Agent skill

Alpha Discover

by VernonOY in VernonOY/alpha-skills

Factor discovery. An agent skill from VernonOY/alpha-skills.

Apache-2.0Auto-check passedBusiness, Finance & HR

Install Alpha Discover

skills CLI
$ npx skills add VernonOY/alpha-skills --skill alpha-discover -a claude-code

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

GitHub CLI
$ gh skill install VernonOY/alpha-skills alpha-discover --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/VernonOY/alpha-skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/alpha-discover .claude/skills/alpha-discover && 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
alpha-discover
GitHub stars
117
Token cost
~1.6k tokens
SKILL.md length
512 words
Files
1
Skills in repo
9
Repo updated
First seen
Licence
Apache-2.0

At a glance

Factor discovery. An agent skill from VernonOY/alpha-skills.

  • Works in 4 steps: 理解用户意图 / Understand User Intent → 映射到内置因子或生成新表达式 / Map to Built-in or… → 展示设计结果 / Present Design Result → …
  • Tasks that involve Trading and backtesting
  • SKILL.md covers Bilingual Terms / 双语术语, 项目定位 / Project Context, 因子设计流程 / Factor Design Pipeline and 复合因子设计 / Composite Factor Design, plus 1 more section
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Alpha Discover is an agent skill from VernonOY/alpha-skills. Factor discovery. Design factors from natural language descriptions. 因子发现。根据自然语言描述设计因子。 Triggers: "design a factor", "find a factor", "帮我找一个因子", "设计因子"

Its SKILL.md is about 1.6k tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

It sits in Business, Finance & HR, covering Trading and backtesting. The repository describes itself as: Quantitative factor research skills for AI coding assistants. The licence is Apache-2.0.

When your agent uses it

  • Tasks that involve Trading and backtesting

Example prompts

  • “design a factor”
  • “find a factor”
  • “帮我找一个因子”
  • “/alpha-discover”

Requirements

  • Python 3

Workflow steps

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

  1. 理解用户意图 / Understand User Intent
  2. 映射到内置因子或生成新表达式 / Map to Built-in or Generate New Expression
  3. 展示设计结果 / Present Design Result
  4. 用户确认后自动评估 / Auto-evaluate After Confirmation

What it can do on your machine

Read from SKILL.md and the folder at commit f58f80a. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md (its code samples are markdown and 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

Alpha Discover loads about 1.6k tokens when it runs. Until then it costs about 42 tokens; SKILL.md has 512 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~42
When it runs · the whole SKILL.md, loaded when a task matches
~1.6k

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); files beside SKILL.md are not scanned.

SKILL.md

The full file from VernonOY/alpha-skills at commit f58f80a, republished under its Apache-2.0 licence (© VernonOY). 512 words, ~1,574 tokens.

Download SKILL.mdSave it as .claude/skills/alpha-discover/SKILL.md (or your agent's skills folder).
name
alpha-discover
description
Factor discovery. Design factors from natural language descriptions. 因子发现。根据自然语言描述设计因子。 Triggers: "design a factor", "find a factor", "帮我找一个因子", "设计因子"

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:

markdown
# .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_Nmomentum(close, N)close
reversal_Nreversal(close, N)close
volatility_Nvolatility(close, N)close
pv_divergeprice_volume_divergence(close, volume, 20)close, volume
turnover_Nturnover_rate(daily_basic, N)daily_basic
abnormal_turnoverabnormal_turnover(daily_basic)daily_basic
rsi_Nrsi(close, N)close
macdmacd_divergence(close)close
bollingerbollinger_position(close)close
atr_ratioatr_ratio(high, low, close)high, low, close
pe_ttmpe_ttm(daily_basic)daily_basic
pbpb(daily_basic)daily_basic
ps_ttmps_ttm(daily_basic)daily_basic
dividend_yielddividend_yield(daily_basic)daily_basic
roeroe(fina)fina
roaroa(fina)fina
gross_margingross_margin(fina)fina
net_profit_growthnet_profit_growth(fina)fina
revenue_growthrevenue_growth(fina)fina
earnings_accelearnings_acceleration(fina)fina
pegpeg(daily_basic, fina)daily_basic, fina
qualityquality_score(fina)fina
valuevalue_score(daily_basic)daily_basic
growth_momentumgrowth_momentum(fina, close)fina, close

如果用户描述能映射到内置因子,告知用户并建议直接评估。 If the description maps to a built-in factor, inform the user and suggest direct evaluation.

Show full SKILL.md (196 more words)Show less

情况B: 需要设计新因子 / Case B: New Factor Needed

使用现有算子组合生成Python代码。可用的基础操作 / Available base operations:

  • close.pct_change(N) — N-day return / N日收益率
  • close.rolling(N).mean() — N-day moving average / N日均线
  • close.rolling(N).std() — N-day volatility / N日波动率
  • close.rolling(N).corr(volume) — Rolling correlation / 滚动相关性
  • close.ewm(span=N).mean() — Exponential moving average / 指数移动平均
  • close.diff(N) — N-day change / N日变化量
  • close.rank(axis=1, pct=True) — Cross-sectional rank / 截面排名

生成的因子代码应遵循约定 / Generated factor code conventions:

  • 输入 Input: DataFrame (index=日期 date, columns=股票代码 stock code)
  • 输出 Output: DataFrame (同格式 same format, 值越大越看好 higher=more bullish)
  • 如原始含义"越小越好",取负 / If lower is better, negate
Step 3: 展示设计结果 / Present Design Result

输出格式 / Output Format:

📐 Factor Design / 因子设计

Name 名称: <factor_name>
Category 类别: <Price-Volume 量价 / Fundamental 基本面 / Valuation 估值 / Composite 复合>
Logic 逻辑: <one-sentence economic intuition / 一句话解释因子经济直觉>
Expression 表达式: <Python code or built-in function call>
Required Data 所需数据: <close/volume/daily_basic/fina>

Evaluate this factor? / 是否评估这个因子?
Step 4: 用户确认后自动评估 / Auto-evaluate After Confirmation

如果用户确认要评估,按照 alpha-evaluate skill 的流程执行完整评估。 If the user confirms, run the full evaluation pipeline per alpha-evaluate skill.

