Quant Factor Screener

This is a systematic multi-factor stock screener for A-shares that scores and ranks stocks across six academic factors: value, momentum, quality, low volatility, size, and growth. You'd use it when you want factor-based systematic stock selection with industry-neutral constraints, macro regime overlays, and factor crowding checks. The workflow is thorough, walking through parameter selection, factor scoring methodology, composite ranking, and factor timing based on economic cycles. One thing worth noting is it explicitly calls out A-share quirks like the strong low volatility anomaly and turnover as a negative factor, which shows it's adapted beyond just porting Western factor frameworks. Integrates with a free Chinese financial data toolkit for real-time market data.

Install to Claude Code

npx -y skills add geeksfino/finskills --skill quant-factor-screener --agent claude-code