screen-factors
CommunityScreen multi-factor stock candidate lists instantly.
Finance & Accounting#stock screening#multi-factor#candidate selection#financial factors#quant research#factor screening#price factors
Authorxingwudao
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Manually filtering large stock universes using multiple factor types (price, financial, custom) is time-consuming and prone to human error for quant researchers and AI coding agents building candidate lists for trading strategies.
Core Features & Use Cases
- Multi-factor screening support: Filter stocks using price-based factors (momentum, volatility), financial statement factors (PE, PB, ROE, etc.), and custom user-defined factors.
- Configurable screening rules: Set rebalance dates, ranking thresholds, and missing value handling to match specific research needs.
- Use case: A quant researcher can quickly filter the S&P 500 to generate a list of high-momentum, low-volatility candidates for further backtesting, or an AI agent can produce candidate lists as part of an end-to-end quant research workflow.
Quick Start
Use the screen-factors skill to generate a list of top 10 US large-cap stocks with the highest 60-day momentum and lowest 20-day volatility as of 2024-12-31.
Dependency Matrix
Required Modules
None requiredComponents
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: screen-factors Download link: https://github.com/xingwudao/open-xquant/archive/main.zip#screen-factors Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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