gahow/quant-trading - quant-trading - Local Gitea

gahow/quant-trading

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Gahow Wang 04e2c5c3be research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

Studies run by earlier sessions and documented in CLAUDE.md, but never
committed: FINRA short volume (SVR) and the research-only svr_momentum veto,
SEC fails-to-deliver, 13D activists and the 13D event sleeve, 13F
institutional flow, GDELT news volume, S&P 400/600 Form 4 insiders,
union_shield, shield_lab; plus the mid/small insider and Tiingo fetcher
changes and midsmall_rebuild.

overnight_midsmall: the overnight-only momentum book on S&P 400/600 earns
0.93 net Sharpe at 3 bp a side (2019-26) with corr 0.83 to the S&P 500 book
(STOP).

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

2026-10-09 22:20:43 -07:00

chore: add skill for codex too

2026-10-02 19:26:16 -07:00

.claude/skills/agent-stock-review

feat: agent-reviewed overnight_recovery_agent_top10; guard monitor hot-reload

2026-09-30 20:25:20 +08:00

chore: untrack data/csi300_history.json

2026-09-29 15:15:31 +08:00

research: ORB (STOP), overnight-only momentum (STOP), Alpaca paper forward test

2026-10-09 20:06:34 -07:00

docs/superpowers/specs

docs: add US alpha research design spec

2026-04-17 23:41:10 +08:00

research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

2026-10-09 22:20:43 -07:00

chore(deploy): keep start scripts and systemd units in deploy/

2026-09-25 11:42:40 +08:00

research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

2026-10-09 22:20:43 -07:00

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

.env.example

refactor: wire web to the in-repo engine and shared data dir

2026-09-25 11:42:35 +08:00

.gitignore

feat(research): Tiingo backfill of delisted names; honest PIT panels

2026-10-08 09:48:05 -07:00

.python-version

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

agent_review.py

feat: agent-reviewed overnight_recovery_agent_top10; guard monitor hot-reload

2026-09-30 20:25:20 +08:00

backtest_runner.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

bridge.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00

CLAUDE.md

docs: fix CLAUDE.md lines misplaced by partial staging

2026-10-09 22:07:58 -07:00

data_manager.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

execution.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

factor_attribution.py

Reject empty attribution semantics headers

2026-04-07 18:10:21 +08:00

factor_backtest.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_deep_analysis.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_final_check.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_loop.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_real_backtest.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_research.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_robustness.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_yearly_fresh.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_yearly_report.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

main.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

Makefile

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

metrics.py

fix(report): correct periodic returns, injection metrics and live view

2026-09-25 01:16:33 +08:00

overnight_paper.py

research: ORB (STOP), overnight-only momentum (STOP), Alpaca paper forward test

2026-10-09 20:06:34 -07:00

precompute_backtest.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

pyproject.toml

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

rank_strategies.py

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

README.md

auto mode for continuous running

2026-04-05 00:50:26 +08:00

signals.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

trader.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00

universe_history.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

universe.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

uv.lock

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

weekly_strategy_report.py

Add weekly strategy report comparing top strategies to baselines

2026-05-14 12:49:18 +08:00

yearly_sweep.py

feat: add yearly sweep script for parameter optimization

2026-05-14 12:54:13 +08:00

README.md

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