Agent skill

Alpha101

by aAAaqwq in aAAaqwq/AGI-Super-Team

WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包. An agent skill from aAAaqwq/AGI-Super-Team.

MITAuto-check passedData & Analytics

Install Alpha101

skills CLI
$ npx skills add aAAaqwq/AGI-Super-Team --skill alpha101 -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install aAAaqwq/AGI-Super-Team alpha101 --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/aAAaqwq/AGI-Super-Team.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/alpha101 .claude/skills/alpha101 && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
alpha101
GitHub stars
105
Token cost
~588 tokens
SKILL.md length
83 words
Files
5 (incl. scripts, references)
Skills in repo
167
Repo updated
First seen
Licence
MIT

At a glance

WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包. An agent skill from aAAaqwq/AGI-Super-Team.

  • Works in 3 steps: 因子计算 → 因子IC测试 → 单因子回测
  • Formulaic alphas
  • SKILL.md covers 概述, 文件结构, 使用方式 and 因子分类, plus 3 more sections
  • Runs Python scripts from its folder; calls python

What it does

Alpha101 is an agent skill from aAAaqwq/AGI-Super-Team. WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包。 基于Kakushadze (2015) 论文,提供101个价量/波动率/相关性因子的Python/Pandas实现。 Use when: "alpha101", "101因子", "formulaic alphas", "因子回测", "因子IC", "因子筛选", "WorldQuant因子", "价量因子", "alpha因子库".

Its SKILL.md is about 590 tokens, which your agent loads only when the skill is triggered. The skill folder holds 6 other files, including scripts and reference files (for example `references/paper_notes.md`, `scripts/alpha101.py` and `scripts/backtest_alpha.py`).

It sits in Data & Analytics, covering DataFrames. It works with Python and pandas. The repository describes itself as: An installable, cross-framework AI organization: C-suite agents, expert subagents, curated skills, independent review, and one-command setup across 18 AI client/runtime adapters. The licence is MIT.

When your agent uses it

  • Formulaic alphas
  • Tasks that involve DataFrames

Example prompts

  • “alpha101”
  • “formulaic alphas”
  • “WorldQuant因子”
  • “/alpha101”

Requirements

  • Python 3
  • Pre-approved tools (allowed-tools): Read, Write, Edit, Grep, Glob, Bash(python:*)

Workflow steps

3 steps, taken from the step headings in SKILL.md.

  1. 因子计算
  2. 因子IC测试
  3. 单因子回测

What it can do on your machine

Read from SKILL.md and the folder at commit 331ecd3. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves these tools, so the agent can use them without asking each time:

    • Read
    • Write
    • Edit
    • Grep
    • Glob
    • Bash(python:*)

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    Ships 3 files in scripts/ (Python), which the agent can run.

    Shell commands in SKILL.md call:

    • python

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Alpha101 loads about 588 tokens when it runs, and up to ~1.1k if it reads all its reference files. Until then it costs about 58 tokens; SKILL.md has 83 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~58
When it runs · the whole SKILL.md, loaded when a task matches
~588
With references · SKILL.md plus every file in references/, read only if the agent opens them
~1.1k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); the scripts in this folder are not scanned.

SKILL.md

The full file from aAAaqwq/AGI-Super-Team at commit 331ecd3, republished under its MIT licence (© aAAaqwq). 83 words, ~588 tokens.

Download SKILL.mdSave it as .claude/skills/alpha101/SKILL.md (or your agent's skills folder). This skill also uses 4 other files; get the full folder from GitHub.
name
alpha101
description
WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包。 基于Kakushadze (2015) 论文,提供101个价量/波动率/相关性因子的Python/Pandas实现。 Use when: "alpha101", "101因子", "formulaic alphas", "因子回测", "因子IC", "因子筛选", "WorldQuant因子", "价量因子", "alpha因子库".
allowed-tools
Read, Write, Edit, Grep, Glob, Bash(python:*)
version
1.0.0
author
Simons (CQO)

Alpha101 — WorldQuant 101 Formulaic Alphas

概述

Zura Kakushadze 论文《101 Formulaic Alphas》(arXiv:1601.00991) 的完整Python实现。 101个真实量化交易alpha因子,公式即代码。

论文关键数据
  • 平均持仓期: 0.6-6.4天
  • 平均两两相关性: 15.9%
  • 收益与波动率强相关: R ~ σ^0.76

文件结构

skills/alpha101/
├── SKILL.md              ← 本文件
├── scripts/
│   ├── alpha101.py       ← 101个因子函数 + 基础函数库
│   ├── compute_ic.py     ← 因子IC/IR计算
│   └── backtest_alpha.py ← 单因子回测
└── references/
    └── paper_notes.md    ← 论文笔记与函数定义

使用方式

1. 因子计算
python
from scripts.alpha101 import compute_alphas, alpha101

# 输入: date x ticker DataFrame
data = {
    'open': df_open, 'close': df_close, 'high': df_high, 'low': df_low,
    'volume': df_vol, 'vwap': df_vwap, 'returns': df_returns
}

