Gahow Wang 47755ff630 feat: improve US alpha pipeline and regime filters ...

Expand alpha pipeline with additional factors and scoring logic.
Update regime filters and add comprehensive test coverage.

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

..

__init__.py

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

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

alpha_factors.py

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

alpha_research.py

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

event_factors.py

feat: add regime and breakout alpha modules

2026-04-18 00:31:16 +08:00

factor_optimize.py

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

fetch_historical.py

feat: add PIT OHLCV runner and fetch support

2026-04-18 14:59:48 +08:00

interaction_alpha.py

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

optimize.py

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

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

pit_backtest.py

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

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

regime_filters.py

feat: improve US alpha pipeline and regime filters

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

run_interaction.py

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

strategies_plus.py

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

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

strategy_sweep.py

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

us_alpha_pipeline.py

feat: improve US alpha pipeline and regime filters

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

us_alpha_report.py

feat: add PIT OHLCV runner and fetch support

2026-04-18 14:59:48 +08:00

us_universe.py

feat: add PIT-aware tradable universe mask

2026-04-18 00:23:07 +08:00