Files
quant-trading/.gitignore
Gahow Wang 5e0ab6eb3b chore: untrack generated data; add momentum + fundamentals experiment
- Stop tracking data/sp500_history.json (rebuilt daily from Wikipedia by
  universe_history.load_sp500_history) and ignore data/books/ (per-machine
  live book state, like data/trader_*.json).
- research/lab/momentum_fundamentals.py: financial-statement vetoes and
  confirmations on overnight_recovery_top10 (2011-16 design, 2017-26
  holdout). No return gain; re-sorting the momentum top 30 by fundamental
  momentum lowers MaxDD at equal return.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
2026-09-29 14:42:49 +08:00

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.claude
.qoder/
# Python
__pycache__/
*.py[cod]
*.egg-info/
build/
dist/
wheels/
# Virtual environment
.venv/
# Data files — downloaded at runtime, large CSVs
data/*.csv
data/*.png
# Universe caches — re-fetched daily
data/universe_*.json
data/sp500_history.json
# Trader state — per-machine, regenerated by auto/simulate
data/trader_*.json
data/books/
# Factor attribution output and cached factors
data/attribution_*/
data/factors/
data/factors_review_tmp/
# SEC fundamental data — fetched from EDGAR API
data/sec_frames/
data/sec_company_tickers.json
# External tool artifacts
docs/superpowers/
# IDE / editor
.idea/
.vscode/
*.swp
*.swo
*~
# OS
.DS_Store
Thumbs.db
# Price panel locks, repair backups and Yahoo availability markers
data/.*.lock
data/backup_*/
data/*_unavailable.json
# Local secrets, logs and agent scratch output
.env
logs/
memory/
.tmp_finance/
# Web UI state and precomputed backtests (web/src/server/paths.ts)
data/web/
data/precomputed/
# Research panels and results — fetched/rebuilt by research/lab
data/research/