++
This commit is contained in:
@@ -0,0 +1,39 @@
|
||||
---
|
||||
name: brain-explain-alphas
|
||||
description: >-
|
||||
Provides a step-by-step workflow for analyzing and explaining WorldQuant BRAIN alpha expressions.
|
||||
Use this when the user asks to explain a specific alpha expression, what a datafield does, or how operators work together.
|
||||
Includes steps for data field lookup, operator analysis, and external research.
|
||||
---
|
||||
|
||||
# Alpha Explanation Workflow
|
||||
|
||||
This manual provides a workflow for analyzing and explaining a WorldQuant BRAIN alpha expression.
|
||||
For the full detailed workflow and examples, see [reference.md](reference.md).
|
||||
|
||||
## Step 1: Deconstruct the Alpha Expression
|
||||
Break down the alpha expression into its fundamental components: data fields and operators.
|
||||
*Example:* `quantile(ts_regression(oth423_find,group_mean(oth423_find,vec_max(shrt3_bar),country),90))`
|
||||
- **Data Fields**: `oth423_find`, `shrt3_bar`
|
||||
- **Operators**: `quantile`, `ts_regression`, `group_mean`, `vec_max`
|
||||
|
||||
## Step 2: Analyze Data Fields
|
||||
Use the `get_datafields` tool to get details about each data field.
|
||||
- Identify: Instrument Type, Region, Delay, Universe, Data Type (Matrix/Vector).
|
||||
- Note: Vector data requires aggregation (e.g., `vec_max`).
|
||||
|
||||
## Step 3: Understand the Operators
|
||||
Use the `get_operators` tool to understand what each operator does.
|
||||
|
||||
## Step 4: Consult Official Documentation
|
||||
Use `get_documentations` and `read_specific_documentation` for deep dives into concepts (e.g., vector data handling).
|
||||
|
||||
## Step 5: Synthesize and Explain
|
||||
Structure the explanation:
|
||||
1. **Idea**: High-level summary of the strategy.
|
||||
2. **Rationale for data**: Why these fields? What do they represent?
|
||||
3. **Rationale for operators**: How do they transform the data?
|
||||
4. **Further Inspiration**: Potential improvements.
|
||||
|
||||
## Appendix: Vector Data
|
||||
Vector data records multiple events per day per instrument (e.g., news). It requires aggregation (like `vec_mean`, `vec_sum`) to become a matrix value usable by other operators.
|
||||
Reference in New Issue
Block a user