rams
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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
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:52:05 +00:00
50f8f4f970 Refactor: review, fix, and test entire codebase
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:44:09 +00:00
392bde44a0 Fix backtest detail API — check historical/ subdirectory first
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:34:56 +00:00
6fcf5e7c7d TradeXYZ SPX S&P 500 Mean Reversion backtest
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:28:33 +00:00
cbbd0ef941 Fix Mean Reversion VWAP bug — was never firing
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:21:05 +00:00
ff3e68855c Repo cleanup: README with full stack summary + .gitignore + remove stale backups
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:13:18 +00:00
3cc68cd46a Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 07:03:15 +00:00
b0eaee47db Hurst/VPIN backtest: 1 trade, 0% PnL (synthetic — selective by design)
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 06:51:53 +00:00
cf376f2995 Deploy Hurst/VPIN directional strategy to live + paper
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 06:40:10 +00:00
a8ed3cafe0 Fix memory guard: remove RLIMIT_AS (blocks Python heap), VmRSS-only
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 06:31:19 +00:00
298b9c8020 Memory guard: 512MB hard cap, GC at 256MB, 2GB swap
rams pushed to main at rams/ftdt-quant-lab 2026-08-06 06:19:43 +00:00
2176910fab QuantReport: handle API error responses, restart paper trader