Yuxuan Yan
|
7033da131b
|
change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe)
|
2026-06-07 10:06:49 +08:00 |
|
Yuxuan Yan
|
bd0605072f
|
fix: rank-based allocator + momentum signal (reversal->momentum flip)
|
2026-06-07 09:50:08 +08:00 |
|
Yuxuan Yan
|
da01312292
|
feat: signal abstraction layer + sizer + HS300 universe + PnL/IC reports
|
2026-06-07 09:44:33 +08:00 |
|