multi-factor-index-enhance

multi-factor-index-enhance is a skill for Claude Code from Travisun/Opptrix. It costs 77 tokens per session (586 once invoked), scanned A, original, Apache-2.0.

A rule-based stock-selection method that combines several signals, such as recent price momentum and price volatility, to rank stocks in an index or stock pool. It selects the highest-ranked stocks and assigns portfolio weights; without a full risk model, it uses a simpler proxy.

In plain words
What is it for?
Use it to create an illustrative index-enhancement portfolio from stock prices or supplied factor data. It produces selected stocks, their combined scores, and their suggested weights, but not investment advice or live trading instructions.
Why use it?
It provides a repeatable way to combine multiple stock signals instead of relying on one measure or making unsupported claims about advanced risk optimisation. It also makes clear when the available data is incomplete.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to create an illustrative index-enhancement portfolio from stock prices or supplied factor data. It produces selected stocks, their combined scores, and their suggested weights, but not investment advice or live trading instructions.

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Install with agentmods
npx agentmods add skills/travisun/opptrix/multi-factor-index-enhance
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 Travisun/Opptrix --skill multi-factor-index-enhance
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code.

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-index-enhance

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/multi-factor-index-enhance/github.svg)](https://agentmods.dev/skills/travisun/opptrix/multi-factor-index-enhance)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/multi-factor-index-enhance"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/multi-factor-index-enhance/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 multi-factor-index-enhance

Your own site · 80×15
<a href="https://agentmods.dev/skills/travisun/opptrix/multi-factor-index-enhance"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/multi-factor-index-enhance.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 77 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 586 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
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 $0.00077 $0.00586
Opus 5 $0.00039 $0.00293
Sonnet 5 $0.00015 $0.00117
Haiku 4.5 $0.00008 $0.00059

Measured 5d ago against content hash 65bba19dc412, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

multi-factor-index-enhance 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 5d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/multi_factor_index_enhance.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/multi-factor-index-enhance/SKILL.md · 58 lines

What it actually says

多因子指数增强(规则加权)

方法溯源 QuantsPlaybook「多因子指数增强」。核心加权:截面 zscore 合成 → TopN → 截断归一。有 panels.risk_model/cov → full;否则 proxy。

何时使用

要对成分/股票池做多因子合成加权示意。默认网页交付。

边界:完整均值方差用 @skill:lean-mean-variance;行业约束用 @skill:lean-sector-weighting。不与 lean-* 合并。

取数与运行

  1. get_index_constituents + 批量日 K,或写入 panels.factors
  2. workspace_write →:
python scripts/multi_factor_index_enhance.py --input data.json --output result.json

输入

  • bars[]:多标的 close(无 panels.factors 时)
  • panels.factors:可选 [{symbol, date, factors:{name:val}}]
  • paramsmom_window/vol_window/top_n/max_weight

输出

  • signal:选中标的 value(合成分)+ weight
  • meta.data_mode:按是否具备风险模型面板自适应(禁止无条件写死 degraded)

依赖

仅标准库。

禁止

  • 假装有完整风险归因/约束优化
  • 荐股或实盘仓位指令
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. 5d ago First seen · 58 lines · 77 tokens per session scan A 65bba19dc412

Subscribe to this mod's changes

multi-factor-index-enhance is a skill published in the GitHub repository Travisun/Opptrix (231 stars, last pushed yesterday), licensed Apache-2.0. It adds 77 tokens to every session and 586 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 2026-09-03.

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