Gahow Wang
c34367161d
- orb_stocks_in_play: 5-min bounds -70%/yr (conservative) vs +71%/yr (optimistic); the optimistic bound breaks even at 3.6 bp slippage a side. - overnight_only: the momentum sleeve's names earn their return overnight (Sharpe 1.57) and nothing intraday; held close->open only, net Sharpe 1.29-1.42 at 1 bp a side, below the 1.5 gate. - overnight_paper.py + systemd unit: MOC buy / MOO sell of the top 10 on the Alpaca paper account from 2026-10-12, with a fills-vs-prints report. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
14 lines
521 B
Bash
Executable File
14 lines
521 B
Bash
Executable File
#!/usr/bin/env bash
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# Overnight-only momentum book on Alpaca's PAPER account (overnight_paper.py daemon).
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# Started by the quant-trading-overnight-paper.service systemd --user unit.
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# Keys are read from the repo-root .env by the script itself; Alpaca is reached directly (no proxy).
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set -euo pipefail
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SCRIPT_DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
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PROJECT_ROOT="$( cd "$SCRIPT_DIR/.." && pwd )"
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cd "$PROJECT_ROOT"
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export PATH="/home/gahow/.local/bin:$PATH"
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exec uv run python overnight_paper.py daemon
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