longbridge-multifactor
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", "fac
npx skills add majiayu000/claude-skill-registry --skill longbridge-multifactor --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# longbridge-multifactor Cross-sectional multi-factor quantitative stock selection. Scores a universe of stocks on value, momentum, quality, and low-volatility factors; composites the scores; ranks stocks; and outputs a TopN buy list and bottom-N short list with factor-level attribution. > **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English. ## When to use - User asks for quantitative factor-based stock selection within an index or a specified list of symbols. - Triggers: "SPX 多因子选股", "恒生指数量化因子排名", "CSI 300 factor model TopN", "IC加权因子合成". ## Workflow 1. **Get universe**: fetch index constituents: `longbridge constituent <INDEX> --format json` Extract the `stocks` key. If the user provides a custom list, skip this step. 2. **Fetch valuation factors** for each symbol (batched, up to 20 stocks for manageable output): `longbridge calc-index <SYMBOL> --format json` Extract PE, PB, ROE. Value factors: `f_value = 0.5 × (1/PE) + 0.5 × (1/PB)` (normalised). 3. **Fetch price history** for momentum and low-vol: `longbridge kline <SYMBOL> --period day --count 60 --format json` - Momentum: (close_today / close_60d_ago) − 1 - Low-volatility
- When to use
- Workflow
- CLI
- Output
- Error handling
- MCP fallback
- Related skills
- File layout
longbridge constituent --help longbridge calc-index --help longbridge kline --help longbridge constituent <INDEX> --format json longbridge calc-index <SYMBOL> --format json longbridge kline <SYMBOL> --period day --count 60 --format json
What does the longbridge-multifactor skill do?
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", "fac
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill longbridge-multifactor --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.