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fundamental-filter

Filter stocks by PE, PB, and ROE to generate per-date long signals.

Updated Aug 23, 2026
Search Tags:#data-integration#multi-market#pb#stock-selection#pe#roe#fundamental-screening
One-click install
npx skills add https://github.com/prinzeval/Vibe-Trading --skill fundamental-filter-prinzeval
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fundamental-filter
Source: https://github.com/prinzeval/Vibe-Trading/tree/main/VALENDATA/agent/src/skills/fundamental-filter
Command: npx skills add https://github.com/prinzeval/Vibe-Trading --skill fundamental-filter-prinzeval

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill automates the initial screening of stocks by applying fundamental metrics (PE, PB, ROE) to identify candidate value or growth stocks and speed up backtests.

Core Features & Use Cases

  • Filters across markets using PE, PB and ROE thresholds to generate long signals.
  • Supports A-shares with tushare extra_fields and US/HK stocks with yfinance Ticker.info for screening.
  • Useful for universe construction, backtesting, and data-driven investment signals.

Quick Start

Use the fundamental-filter to screen your ticker universe by PE, PB, and ROE and generate per-date long signals.

Frequently Asked Questions about fundamental-filter

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I screen stocks by PE, PB, and ROE for value or growth investing?▼

Yes, you can screen A-shares by PE, PB, and ROE using tushare extra_fields to supply the required fundamental metrics. The filter processes these inputs to generate per-date, per-symbol long signals applicable to the A-share market.

Does fundamental stock screening work with US and HK markets using yfinance?▼

To use a fundamental filter for backtesting, provide input data containing PE, PB, and ROE fields for each ticker symbol and date. The filter applies your metric thresholds to output a per-date, per-symbol signal map with normalized weights for your backtest.

What data do I need to filter stocks by fundamental metrics for backtesting?▼

You need input data that explicitly includes PE, PB, and ROE fields for each ticker symbol and date. The fundamental filter uses these required fields to evaluate your criteria and output a normalized signal map for backtesting or data-driven investment signals.

Can I screen A-shares by PE, PB, and ROE using tushare?▼

Yes, you can screen A-shares by PE, PB, and ROE using tushare extra_fields to supply the required fundamental metrics. The filter processes these inputs to generate per-date, per-symbol long signals applicable to the A-share market.

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