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Gahow Wang 0a7cbe2046 data: refresh S&P 500 membership history
2026-05-14 12:53:53 +08:00
data
data: refresh S&P 500 membership history
2026-05-14 12:53:53 +08:00
docs/superpowers/specs
docs: add US alpha research design spec
2026-04-17 23:41:10 +08:00
research
research: add US alpha exploration scripts
2026-05-14 12:53:50 +08:00
strategies
fix: preserve NaNs in cross-sectional ranks
2026-05-14 12:53:48 +08:00
tests
feat: add PIT OHLCV runner and fetch support
2026-04-18 14:59:48 +08:00
.gitignore
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
.python-version
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
CLAUDE.md
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
data_manager.py
fix: handle single-ticker yahoo panels
2026-04-18 00:03:07 +08:00
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
Integrate factor attribution into backtest CLI
2026-04-07 18:10:21 +08:00
Makefile
Add strategy ranking tool with Makefile shortcut
2026-05-14 12:49:14 +08:00
metrics.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
pyproject.toml
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +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
trader.py
Charge 5 CNY per A-share trade via per-market fee table
2026-04-11 13:32:41 +08:00
universe_history.py
Add point-in-time S&P 500 backtest to expose survivorship bias
2026-04-17 16:26:02 +08:00
universe.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
uv.lock
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
weekly_strategy_report.py
Add weekly strategy report comparing top strategies to baselines
2026-05-14 12:49:18 +08:00

README.md

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Readme 3 MiB
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CSS 1.9%
Shell 0.2%