复合因子设计 / Composite Factor Design

当用户要求"结合多个维度"或"综合因子" / When user asks for "combine multiple dimensions" or "composite factor":

  1. 选择2-4个子因子 / Select 2-4 sub-factors
  2. 各子因子截面标准化 / Cross-sectional standardize each (standardize())
  3. 加权求和(默认等权,可调整)/ Weighted sum (equal weight by default, adjustable)
  4. 生成Python代码示例 / Generate Python code example

示例 / Example:

python
# 因子函数和预处理函数定义参见 alpha-evaluate skill(自包含,无外部依赖)
# Factor and preprocessing function definitions: see alpha-evaluate skill (self-contained, no external deps)

# def reversal(close, period=5): return -close.pct_change(period)
# def price_volume_divergence(close, volume, period=20): ...
# def rsi(close, period=14): ...
# def standardize(df, mad_n=5): ...

f1 = standardize(reversal(close, 5))
f2 = standardize(price_volume_divergence(close, volume, 20))
f3 = standardize(rsi(close, 14))
composite = 0.4 * f1 + 0.4 * f2 + 0.2 * f3

注意事项 / Notes

  1. 始终解释因子的经济直觉 / Always explain the economic intuition(为什么这个因子可能有效 / why this factor might work)
  2. 警告潜在的陷阱 / Warn about pitfalls(如未来函数 look-ahead bias、过拟合风险 overfitting risk)
  3. 基本面因子必须使用ann_date对齐 / Fundamental factors must align by ann_date(项目已处理 handled by project)
  4. 如果用户描述太模糊,追问细节 / If description is too vague, ask for details
  5. 建议先用内置因子,再考虑自定义 / Suggest built-in factors before custom ones

© VernonOY, Apache-2.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in skills/alpha-discover of VernonOY/alpha-skills.

Open the folder on GitHubat commit f58f80a

Compare with similar skills

Alpha Discover 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.

Alpha Discover compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Alpha Discover this skillVernonOY/alpha-skills117—~1.6kAutomated safety check: PassApache-2.0
Tushare Datazillionare/zillionare3212 repos~2.3kAutomated safety check: PassNone
Tradingview MCPatilaahmettaner/tradingview-mcp5k—~1.3kAutomated safety check: PassMIT
Digital Oraclekomako-workshop/digital-oracle875—~5.9kAutomated safety check: PassMIT
Polyclawchainstacklabs/polyclaw3591 repos~2kAutomated safety check: PassApache-2.0
Markdownfacioquo/stock-indicators-dotnet1.2k—~812Automated safety check: PassApache-2.0

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Questions about Alpha Discover

What does Alpha Discover do?

Factor discovery. An agent skill from VernonOY/alpha-skills. Alpha Discover is an agent skill from VernonOY/alpha-skills. Factor discovery.

When should I use Alpha Discover?

Alpha Discover fits situations like: tasks that involve Trading and backtesting.

How do I install Alpha Discover in Claude Code?

Run `npx skills add VernonOY/alpha-skills --skill alpha-discover -a claude-code`. Or copy the skill folder (skills/alpha-discover in VernonOY/alpha-skills) into .claude/skills/alpha-discover in your project. Claude Code loads it when a task matches its description.

How do I install Alpha Discover in Codex?

Run `npx skills add VernonOY/alpha-skills --skill alpha-discover -a codex`. Or copy the skill folder (skills/alpha-discover in VernonOY/alpha-skills) into .agents/skills/alpha-discover in your project. Codex loads it when a task matches its description.

Can I use Alpha Discover 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 VernonOY/alpha-skills --skill alpha-discover -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/alpha-discover, .gemini/skills/alpha-discover, .github/skills/alpha-discover and .opencode/skills/alpha-discover in your project.

What does Alpha Discover need to run?

SKILL.md names no scripts, command-line tools or credentials: Alpha Discover is instructions for the agent only. Our summary lists: Python 3.

Does Alpha Discover 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 Alpha Discover 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. Review the folder before installing.

What licence does Alpha Discover use?

Alpha Discover is published under the Apache-2.0 licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Alpha Discover use?

About 1.6k tokens (SKILL.md is roughly 6.3k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Alpha Discover?

Skills that share tags, products or a category with Alpha Discover: Tushare Data (zillionare/zillionare, 321 stars), Tradingview MCP (atilaahmettaner/tradingview-mcp, 5k stars), Digital Oracle (komako-workshop/digital-oracle, 875 stars) and Polyclaw (chainstacklabs/polyclaw, 359 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Alpha Discover?

VernonOY (a GitHub user) maintains it in VernonOY/alpha-skills, which has 117 GitHub stars. The repository holds 9 skills in this directory. The repository was last updated on April 14, 2026.

Source: VernonOY/alpha-skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.