AgentSkillsCN

brain-Calculate-alpha-selfcorrQuick

在本地计算 WorldQuant BRAIN 算法的自相关性与 PPAC（Power Pool Alpha Correlation），相比通过 MCP 平台查询，这一过程往往更加高效快捷。当用户需要计算算法相关性、检查 PPAC 时，可使用此技能。

SKILL.md
--- frontmatter
name: brain-Calculate-alpha-selfcorrQuick
description: >-
  Calculates self-correlation and PPAC (Power Pool Alpha Correlation) for WorldQuant BRAIN alphas Locally, this can be very fast than query the platform via mcp.
  Use this when the user calculates alpha correlations, checks PPAC.

Alpha Self and PPAC Correlation Calculator

This skill helps calculate self-correlation and PPAC for alphas. For usage instructions and parameter details, see reference.md.

Why you would use this skill

  • •Quickly assess alpha self-correlation and PowerPool Alpha Correlation (PPAC) without platform delays.
  • •If the self-corr is higher than 0.7, you do not even need to query the production correlation from the platform since it will also be higher than 0.7 and fail the submission test.

Utility Scripts

To perform the calculation, run the skill.py script located in the scripts directory.

Example:

bash
python .claude/skills/brain-calculate-alpha-selfcorrQuick/scripts/skill.py --start-date 01-10 --end-date 01-11 --region IND

Ensure dependencies from .claude/skills/brain-calculate-alpha-selfcorrQuick/scripts/requirements.txt are installed.