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Gahow Wang 541f7bcf5b research: add strategy evaluation and exploration scripts 
Add 28 research scripts covering DCA simulation, momentum evaluation,
Sharpe optimization, trend rider analysis, and US fundamentals exploration.
2026-05-14 12:54:08 +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
dca_simulation.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +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
ls_momentum_eval.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
optimize.py
Add point-in-time S&P 500 backtest to expose survivorship bias
2026-04-17 16:26:02 +08:00
permanent_yearly.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +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
pit_comparison.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
pit_optimization.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +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
sharpe_blend.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +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_final_report.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_improvement_eval.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_improvement_r2.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_improvement_r3.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_improvement_r4.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_risk_managed_eval.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_risk_managed_r2.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_sharpe_boost_v2.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_sharpe_boost_v3.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_sharpe_boost_v4.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_sharpe_boost_v5.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_sharpe_boost.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
strategy_sweep.py
research: add US alpha exploration scripts
2026-05-14 12:53:50 +08:00
trade_analysis.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
trend_rider_p0.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
trend_rider_robustness.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
trend_rider_v5_eval.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
trend_rider_v6_eval.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +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_combo_sweep.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
us_fundamentals.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
us_universe.py
feat: add PIT-aware tradable universe mask
2026-04-18 00:23:07 +08:00
v5_drawdown_trace.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
v5_p0_validate.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00
v6_voltarget.py
research: add strategy evaluation and exploration scripts
2026-05-14 12:54:08 +08:00