alpha101

SKILLWorkflowcommunity
v0.0.0aAAaqwqMITUpdated 1mo agoSource →

WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包。 基于Kakushadze (2015) 论文，提供101个价量/波动率/相关性因子的Python/Pandas实现。 Use when: "alpha101", "101因子", "formulaic alphas", "因子回测", "因子IC", "因子筛选", "WorldQuant因子", "价量因子", "alpha因子库".

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1mo agoLast update
Skill
AuthoraAAaqwq
Version0.0.0
LicenseMIT
CategoryWorkflow
Formatsskill.md
PromptNot published
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Claude✓ Supported
Cursor—
Copilot—
ChatGPT—
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About

WorldQuant 101 Formulaic Alphas — 因子计算、IC测试、回测一体化工具包。 基于Kakushadze (2015) 论文，提供101个价量/波动率/相关性因子的Python/Pandas实现。 Use when: "alpha101", "101因子", "formulaic alphas", "因子回测", "因子IC", "因子筛选", "WorldQuant因子", "价量因子", "alpha因子库".

Keywords
skillclaude

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