What it does
A Cursor rules file that sets up the AI as a quantitative researcher with a set of factor research skills. They cover designing factors from plain language, evaluating them, mining candidates, keeping a factor library, backtesting portfolios, monitoring decay and writing reports.
Use cases
- 01Design a low-volatility factor from a plain description
- 02Backtest a portfolio that combines two factors
- 03Check whether a factor in the library is losing strength