quant-scanner

Scans ~100 US stocks via Finnhub to rank them by adaptive multi-factor scoring.

37|4|Updated Mar 31, 2026
One-click install
npx skills add https://github.com/MerkyorLynn/Lynn --skill quant-scanner
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: quant-scanner
Source: https://github.com/MerkyorLynn/Lynn/tree/main/skills2set/quant-scanner
Command: npx skills add https://github.com/MerkyorLynn/Lynn --skill quant-scanner

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) components.

What problem does it solve?

Quant-scanner eliminates manual stock screening by automatically scanning a large US equity universe, detecting the current market regime, and ranking stocks using an adaptive multi-factor scoring model.

Core Features & Use Cases

  • Adaptive factor scoring: Scores each stock across momentum, value, quality, analyst sentiment, and risk-adjusted factors with weights adjusted by the detected regime.
  • Market regime detection: Classifies volatility level, momentum regime, and breadth bias from the scanned universe.
  • Actionable outputs: Produces ranked selection picks and anomaly lists, including an HTML report plus optional JSON for further processing.
  • Use Case: If you want to build a simple model portfolio for momentum/value/quality plays among ~100 US large/mid-cap stocks, run a full scan and review the top selections and anomalies.

Quick Start

Run a full US stock quantitative scan with an HTML report using your Finnhub API key.

Frequently Asked Questions about quant-scanner

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

FAQPage Schema
How do I automate US equity screening with multi-factor scoring?

Automate US equity screening by scanning a ~100-stock universe with Finnhub data, detecting market regime, and ranking stocks using adaptive factor scoring across momentum, value, quality, and risk metrics.

What is market regime detection in quantitative stock scanning?

Market regime detection classifies volatility level, momentum regime, and breadth bias from a scanned stock universe, dynamically adjusting factor weights to produce regime-aware ranked selections and anomaly lists.

Do I need a Finnhub API key to run factor analysis on US stocks?

Yes, you need a FINNHUB_API_KEY environment variable or an explicit --api-key argument to fetch data for adaptive factor scoring and generate ranked stock selections with HTML and JSON reports.

Can I use quant scanning for momentum and value play discovery in large-cap stocks?

Yes, run a full scan on a ~100 US large and mid-cap stock universe to review top selections and anomalies, specifically designed for momentum, value, and quality play discovery in model portfolio construction.

Does the stock screening output support JSON for further quantitative processing?

Yes, the stock screening process outputs an HTML report by default and optionally generates a JSON file containing scored stock fields and regime metadata for downstream quantitative analysis.

What are the limitations of adaptive factor scoring for a ~100-stock universe?

Adaptive factor scoring is limited to a ~100 US large and mid-cap stock universe sourced via Finnhub, meaning it does not cover small-cap or international equities and requires valid API credentials to execute.