4 Commits (2aba6418e6885b9eefeda12bb0079512053a04b4)

Author SHA1 Message Date
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 784c581f19 Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements
Extends selector with new scoring model support, adds execution
enhancements, and improves snapshot store loading and split handling.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
I Luk Kim b507fbf499 Add attention client and continue PEAD research 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