factor-backtester SKILL.md skillA
factor-backtester from seaworld008/commonly-used-high-value-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add seaworld008/commonly-used-high-value-skills/factor-backtester@v1.0.1Pins v1.0.1 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- seaworld008/commonly-used-high-value-skills
- Path
openclaw-skills/factor-backtester/SKILL.md- Versions recorded
- 4
- Latest version
- v1.0.1, committed Sep 6, 2026
- First version recorded
- Mar 18, 2026
- Size
- 6,588 bytes
- Repository stars
- 73
- License
- MIT
Use when testing factor signals, running long-short spread backtests, checking hit rate and turnover, or sanity-checking whether a ranking signal survives basic transaction cost assumptions.
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 Backtester (因子回测器) 在投入重金之前，先验证你的因子（Factor）是否真的具备“阿尔法”收益。本技能旨在提供一个轻量级的因子筛选层，帮助量化研究员和投资经理快速验证信号的有效性，并识别那些仅在“理想实验室”中存在的伪因子。 ## 安装与前提条件 ```bash # 确保已安装量化回测与数学统计库 pip install pandas numpy matplotlib scipy pyfolio # 准备回测数据 npx clawhub install factor-backtester ``` ## 触发条件 / When to Use - **新信号研发 (Signal Research)**：验证一个新的财务指标（如：研发投入强度）是否具备长期选股能力。 - **横截面排名测试 (Cross-sectional Ranking Tests)**：对比不同因子在全市场范围内的预测力。 - **投资经理思路验证 (PM Idea Review)**：将宏观直觉转化为可量化的因子回测。 - **深度工程前的筛选 (Lightweight Screening)**：在大规模分布式回测之前，先进行快速的“可行性扫描”。 - **因子失效诊断**：当某个传统因子（如：估值因子）近期表现不佳时，进行历史回看以判断其是否已经永久失效。 ## 核心能力 / Core Capabilities ### 1. 信号准备与预处理 (Signal Prep) - **操作步骤**： 1. 准备分周期的长端收益（Long Return）、短端收益（Short Return）及基准收益（Benchmark Return）。 2. 进行数据的去极值处理（Winsorization）和标准化（Z-score）。 3. 处理缺失值，并标记“可交易性”过滤器（如：剔除停牌、ST 或新股）。 - **最佳实践**：始终保留至少 5-10 年的历史跨度，以覆盖完整的经济周期。 ### 2. 核心指标计算 (Metrics Calculation) - **操作步骤**： 1. 运行 `scripts/backtest_factor.py`。 2. 计算 **IC/IR (Information Coefficient)**：衡量预测值与实际收益的相关性。 3. 计算 **夏普比率 (Sharpe Ratio)**、**最大回撤 (Max Drawdown)** 以及 **胜率 (Hit Rate)**。 4. 分析 **换手率 (Turnover)** 对最终收益的侵蚀。 - **最佳实践**：除了看总收益，更要看分年度、分行业的收益稳定性。 …
Read the whole file at its exact version.
How to install
mdr add seaworld008/commonly-used-high-value-skills/factor-backtester@sha256:83efe2153ff51c7dThe line at the top of this page pins the label v1.0.1, 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_plqafqly6e5ldrgb)
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Versions
The registry has recorded 4 versions of this file, between Mar 18, 2026 and Sep 6, 2026, about one every 58 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.0.1 latest | 2026-09-06 | e36bbe4 | 6,588 B | A | view · diff |
| v1.0.0 | 2026-06-29 | f17e969 | 6,597 B | A | view · diff |
| v1.0.0 | 2026-03-27 | 0b34652 | 6,503 B | A | view · diff |
| git:20260318.74f7088 | 2026-03-18 | 74f7088 | 1,259 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 (6588 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
seaworld008/commonly-used-high-value-skills · 73 stars · license MIT · pushed 2026-10-19 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_plqafqly6e5ldrgb GET https://markdownregistry.com/api/v1/resolve?ref=seaworld008/commonly-used-high-value-skills/factor-backtester GET https://markdownregistry.com/api/v1/blob/83efe2153ff51c7d536ab2859f29f0402070b570933572709eea86dbbe60fe45
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.