multi-factor

multi-factor is a skill for Claude Code, Codex from HKUDS/Vibe-Trading. It costs 38 tokens per session (961 once invoked), scanned A, original, MIT.

A stock-ranking method that scores many stocks at the same time using measures such as momentum, value, quality, volatility, and trading volume. A factor is simply a measurable trait used to compare investments.

In plain words
What is it for?
Use it to standardise factor values, combine them into scores, rank stocks, and build a portfolio from the highest-ranked names.
Why use it?
It turns several different measurements into one ranking, making it easier to select a group of stocks systematically.

Skill for Claude CodeCodex

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

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 · 32,636 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.

agentmods
npx agentmods add skills/hkuds/vibe-trading/multi-factor
Any agent
npx skills add HKUDS/Vibe-Trading --skill multi-factor
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 multi-factor

README.md
[![agentmods](https://agentmods.dev/badge/skills/hkuds/vibe-trading/multi-factor.svg)](https://agentmods.dev/skills/hkuds/vibe-trading/multi-factor)
Your own site
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/multi-factor"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/multi-factor.svg" alt="Measured on agentmods" height="20"></a>
Per session 38 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 961 The whole file, excluding the scripts and references it only reads on demand.
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 5.1 $0.00038 $0.00961
Opus 5 $0.00019 $0.00481
Sonnet 5 $0.00008 $0.00192
Haiku 4.5 $0.00004 $0.00096

Measured 6d ago against content hash 15de8ecafdb6, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-06, from the pricing page.

Security

Grade A, and why

multi-factor 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 6d ago.

The scan reads SKILL.md. This mod also ships 2 executable files (example_signal_engine.py, zoo_signal_engine.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.

Origin

Copies of this mod

1 near-identical copy found in the catalogue:

agent/src/skills/multi-factor/SKILL.md · 79 lines

How it starts

The opening of the file, as written. The whole thing — 79 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Multi-Factor Cross-Sectional Stock Ranking

Purpose

On the same time cross-section, compute multiple factor values for many stocks, standardize them, combine them into a composite score, and select the top-ranked stocks to build a portfolio.

Signal Logic

  1. Factor calculation: calculate N factors for each stock (such as momentum, value, and quality)
  2. Cross-sectional standardization: standardize each factor on the cross-section with Z-score normalization (subtract mean, divide by standard deviation)
  3. Composite scoring: sum the factors with equal weights (or custom weights) to obtain a composite score
  4. Rank and select: go long the TopN names, with weight = 1/N for each

Built-In Factors

Factor Name Calculation Method Direction
momentum Return over the past N days Positive (higher is better)
reversal Return over the past 5 days Negative (lower is better)
volatility Standard deviation of returns over the past N days Negative (lower is better)
volume_ratio Today's volume / N-day average volume Positive

If extra_fields are available (China A-shares), you can also add:

  • pe_factor: 1/PE (the larger, the cheaper)
  • pb_factor: 1/PB
  • roe_factor: ROE (the larger, the better)

Parameters

Parameter Default Description
momentum_window 20 Momentum lookback window
vol_window 20 Volatility lookback window
top_n 3 Number of selected stocks
rebalance_freq 20 Rebalancing frequency (trading days)

Common Pitfalls

  • Cross-sectional standardization requires at least 3 stocks, otherwise Z-scores are meaningless
  • Keep the previous signal unchanged between rebalance dates (do not rerank every day)
  • Factors have different directions: momentum is positively sorted, volatility is negatively sorted, so directions must be aligned before standardization
  • Portfolio weights must be normalized: each TopN stock gets 1/N, all others get 0

Read the full file on GitHub · 79 lines

Files

What ships with it

2 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. 6d ago First seen · 79 lines · 38 tokens per session scan A 15de8ecafdb6

Subscribe to this mod's changes

multi-factor is a skill published in the GitHub repository HKUDS/Vibe-Trading (32,636 stars, last pushed yesterday), licensed MIT. It adds 38 tokens to every session and 961 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.

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