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Gahow Wang f6670d9e6d Normalize one-point regression residual volatility
2026-04-07 17:02:00 +08:00
data
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
docs/superpowers/specs
Add factor attribution design spec
2026-04-07 15:01:57 +08:00
strategies
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
tests
Normalize one-point regression residual volatility
2026-04-07 17:02:00 +08:00
.gitignore
auto mode for continuous running
2026-04-05 00:50:26 +08:00
.python-version
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
CLAUDE.md
Single-process monitor for US + CN markets
2026-04-07 00:16:46 +08:00
data_manager.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
factor_attribution.py
Normalize one-point regression residual volatility
2026-04-07 17:02:00 +08:00
main.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +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
README.md
auto mode for continuous running
2026-04-05 00:50:26 +08:00
trader.py
Single-process monitor for US + CN markets
2026-04-07 00:16:46 +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

README.md

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Readme 3 MiB
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