From 92a2a585e1e47444b8e7662538d0ac4fbb61a3d1 Mon Sep 17 00:00:00 2001 From: Gahow Wang Date: Fri, 9 Oct 2026 22:07:58 -0700 Subject: [PATCH] docs: fix CLAUDE.md lines misplaced by partial staging Drop the duplicated fetch_us_fundamentals --universe mid/small pair and move the quant-trading-overnight-paper row back into the services table (it had landed inside the bash block). Co-Authored-By: Claude Opus 5.5 --- CLAUDE.md | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/CLAUDE.md b/CLAUDE.md index 9d73e98..dce0c6f 100644 --- a/CLAUDE.md +++ b/CLAUDE.md @@ -98,8 +98,6 @@ PYTHONPATH=. uv run python -m research.lab.fetch_alpaca etfs|stocks|status # A PYTHONPATH=. uv run python -m research.lab.intraday_momentum # SPY noise-area intraday momentum replication + 5 ETFs (preregistered; STOP 2026-10-09) PYTHONPATH=. uv run python -m research.lab.orb_stocks_in_play # 5-min opening-range breakout on the top-20 stocks in play (preregistered; STOP 2026-10-09: 5-min bounds -70%/yr vs +71%/yr, optimistic breakeven slippage 3.6 bp/side) PYTHONPATH=. uv run python -m research.lab.overnight_only # momentum names held close->open only, MOC/MOO costs (preregistered; STOP 2026-10-09: net Sharpe 1.29-1.42 < 1.5, but the sleeve's whole return is overnight) -uv run python -m research.lab.fetch_us_fundamentals --universe mid # EDGAR PIT facts for S&P 400 ever-members (name-checked CIKs) -uv run python -m research.lab.fetch_us_fundamentals --universe small # the same for S&P 600 (IJR) PYTHONPATH=. uv run python -m research.lab.overnight_book # three-sleeve book with the overnight-only momentum sleeve, leverage for 50%/yr (preregistered; CONTINUE 2026-10-09: Sharpe 0.98 -> 1.38, MaxDD -37% -> -17% at 1 bp/side; 4 bp/side erases it) PYTHONPATH=. uv run python -m research.lab.overnight_book_mf [--no-proxy] # the overnight books + a DBMF/CTA sleeve, levered to 50%/yr (preregistered; KEEP 2026-10-09: levered MaxDD unchanged, no CTA sleeve) PYTHONPATH=. uv run python -m research.lab.daytime_reversal # buy the S&P 500's biggest overnight losers at 09:35, sell at the close (preregistered; STOP 2026-10-09: gross 1-6 bp/day, net Sharpe ~0) @@ -209,10 +207,10 @@ Four `systemd --user` services, defined in `deploy/systemd/`, run from `/home/ga | `quant-trading-monitor` | `deploy/start-monitor.sh` | `trader.py monitor`: morning/evening phases for US + CN, all live strategies | | `quant-trading-api` | `deploy/start-web-api.sh` | Web API on `127.0.0.1:8787` | | `quant-trading-vite` | `deploy/start-web-vite.sh` | Vite on `127.0.0.1:5174`, behind nginx on `:5443` | +| `quant-trading-overnight-paper` | `deploy/start-overnight-paper.sh` | `overnight_paper.py daemon`: overnight-only momentum on the Alpaca paper account (from 2026-10-12) | ```bash cp deploy/systemd/*.service ~/.config/systemd/user/ -| `quant-trading-overnight-paper` | `deploy/start-overnight-paper.sh` | `overnight_paper.py daemon`: overnight-only momentum on the Alpaca paper account (from 2026-10-12) | systemctl --user daemon-reload systemctl --user enable --now quant-trading-monitor quant-trading-api quant-trading-vite journalctl --user -u quant-trading-monitor -f