Agent skill

Quantitative Factor Screener

by Geeksfino in Geeksfino/finskills

Screens a stock universe with a six-factor model, scores value, momentum, quality, low volatility, size and growth, ranks by composite score and notes which factors suit the macro regime.

Apache-2.0Auto-check passedBusiness, Finance & HR

Install Quantitative Factor Screener

skills CLI
$ npx skills add Geeksfino/finskills --skill quant-factor-screener -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install Geeksfino/finskills quant-factor-screener --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/Geeksfino/finskills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/US-market/quant-factor-screener .claude/skills/quant-factor-screener && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
quant-factor-screener
GitHub stars
282
Token cost
~1.3k tokens
SKILL.md length
559 words
Files
4 (incl. references)
Skills in repo
30
Repo updated
First seen
Licence
Apache-2.0

At a glance

Screens a stock universe with a six-factor model, scores value, momentum, quality, low volatility, size and growth, ranks by composite score and notes which factors suit the macro regime.

  • Works in 6 steps: Define Parameters → Calculate Factor Scores → Composite Score → …
  • Screening a stock universe on value, momentum and quality factors
  • SKILL.md covers Workflow, Data Enhancement and Important Guidelines
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

The agent plays a quantitative equity analyst. It first confirms parameters with you: the universe (S&P 500, Russell 1000, Russell 3000 or a custom list, defaulting to Russell 1000), which factors to use, equal or custom weights, sector-neutral or unconstrained ranking, how many results to return, with a default of 20, the macro regime and any exclusions. Each stock is then scored on every factor using the metrics named in the skill, such as earnings yield and EV/EBITDA for value, 12-1 month return for momentum, ROE for quality, realized volatility and beta for low volatility, market cap for size and revenue growth for growth.

Within the sector or universe, raw metrics are ranked and converted to percentile scores from 0 to 100, sub-metrics are combined into a factor score, and a composite score is the weighted sum of the six, ranked from highest to lowest. A factor timing step then maps the current macro regime, from early expansion to recession and recovery, to favored and disfavored factors. Methodology and output template notes are bundled under `references/`, and the excerpt is cut off after the timing table.

When your agent uses it

  • Screening a stock universe on value, momentum and quality factors
  • Building a ranked list for a smart beta or factor investing study
  • Checking which factors tend to be favored in the current macro regime

Example prompts

  • “Screen the Russell 1000 on all six factors and give me the top 20, sector-neutral.”
  • “Run a value and quality screen on the S&P 500, excluding financials.”
  • “Which factors does the skill favor in a slowdown, and how does that change the ranking?”

Workflow steps

6 steps, taken from the step headings in SKILL.md.

  1. Define Parameters
  2. Calculate Factor Scores
  3. Composite Score
  4. Factor Timing Assessment
  5. Factor Crowding Analysis
  6. Present Results

What it can do on your machine

Read from SKILL.md and the folder at commit 8722415. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md.

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Quantitative Factor Screener loads about 1.3k tokens when it runs, and up to ~4.9k if it reads all its reference files. Until then it costs about 98 tokens; SKILL.md has 559 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~98
When it runs · the whole SKILL.md, loaded when a task matches
~1.3k
With references · SKILL.md plus every file in references/, read only if the agent opens them
~4.9k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from Geeksfino/finskills at commit 8722415, republished under its Apache-2.0 licence (© Geeksfino). 559 words, ~1,308 tokens.

Download SKILL.mdSave it as .claude/skills/quant-factor-screener/SKILL.md (or your agent's skills folder). This skill also uses 3 other files; get the full folder from GitHub.
name
quant-factor-screener
description
Systematic multi-factor stock screening using formal factor models to identify stocks with favorable factor exposures. Use when the user asks about factor investing, multi-factor screening, value/momentum/quality factor analysis, factor scoring, factor timing, smart beta strategies, quantitative stock screening, or systematic equity selection based on academic factors.
license
Apache-2.0

Quantitative Factor Screener

Act as a quantitative equity analyst. Screen stocks using a systematic multi-factor framework based on academic factor research — scoring and ranking companies across value, momentum, quality, low volatility, size, and growth factors.

