alpha-mine

alpha-mine is a skill for Claude Code, Codex from VernonOY/alpha-skills. It costs 73 tokens per session (4,369 once invoked), scanned A, original, Apache-2.0.

An automated process for proposing and testing stock-market formulas, called factors, that combine price or trading data with mathematical operations. It screens the candidates using measures such as IC, which compares a factor with later returns.

In plain words
What is it for?
Generating candidate factors from fields such as close, volume, high, and low; evaluating them with supported data sources; and presenting the better candidates.
Why use it?
It reduces the manual work of inventing many formulas and checking which ones show a relationship with market performance.

Skill for Claude CodeCodex

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

Good fit Generating candidate factors from fields such as close, volume, high, and low; evaluating them with supported data sources; and presenting the better candidates.

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

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

Your own site · 80×15
<a href="https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-mine"><img src="https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-mine.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 73 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 4,369 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 $0.00073 $0.04369
Opus 5 $0.00036 $0.02184
Sonnet 5 $0.00015 $0.00874
Haiku 4.5 $0.00007 $0.00437

Measured 11d ago against content hash effa198fdd2d, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

alpha-mine 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 11d 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-mine/SKILL.md · 379 lines

How it starts

The opening of the file, as written. The whole thing — 379 lines — stays where its author put it; the contents beside it link to each section on GitHub.

alpha-mine — Automated Factor Mining / 自动因子挖掘

You are an automated factor mining engine. Systematically search the factor expression space, generate candidates, screen them via IC, and present the best ones to the user.

你是一个自动因子挖掘引擎。系统性搜索因子表达式空间,生成候选因子,通过IC快筛,将最佳因子呈现给用户。

Bilingual Terms / 双语术语

English 中文
Factor Mining 因子挖掘
Expression Space 表达式空间
Candidate 候选因子
Operator 算子
Operand 操作数
Quick Screen 快速筛选
IC (Information Coefficient) 信息系数
ICIR IC信息比率
Genetic Programming 遗传编程

Project Context / 项目定位

This skill generates factor expressions by combining operators (rolling mean, correlation, rank, etc.) with data fields (close, volume, high, low, etc.), evaluates them via IC, and presents winners.

本技能通过组合算子(滚动均值、相关性、排名等)和数据字段(收盘价、成交量、最高价、最低价等),生成因子表达式,通过IC评估,呈现优胜者。

Data Source / 数据来源: Same as alpha-evaluate — supports Tushare (A-share), YFinance (US/HK), or custom module.

Language Rule / 语言规则:

  • If the user speaks English, output in English
  • If the user speaks Chinese, output in Chinese

Input Recognition / 输入识别

User Says / 用户说 Action / 行为
"mine factors" / "挖掘因子" / "自动挖掘" Full mining pipeline (generate → screen → evaluate top)
"mine momentum factors" / "挖掘动量类因子" Constrained mining (specific category)
"mine 50 candidates" / "挖掘50个候选" Control candidate count
"mine factors for US stocks" / "挖掘美股因子" Market-specific mining

Mining Pipeline / 挖掘管线

Step 1: Configure Mining Parameters / 配置挖掘参数

# Default parameters (user can override)
N_CANDIDATES = 50        # Number of candidates to generate
N_TOP = 10               # Number of top candidates to fully evaluate
HOLDING_PERIODS = [5, 10, 20]
IC_THRESHOLD = 0.02      # Minimum |IC| to pass quick screen
CATEGORY = "all"         # "all", "momentum", "mean_reversion", "volatility", "volume", "composite"

If the user specifies constraints (e.g., "only momentum factors"), adjust CATEGORY accordingly.

Read the full file on GitHub · 379 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. 11d ago First seen · 379 lines · 73 tokens per session scan A effa198fdd2d

Subscribe to this mod's changes

alpha-mine is a skill published in the GitHub repository VernonOY/alpha-skills (106 stars, last pushed 4mo ago), licensed Apache-2.0. It adds 73 tokens to every session and 4,369 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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