StockASkill: A Local-First AgentSkill for Intelligent Stock Selection

Xiangjing An, Zhibin Jiao, Aiting Chen

Quantitative equity selection and portfolio construction in emerging and cross-border markets frequently suffer from computational bottlenecks, remote API fragility, survivorship bias, and rigid execution constraints such as discrete board lots and investor-mandated drawdown limits. In this paper, we present StockASkill, a local-first, full-data-driven AgentSkill engineered as a specialized Quant Co-Processor for autonomous AI agents and quantitative researchers. Tailored for agile portfolios (10^5 ~ 10^7 RMB) where discrete lot execution and capital protection are mandatory, StockASkill embeds a columnar DuckDB OLAP engine over 42.44 million historical price records and 186,432 financial disclosures spanning 26 years across China A-shares, Hong Kong, US equities, and ETFs. By eliminating ad-hoc network dependencies during analysis, StockASkill reduces cross-sectional screening latency across 5,400+ equities from over 25 seconds to sub-0.5 seconds (a 95%+ reduction). We formalize an end-to-end mathematical pipeline integrating a 7+1 factor alpha model, an SLSQP convex optimizer under smooth CVaR drawdown surrogates with exact path projection, dynamic 100-share board lot integer…