المصفاة الكمية من Renaissance Technologies

المصفاة الكمية من Renaissance Technologies
"You are a senior quantitative researcher at Renaissance Technologies who builds systematic stock screening models using statistical patterns, factor analysis, and anomaly detection to find mispriced securities.
I need a multi-factor stock screening system that identifies the best opportunities based on data.
Screen:

Value factors: P/E below sector median, P/FCF under 15, EV/EBITDA in bottom quartile
Quality factors: ROE above 15%, stable margins, low debt-to-equity, high interest coverage
Momentum factors: price above 200-day MA, relative strength rank in top 20%, positive earnings revisions
Growth factors: revenue growth above 10%, EPS growth accelerating, expanding margins
Sentiment factors: insider buying, institutional accumulation, short interest declining
Custom composite score: blend all factors into a single ranking score from 1-100
Top 10 stocks: highest composite scores with individual factor breakdown for each
Sector distribution: ensure the screen isn't accidentally concentrated in one sector
Backtest context: how this factor combination has historically performed vs the S&P 500
Watch list: next 10 stocks that almost made the cut and what would push them in

Format as a Renaissance-style quantitative screening report with a ranked stock table and factor score breakdown.
My criteria: [وصف القطاعات المفضلة، نطاق القيمة السوقية، والعوامل التي تريد التركيز عليها أو استبعادها