alpha101

alpha101 is a skill for Claude Code from aAAaqwq/AGI-Super-Team. It costs 114 tokens per session (1,102 once invoked), scanned A, original, MIT.

A Python toolkit implementing 101 formulaic trading factors from a research paper, using market data such as prices, trading volume, VWAP, and returns. A factor is a calculation used to study whether a market pattern relates to future returns.

In plain words
What is it for?
Computing the 101 factors, measuring information coefficients and information ratios, and running single-factor backtests on historical market data.
Why use it?
It provides consistent code for calculating and evaluating a large library of price-and-volume signals instead of implementing each formula separately. It also supports measuring signal quality and testing historical results.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Part of the agi-super-team plugin — 193 skills, 1 agent shipped together

Good fit Computing the 101 factors, measuring information coefficients and information ratios, and running single-factor backtests on historical market data.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/aaaaqwq/agi-super-team/alpha101
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.

Any agent
npx skills add aAAaqwq/AGI-Super-Team --skill alpha101
Clone the repo
git clone --depth 1 https://github.com/aAAaqwq/AGI-Super-Team

Made for: Claude Code.

Or install agi-super-team, the plugin that ships this one along with the rest of its 193 skills, 1 agent.

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 alpha101

README.md
[![agentmods](https://agentmods.dev/badge/skills/aaaaqwq/agi-super-team/alpha101/github.svg)](https://agentmods.dev/skills/aaaaqwq/agi-super-team/alpha101)
Your own site
<a href="https://agentmods.dev/skills/aaaaqwq/agi-super-team/alpha101"><img src="https://agentmods.dev/badge/skills/aaaaqwq/agi-super-team/alpha101/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 alpha101

Your own site · 80×15
<a href="https://agentmods.dev/skills/aaaaqwq/agi-super-team/alpha101"><img src="https://agentmods.dev/badge/skills/aaaaqwq/agi-super-team/alpha101.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 114 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,102 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
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 $0.00114 $0.01102
Opus 5 $0.00057 $0.00551
Sonnet 5 $0.00023 $0.00220
Haiku 4.5 $0.00011 $0.00110

Measured 9d ago against content hash 7d3e2eb9cff7, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

alpha101 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 9d ago.

The scan reads SKILL.md. This mod also ships 3 executable files (scripts/alpha101.py, scripts/backtest_alpha.py, scripts/compute_ic.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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.

skills/alpha101/SKILL.md · 110 lines

What it actually says

Alpha101 — WorldQuant 101 Formulaic Alphas

概述

Zura Kakushadze 论文《101 Formulaic Alphas》(arXiv:1601.00991) 的完整Python实现。 101个真实量化交易alpha因子,公式即代码。

论文关键数据

  • 平均持仓期: 0.6-6.4天
  • 平均两两相关性: 15.9%
  • 收益与波动率强相关: R ~ σ^0.76

文件结构

skills/alpha101/
├── SKILL.md              ← 本文件
├── scripts/
│   ├── alpha101.py       ← 101个因子函数 + 基础函数库
│   ├── compute_ic.py     ← 因子IC/IR计算
│   └── backtest_alpha.py ← 单因子回测
└── references/
    └── paper_notes.md    ← 论文笔记与函数定义

使用方式

1. 因子计算

from scripts.alpha101 import compute_alphas, alpha101

# 输入: date x ticker DataFrame
data = {
    'open': df_open, 'close': df_close, 'high': df_high, 'low': df_low,
    'volume': df_vol, 'vwap': df_vwap, 'returns': df_returns
}

# 计算所有可用因子
alphas = compute_alphas(data)  # dict of alpha_name -> DataFrame

# 单独计算
from scripts.alpha101 import alpha101
a101 = alpha101(df_open, df_close, df_high, df_low)

2. 因子IC测试

python scripts/compute_ic.py --data <path> --output results/

3. 单因子回测

python scripts/backtest_alpha.py --alpha 101 --data <path>

因子分类

类别 因子 输入
纯价量 #1-#47, #49-#55, #60, #61, #71-#74, #84, #88, #101 OHLCV + VWAP
行业中性化 #48, #56, #58-#59, #63, #67, #69-#70, #76, #79-#82, #87, #89-#91, #93, #97, #100 + 行业分类
复杂参数 #57-#99 非整数窗口, 混合权重

基础函数速查

rank(x)              截面排名 [0,1]
delay(x,d)           d天前的值
delta(x,d)           当期 - d天前
correlation(x,y,d)   d天滚动相关
scale(x,a=1)         缩放使sum(abs(x))=a
decay_linear(x,d)    线性衰减加权均值
ts_min/ts_max(x,d)   滚动最小/最大
ts_rank(x,d)         时间序列排名
ts_sum/ts_std(x,d)   滚动求和/标准差
adv{d}               d天平均成交额
IndNeutralize(x,ind) 行业中性化

回测注意事项

  1. 交易成本: 论文因子扣除cost后Sharpe才是真Sharpe
  2. 过拟合: 101个因子中部分可能已衰减,需样本外验证
  3. 市场适配:
    • A股: T+1限制,持仓期需调整
    • 加密: 24/7,日频→小时频需改窗口参数
    • Polymarket: 流动性低,部分因子不适用
  4. 行业因子: 需要行业分类映射,加密市场可用板块替代

决策框架

因子计算 → IC/IR筛选(>0.03) → 样本外验证 → 组合构建(低相关等权) → 回测扣费 → 实盘
Files

What ships with it

4 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

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. 9d ago First seen · 110 lines · 114 tokens per session scan A 7d3e2eb9cff7

Subscribe to this mod's changes

alpha101 is a skill published in the GitHub repository aAAaqwq/AGI-Super-Team (91 stars, last pushed 2d ago), licensed MIT. It adds 114 tokens to every session and 1,102 once invoked, about $0.0006 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.