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.
npx agentmods add skills/skloxo/tidetrading/multi-factornpx skills add skloxo/TideTrading --skill multi-factorgit clone --depth 1 https://github.com/skloxo/TideTradingWrote 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.
[](https://agentmods.dev/skills/skloxo/tidetrading/multi-factor)<a href="https://agentmods.dev/skills/skloxo/tidetrading/multi-factor"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/multi-factor.svg" alt="Measured on agentmods" height="20"></a>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.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5 | $0.00038 | $0.00961 |
| Opus 5 | $0.00019 | $0.00481 |
| Sonnet 5 | $0.00008 | $0.00192 |
| Haiku 4.5 | $0.00004 | $0.00096 |
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 4d 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.
This is a copy
100% identical to multi-factor — 0 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.
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
- Factor calculation: calculate N factors for each stock (such as momentum, value, and quality)
- Cross-sectional standardization: standardize each factor on the cross-section with Z-score normalization (subtract mean, divide by standard deviation)
- Composite scoring: sum the factors with equal weights (or custom weights) to obtain a composite score
- 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/PBroe_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
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.
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.
- 4d ago First seen · 79 lines · 38 tokens per session scan A 15de8ecafdb6
multi-factor is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed 4d ago), 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. It is 100% identical to multi-factor, differing in 0 lines, and is treated as a copy.
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