# 计算所有可用因子
alphas = compute_alphas(data)  # dict of alpha_name -> DataFrame

# 单独计算
from scripts.alpha101 import alpha101
a101 = alpha101(df_open, df_close, df_high, df_low)
2. 因子IC测试
bash
python scripts/compute_ic.py --data <path> --output results/
3. 单因子回测
bash
python scripts/backtest_alpha.py --alpha 101 --data <path>

因子分类

类别因子输入
纯价量#1-#47, #49-#55, #60, #61, #71-#74, #84, #88, #101OHLCV + VWAP
行业中性化#48, #56, #58-#59, #63, #67, #69-#70, #76, #79-#82, #87, #89-#91, #93, #97, #100+ 行业分类
复杂参数#57-#99非整数窗口, 混合权重

基础函数速查

rank(x)              截面排名 [0,1]
delay(x,d)           d天前的值
delta(x,d)           当期 - d天前
correlation(x,y,d)   d天滚动相关
scale(x,a=1)         缩放使sum(abs(x))=a
decay_linear(x,d)    线性衰减加权均值
ts_min/ts_max(x,d)   滚动最小/最大
ts_rank(x,d)         时间序列排名
ts_sum/ts_std(x,d)   滚动求和/标准差
adv{d}               d天平均成交额
IndNeutralize(x,ind) 行业中性化

回测注意事项

  1. 交易成本: 论文因子扣除cost后Sharpe才是真Sharpe
  2. 过拟合: 101个因子中部分可能已衰减,需样本外验证
  3. 市场适配:
    • A股: T+1限制,持仓期需调整
    • 加密: 24/7,日频→小时频需改窗口参数
    • Polymarket: 流动性低,部分因子不适用
  4. 行业因子: 需要行业分类映射,加密市场可用板块替代

决策框架

因子计算 → IC/IR筛选(>0.03) → 样本外验证 → 组合构建(低相关等权) → 回测扣费 → 实盘

© aAAaqwq, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 4 other files (scripts, references) in skills/alpha101 of aAAaqwq/AGI-Super-Team.

  • SKILL.md
  • references/paper_notes.md
  • scripts/alpha101.py
  • scripts/backtest_alpha.py
  • scripts/compute_ic.py

Open the folder on GitHubat commit 331ecd3

Compare with similar skills

Alpha101 next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

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Pandas ProJeffallan/claude-skills12k1 repos~1.5kAutomated safety check: PassMIT
Python Executorcortega26/chile-hub1132 repos~1.5kAutomated safety check: PassMIT
Retentioneering Product Analyticsretentioneering/retentioneering-tools925—~1.6kAutomated safety check: PassApache-2.0

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Works with

Questions about Alpha101

What does Alpha101 do?

WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包. An agent skill from aAAaqwq/AGI-Super-Team. Alpha101 is an agent skill from aAAaqwq/AGI-Super-Team. WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包。 基于Kakushadze (2015) 论文,提供101个价量/波动率/相关性因子的Python/Pandas实现。 Use when: "alpha101", "101因子", "formulaic alphas", "因子回测", "因子IC", "因子筛选", "WorldQuant因子", "价量因子", "alpha因子库".

When should I use Alpha101?

Alpha101 fits situations like: formulaic alphas; tasks that involve DataFrames.

How do I install Alpha101 in Claude Code?

Run `npx skills add aAAaqwq/AGI-Super-Team --skill alpha101 -a claude-code`. Or copy the skill folder (skills/alpha101 in aAAaqwq/AGI-Super-Team) into .claude/skills/alpha101 in your project. Claude Code loads it when a task matches its description.

How do I install Alpha101 in Codex?

Run `npx skills add aAAaqwq/AGI-Super-Team --skill alpha101 -a codex`. Or copy the skill folder (skills/alpha101 in aAAaqwq/AGI-Super-Team) into .agents/skills/alpha101 in your project. Codex loads it when a task matches its description.

Can I use Alpha101 in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add aAAaqwq/AGI-Super-Team --skill alpha101 -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/alpha101, .gemini/skills/alpha101, .github/skills/alpha101 and .opencode/skills/alpha101 in your project.

What does Alpha101 need to run?

Going by SKILL.md and its folder, Alpha101 needs Python for the scripts in its folder and the command-line tools its instructions call (python). Our summary lists: Python 3. Its frontmatter pre-approves these tools: Read, Write, Edit, Grep, Glob, Bash(python:*).

Does Alpha101 access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Alpha101 safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. The check reads SKILL.md only: the scripts in the folder are not scanned, so read them before running anything.

What licence does Alpha101 use?

Alpha101 is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Alpha101 use?

About 588 tokens (SKILL.md is roughly 2.4k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 513 tokens, read only when the agent opens those files.

What are the alternatives to Alpha101?

Skills that share tags, products or a category with Alpha101: Chdb Datastore (vemetric/vemetric, 395 stars), CSV Data Summarizer (coffeefuelbump/csv-data-summarizer-claude-skill, 468 stars), Pandas Pro (Jeffallan/claude-skills, 12k stars) and Python Executor (cortega26/chile-hub, 113 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Alpha101?

aAAaqwq (a GitHub user) maintains it in aAAaqwq/AGI-Super-Team, which has 105 GitHub stars. The repository holds 167 skills in this directory. The repository was last updated on October 8, 2026.

Source: aAAaqwq/AGI-Super-Team on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.