factor-investing
factor-investing is an Investment analysis & markets skill for AI agents, published by JoelLewis in the finance_skills repository on GitHub. Skillspace rates factor-investing C (74/100) and it passed the safety scan; the rating is based on static analysis only.
Apply factor models to portfolio construction and fund evaluation, from CAPM through the Fama-French 3- and 5-factor models plus momentum. Use when the user asks about 'Fama-French', 'value factor', 'smart beta', 'factor tilt', 'momentum exposure', or the 'factor zoo', wants to run or interpret a factor regression (loadings, alpha after controlling for factors, R-squared, t-stats), decompose a manager's returns into factor exposures versus skill, or asks 'is my fund closet indexing'. Also trigger on SMB, HML, RMW, CMA, UMD, size/value/quality/profitability/low-vol premia, factor ETF or smart-beta product evaluation (factor purity, turnover, capacity, fees), factor cyclicality and the danger of factor timing, factor crowding, long-short academic factors versus long-only implementable tilts, and post-publication factor decay.
- Grade
- C
- Quality
- 74 / 100
- Safety
- Passed
- GitHub stars
- 151
Unproven: rated by static analysis only, not yet compared head-to-head.
This rating describes the version of the repository we crawled; it may have changed since, so go by its current files.
Our review
- Architecture
- 100 / 100
- Maturity
- Structured: ships references or scripts
- Security scan
- No issues found
- License
- MIT
- Adoption
- Adopted by 0 other repositories, in 0 collections
Not checked yet
- Not judged on the rubric yet (not a contender in its category)
- No blind task eval yet
- Scope (portable / vendor / repo-internal) not assessed; only the top of each category is read for scope
- Sibling files (scripts, references) not fetched; security scan covers SKILL.md only
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