alpha-decay - Alpha Decay Detection and Analysis for Trading Strategies
Detect and analyze alpha decay signals in trading strategies using statistical methods
Tags
Updated: 2026-03-09Capabilities
What this skill does
- detect alpha decay signals
- analyze strategy performance
- calculate statistical metrics
- generate decay reports
- compare historical data
- run decay detection algorithms
Inputs
- strategy ID or name
- decay threshold settings
- analysis period days
- strategy returns data
- benchmark/factor returns
- strategy metadata
Outputs
- decay detection reports
- strategy status warnings
- statistical metrics comparison
- decay signals list
- detailed time series data
- recommendation suggestions
Requirements
- Python runtime environment
- strategy returns database/API access
- statistical computation libraries
- risk management system integration
- strategy metadata access