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5aca6b0509
gitignore: option-chain snapshots and broker state under data/
Gahow Wang
2026-10-24 21:54:30 -07:00
3d69744068
research: lagged futures signals for stock exposure vs matched ETF rules (none passes, retain baseline)
Gahow Wang
2026-10-24 21:54:27 -07:00
50b4cb7678
research: 10-day momentum in a $10k/$20k IBKR account with whole shares and low-frequency risk controls vs QQQ (none passes)
Gahow Wang
2026-10-13 00:47:37 -07:00
7e9e49c71f
research: no_letf_book notes - levered trend is even with QQQ outside crash years; the overnight sleeve beats QQQ when orders are cheap
Gahow Wang
2026-10-12 23:46:31 -07:00
f2d8b53898
research: books without leveraged ETFs vs QQQ for the $10k IBKR account (none beats QQQ on the gates)
Gahow Wang
2026-10-12 23:44:35 -07:00
fd44842570
live: IBKR order layer for trend_rider_v10 (guarded MOC orders via IB Gateway)
Gahow Wang
2026-10-12 23:17:11 -07:00
aa24ed8c31
research: auction audit of the overnight sleeve's prices (PASS: 0.2 bp a side)
Gahow Wang
2026-10-12 21:08:32 -07:00
4ab86d47b7
research: options and futures for leverage and S&P 500 put hedges in $10k-$100k accounts (no route reaches 50%; puts FAIL)
Gahow Wang
2026-10-12 20:02:45 -07:00
31a684fe70
live: record each session's target and its frictionless return; compare shows Ideal and Gap
Gahow Wang
2026-10-12 18:49:28 -07:00
a605d68ca8
research: option-volume signals on OPRA bars 2024-03..2026-09 (STOP)
Gahow Wang
2026-10-12 12:31:54 -07:00
251014d3b2
options bars: split a symbol batch in half on HTTP 504
Gahow Wang
2026-10-12 12:31:50 -07:00
1b17a9cd1b
research: preregister option-volume signals (O/S, put/call) before the bar backfill completes
Gahow Wang
2026-10-12 08:21:54 -07:00
dc5ab31bb7
options backfill: skip empty month frames before concat (pandas FutureWarning)
Gahow Wang
2026-10-12 08:07:44 -07:00
05c2ac4c78
options: OPRA daily bars, a quote-quality check and a 2024-02 backfill
Gahow Wang
2026-10-12 08:04:32 -07:00
9287a92461
research: low_svr21 combination study (STOP); daily option-chain snapshots
Gahow Wang
2026-10-12 07:26:33 -07:00
81f4e3b32c
research: factor census on the current panel; key the factor-rank cache to the panel
Gahow Wang
2026-10-12 07:14:42 -07:00
ed0ed3f4b2
research: buy-the-dip studies, both STOP (kept as evidence)
Gahow Wang
2026-10-12 06:17:27 -07:00
0e1e0a202c
research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay
Gahow Wang
2026-10-12 05:16:19 -07:00
31155fdcfb
live: keep new sessions on subset refreshes; replay books from a backfilled day
Gahow Wang
2026-10-12 05:16:16 -07:00
2e69bc8c7a
overnight paper: count an order as sent only when Alpaca accepted it
Gahow Wang
2026-10-12 05:16:12 -07:00
2ff7bc07cf
agent review: reject future-dated sources at submit; treat fetched pages as data
Gahow Wang
2026-10-11 22:24:47 -07:00
cd0721eada
fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test
Gahow Wang
2026-10-10 00:21:49 -07:00
a9683b6d1f
chore: remove pre-lab research and dead strategies; index them in research/ARCHIVE.md
Gahow Wang
2026-10-09 22:20:59 -07:00
04e2c5c3be
research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)
Gahow Wang
2026-10-09 22:20:43 -07:00
36cb125719
live: commit the TrendRider V9/V10 registrations the monitor already runs
Gahow Wang
2026-10-09 22:20:28 -07:00
92a2a585e1
docs: fix CLAUDE.md lines misplaced by partial staging
Gahow Wang
2026-10-09 22:07:58 -07:00
6b24bedcbd
research: daytime reversal of the overnight gap on S&P 500 (STOP)
Gahow Wang
2026-10-09 22:07:26 -07:00
4899bb9702
research: overnight-only momentum in the sleeve book (CONTINUE), CTA sleeve (KEEP)
Gahow Wang
2026-10-09 22:03:18 -07:00
c34367161d
research: ORB (STOP), overnight-only momentum (STOP), Alpaca paper forward test
Gahow Wang
2026-10-09 20:06:34 -07:00
65b8db7a12
