Gahow Wang gahow
  • Joined on 2026-04-03
gahow pushed to main at gahow/quant-trading 2026-10-25 04:58:11 +00:00
5aca6b0509 gitignore: option-chain snapshots and broker state under data/
3d69744068 research: lagged futures signals for stock exposure vs matched ETF rules (none passes, retain baseline)
Compare 2 commits »
gahow pushed to main at gahow/ibkr-quant 2026-10-13 21:30:49 +00:00
35d750f0a5 Accept paper MOC orders IBKR holds as PendingSubmit; stop retrying after the order window
gahow pushed to main at gahow/quant-trading 2026-10-13 07:47:42 +00:00
50b4cb7678 research: 10-day momentum in a $10k/$20k IBKR account with whole shares and low-frequency risk controls vs QQQ (none passes)
gahow pushed to main at gahow/quant-trading 2026-10-13 06:46:46 +00:00
7e9e49c71f research: no_letf_book notes - levered trend is even with QQQ outside crash years; the overnight sleeve beats QQQ when orders are cheap
gahow pushed to main at gahow/quant-trading 2026-10-13 06:44:51 +00:00
f2d8b53898 research: books without leveraged ETFs vs QQQ for the $10k IBKR account (none beats QQQ on the gates)
gahow pushed to main at gahow/ibkr-quant 2026-10-13 06:27:21 +00:00
e55c4ffbdb Restart the Gateway when its historical data farm stops serving
gahow pushed to main at gahow/quant-trading 2026-10-13 06:17:16 +00:00
fd44842570 live: IBKR order layer for trend_rider_v10 (guarded MOC orders via IB Gateway)
gahow pushed to main at gahow/quant-trading 2026-10-13 04:08:36 +00:00
aa24ed8c31 research: auction audit of the overnight sleeve's prices (PASS: 0.2 bp a side)
gahow pushed to main at gahow/quant-trading 2026-10-13 03:02:50 +00:00
4ab86d47b7 research: options and futures for leverage and S&P 500 put hedges in $10k-$100k accounts (no route reaches 50%; puts FAIL)
gahow pushed to main at gahow/quant-trading 2026-10-13 01:49:33 +00:00
31a684fe70 live: record each session's target and its frictionless return; compare shows Ideal and Gap
gahow pushed to main at gahow/quant-trading 2026-10-12 19:32:00 +00:00
a605d68ca8 research: option-volume signals on OPRA bars 2024-03..2026-09 (STOP)
251014d3b2 options bars: split a symbol batch in half on HTTP 504
Compare 2 commits »
gahow pushed to main at gahow/quant-trading 2026-10-12 15:21:59 +00:00
1b17a9cd1b research: preregister option-volume signals (O/S, put/call) before the bar backfill completes
gahow pushed to main at gahow/quant-trading 2026-10-12 15:08:10 +00:00
dc5ab31bb7 options backfill: skip empty month frames before concat (pandas FutureWarning)
gahow pushed to main at gahow/quant-trading 2026-10-12 15:04:37 +00:00
05c2ac4c78 options: OPRA daily bars, a quote-quality check and a 2024-02 backfill
9287a92461 research: low_svr21 combination study (STOP); daily option-chain snapshots
81f4e3b32c research: factor census on the current panel; key the factor-rank cache to the panel
ed0ed3f4b2 research: buy-the-dip studies, both STOP (kept as evidence)
Compare 4 commits »
gahow pushed to main at gahow/ibkr-quant 2026-10-12 12:28:54 +00:00
8238651af6 Let the strategy own the whole account; drop the unmanaged list
gahow pushed to main at gahow/ibkr-quant 2026-10-12 12:26:11 +00:00
e2b06f1b1c Manage every USD stock position except an explicit unmanaged list
gahow pushed to main at gahow/quant-trading 2026-10-12 12:16:24 +00:00
0e1e0a202c research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay
31155fdcfb live: keep new sessions on subset refreshes; replay books from a backfilled day
2e69bc8c7a overnight paper: count an order as sent only when Alpaca accepted it
Compare 3 commits »
gahow pushed to main at gahow/ibkr-quant 2026-10-12 12:15:59 +00:00
a87a0c3b54 Confirm MOC orders were accepted before reporting success
gahow pushed to main at gahow/quant-trading 2026-10-12 05:24:53 +00:00
2ff7bc07cf agent review: reject future-dated sources at submit; treat fetched pages as data
gahow pushed to main at gahow/quant-trading 2026-10-10 08:31:13 +00:00
cd0721eada fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test