Quant Screener Agent

WHAT IT DOES

Multi-factor screening engine with 200+ factor support. Define your factor model — value (P/E, P/B, FCF yield), momentum (3/6/12-month returns), quality (ROE, debt/equity, earnings stability), growth (revenue CAGR, margin expansion), volatility (beta, max drawdown). Agent screens your entire universe, calculates factor scores, runs cross-sectional regressions, and outputs ranked watchlists. Backtests factor combinations against 10+ years of history. Portfolio-level risk metrics included: sector concentration, correlation matrix, tracking error vs benchmark.

WORKFLOW

1. Define factors + thresholds
2. Set universe (S&P 500, Russell 3000, custom)
3. Calculate factor scores
4. Cross-sectional regression
5. Rank
6. Backtest combinations
7. Output watchlist + risk metrics
8. Update daily

SKILLS

INTEGRATIONS