svr_combo (preregistered): blending low_svr21 into overnight_recovery_top10
lifts Sharpe 0.81 -> 0.87 at w=1/3 but deepens MaxDD by 6pp (G1, G3
fail); as a fourth sleeve it dilutes the overnight book (1.49 -> 1.42).
fetch_options collects S&P 500 option chains after each close from
Alpaca's free indicative feed (quotes, day volume, OCC open interest),
solves IVs, and writes per-name iv_atm30 / skew / call-put spread /
option-stock volume summaries to data/options/us/. Forward-only history
for options-implied factors. Run by the quant-trading-options timer at
16:25 New York, Mon-Fri; it skips once the next session has opened.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- orb_stocks_in_play: 5-min bounds -70%/yr (conservative) vs +71%/yr
(optimistic); the optimistic bound breaks even at 3.6 bp slippage a side.
- overnight_only: the momentum sleeve's names earn their return overnight
(Sharpe 1.57) and nothing intraday; held close->open only, net Sharpe
1.29-1.42 at 1 bp a side, below the 1.5 gate.
- overnight_paper.py + systemd unit: MOC buy / MOO sell of the top 10 on the
Alpaca paper account from 2026-10-12, with a fills-vs-prints report.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The three services become quant-trading-monitor, quant-trading-api and
quant-trading-vite, run from /home/gahow/projects/quant-trading. Their
units were previously untracked files in ~/.config/systemd/user.
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
