Gahow Wang 1b17a9cd1b research: preregister option-volume signals (O/S, put/call) before the bar backfill completes ...

Gate per gated signal (low_os_5, low_pc_5): h=5 quintile spread with the
predicted sign at NW t >= 3, same sign in both halves, positive top-20
alpha vs EW. Committed before the volume panel exists, so the rule
predates any look at the data.

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

2026-10-12 08:21:54 -07:00

..

lab

research: preregister option-volume signals (O/S, put/call) before the bar backfill completes

2026-10-12 08:21:54 -07:00

__init__.py

Add point-in-time S&P 500 backtest to expose survivorship bias

2026-04-17 16:26:02 +08:00

ARCHIVE.md

chore: remove pre-lab research and dead strategies; index them in research/ARCHIVE.md

2026-10-09 22:20:59 -07:00

factor_panel_check.py

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

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

midsmall_rebuild.py

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

midsmall_scan.py

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

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

permanent_yearly.py

research: add strategy evaluation and exploration scripts

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

prod_impact.py

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

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

shield_lab.py

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

svr_overlay.py

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

tr9_audit.py

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

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

tr9_lab.py

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

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

tr9_long.py

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

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

tr9_run.py

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

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

tr9_trials.py

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

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