multi-factor
OfficialRank stocks with multi-factor confidence.
Finance & Accounting#momentum#multi-factor#cross-section#rebalance#portfolio construction#stock ranking#zscore
AuthorHKUDS
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill solves the challenge of manually identifying high-conviction long candidates across many stocks by computing and blending multiple cross-sectional factors then maintaining stable portfolio weights across rebalance windows.
Core Features & Use Cases
- Composite Scoring: Calculates momentum, reversal, volatility, and volume ratio, standardizes them via Z-score, and sums them into a unified ranking.
- TopN Portfolio Signals: Selects the highest-scoring securities, assigns equal long weights, and reuses the previous signal between rebalance dates to avoid churn during a real-world trading cycle.
- Use Case: Deploy this engine to score China A-share or global holdings, optionally add 1/PE, 1/PB, or ROE when available, and rebalance every 20 trading days to keep exposures fresh yet stable.
Quick Start
Ask the skill to score your cross-sectional stock universe, normalize the factors, and return the TopN equal-weight names.
Dependency Matrix
Required Modules
pandasnumpyrequests
Components
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: multi-factor Download link: https://github.com/HKUDS/Vibe-Trading/archive/main.zip#multi-factor Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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