fundamental-filter

You can filter stocks by PE, PB, and ROE fundamental financial data to produce value or growth screening signals. This process requires an input dataframe containing open, high, low, close, volume, and optional fundamental fields to generate per-date signal weights for each stock.

Yes, fundamental screening supports A-shares via tushare extra_fields or fundamental_fields, and US/HK stocks via yfinance Ticker.info. This allows you to build investable universes and generate signals across multiple markets for strategy backtesting.

Fundamental stock screening filters financial data to identify value or growth opportunities and build investable stock universes. It evaluates metrics like PE, PB, ROE, and statement data to generate daily screening signals suitable for backtesting.

Yes, the signal generation supports both value and growth screening styles. It includes optional revenue and net-asset thresholds to help quant analysts construct long stock universes and evaluate strategy performance through backtesting.

You need to provide input dataframes containing open, high, low, close, and volume data, along with optional fundamental fields. The skill then outputs per-date screening signals, represented as weights, for each individual stock.