apm-factor

A stock-market factor calculation based on the difference between overnight returns and daytime returns. A factor is a numeric measure used to compare stocks; here, daily opening and closing prices stand in for the two return periods when finer data is unavailable.

In plain words
What is it for?
Use it to process daily stock bars containing symbols, dates, opening prices, and closing prices, calculate the factor over a chosen lookback window, and return a ranked result with methodology notes.
Why use it?
It provides a defined way to rank a group of stocks by this overnight-versus-daytime return pattern, while stating when the data is only an approximation.

Skill for Claude CodeCodex

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/travisun/opptrix/apm-factor
Any agent
npx skills add Travisun/Opptrix --skill apm-factor
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code, Codex.

Per session 76 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 617 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 $0.00076 $0.00617
Opus 5 $0.00038 $0.00309
Sonnet 5 $0.00015 $0.00123
Haiku 4.5 $0.00008 $0.00062

Measured 3d ago against content hash 0d020584996b, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

apm-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 3d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/apm_factor.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.

packages/agent-skills/builtin/apm-factor/SKILL.md · 61 lines

What it actually says

APM 隔夜/日间因子

方法溯源 开源证券 APM 因子模型。本技能用日频 open/close 代理隔夜与日间收益(无 30 分钟线时诚实降级),截面输出因子排序。

何时使用

用户要看股票集合上隔夜相对日间的收益结构因子。默认网页交付。

边界:正式因子回测用 @skill:factor-research;隔夜网络类另见映射表其他技能。不与 lean-* 合并。

取数与运行

  1. 确认宇宙与回看窗口(默认 20 日)。
  2. 批量取日 K(须含 open、close)→ workspace_write
  3. 运行:
python scripts/apm_factor.py --input data.json --output result.json
  1. create_web 交付排名与口径说明。

输入要点

  • bars[]symbol,date,open,close
  • params.window:默认 20
  • params.methodapm_new(默认,隔夜−日间)| apm_raw

输出解读

  • signal:因子值降序 ranking
  • 值为窗口内(隔夜−日间)t 统计量对累计日收益的截面残差(样本够时)

依赖

仅标准库。无分钟线时已在 assumptions 声明日频代理。

禁止

  • 假装拥有分钟线精度;无 open/close 仍编造
  • 荐股;无 web 交付结束
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. 3d ago First seen · 61 lines · 76 tokens per session scan A 0d020584996b

Subscribe to this mod's changes

apm-factor is a skill published in the GitHub repository Travisun/Opptrix (224 stars, last pushed 5d ago), licensed Apache-2.0. It adds 76 tokens to every session and 617 once invoked, about $0.0004 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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