research: 50%-target search — conservative book, daily quick checks, Alpaca intraday
Gahow Wang
2026-10-09 00:58:47 -07:00
f1c1210724
research: beta-hedged momentum (STOP) and 24-market futures TSMOM quick checks
Gahow Wang
2026-10-08 22:45:21 -07:00
8845f31b3b
research: risk-budgeted book of five return streams (REJECT)
Gahow Wang
2026-10-08 21:17:12 -07:00
0f9554e77f
research: S&P 600 replication of mid-cap quality sleeves (all REJECT)
Gahow Wang
2026-10-08 18:46:45 -07:00
dc14a541b0
research: separate S&P 400 sleeve family vs IJH (all REJECT)
Gahow Wang
2026-10-08 09:54:56 -07:00
92af4e5ac0
feat(research): Tiingo backfill of delisted names; honest PIT panels
Gahow Wang
2026-10-08 09:48:05 -07:00
2f754998a3
research: S&P 500 ∪ S&P 400 universe for overnight_recovery_top10 (FAIL)
Gahow Wang
2026-10-08 08:43:50 -07:00
7bd0aa355d
chore: add skill for codex too
Gahow Wang
2026-10-02 19:26:16 -07:00
722cade974
fix: unify backtest execution and add forward validation candidates
Gahow Wang
2026-10-01 02:24:01 -07:00
761725d2c8
feat: agent-reviewed overnight_recovery_agent_top10; guard monitor hot-reload
Gahow Wang
2026-09-30 20:25:20 +08:00
ab3acfe4cb
feat(research): supply-chain links, theme propagation, cycles, attention, small caps
Gahow Wang
2026-09-30 20:25:08 +08:00
db1ce69702
chore: untrack data/csi300_history.json
Gahow Wang
2026-09-29 15:15:31 +08:00
5e0ab6eb3b
chore: untrack generated data; add momentum + fundamentals experiment
Gahow Wang
2026-09-29 14:42:49 +08:00
ad569f1cea
feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources
Gahow Wang
2026-09-29 13:40:15 +08:00
2c19e5efe5
feat: US 3-sleeve portfolio and lowrisk_top20; US portfolio research harness
Gahow Wang
2026-09-29 01:03:50 +08:00
38a55e7882
feat(books): drop trend_rider_v3_vt24 and v4 from selected_2026_09
Gahow Wang
2026-09-25 22:26:42 +08:00
465189ba9a
feat(books): selected_2026_09 adds trend_rider, $2/¥10 per order, CN ¥100k
Gahow Wang
2026-09-25 22:13:49 +08:00
5dbabc3e08
feat: named live books; start selected_2026_09 (26 strategies)
Gahow Wang
2026-09-25 20:46:09 +08:00
905ca4fe05
fix(trader): replay and catch-up trade each day's point-in-time index members
Gahow Wang
2026-09-25 20:29:39 +08:00
cc1366b2dc
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
Gahow Wang
2026-09-25 19:12:02 +08:00
0e378efa67
research: point-in-time factor research harness (research/lab)
Gahow Wang
2026-09-25 19:11:59 +08:00
83495bcd23
chore(deploy): keep start scripts and systemd units in deploy/
Gahow Wang
2026-09-25 11:42:40 +08:00
96a845ebcd
refactor: wire web to the in-repo engine and shared data dir
Gahow Wang
2026-09-25 11:42:35 +08:00
0eb5b95efa
Merge stock-agent history into web/
Gahow Wang
2026-09-25 11:39:31 +08:00
f6b46d4d68
chore: track precompute and ops scripts; move monitor proxy into .env
Gahow Wang
2026-09-25 11:35:59 +08:00
6dc623b4a1
fix(backtest): give mixed stock+ETF strategies their ETFs; derive markets from trader
Gahow Wang
2026-09-25 02:16:48 +08:00
69636c3fae
perf(monitor): refresh each price panel once per phase
Gahow Wang
2026-09-25 02:09:02 +08:00
10a74ea4f7
fix(trader): record trade and snapshot prices at full precision
Gahow Wang
2026-09-25 02:05:15 +08:00
592de02e27
perf(replay): refresh panels once and compute signals in one pass
Gahow Wang
2026-09-25 01:56:32 +08:00
0d3642435b
fix(data): judge late newest rows as sparse; require SPY print only in the ETF panel
Gahow Wang
2026-09-25 01:51:02 +08:00
eefd879a93
fix(strategy-ui): correct rankings, currency, injection view and staleness
Gahow Wang
2026-09-25 01:22:07 +08:00
1697bc1641
fix(report): correct periodic returns, injection metrics and live view
Gahow Wang
2026-09-25 01:16:33 +08:00
11f4dd95dd
fix(trader): make live sessions complete, final-close based and executable
Gahow Wang
2026-09-25 01:16:14 +08:00
838749d8b2
fix(data): store raw price panels and refresh a trailing window on every update
