ramseshk a5cf3fe583 fix: spot-perp basis floating-point EPS, NORMAL regime fallback, realistic fee defaults

2026-08-12 12:34:51 +08:00

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kalman_pairs

Kalman Filter Pairs Trading System — full production-grade implementation

2026-08-05 06:47:33 +00:00

nt

feat: proper Grid MM, Composite MM, Hurst/VPIN, Iceberg, A-S strategies

2026-08-07 11:42:32 +08:00

__init__.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

as_quoter.py

Deep audit fixes: A-S gamma scaling + Mean Rev window

2026-08-06 08:34:37 +00:00

avellaneda_stoikov.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

cartea_jaimungal.py

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

cross_sectional_momentum.py

feat: creative alpha models + portfolio layer targeting Sharpe > 1.5

2026-08-12 12:26:29 +08:00

deep_lob.py

Hawkes OFI + Deep LOB: two new strategies from advanced microstructure research

2026-08-04 06:01:19 +00:00

funding_arb_strategy.py

feat: funding arb strategy, queue-aware paper fills, WQI live integration

2026-08-11 11:15:25 +08:00

funding_arb.py

Complete Funding Rate Arb: real API data for live + paper

2026-08-05 07:09:29 +00:00

funding_rate_arb.py

Wire up real Hyperliquid integration and funding rate API

2026-08-03 11:37:47 +00:00

gueant.py

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

hawkes_ofi.py

Hawkes OFI + Deep LOB: two new strategies from advanced microstructure research

2026-08-04 06:01:19 +00:00

hurst_vpin_live.py

Deploy Hurst/VPIN directional strategy to live + paper

2026-08-06 06:51:51 +00:00

hurst_vpin.py

Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)

2026-08-06 07:13:17 +00:00

iceberg_detection.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

orderbook_imbalance.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

pairs_trading.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

persistence.py

PostgreSQL persistence layer + seen_fills fix

2026-08-06 03:12:10 +00:00

portfolio.py

feat: creative alpha models + portfolio layer targeting Sharpe > 1.5

2026-08-12 12:26:29 +08:00

quant_report.py

QF-Lib Quant Report: full strategy performance analytics

2026-08-06 03:37:25 +00:00

queue_imbalance.py

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

regime_ensemble.py

fix: spot-perp basis floating-point EPS, NORMAL regime fallback, realistic fee defaults

2026-08-12 12:34:51 +08:00

spot_perp_basis.py

fix: spot-perp basis floating-point EPS, NORMAL regime fallback, realistic fee defaults

2026-08-12 12:34:51 +08:00

wf_validate_all.py

feat: creative alpha models + portfolio layer targeting Sharpe > 1.5

2026-08-12 12:26:29 +08:00

wqi_predictor.py

feat: HFT infrastructure — tick backtest runner, VPIN-gated A-S maker, WQI predictor, queue-aware fills

2026-08-11 10:43:51 +08:00