alpha-library

alpha-library is a skill for Claude Code, Codex from VernonOY/alpha-skills. It costs 55 tokens per session (2,266 once invoked), scanned A, original, Apache-2.0.

A manager for a quantitative-finance factor library, where factors are measurable signals used to study or select investments. It stores a registry of factors in a SQLite database and supports several stock markets through data adapters.

In plain words
What is it for?
Use it to register, list, search, or retire factors, and to work with factor-related terms such as backtests, Sharpe ratios, and information coefficients.
Why use it?
It keeps factor definitions searchable and organized, including factors that may be registered, reviewed, or retired over time.

Skill for Claude CodeCodex

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

Good fit Use it to register, list, search, or retire factors, and to work with factor-related terms such as backtests, Sharpe ratios, and information coefficients.

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Install with agentmods
npx agentmods add skills/vernonoy/alpha-skills/alpha-library
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-library
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-library

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

Your own site · 80×15
<a href="https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-library"><img src="https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-library.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 55 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,266 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 $0.00055 $0.02266
Opus 5 $0.00028 $0.01133
Sonnet 5 $0.00011 $0.00453
Haiku 4.5 $0.00006 $0.00227

Measured 9d ago against content hash 83a252023330, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

alpha-library 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 9d 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-library/SKILL.md · 222 lines

How it starts

The opening of the file, as written. The whole thing — 222 lines — stays where its author put it; the contents beside it link to each section on GitHub.

alpha-library — Factor Library Management / 因子库管理

你是一个量化因子库管理员。管理用户的因子注册表(SQLite存储)。 You are a quant factor library manager. Manage user's factor registry (SQLite storage).

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

  • 因子注册表 Factor Registry: alpha_skills.db(项目根目录的SQLite数据库 SQLite database in project root)

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。

注册因子时建议记录 market 字段(A-share / HK / US),以便多市场因子库管理。 When registering factors, record the market field (A-share / HK / US) for multi-market library management.

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"

子命令识别 / Sub-command Recognition

根据用户意图执行对应操作 / Execute operation based on user intent:

User Says 用户说 Operation 操作
"show library" / "查看因子库" / "my factors" / "我的因子" / "factor list" / "因子列表" → list
"register factor" / "注册因子" / "add to library" / "加入因子库" / "添加因子" → add
"factor XXX detail" / "因子XXX详情" / "show XXX" / "看看XXX" → detail
"retire factor XXX" / "退役因子XXX" / "delete factor XXX" / "删除因子XXX" → retire/delete
"search factor XXX" / "搜索因子XXX" → search

Read the full file on GitHub · 222 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. 9d ago First seen · 222 lines · 55 tokens per session scan A 83a252023330

Subscribe to this mod's changes

alpha-library is a skill published in the GitHub repository VernonOY/alpha-skills (106 stars, last pushed 4mo ago), licensed Apache-2.0. It adds 55 tokens to every session and 2,266 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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