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These quotes attack psychologists for failing to find such tests, which would be pointless if Shalizi confidently thought there weren't any:

Since intelligence tests are made to correlate with each other, it follows trivially that there must appear to be a general factor of intelligence. This is true whether or not there really is a single variable which explains test scores or not.

The psychologists start with some traits or phenomena, which seem somehow similar to them, to exhibit a common quality, be it "intelligence" or "neuroticism" or "authoritarianism" or what-have-you. The psychologists make up some tests where a high score seems, to intuition, to go with a high degree of the quality.