fundamental-filter

Filter stock universes by PE, PB, and ROE thresholds across A-share, US, and HK markets.

Updated Jul 10, 2026
One-click install
npx skills add https://github.com/day18708433173-crypto/TradingAgents-Pro --skill fundamental-filter-day18708433173-crypto
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: fundamental-filter
Source: https://github.com/day18708433173-crypto/TradingAgents-Pro/tree/main/agent/src/skills/fundamental-filter
Command: npx skills add https://github.com/day18708433173-crypto/TradingAgents-Pro --skill fundamental-filter-day18708433173-crypto

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, yfinance.

What problem does it solve?

This Skill solves the challenge of manually filtering large stock universes by complex financial criteria, allowing users to identify value or growth opportunities based on quantitative data.

Core Features & Use Cases

  • Multi-Market Screening: Supports A-share fundamental data via Tushare and US/HK stock data via yfinance.
  • Customizable Logic: Apply PE, PB, ROE, and revenue thresholds to filter stocks for backtesting or portfolio construction.
  • Use Case: Quickly generate a list of high-ROE, low-PE value stocks from the S&P 500 or A-share market to serve as a starting point for investment committee discussions.

Quick Start

Use the fundamental-filter skill to screen the provided stock list for companies with a PE ratio under 20 and an ROE above 8 percent.

Frequently Asked Questions about fundamental-filter

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I screen stocks by financial metrics like PE, PB, and ROE?

You can screen stocks by financial metrics by applying threshold-based filters to fundamental data. This skill filters stock universes using PE, PB, and ROE ratios to generate quantitative investment signals for value and growth opportunities.

Can I use yfinance to filter US and HK stocks by fundamental analysis criteria?

Yes, you can filter US and HK stocks by fundamental analysis criteria using yfinance. The skill supports multi-market screening, allowing you to extract financial statements and apply custom thresholds for backtesting or portfolio construction.

What is the best way to screen A-share market stocks using Tushare financial data?

The best way to screen A-share stocks using Tushare is to apply point-in-time financial statement validation. This skill applies quantitative thresholds to Tushare data to filter stocks based on fundamental metrics like PE and ROE ratios.

Does stock screening with pandas and numpy support point-in-time data validation?

Yes, stock screening with pandas and numpy supports point-in-time financial statement validation. This prevents lookahead bias by ensuring threshold-based signal generation only uses historical data available at the specific screening date.

How do I generate a list of low-PE value stocks for investment strategy development?

Generate a list of low-PE value stocks by setting custom financial metric thresholds. Use this skill to filter a stock universe for companies with a PE ratio under 20 and an ROE above 8 percent to identify value opportunities.