quant-trading

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Gahow Wang 3d69744068 research: lagged futures signals for stock exposure vs matched ETF rules (none passes, retain baseline)

128 fixed runs (32 profiles x daily ledger / overnight-only x 2 costs) plus 12
post-hoc availability diagnostics on overnight_recovery_top10, 2006-10 to 2026-09.
Futures trend/shock/rates rules do not beat the same rules on SPY/QQQ/IEF or a
static 75% exposure; all six default schemes fail the gates.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

2026-10-24 21:54:27 -07:00

test_agent_review.py

agent review: reject future-dated sources at submit; treat fetched pages as data

2026-10-11 22:24:47 -07:00

test_analyst_estimates.py

research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

2026-10-12 05:16:19 -07:00

test_causality_contract.py

fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test

2026-10-10 00:21:49 -07:00

test_execution_contract.py

live: record each session's target and its frictionless return; compare shows Ideal and Gap