multi-factor-strategy

Guide users to create multi-factor stock selection strategies and generate independent YAML configuration files

This skill is coherent: it helps craft QuantCLI YAMLs and instructs installing/running QuantCLI. Before installing/using: (1) prefer pip install quantcli from PyPI and verify the package's provenance and recent release history; (2) be cautious if you clone from an unfamiliar Git host (gitcode.com)—inspect the source first; (3) review any generated YAML and factor files before running them, since running quantcli will execute code against your data and local filesystem; (4) expect that QuantCLI or your data feeds may require separate market-data API keys or credentials—those are not requested by this skill but may be required to use the tool; (5) if you want stricter guarantees, ask the skill author for a homepage or repository link and inspect the quantcli package source and dependencies.

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.