# Quant Factor Directional Alpha

> Use when an agent needs a verified library of directional OHLCV alpha factor Skills for trend, breakout, reversal, channel-position, or price-direction research across A-share and US equity samples.

- Skill: `quantskills/quant-factor-directional-alpha` (Agent Skill, multi-file: 9 files)
- Install (CLI): `npx skillmds@latest add quantskills/quant-factor-directional-alpha`
- Raw SKILL.md: https://api.skillmd.com/api/skills/quantskills/quant-factor-directional-alpha/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: AI & ML
- License: GPL-3.0-only
- Author: quantskills (https://skillmd.com/u/quantskills)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/quantskills/quant-factor-directional-alpha

---


```json qsh-form
{
  "version": 1,
  "task": {
    "placeholder": "补充希望研究的趋势、突破、反转或通道位置逻辑，以及样本期和验证要求"
  },
  "fields": [
    {
      "key": "factor",
      "label": "因子名/主题线索 (可选)",
      "type": "text",
      "placeholder": "例如：趋势突破类、20日通道位置",
      "help": "运行时经本库 factor_index.json 定位具体因子"
    },
    {
      "key": "expr",
      "label": "自定义因子表达式",
      "type": "textarea",
      "placeholder": "如：-1 * correlation(rank(open), rank(volume), 10)"
    },
    {
      "key": "universe",
      "label": "股票池",
      "type": "select",
      "default": "000300.SH",
      "options": [
        { "value": "000300.SH", "label": "沪深300" },
        { "value": "000905.SH", "label": "中证500" },
        { "value": "399006.SZ", "label": "创业板指" },
        { "value": "000852.SH", "label": "中证1000" }
      ]
    },
    {
      "key": "horizon",
      "label": "预测周期",
      "type": "select",
      "default": "5",
      "options": [
        { "value": "1", "label": "未来1日" },
        { "value": "5", "label": "未来5日" },
        { "value": "10", "label": "未来10日" }
      ]
    }
  ],
  "prompt_template": "{{#task}}任务与材料：\n{{task}}\n\n{{/task}}{{#attachments}}用户上传的材料（已放入工作区）：\n{{attachments}}\n\n{{/attachments}}请从方向性 OHLCV Alpha 因子库中选择、检查或应用因子。{{#factor}}因子名/主题线索：{{factor}}。{{/factor}}{{#expr}}自定义表达式优先：{{expr}}。{{/expr}}在股票池 {{universe}} 和预测周期 {{horizon}} 日下复核其趋势、突破、反转或通道位置逻辑，并在当前样本与执行假设下重新验证，输出中文报告。"
}
```

# Quant Factor Directional Alpha

Use this skill when an agent needs to select, inspect, or apply directional OHLCV alpha factor Skills from this repository.

## Workflow

1. Read [README.md](README.md) for the repository-level inventory, validation scope, and market sample.
2. Use `factor_index.json` to locate the relevant factor family or individual factor directory.
3. Open the selected factor folder under the factors directory and follow its local instructions before writing or running code.
4. Treat validation metrics as historical research evidence, not investment advice. Re-run validation when the universe, time range, data vendor, or execution assumptions change.

## Scope

This repository focuses on price direction, trend continuation, breakout, reversal, and channel-position signals built from OHLCV data.
## Agent Compatibility

- Claude Code, Codex, Hermes, and OpenClaw can load this root folder as a collection skill, then drill into actors/*/SKILL.md.
- Cursor should use gents/cursor-rule.mdc and keep the full repository under .cursor/skills/quant-factor-directional-alpha.
- Agents without native skill discovery can paste gents/portable-loader.md.