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Filename Latest commit message Latest commit date
AnimateDread 8ccbddb051 Add new research scripts for trading strategy analysis 
- Implemented sqx_audit.py to audit StrategyQuant X trade lists, focusing on performance metrics and cost analysis.
- Created sqx_portfolio.py to evaluate portfolio performance based on uncorrelated components and their impact on risk and return.
- Developed swing.py to analyze cost ratios across different holding periods and assess swing trading structures.
- Introduced test_management.py to investigate the effectiveness of exit rules on random entries and their impact on expectancy.
2026-08-02 12:25:20 -04:00
..
.gitignore chore(research): drop committed __pycache__, add .gitignore 2026-08-01 16:59:03 -04:00
bidask.py infra: bid/ask M1 bars and an order engine that makes the fill bug unavailable 2026-08-02 00:08:30 -04:00
book.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
breadth.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
check_fill.py research: RETRACTION - the retail-fade edge was a fill-timing artifact 2026-08-01 23:17:55 -04:00
classic.py fix(signals): revive a dead MA model, and demote Sanyaku from state to event 2026-08-01 17:14:34 -04:00
detail.py research: offline validation kit, and the answer it produced 2026-08-01 16:21:44 -04:00
drift.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
dukas.py research: stop-run/liquidity sweep - the first setup to survive everything 2026-08-01 21:05:26 -04:00
fills.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
kit.py research: offline validation kit, and the answer it produced 2026-08-01 16:21:44 -04:00
labels.py research: offline validation kit, and the answer it produced 2026-08-01 16:21:44 -04:00
learn_selection.py research: model-selected retail fades hold up out of sample (after killing a big leak) 2026-08-01 23:15:00 -04:00
profiles.py research: Wyckoff's law of cause and effect is real but SUBLINEAR 2026-08-01 21:36:14 -04:00
resample.py research: four more hypothesis families - drift is real, timing still is not 2026-08-01 20:51:02 -04:00
retrial.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
retrial2.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
seasonal.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
sim.py research: offline validation kit, and the answer it produced 2026-08-01 16:21:44 -04:00
sqx.py perf(research): parallel tick decode, 12x, plus two correctness fixes 2026-08-01 19:14:38 -04:00
sqx_audit.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
sqx_portfolio.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
sqxbars.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
sweep.py research: offline validation kit, and the answer it produced 2026-08-01 16:21:44 -04:00
swing.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
test_adverse.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_anomalies.py research: four more hypothesis families - drift is real, timing still is not 2026-08-01 20:51:02 -04:00
test_atrscale.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_cause_effect.py research: Wyckoff's law of cause and effect is real but SUBLINEAR 2026-08-01 21:36:14 -04:00
test_classic.py research: test the shipped classic patterns for entry edge - and the lookahead that faked one 2026-08-01 16:58:57 -04:00
test_combined.py research: Wyckoff context REPLICATES on a second, independent trigger 2026-08-01 23:57:30 -04:00
test_confluence.py research: test the shipped classic patterns for entry edge - and the lookahead that faked one 2026-08-01 16:58:57 -04:00
test_context.py research: Wyckoff CONTEXT has real predictive content - 8/8 positive slopes 2026-08-01 23:56:05 -04:00
test_context2.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_context3.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_controlbias.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_crossfeed.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_depth.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_drift.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_engine.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_exits.py research: test the shipped classic patterns for entry edge - and the lookahead that faked one 2026-08-01 16:58:57 -04:00
test_flow.py research: flow effect and spread cost decay together and never cross 2026-08-01 20:12:00 -04:00
test_liquidity.py research: stop-run/liquidity sweep - the first setup to survive everything 2026-08-01 21:05:26 -04:00
test_lps.py research: the two canonical Wyckoff trades tested whole - both negative 2026-08-01 23:34:35 -04:00
test_lps2.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_management.py Add new research scripts for trading strategy analysis 2026-08-02 12:25:20 -04:00
test_mi_control.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_retail.py research: the retail fade DOES clear cost on EURUSD - correcting the earlier verdict 2026-08-01 22:33:11 -04:00
test_spread.py research: measure the spread channel, and separate its real signal from its own cost model 2026-08-01 17:37:33 -04:00
test_spread2.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00
test_spring.py research: the two canonical Wyckoff trades tested whole - both negative 2026-08-01 23:34:35 -04:00
test_sweep_detail.py research: the stop-run edge fails its own mechanism test - disconfirmed 2026-08-01 21:11:33 -04:00
test_swing_fade.py research: RETRACTION - the retail-fade edge was a fill-timing artifact 2026-08-01 23:17:55 -04:00
test_volume.py feat(ai): widen the volume feature block from 1 value to 4 2026-08-01 17:34:33 -04:00
test_wyckoff.py research: retail setups ARE anti-predictive - and the edge dies with the cost 2026-08-01 22:18:01 -04:00
ticks_to_bars.py fix(research): standardise flow test against the EMPIRICAL null, not a costless coin 2026-08-01 19:51:07 -04:00
vplevels.py research: Wyckoff's law of cause and effect is real but SUBLINEAR 2026-08-01 21:36:14 -04:00
wf.py research: offline validation kit, and the answer it produced 2026-08-01 16:21:44 -04:00
wyckoff.py fix: correct MI sample alignment and improve BN weight diagnostic report 2026-08-02 08:12:47 -04:00