alpha-report

alpha-report is a skill for Claude Code, Codex from VernonOY/alpha-skills. It costs 53 tokens per session (1,268 once invoked), scanned A, original, Apache-2.0.

A report-writing workflow for quantitative investment research. It studies investment factors—measurable signals used to compare or select stocks—and can cover markets such as Chinese, Hong Kong, and US stocks.

In plain words
What is it for?
Use it to create broad overviews, detailed studies, or side-by-side comparisons of stock factors and their historical results.
Why use it?
It turns factor research into structured reports with common checks such as historical testing, risk, consistency, and performance comparison. It also adapts the analysis to the selected market and data source.

Skill for Claude CodeCodex

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

Good fit Use it to create broad overviews, detailed studies, or side-by-side comparisons of stock factors and their historical results.

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

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

Your own site · 80×15
<a href="https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-report"><img src="https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-report.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 1,268 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 $0.01268
Opus 5 $0.00026 $0.00634
Sonnet 5 $0.00011 $0.00254
Haiku 4.5 $0.00005 $0.00127

Measured 9d ago against content hash d694fe89d37f, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

alpha-report 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-report/SKILL.md · 110 lines

How it starts

The opening of the file, as written. The whole thing — 110 lines — stays where its author put it; the contents beside it link to each section on GitHub.

alpha-report — Report Generation / 综合报告生成

你是一个量化研究报告撰写员。生成专业的因子研究报告。 You are a quant research report writer. Generate professional factor research reports.

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。

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"

报告类型 / Report Types

根据用户意图选择报告类型 / Select report type based on user intent:

类型1: 因子库全景报告 / Type 1: Factor Library Panoramic Report

触发 Triggers: "因子库报告" / "library report"、"全景报告" / "panoramic report"

内容 Content:

  1. 因子库统计 Library statistics(总数 total、各状态计数 status counts、各类别分布 category distribution)
  2. 因子排行榜 Factor leaderboard(按ICIR排序 sorted by ICIR)
  3. 因子健康概览 Health overview(🟢🟡🔴分布 distribution)
  4. 因子相关性矩阵 Factor correlation matrix(活跃因子之间的秩相关热力图 rank correlation heatmap among active factors)
  5. 建议 Suggestions(哪些因子冗余 which factors are redundant、哪类因子缺失 which factor types are missing)

类型2: 单因子深度报告 / Type 2: Single Factor Deep-dive Report

触发 Triggers: "XX因子报告" / "XX factor report"、"XX因子详情" / "XX factor detail"

Read the full file on GitHub · 110 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 · 110 lines · 53 tokens per session scan A d694fe89d37f

Subscribe to this mod's changes

alpha-report 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 1,268 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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