Alpha Zoo

Purpose

When the user asks about prebuilt cross-sectional alphas, Kakushadze 101, GTJA 191, Qlib 158, Fama-French / Carhart, or wants to bench a whole zoo on an investable universe (CSI 300, S&P 500, BTC-USDT, ...), this skill orients you. The zoo is the curated library; the bench is the evaluator.

Tools Available

Tool	When to use
alpha_zoo	Browse the library. action=list_alphas to enumerate (filterable by zoo / theme / universe), action=get_alpha for one alpha's metadata, action=health for registry load status.
alpha_bench	Run IC / IR on one alpha or a whole zoo over a universe + period. Emits an HTML report.
factor_analysis	Ad-hoc factor evaluation from a user-supplied factor CSV + return CSV. Use this when the user has their own factor (not in the zoo).

Decision Tree

• "list all momentum alphas" → alpha_zoo with action=list_alphas, theme=momentum.
• "show me gtja191_alpha_001" → alpha_zoo with action=get_alpha, alpha_id=gtja191_alpha_001.
• "bench all of GTJA 191 on CSI 300 from 2020 to 2024" → alpha_bench with zoo=gtja191, universe=csi300, period=2020-2024.
• "is the registry healthy" → alpha_zoo with action=health, surfaces loaded, failed, and per-error reasons.
• User uploads my_factor.csv → factor_analysis (zoo tools are for prebuilt alphas only).

Zoo Inventory

Zoo	Description	Approx. count
kakushadze101	Formulaic alphas from Kakushadze's 2015 paper. Mix of momentum, reversal, volume, and microstructure.	~101
gtja191	Guotai Junan 191 alphas, A-share focused cross-sectional factors.	~191
qlib158	Microsoft Qlib's 158 alpha factors, features tuned for ML pipelines.	~158
classical	Fama-French 3/5-factor + Carhart momentum.	<10

Counts are nominal; check alpha_zoo action=health for the live count currently loaded.

Constraints