ml4t-factor-research SKILL.md skillA
ml4t-factor-research from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add ml4t/skills/ml4t-factor-research@git:20260901.297789fPins git:20260901.297789f in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
workflows/factor-research/SKILL.md- Versions recorded
- 3
- Latest version
- git:20260901.297789f, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,747 bytes
- Repository stars
- 41
- License
- Apache-2.0
Systematic factor research from hypothesis through IC analysis, decay profiling, and capacity assessment. Use when developing a new alpha factor end-to-end.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# Factor Research Workflow
Testing one factor on one period and deploying is data mining. Systematic factor research requires IC significance, stability across subperiods, decay profiling, and capacity estimation before any factor enters a model.
## The Problem
A researcher computes 12-month momentum, sees rank IC of 0.04, and adds it to
the model. Six months later the factor collapses because the original test
never checked significance, stability, decay, or capacity.
## The Pattern
### WRONG
```python
# Test one factor, one period, deploy on a single positive number
from scipy.stats import spearmanr
factor = prices.pct_change(252) # 12-month momentum
fwd_ret = prices.pct_change(21).shift(-21) # 1-month forward return
ic, _ = spearmanr(factor.dropna(), fwd_ret.dropna())
print(f"IC: {ic:.3f}") # 0.04 - looks good, ship it
```
### CORRECT
```python
import numpy as np
import polars as pl
from scipy.stats import spearmanr
ic_series = []
for date in rebalance_dates:
cross_section = data.filter(pl.col("timestamp") == date)
ic, _ = spearmanr(cross_section["factor"], cross_section["fwd_ret"])
ic_series.append({"timestamp": date, "ic": ic})
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-factor-research@sha256:cd93000c5430f613The line at the top of this page pins the label git:20260901.297789f, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_ls3grwymzeznixcx)
1 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 3 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 48 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.297789f latest | 2026-09-01 | 297789f | 4,747 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,518 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,524 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4747 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 41 stars · license Apache-2.0 · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_ls3grwymzeznixcx GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-factor-research GET https://markdownregistry.com/api/v1/blob/cd93000c5430f613644c1a5089f731f55514bc3edae721468d3c0ca94a6bb2bf
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.