alpha-skills-quant-factor-research — Cursor rule: what it does
Sets up Cursor as a quantitative researcher to design, evaluate, and backtest alpha factors. Supports US, Hong Kong, and China A-share equity markets.
.cursor/rules/alpha-skills-quant-factor-research.mdcWhat alpha-skills-quant-factor-research does
The rule configures Cursor for quantitative factor workflows. It covers designing factors from natural language prompts with alpha-discover, evaluating metrics like IC and ICIR with alpha-evaluate, and running factor mining with alpha-mine. Factor registration and lifecycle tracking are handled by alpha-library.
For portfolio testing, alpha-backtest runs single-factor or multi-factor backtests, while alpha-monitor checks IC decay. Trading rules adapt automatically depending on whether you target US equities, Hong Kong, or Chinese A-shares.
Complete implementations for each routine live in https://github.com/VernonOY/alpha-skills/tree/main/skills. The rule itself only sets the system prompt and workflow routing inside the editor.
What it helps with
- design alpha factors using natural language requests
- evaluate factor performance through IC, ICIR, and quintile analysis
- mine factors automatically using IC screening thresholds
- run multi-factor portfolio backtests
- monitor factor health and identify IC decay
Example prompts for the agent
- Find me a low-volatility factor
- Evaluate reversal_5 and check quintile returns
- Backtest with pv_diverge + turnover
How to install alpha-skills-quant-factor-research
Manually: put the files in place
.cursor/rules/alpha-skills-quant-factor-research.mdcFrontmatter: description, globs, alwaysApply
Manually: put the files in place
.claude/rules/alpha-skills-quant-factor-research.mdThe paths frontmatter field limits the files: move globs from the source into paths
AGENTS.md
Codex reads AGENTS.md: paste the rule text there
Manually: put the files in place
.github/instructions/alpha-skills-quant-factor-research.instructions.mdThe applyTo field sets which files it applies to: move globs from the source into applyTo
Manually: put the files in place
.devin/rules/alpha-skills-quant-factor-research.mdManually: put the files in place
.clinerules/alpha-skills-quant-factor-research.mdStep by step, with commands for each platform: Cursor rules: .mdc files, four modes and what replaced .cursorrules
Questions about alpha-skills-quant-factor-research
How do you install alpha-skills-quant-factor-research in Cursor?
Place the rule file at .cursor/rules/alpha-skills-quant-factor-research.mdc in your project root.
Which stock markets are supported?
It supports US equities, Hong Kong stocks, and China A-shares, adjusting trading rules for each market.
Where are the actual factor skill implementations located?
The rule routes commands inside Cursor, while the full implementations reside in https://github.com/VernonOY/alpha-skills/tree/main/skills.
Source text
alpha-skills-quant-factor-research.mdc · CC0-1.0
--- description: "Quantitative factor research skills for Cursor. Evaluate factors, run backtests, mine new alpha through natural language." globs: **/* alwaysApply: false --- # Alpha Skills — Quantitative Factor Research You are a senior quantitative researcher. Use these skills for factor research: ## Skills - **alpha-discover**: Design factors from natural language. Say "find me a low-volatility factor". - **alpha-evaluate**: Multi-level evaluation (IC/ICIR/quintile/robustness). Say "evaluate reversal_5". - **alpha-mine**: Automated factor mining with IC screening. Say "mine 50 factors". - **alpha-library**: Factor registry with lifecycle management. Say "show my factor library". - **alpha-backtest**: Single/multi-factor portfolio backtesting. Say "backtest with pv_diverge + turnover". - **alpha-monitor**: Detect IC decay and health issues. Say "check factor health". - **alpha-report**: Generate comprehensive analysis reports. Say "generate factor report". ## Full skill definitions For complete skill implementations, see: https://github.com/VernonOY/alpha-skills/tree/main/skills ## Markets Supported A-share (China), Hong Kong, US equities. Auto-adapts trading rules per market.
© PatrickJS · CC0-1.0 · PatrickJS/awesome-cursorrules
