I Luk Kim
2aba6418e6
Add overlay engine, ranking models, snapshot pipelines, and research tools
...
New libs: overlay curve builder, ranking models, continuation/merged
snapshot export, intraday features. New tools: overlay evaluator,
ranking model builder, deep evaluation, fullsplit batch runner.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
I Luk Kim
2395a0c0c3
feat: PEAD mid-cap strategy + pipeline hardening + README cleanup
...
- Implement PEAD 7% Long+Short strategy with mid-cap universe expansion
- Add Stock Oracle screener/company clients, text sentiment features
- Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis
- Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%)
- Add experiment configs for 60+ strategy variants and journal tracking
- Add review/analysis CLI tools
- Remove obsolete dev/phase0-4 design documents and analysis scripts
- Clean README to reflect only implemented features (remove unbuilt adapters/engines)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
5 months ago