rams
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  • Joined on 2026-06-12
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rams pushed to master at rams/hk-weather-mkt 2026-08-10 09:29:26 +00:00
533939d178 Add NautilusTrader Polymarket execution layer
rams created branch master in rams/hk-weather-mkt 2026-08-10 09:18:56 +00:00
rams pushed to master at rams/hk-weather-mkt 2026-08-10 09:18:56 +00:00
314168dfa2 Add dashboard launcher script
e59076ad6a Add web dev dashboard with real-time HK weather + model comparison
c93af97059 HK Weather Prediction Market Pipeline: WeatherNext + HKO + Polymarket
rams created repository rams/hk-weather-mkt 2026-08-10 09:18:45 +00:00
rams pushed to main at rams/ftdt-quant-lab 2026-08-10 08:57:35 +00:00
cdc7a01986 feat: queue simulation validation — VBT vs realistic event-driven PnL comparison
7517163142 feat: configurable grid params + auto walk-forward optimizer
ad4036713e feat: recent-window backtests (week/month/year) — 207 clean results
543537e33f feat: quant validation framework — DSR, PSR, Haircut, regimes, walk-forward
268fe606fa fix: clear stale __pycache__ causing 'datetime is not defined' error
Compare 28 commits »
rams pushed to main at rams/ftdt-quant-lab 2026-08-07 04:59:36 +00:00
92ba6a564a chore: ignore generated VBT backtest result files
rams pushed to main at rams/ftdt-quant-lab 2026-08-07 04:53:59 +00:00
887a33f278 feat: trade log table, strategy params panel, B+W color scheme
rams pushed to main at rams/ftdt-quant-lab 2026-08-07 04:41:13 +00:00
121c67ae5f feat: VBT dashboard — asset badges, interval/bar selectors, sort/filter
rams pushed to main at rams/ftdt-quant-lab 2026-08-07 04:35:22 +00:00
623345c4d7 fix: normalize old backtest field names in VBT dashboard API
rams pushed to main at rams/ftdt-quant-lab 2026-08-07 04:31:31 +00:00
737b24895c fix: VBT dashboard — proper metrics display + redesigned UI
rams pushed to main at rams/ftdt-quant-lab 2026-08-07 03:42:39 +00:00
3606e7f92e feat: proper Grid MM, Composite MM, Hurst/VPIN, Iceberg, A-S strategies
37da46a016 feat: proper Order Book Imbalance strategy for BTC-USD on HL
Compare 2 commits »
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 09:53:02 +00:00
879372f69e merge: resolve conflicts, keep local framework changes
6934bfdaa0 feat: VectorBT results dashboard with Plotly charts
39545ac94b fix: NT backtest engine venue registration and bar precision
f5ffe4baee feat: NautilusTrader + VectorBT unified framework for Hyperliquid
08a95e8fe2 Proper Avellaneda-Stoikov: reservation price + optimal spread model
Compare 6 commits »
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 09:47:24 +00:00
9cf871be46 Fix order pricing: 1-tick advantage at best bid/ask + process guard
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 09:13:53 +00:00
8461ed5097 Live open orders/positions + A-S gamma fix + MR 60-tick window
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 08:34:39 +00:00
2429394cd8 Deep audit fixes: A-S gamma scaling + Mean Rev window
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 08:26:37 +00:00
a6905f2691 Fix win_rate() for Kalman Pairs: add net_pnl/gross_pnl field support
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 08:16:50 +00:00
37b8496dc2 Optimal position sizing: 4x BTC, 40x ETH utilization
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 08:11:49 +00:00
74113ab624 A-S MM backtest: 4 assets with FIFO round-trip PnL
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 08:04:51 +00:00
f9bed72b1c Proper A-S: side selection via reservation price (not spread formula)
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 08:00:10 +00:00
a5de7d526f Proper Avellaneda-Stoikov: reservation price + optimal spread model