Workflow

Step 1: Define Parameters

Confirm with the user:

InputOptionsDefault
UniverseS&P 500 / Russell 1000 / Russell 3000 / CustomRussell 1000
FactorsAll 6 or specific factorsAll
Factor weightsEqual or customEqual weight
Sector constraintsSector-neutral or unconstrainedSector-neutral
Number of resultsTop N stocksTop 20
Macro regimeCurrent assessment for factor timingAuto-detect
ExclusionsSectors, industries, specific stocksNone
Step 2: Calculate Factor Scores

Score every stock in the universe on each factor. See references/factor-methodology.md for detailed definitions.

FactorPrimary MetricsWeight in Composite
ValueEarnings yield, book/price, FCF yield, EV/EBITDA1/6 (or custom)
Momentum12-1 month price return, earnings revision momentum1/6
QualityROE, earnings stability, low leverage, accruals1/6
Low volatilityRealized volatility (1Y), beta, downside deviation1/6
SizeMarket capitalization (smaller = higher score)1/6
GrowthRevenue growth, earnings growth, margin expansion1/6

For each factor:

  1. Calculate raw metric for each stock
  2. Rank within sector (if sector-neutral) or universe (if unconstrained)
  3. Convert ranks to percentile scores (0–100)
  4. Combine sub-metrics into composite factor score
Step 3: Composite Score
Composite Score = Σ (Factor Weight × Factor Score)

Rank all stocks by composite score from highest to lowest.

Step 4: Factor Timing Assessment

Assess the current macro regime and its implications for factor performance. See references/factor-methodology.md.

Macro RegimeFavored FactorsDisfavored Factors
Early expansionSize, MomentumLow Volatility
Late expansionQuality, ValueSize
SlowdownLow Volatility, QualityMomentum, Size
RecessionLow Volatility, Value (deep)Momentum, Growth
RecoveryValue, Size, MomentumLow Volatility

Based on the current regime, provide a factor timing overlay that adjusts weights.

Step 5: Factor Crowding Analysis

Assess whether popular factors are overcrowded:

SignalCrowdedUncrowded
Valuation spread (cheap vs expensive within factor)NarrowWide
Factor return correlationHigh (many following same signal)Low
ETF flows into factorSurging inflowsOutflows
Media/analyst attentionHeavily discussedIgnored

Flag factors that appear crowded — returns may be compressed.

Show full SKILL.md (216 more words)Show less
Step 6: Present Results

Format per references/output-template.md:

  1. Macro Regime Assessment — Current regime and factor timing view
  2. Factor Crowding Dashboard — Which factors are crowded/uncrowded
  3. Top Picks Table — Top N stocks with individual factor scores and composite
  4. Sector Distribution — How the top picks distribute across sectors
  5. Factor Exposure Summary — What the resulting list is tilted toward
  6. Individual Stock Cards — Brief profile for each top pick
  7. Risk Considerations — Factor drawdown history and current risks
  8. Disclaimers

Data Enhancement

For live market data to support this analysis, use the FinData Toolkit skill (findata-toolkit-us). It provides real-time stock metrics, SEC filings, financial calculators, portfolio analytics, factor screening, and macro indicators — all without API keys.

Important Guidelines

  • Factors are not magic: Factors have long periods of underperformance. Value underperformed for a decade (2010–2020). Momentum crashes periodically. Set expectations.
  • Sector neutrality matters: Without sector constraints, factor screens often produce concentrated sector bets disguised as factor bets.
  • Backtest ≠ future: All factor research is backward-looking. Factors may be arbitraged away as they become popular.
  • Multi-factor is more robust: No single factor works all the time. Combining factors reduces drawdowns and smooths returns.
  • Transaction costs: Momentum strategies require higher turnover. Factor in realistic transaction costs.
  • Not personalized advice: Factor screening is analytical tool, not investment recommendation. Individual circumstances vary.

