factor-research

factor-research is a skill for Claude Code, Codex from HKUDS/Vibe-Trading. It costs 32 tokens per session (1,889 once invoked), scanned A, original, MIT.

A framework for testing whether investment signals help predict which instruments will perform better. It uses statistical comparisons and grouped historical tests.

In plain words
What is it for?
Use it to test single or combined factors, compare their results across markets or industries, study how quickly their effect fades, and choose factor weights.
Why use it?
It helps distinguish useful signals from factors that look promising but do not consistently explain differences in future returns.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to test single or combined factors, compare their results across markets or industries, study how quickly their effect fades, and choose factor weights.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/hkuds/vibe-trading/factor-research
About the project

Vibe-Trading is a personal trading agent that gives an AI system tools for market analysis, algorithmic trading, backtesting, and related workflows. It is for users who want an agent to research and evaluate trading strategies or manage simulated and other trading activities. The catalogue contains skills that expose these trading capabilities to compatible agents.

HKUDS/Vibe-Trading · 33,085 stars · on GitHub · vibetrading.wiki

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 HKUDS/Vibe-Trading --skill factor-research
Clone the repo
git clone --depth 1 https://github.com/HKUDS/Vibe-Trading

Made for: Claude Code, Codex.

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-research

README.md
[![agentmods](https://agentmods.dev/badge/skills/hkuds/vibe-trading/factor-research/github.svg)](https://agentmods.dev/skills/hkuds/vibe-trading/factor-research)
Your own site
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/factor-research"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/factor-research/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-research

Your own site · 80×15
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/factor-research"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/factor-research.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 32 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,889 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. ✓ AI security review Fable 5.1 · 6 Sept 2026 📄 Read the review Third-party audits
  • Snyk pass 7 Sept 2026
  • 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 $0.00032 $0.01889
Opus 5 $0.00016 $0.00945
Sonnet 5 $0.00006 $0.00378
Haiku 4.5 $0.00003 $0.00189

Measured 10d ago against content hash 52451596b94f, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

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 10d 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.

Origin

Copies of this mod

1 near-identical copy found in the catalogue:

agent/src/skills/factor-research/SKILL.md · 161 lines

How it starts

The opening of the file, as written. The whole thing — 161 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Factor Research Framework

Purpose

Systematically evaluates the predictive power of single or multiple factors. Uses IC/IR statistical tests and quantile backtests to determine whether a factor has stock-selection power, and to guide factor screening and combination.

Applicable scenarios:

  • Single-factor validity testing (momentum, value, quality, volatility, and more)
  • Determining weights for multi-factor combination
  • Factor decay analysis (IC changes across different holding periods)
  • Comparing factor differences across industries and markets

Workflow

  1. Calculate factor values: compute factor exposures for each instrument on the cross-section, and output a factor CSV (index=date, columns=codes)
  2. Calculate returns: compute each instrument's forward N-day return, and output a return CSV (same structure)
  3. Call the factor_analysis tool: pass in the factor CSV, return CSV, and output directory
  4. Interpret the results: judge factor validity based on IC/IR criteria and quantile backtest results
  5. Factor screening / combination: keep effective factors and combine them with equal weights or IC-based weights

Key point: the rows (dates) and columns (instrument codes) of the factor CSV and return CSV must align exactly. Returns must be forward returns after the factor-observation date (to avoid look-ahead bias).

factor_analysis Tool Parameters

Parameter Type Required Default Description
factor_csv string Yes - Path to the factor-value CSV
return_csv string Yes - Path to the return CSV
output_dir string Yes - Output directory for results
n_groups integer No 5 Number of quantile groups

Output Files

File Contents
ic_series.csv Daily IC series
ic_summary.json IC mean, IC standard deviation, IR, proportion of IC > 0
group_equity.csv Cumulative equity curves for each quantile group

Read the full file on GitHub · 161 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. 10d ago First seen · 161 lines · 32 tokens per session scan A 52451596b94f

Subscribe to this mod's changes

factor-research is a skill published in the GitHub repository HKUDS/Vibe-Trading (33,085 stars, last pushed today), licensed MIT. It adds 32 tokens to every session and 1,889 once invoked, about $0.0002 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.

Related

Other skills, from other repositories

hyperliquid

Use when backtesting, deploying, checking funding readiness, or debugging a Hyperliquid strategy through Superior Trade Unified API — writing Freqtrade configs and strategy code, running sweeps, checking managed-wallet balances, trading HIP-3 perps, or diagnosing a deployment that will not start or trade.

Superior-Trade/superior-skills · 64 tokens

polymarket

Use when the user wants to trade, research, or backtest Polymarket prediction markets through Superior Trade — finding markets by slug or event URL, placing a single immediate market order, writing NautilusTrader strategies, running filled-data backtests, funding pUSD, or deploying and monitoring a live Polymarket…

Superior-Trade/superior-skills · 68 tokens

backtesting

Use when running, interpreting, or designing backtests on Superior Trade — anything about backtest windows, trade-count thresholds, exit-reason mix, parameter sweeps, walk-forward validation, zero-trade diagnosis, compute-cost estimation, or "is this backtest result trustworthy?". Pair with the relevant strategy…

Superior-Trade/superior-skills · 73 tokens

fees-optimizations

Use when the user asks about fees, fee optimization, slippage, maker vs taker, post-only or ALO orders, fee tiers, builder code fees, effective spread, order pricing, lowering trading costs, or why a live Hyperliquid Freqtrade strategy underperforms its backtest. Also use proactively for high-turnover designs (5m or…

Superior-Trade/superior-skills · 94 tokens

aerodrome

Use when creating, validating, backtesting, deploying, sizing, or troubleshooting Aerodrome/Base spot trading strategies through the Superior Trade API, especially Freqtrade configs using exchange.name "aerodrome", AERO/USDC or CHECK/USDC pairs, AMM market swaps, wallet/gas balance checks, no-orderbook pricing, or…

Superior-Trade/superior-skills · 83 tokens

basis-arb

Use when the user asks for spot-perp basis trade, basis arbitrage, cash-and-carry, perp discount, or any setup that reads the spot–perp basis as a positioning signal. Long-perp leg only — pure two-leg basis arb requires a paired spot short (or long) which Freqtrade can't run cleanly. The strategy below captures the…

Superior-Trade/superior-skills · 87 tokens