quant-factor-screener

Score and rank A-share stocks using a six-factor percentile-based model.

271|41|Updated Feb 6, 2026
One-click install
npx skills add https://github.com/Geeksfino/finskills --skill quant-factor-screener
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: quant-factor-screener
Source: https://github.com/Geeksfino/finskills/tree/main/China-market/quant-factor-screener
Command: npx skills add https://github.com/Geeksfino/finskills --skill quant-factor-screener

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

Scores and ranks A-share stocks using a rigorous multi-factor model to identify attractive exposures, reducing manual screening time and improving decision quality.

Core Features & Use Cases

  • Six-factor scoring (Value, Momentum, Quality, Low Volatility, Size, Growth) applied to a defined stock pool.
  • Percentile-based ranking and composite score to prioritize candidates, with optional industry neutrality.
  • Use Case: screen for value and momentum leaders, then time entry based on macro regime.

Quick Start

Rank the stocks in your selected pool by the composite multi-factor score.

Frequently Asked Questions about quant-factor-screener

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

FAQPage Schema
How do I rank A-share stocks using a multi-factor model?

You rank A-share stocks by applying a formal multi-factor framework across a defined stock pool, applying parameter configuration, factor weighting, and percentile-based scoring to output structured rankings.

What factors are used in quantitative stock screening for A-shares?

Quantitative stock screening for A-shares uses a six-factor scoring model covering Value, Momentum, Quality, Low Volatility, Size, and Growth to evaluate candidates within a chosen stock universe.

How do I screen for value and momentum leaders in an A-share stock pool?

You screen for value and momentum leaders by configuring factor weights within the multi-factor screener to emphasize those specific metrics, then generate a structured report ranking your defined A-share stock pool.

Can I assess market timing and crowdedness using a multi-factor screener?

Yes, the multi-factor screener supports timing assessment and crowdedness analysis alongside factor screening and scoring, allowing you to evaluate entry timing based on the macro regime of your A-share universe.

Does the A-share multi-factor screener require external dependencies or datasets?

No, the A-share multi-factor screener operates with no external dependencies, relying solely on its included methodology and references to apply factor weighting and generate structured scoring outputs.