© Geeksfino, Apache-2.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 3 other files (references) in US-market/quant-factor-screener of Geeksfino/finskills.

  • SKILL.md
  • LICENSE.txt
  • references/factor-methodology.md
  • references/output-template.md

Open the folder on GitHubat commit 8722415

Compare with similar skills

Quantitative Factor Screener next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Quantitative Factor Screener compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Quantitative Factor Screener this skillGeeksfino/finskills282—~1.3kAutomated safety check: PassApache-2.0
AI-Trader Market IntelHKUDS/AI-Trader23k—~1.1kAutomated safety check: PassNone
Eastmoney Market DataHKUDS/Vibe-Trading35k—~1kAutomated safety check: PassMIT
Stock Deep Analysis Workflowwbh604/UZI-Skill7.1k—~9.1kAutomated safety check: NotesMIT
Zhengxi Fund Manager Views Librarylyra81604/zhengxi-views1.8k—~1.6kAutomated safety check: PassMIT
SEC EDGAR Filings FetcherHKUDS/Vibe-Trading35k—~1.4kAutomated safety check: PassMIT

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Questions about Quantitative Factor Screener

What does Quantitative Factor Screener do?

Screens a stock universe with a six-factor model, scores value, momentum, quality, low volatility, size and growth, ranks by composite score and notes which factors suit the macro regime. The agent plays a quantitative equity analyst. It first confirms parameters with you: the universe (S&P 500, Russell 1000, Russell 3000 or a custom list, defaulting to Russell 1000), which factors to use, equal or custom weights, sector-neutral or unconstrained ranking, how many results to return, with a default of 20, the macro regime and any exclusions.

When should I use Quantitative Factor Screener?

Quantitative Factor Screener fits situations like: screening a stock universe on value, momentum and quality factors; building a ranked list for a smart beta or factor investing study; checking which factors tend to be favored in the current macro regime.

How do I install Quantitative Factor Screener in Claude Code?

Run `npx skills add Geeksfino/finskills --skill quant-factor-screener -a claude-code`. Or copy the skill folder (US-market/quant-factor-screener in Geeksfino/finskills) into .claude/skills/quant-factor-screener in your project. Claude Code loads it when a task matches its description.

How do I install Quantitative Factor Screener in Codex?

Run `npx skills add Geeksfino/finskills --skill quant-factor-screener -a codex`. Or copy the skill folder (US-market/quant-factor-screener in Geeksfino/finskills) into .agents/skills/quant-factor-screener in your project. Codex loads it when a task matches its description.

Can I use Quantitative Factor Screener in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add Geeksfino/finskills --skill quant-factor-screener -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/quant-factor-screener, .gemini/skills/quant-factor-screener, .github/skills/quant-factor-screener and .opencode/skills/quant-factor-screener in your project.

What does Quantitative Factor Screener need to run?

SKILL.md names no scripts, command-line tools or credentials: Quantitative Factor Screener is instructions for the agent only.

Does Quantitative Factor Screener access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Quantitative Factor Screener safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Quantitative Factor Screener use?

Quantitative Factor Screener is published under the Apache-2.0 licence (declared in SKILL.md). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Quantitative Factor Screener use?

About 1.3k tokens (SKILL.md is roughly 5.2k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 3.6k tokens, read only when the agent opens those files.

What are the alternatives to Quantitative Factor Screener?

Skills that share tags, products or a category with Quantitative Factor Screener: AI-Trader Market Intel (HKUDS/AI-Trader, 23k stars), Eastmoney Market Data (HKUDS/Vibe-Trading, 35k stars), Stock Deep Analysis Workflow (wbh604/UZI-Skill, 7.1k stars) and Zhengxi Fund Manager Views Library (lyra81604/zhengxi-views, 1.8k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Quantitative Factor Screener?

Geeksfino (a GitHub user) maintains it in Geeksfino/finskills, which has 282 GitHub stars. The repository holds 30 skills in this directory. The repository was last updated on March 5, 2026.

Source: Geeksfino/finskills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.