Gahow Wang
2026-09-25 01:16:10 +08:00
c2882ae4cf
fix(live): remount strategy detail when switching focused strategy
Gahow Wang
2026-09-25 00:16:39 +08:00
f0739185d4
chore(deploy): bind vite to localhost behind nginx and enable env proxy for node fetch
Gahow Wang
2026-09-25 00:16:34 +08:00
0d983edfc0
research: individual stock swing, new frameworks, literature alpha, DCA
Gahow Wang
2026-05-23 00:45:44 +08:00
149a00c458
chore: backtest engine fee model, metrics, and strategy fixes
Gahow Wang
2026-05-21 20:57:56 +08:00
1f50253d13
research: extensive V7 optimization and V8 (TMF) evaluation
Gahow Wang
2026-05-21 20:57:34 +08:00
b8bac26b8f
feat: register V7+VT36 as SOTA and add monitor hot-reload
Gahow Wang
2026-05-21 20:57:16 +08:00
c4ae944345
fix(v7): ensure SHY column exists for profit-take park allocation
Gahow Wang
2026-05-21 20:57:06 +08:00
e147890066
feat: include ETF strategies in monitor and register V7 in bridge
Gahow Wang
2026-05-21 00:46:48 +08:00
df0a051403
feat(strategy): add TrendRider V7 — V3 + vol-target + profit-take
Gahow Wang
2026-05-21 00:39:17 +08:00
5716267309
feat(ui): split client into Live and Strategy pages and wire new routes
Gahow Wang
2026-05-19 23:21:03 +08:00
f54041646f
feat(strategy): add backtest strategy module
Gahow Wang
2026-05-19 23:20:50 +08:00
a4a2cb2ccf
feat(data): extend market data provider with charts, fundamentals, and quant analysis
Gahow Wang
2026-05-19 23:20:42 +08:00
30f6cd84a8
chore: add dev start scripts for server and vite
Gahow Wang
2026-05-19 22:59:32 +08:00
b9a2a6a57b
feat: add yearly sweep script for parameter optimization
Gahow Wang
2026-05-14 12:53:32 +08:00
24663ebd35
test: add strategy and integration tests
Gahow Wang
2026-05-14 12:53:26 +08:00
541f7bcf5b
research: add strategy evaluation and exploration scripts
Gahow Wang
2026-05-14 12:53:19 +08:00
d086930ab3
feat: add new trading strategies
Gahow Wang
2026-05-14 12:53:09 +08:00
140f0695d0
data: update S&P 500 membership history
Gahow Wang
2026-05-14 12:53:01 +08:00
47755ff630
feat: improve US alpha pipeline and regime filters
Gahow Wang
2026-05-14 12:52:55 +08:00
0a2d646b26
feat: enhance trader with expanded capabilities
Gahow Wang
2026-05-14 12:52:49 +08:00
4f2eb50802
chore: update .gitignore for SEC data and tool configs
Gahow Wang
2026-05-14 12:52:41 +08:00
0a7cbe2046
data: refresh S&P 500 membership history
Gahow Wang
2026-04-18 16:14:32 +08:00
d0e8c97695
research: add US alpha exploration scripts
Gahow Wang
2026-04-18 16:14:27 +08:00
40ec3b828a
fix: preserve NaNs in cross-sectional ranks
Gahow Wang
2026-04-18 16:14:25 +08:00
aa053605de
Add weekly strategy report comparing top strategies to baselines
Gahow Wang
2026-05-14 12:48:56 +08:00
b0ad3d339f
Add strategy ranking tool with Makefile shortcut
Gahow Wang
2026-05-14 12:48:45 +08:00
c87f37974e
feat: bootstrap personal stock agent
Gahow Wang
2026-05-11 21:10:55 +08:00
cdaca4bc2a
Merge branch 'feat/us-alpha-phase1'
Gahow Wang
2026-04-18 15:00:56 +08:00
f5e8c708f3
feat: add PIT OHLCV runner and fetch support
Gahow Wang
2026-04-18 14:59:48 +08:00
c015873ee1
feat: add strict US alpha research pipeline
Gahow Wang
2026-04-18 00:38:29 +08:00
bf6fccfd11
feat: add regime and breakout alpha modules
Gahow Wang
2026-04-18 00:31:16 +08:00
7853eafe55
feat: add PIT-aware tradable universe mask
Gahow Wang
2026-04-18 00:23:07 +08:00
1edce83430
fix: handle single-ticker yahoo panels
Gahow Wang
2026-04-18 00:03:07 +08:00
3abc51e3e3
feat: add OHLCV market data updater
Gahow Wang
2026-04-17 23:59:06 +08:00
7239310be3
docs: add US alpha research design spec
Gahow Wang
2026-04-17 23:41:10 +08:00
5e1c4a681d
Add point-in-time S&P 500 backtest to expose survivorship bias
Gahow Wang
2026-04-17 16:26:02 +08:00
2015b62104
Charge 5 CNY per A-share trade via per-market fee table
Gahow Wang
2026-04-11 13:32:41 +08:00
Gahow Wang