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Found 5 Skills
Build investment systems in the style of AQR Capital Management, the quantitative investment firm pioneering factor investing. Emphasizes academic rigor, transparent methodology, and systematic factor exposure. Use when building factor models, conducting asset pricing research, or designing systematic portfolios.
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.
Apply the Fama-French three-factor model to decompose asset returns into market, size, and value factors. Use this skill when the user needs to explain cross-sectional return differences, evaluate fund performance beyond CAPM alpha, assess small-cap or value tilts in a portfolio, or when they ask 'why do small caps earn more', 'is value premium real', or 'what factors drive returns'.
Fundamental factor stock screening — filter value or growth stocks using PE, PB, ROE, revenue growth, net-profit growth, and dividend yield across A-share, HK, and US markets. Outputs a candidate table ranked by composite factor score. Triggers: "基本面筛选", "因子选股", "价值选股", "成长选股", "低PE选股", "高ROE", "股息筛选", "PE筛选", "PB筛选", "多条件选股", "基本面因子", "量化选股", "基本面篩選", "因子選股", "價值選股", "成長選股", "低PE選股", "股息篩選", "factor screening", "value screen", "growth screen", "low PE filter", "high ROE screen", "dividend screen", "fundamental factor", "multi-factor stock screen".
Multi-factor cross-sectional stock-selection strategy via Longbridge Securities — scores stocks in an index or candidate pool on value (1/PE, 1/PB), momentum (60-day return), quality (ROE), and low-volatility (60-day HV) factors; standardises to Z-scores; composites with equal or IC-weighted combination; constructs a TopN long portfolio (high-score group) and bottom-N short portfolio. Triggers: "多因子", "因子选股", "量化选股", "多因子模型", "因子投资", "横截面", "TopN组合", "IC权重", "多因子", "因子選股", "量化選股", "多因子模型", "橫截面", "multi-factor", "factor investing", "quantitative stock selection", "cross-sectional factor", "factor model", "IC weighting", "factor composite", "TopN portfolio", "factor score", "Z-score ranking".