Filter stocks by PE, PB, and ROE thresholds to generate equal-weight long signals.
npx skills add https://github.com/loanntc/Paave --skill stock-screener-loanntc
Please help me install this Agent Skill. Skill: stock-screener Source: https://github.com/loanntc/Paave/tree/main/skills/fundamental-filter Command: npx skills add https://github.com/loanntc/Paave --skill stock-screener-loanntc
This Skill eliminates the guesswork of selecting stocks by automatically filtering candidates using key fundamental indicators such as PE, PB, and ROE so you can focus on building cleaner backtests and portfolios.
Generate a fundamental screening signal from your configured fundamentals dataset by running the fundamental filter with your PE/PB/ROE thresholds and producing equal-weight long selection for all tickers that pass.
High-intent search queries and answers about installing and using this skill.
Yes, you can use yfinance Ticker.info snapshots to screen US and HK stocks by fundamental factors. The skill applies your configured value and growth filters to these snapshots to generate equal-weight long signals for qualifying tickers.
Yes, this stock screener supports A-share backtesting by using Tushare daily valuation extra_fields or point-in-time statement fundamental_fields. It merges required fields into daily frames with disclosure-date visibility rules to ensure accurate fundamental factor filtering.
You generate equal-weight portfolio signals by configuring your fundamental factor thresholds, such as PE under 20 and ROE over 8%. The screener outputs 1/N weighting for all passing stocks and zero for non-qualifiers, creating a clean tradable universe.
Yes, you can use yfinance Ticker.info snapshots to screen US and HK stocks by fundamental factors. The skill applies your configured value and growth filters to these snapshots to generate equal-weight long signals for qualifying tickers.
Using yfinance snapshots for fundamental factor screening relies on point-in-time data rather than historical daily valuation frames. This limits historical backtesting accuracy compared to Tushare point-in-time statement fields which enforce disclosure-date visibility rules for A-shares.
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