factor-research

factor-research is a skill for Claude Code, Codex from skloxo/TideTrading. It costs 32 tokens per session (1,766 once invoked), scanned A, a copy of factor-research, MIT.

A research framework for testing whether measurable stock characteristics—called factors, such as value, momentum, quality, or volatility—help predict future returns. It uses statistical tests and grouped stock backtests to evaluate them.

In plain words
What is it for?
Use it to test single factors, compare factors across industries and markets, study factor decay, choose factor weights, and combine effective factors.
Why use it?
It helps distinguish factors that appear useful from those that only look good by chance, and shows how their usefulness changes over different holding periods or markets.

Skill for Claude CodeCodex

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

Good fit Use it to test single factors, compare factors across industries and markets, study factor decay, choose factor weights, and combine effective factors.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/skloxo/tidetrading/factor-research
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 skloxo/TideTrading --skill factor-research
Clone the repo
git clone --depth 1 https://github.com/skloxo/TideTrading

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/skloxo/tidetrading/factor-research/github.svg)](https://agentmods.dev/skills/skloxo/tidetrading/factor-research)
Your own site
<a href="https://agentmods.dev/skills/skloxo/tidetrading/factor-research"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/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/skloxo/tidetrading/factor-research"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/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 1,766 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.
Origin 88% copy Near-identical to another mod 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 $0.01766
Opus 5 $0.00016 $0.00883
Sonnet 5 $0.00006 $0.00353
Haiku 4.5 $0.00003 $0.00177

Measured 8d ago against content hash df5e90c3fb39, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, 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 8d 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

This is a copy

88% identical to factor-research — 4 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

agent/src/skills/factor-research/SKILL.md · 157 lines

How it starts

The opening of the file, as written. The whole thing — 157 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 · 157 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. 8d ago First seen · 157 lines · 32 tokens per session scan A df5e90c3fb39

Subscribe to this mod's changes

factor-research is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed yesterday), licensed MIT. It adds 32 tokens to every session and 1,766 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. It is 88% identical to factor-research, differing in 4 lines, and is treated as a copy.

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