 Yuxuan Yan
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769cf25daa
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feat: dump alpha values + daily PnL as parquet (pyarrow)
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2026-06-07 10:48:20 +08:00 |
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Yuxuan Yan
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7033da131b
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change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe)
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2026-06-07 10:06:49 +08:00 |
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Yuxuan Yan
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edcc4e4b73
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results: CSI500 reversal + reversal_vol multi-horizon IC
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2026-06-07 10:04:14 +08:00 |
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Yuxuan Yan
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241683cc54
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feat: CSI500 universe + reversal_vol signal + argparse CLI
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2026-06-07 10:01:41 +08:00 |
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Yuxuan Yan
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aedc019d23
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fix: IC chart cumulative mean + forward return horizon matching + multi-horizon eval
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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2026-06-07 09:54:31 +08:00 |
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Yuxuan Yan
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bd0605072f
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fix: rank-based allocator + momentum signal (reversal->momentum flip)
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2026-06-07 09:50:08 +08:00 |
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Yuxuan Yan
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da01312292
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feat: signal abstraction layer + sizer + HS300 universe + PnL/IC reports
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2026-06-07 09:44:33 +08:00 |
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Yuxuan Yan
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085e51abf1
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feat: add 5-day reversal strategy
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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2026-06-07 09:26:35 +08:00 |
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Yuxuan Yan
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fd86190e9a
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feat: phase 1 — data downloader, backtrader runner, SMA strategy
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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2026-06-07 09:21:16 +08:00 |
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Yuxuan Yan
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338c912029
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init: chinese equity quant research framework
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2026-06-07 09:14:50 +08:00 |
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