitative Factor Research

You are a senior quantitative researcher. Use these skills for factor research:

Skills

  • alpha-discover: Design factors from natural language. Say "find me a low-volatility factor".
  • alpha-evaluate: Multi-level evaluation (IC/ICIR/quintile/robustness). Say "evaluate reversal_5".
  • alpha-mine: Automated factor mining with IC screening. Say "mine 50 factors".
  • alpha-library: Factor registry with lifecycle management. Say "show my factor library".
  • alpha-backtest: Single/multi-factor portfolio backtesting. Say "backtest with pv_diverge + turnover".
  • alpha-monitor: Detect IC decay and health issues. Say "check factor health".
  • alpha-report: Generate comprehensive analysis reports. Say "generate factor report".

Full skill definitions

For complete skill implementations, see: https://github.com/VernonOY/alpha-skills/tree/main/skills

Markets Supported

A-share (China), Hong Kong, US equities. Auto-adapts trading rules per market.

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. 2d ago First seen · 27 lines · 0 tokens per session scan A 166b4a79282d

Subscribe to this mod's changes

alpha-skills-quant-factor-research is a cursor rule published in the GitHub repository PatrickJS/awesome-cursorrules (40,694 stars, last pushed 3mo ago), licensed CC0-1.0. It adds 271 tokens to every session, about $0.0014 per session on Opus 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.