A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery
Skill Claude CodeCodex
Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets. Use for the portfolio-level view that single-factor IC does not give. Triggers on "backtest", "composite signal", "combine factors", "long-short return"…
Skill Claude CodeCodex
Run FactorMiner benchmark workflows — the Table 1 Top-K freeze benchmark, memory and strategy ablations, transaction-cost pressure tests, and the full suite. Use to compare FactorMiner against baselines or to reproduce paper results. Triggers on "benchmark", "ablation", "compare to baseline", "reproduce table 1"…
Skill Claude CodeCodex
Validate, resample, and ingest market data for factor mining. Schema-checks OHLCV files (CSV/Parquet/HDF5), resamples bar frequencies, and pulls live data from external MCP connectors (FactSet, Daloopa, Morningstar). Use before any mining run. Triggers on "validate data", "check my dataset", "resample", "load market…
Skill Claude CodeCodex
Evaluate a factor library — recompute Information Coefficient (IC), ICIR, win rate, and turnover on held-out data, and surface train→test decay. Use to judge how good a mined library actually is out of sample. Triggers on "evaluate factors", "compute IC", "how good is this library", "factor metrics", "ICIR", "is this…
Skill Claude CodeCodex
Discover alpha factors by running the FactorMiner research engine — the paper-faithful Ralph loop or the enhanced Helix loop (causal validation, regime conditioning, multi-specialist debate, canonicalization). Use to generate a new factor library from a validated dataset. Triggers on "mine factors", "discover…
Skill Claude CodeCodex
Generate static reports, tearsheets, and exports from FactorMiner artifacts — markdown/HTML research notes, plots, and library exports (JSON/CSV/formulas). Use to package a finished research run for review. Triggers on "generate report", "factor report", "research note", "tearsheet", "visualize factors", "export…
Skill Claude CodeCodex
Absorb external research reports/papers into structured, retrievable hypothesis cues via FactorMiner's Report-to-Memory Absorption (RMA) service — an OHLCV-eligibility gate, a mechanism-family classifier, and research-path cues that feed factor generation prompts. Use to turn a report fragment into a research…