stock-picks

Generates multi-dimensional daily stock pick rankings from model signals, L2 microstructure factors, and news sentiment.

1.5k|337|Updated Apr 15, 2026
One-click install
npx skills add https://github.com/qusong0627/QuantMind --skill stock-picks-qusong0627
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: stock-picks
Source: https://github.com/qusong0627/QuantMind/tree/main/skills/stock-picks
Command: npx skills add https://github.com/qusong0627/QuantMind --skill stock-picks-qusong0627

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires duckdb, pandas, psycopg2, and includes scripts (resource) components.

What problem does it solve? After a daily market review, investors still need to manually sift through thousands of A-share stocks to find candidates likely to strengthen in the coming days. This Skill automates that selection by combining market review outputs, model inference scores, L2 order-book microstructure factors, position signals, sector strength, and news sentiment into one ranked candidate list with deep per-stock analysis. ## Core Features & Use Cases - Multi-dimensional candidate scoring: Weights L2 microstructure (40%), model fusion score, L1 momentum, position signals, sector strength, and news sentiment into a composite ranking, with hard filters for ST stocks, negative fusion scores, and position gates. - Cross-day aggregation and backtesting: Supports --window N aggregation across inference days and a no-lookahead backtest script that validates picks against the Shanghai Composite Index with T+1/T+3/T+5 returns and stop-loss simulation. - End-to-end report delivery: Runs 9-layer deep analysis on Top picks, writes a Markdown report, converts it to PDF, and publishes both to the stock reports directory visible in the frontend. - Use Case: After the market closes, ask for today's stock recommendations; the Skill runs the daily review data collection, scores the full market, deep-dives the Top 5, and delivers a PDF report with candidate rankings, risk statements, and a next-day verification checklist. ## Quick Start Ask the assistant to run today's multi-dimensional stock picks for the A-share market and generate the recommendation report with Top 5 deep analysis as a PDF.

Frequently Asked Questions about stock-picks

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

FAQPage Schema
How do I generate daily stock picks from model inference signals?

Run pick_candidates.py with a data date and window, for example --data-date 20260821 --window 3 --top 30 --json. It loads fusion scores from PostgreSQL, L2 factors from QuantDB Parquet partitions, and news sentiment, then outputs a ranked JSON and Markdown candidate list.

What factors does the multi-dimensional stock scoring use?

The composite score weights L2 microstructure at 40-50%, model fusion score at 25-30%, L1 momentum at 15%, position signal, sector strength, and news sentiment at smaller weights. A risk penalty from negative-IC factors like volatility persistence is subtracted, and trend is excluded.

How do I backtest stock picks without lookahead bias?

Use backtest_picks.py with --from and --to dates; it selects candidates using only data available before each close, then measures T+1, T+3, and T+5 returns versus the Shanghai Composite Index. It also supports a 5% stop-loss exit and monthly random sampling with a fixed seed.

Does the stock picking script exclude ST stocks?

Yes, ST and delisting-risk stocks are excluded by default because of their 5% price limit and delisting risk. You can pass --keep-st to retain them, and the position gate also blocks recommendations when the market direction is bearish.

Why does the pick report say some dimensions are missing?

When news.json or an L2 partition is unavailable for the signal date, that dimension defaults to a neutral 0.5 score and the report header lists the missing dimensions. This keeps the ranking honest instead of fabricating unavailable data.

Can I run the picking scripts outside the quantmind Docker container?

Scripts importing pandas, duckdb, or psycopg2 must run inside the quantmind container via docker cp and docker exec, since local environments lack those dependencies. Pure standard-library scripts can run directly on the host.