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Install in OpenClaw
/install multi-factor-strategy
Description
Guide users to create multi-factor stock selection strategies and generate independent YAML configuration files
Usage Guidance
Before installing, verify that the QuantCLI package and repository are the ones you intend to trust, prefer a pinned reviewed version or commit, and run it in a virtual environment. Treat generated stock-screening strategies as decision-support material, not financial advice.
Capability Analysis
Type: OpenClaw Skill
Name: multi-factor-strategy
Version: 1.0.0
The skill bundle is classified as benign. Its content, including the `skill.md` instructions, is entirely focused on guiding users to create multi-factor stock selection strategies using the `quantcli` tool. There is no evidence of intentional harmful behavior such as data exfiltration, malicious execution, persistence mechanisms, or prompt injection attempts designed to subvert the agent's purpose. The instructions to install `quantcli` via `pip install` or `git clone` from `gitcode.com` are standard methods for acquiring a CLI tool and are directly aligned with the skill's stated purpose, without introducing any direct malicious code or instructions within the skill bundle itself.
Capability Assessment
Credentials
The requested environment use is proportionate to the purpose: local YAML generation and optional execution of QuantCLI strategy commands, with no request for elevated privileges or broad local indexing.
Install Mechanism
The skill tells users to install QuantCLI from PyPI or a mutable source repository without pinning a version, commit, or hash, creating a normal supply-chain trust dependency that should be managed by the user.
Instruction Scope
The skill gives strategy-building guidance and explicit QuantCLI commands; it does not contain hidden role changes, prompt overrides, credential handling, exfiltration, or destructive actions.
Persistence & Privilege
No persistence mechanism, background worker, scheduled task, privilege escalation, or modification of agent behavior is present in the artifact.
Purpose & Capability
The instructions, examples, and commands align with the stated purpose of helping users build multi-factor stock selection strategy configuration files.
How to Use
- Make sure OpenClaw is installed (local or Docker)
- Run the install command in chat:
/install multi-factor-strategy - After installation, invoke the skill by name or use
/multi-factor-strategy - Provide required inputs per the skill's parameter spec and get structured output
Version History
v1.0.0
Initial release – helps users build multi-factor stock selection strategies with YAML configuration for QuantCLI.
- Guides users through strategy goal setting, factor selection, weight configuration, and YAML file generation.
- Supports both inline and external (file-based) factor definitions in strategies.
- Provides detailed YAML examples and step-by-step workflow for creating custom stock screening and ranking logic.
- Documents available factor expressions, built-in Alpha101 factors, and QuantCLI command usage.
- Suitable for both fundamental and technical multi-factor strategies.
Metadata
Frequently Asked Questions
What is multi-factor-strategy?
Guide users to create multi-factor stock selection strategies and generate independent YAML configuration files. It is an AI Agent Skill for Claude Code / OpenClaw, with 6435 downloads so far.
How do I install multi-factor-strategy?
Run "/install multi-factor-strategy" in the OpenClaw or Claude Code chat to install it in one step — no extra setup required.
Is multi-factor-strategy free?
Yes, multi-factor-strategy is completely free (open-source). You can download, install and use it at no cost.
Which platforms does multi-factor-strategy support?
multi-factor-strategy is cross-platform and runs anywhere OpenClaw / Claude Code is available (cross-platform).
Who created multi-factor-strategy?
It is built and maintained by wumu2013 (@wumu2013); the current version is v1.0.0.
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