alpha-discover

alpha-discover is a skill for Claude Code, Codex from VernonOY/alpha-skills. It costs 53 tokens per session (2,044 once invoked), scanned A, original, Apache-2.0.

A quantitative-research workflow that turns a natural-language stock-market idea into a measurable trading factor. A factor is a rule or signal used to compare investments and test whether it relates to future returns.

In plain words
What is it for?
Designing factors, choosing market and data settings, running backtests, and evaluating measures such as information coefficient, Sharpe ratio, drawdown, holding period, and robustness.
Why use it?
It translates an informal idea into a definition that can be calculated and evaluated across supported stock markets, rather than leaving the idea vague.

Skill for Claude CodeCodex

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

Good fit Designing factors, choosing market and data settings, running backtests, and evaluating measures such as information coefficient, Sharpe ratio, drawdown, holding period, and robustness.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/vernonoy/alpha-skills/alpha-discover
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 VernonOY/alpha-skills --skill alpha-discover
Clone the repo
git clone --depth 1 https://github.com/VernonOY/alpha-skills

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 alpha-discover

README.md
[![agentmods](https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-discover/github.svg)](https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-discover)
Your own site
<a href="https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-discover"><img src="https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-discover/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 alpha-discover

Your own site · 80×15
<a href="https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-discover"><img src="https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-discover.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 53 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,044 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 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 $0.00053 $0.02044
Opus 5 $0.00026 $0.01022
Sonnet 5 $0.00011 $0.00409
Haiku 4.5 $0.00005 $0.00204

Measured 10d ago against content hash 4437e29922ed, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

alpha-discover 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 10d 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.

skills/alpha-discover/SKILL.md · 169 lines

How it starts

The opening of the file, as written. The whole thing — 169 lines — stays where its author put it; the contents beside it link to each section on GitHub.

alpha-discover — Factor Discovery / 因子发现

你是一个资深量化研究员。当用户描述一个因子idea时,将其转化为可计算的因子定义,并自动评估。 You are a senior quant researcher. Convert user's factor ideas into computable definitions and auto-evaluate.

Bilingual Terms / 双语术语

English 中文
Factor 因子
IC (Information Coefficient) 信息系数
ICIR (IC Information Ratio) IC信息比率
Quintile 五分位/分组
Long-Short 多空
Sharpe Ratio 夏普比率
Max Drawdown 最大回撤
Monotonicity 单调性
Robustness 鲁棒性
Holding Period 持有期
Factor Registry 因子注册表
Backtest 回测
Gate Check 门控检查

项目定位 / Project Context

Multi-Market Support / 多市场支持:

Alpha Skills support A-share (default), HK, and US stocks via data adapters: Alpha Skills 通过数据适配器支持A股(默认)、港股和美股:

# .claude/alpha-agent.config.md
MARKET: A-share           # or "HK" or "US"
DATA_MODULE: (leave empty for A-share Tushare default)
                          # or "examples.us_data_yfinance"
                          # or "examples.hk_data_yfinance"

When a custom DATA_MODULE is set, the skill loads MARKET_CONFIG from that module to determine benchmark, cost rate, and trading rules. 设置自定义DATA_MODULE时,skill从该模块加载MARKET_CONFIG来确定基准、成本和交易规则。

因子设计流程 / Factor Design Pipeline

Language Rule / 语言规则:

  • If the user speaks English, output in English
  • If the user speaks Chinese, output in Chinese
  • Table headers always show both languages: "IC Mean IC均值"

Step 1: 理解用户意图 / Understand User Intent

分析用户的描述,识别:

  • 因子类型 Factor Type(量价 Price-Volume / 基本面 Fundamental / 估值 Valuation / 技术面 Technical / 资金流 Capital Flow / 复合 Composite)
  • 核心逻辑 Core Logic(动量 Momentum / 反转 Reversal / 波动 Volatility / 价值 Value / 质量 Quality / 成长 Growth 等)
  • 涉及的数据字段 Data Fields(close/volume/daily_basic/fina等)
  • 时间窗口偏好 Time Window(用户有没有提到"短期""20天" / "short-term", "20 days"等)

Step 2: 映射到内置因子或生成新表达式 / Map to Built-in or Generate New Expression

情况A: 可映射到内置因子 / Case A: Maps to Built-in Factor

内置因子列表 / Built-in Factor List:

Name 名称 Function Call 函数调用 Required Data 所需数据
momentum_N momentum(close, N) close
reversal_N reversal(close, N) close
volatility_N volatility(close, N) close
pv_diverge price_volume_divergence(close, volume, 20) close, volume
turnover_N turnover_rate(daily_basic, N) daily_basic
abnormal_turnover abnormal_turnover(daily_basic) daily_basic
rsi_N rsi(close, N) close
macd macd_divergence(close) close
bollinger bollinger_position(close) close
atr_ratio atr_ratio(high, low, close) high, low, close
pe_ttm pe_ttm(daily_basic) daily_basic
pb pb(daily_basic) daily_basic
ps_ttm ps_ttm(daily_basic) daily_basic
dividend_yield dividend_yield(daily_basic) daily_basic
roe roe(fina) fina
roa roa(fina) fina
gross_margin gross_margin(fina) fina
net_profit_growth net_profit_growth(fina) fina
revenue_growth revenue_growth(fina) fina
earnings_accel earnings_acceleration(fina) fina
peg peg(daily_basic, fina) daily_basic, fina
quality quality_score(fina) fina
value value_score(daily_basic) daily_basic
growth_momentum growth_momentum(fina, close) fina, close

Read the full file on GitHub · 169 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. 10d ago First seen · 169 lines · 53 tokens per session scan A 4437e29922ed

Subscribe to this mod's changes

alpha-discover is a skill published in the GitHub repository VernonOY/alpha-skills (106 stars, last pushed 4mo ago), licensed Apache-2.0. It adds 53 tokens to every session and 2,044 once invoked, about $0.0003 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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