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Found 2 Skills
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'.