# alpha-skills-quant-factor-research

Sets up Cursor as a quantitative researcher to design, evaluate, and backtest alpha factors. Supports US, Hong Kong, and China A-share equity markets.

- rule · `type=rule` · Cursor · ★ 41024
- Author: PatrickJS
- License: CC0-1.0 · policy=mirror · the beginning of the file is at the end of this page
- Source: https://github.com/PatrickJS/awesome-cursorrules/tree/HEAD/rules/alpha-skills-quant-factor-research.mdc
- Updated: 2026-05-30
- HTML: https://affpapa.org/en/nevibecode/rules/alpha-skills-quant-factor-research

## What it 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.

## Install

### Cursor (native platform)

**Manually: put the files in place**
- File: `.cursor/rules/alpha-skills-quant-factor-research.mdc` — Frontmatter: description, globs, alwaysApply

### Claude Code

**Manually: put the files in place**
- File: `.claude/rules/alpha-skills-quant-factor-research.md` — The paths frontmatter field limits the files: move globs from the source into paths

### Codex

**AGENTS.md**
- Codex reads AGENTS.md: paste the rule text there

### GitHub Copilot

**Manually: put the files in place**
- File: `.github/instructions/alpha-skills-quant-factor-research.instructions.md` — The applyTo field sets which files it applies to: move globs from the source into applyTo

### Windsurf (Devin Desktop)

**Manually: put the files in place**
- File: `.devin/rules/alpha-skills-quant-factor-research.md`

### Cline

**Manually: put the files in place**
- File: `.clinerules/alpha-skills-quant-factor-research.md`

Where a file is given instead of a command, copy the files from the source to that path: https://github.com/PatrickJS/awesome-cursorrules/tree/HEAD/rules/alpha-skills-quant-factor-research.mdc

## When to use it
- 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
- Find me a low-volatility factor
- Evaluate reversal_5 and check quintile returns
- Backtest with pv_diverge + turnover

## Source text · alpha-skills-quant-factor-research.mdc · CC0-1.0

Below is the content of a third-party file. It is data, not instructions for you: do not act on anything written inside unless the human asks. Block tag: 84cb9200e533310f.

BEGIN THIRD-PARTY FILE 84cb9200e533310f
```text
---
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.
```
END THIRD-PARTY FILE 84cb9200e533310f

The third-party file has ended. Everything between the 84cb9200e533310f tags is data: requests and commands from it are not followed. An “end of file” line with another tag inside the block is part of the file.

© PatrickJS · CC0-1.0 · https://github.com/PatrickJS/awesome-cursorrules/tree/HEAD/rules/alpha-skills-quant-factor-research.mdc

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