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Premchan369

Add fundamentals overlay — valuation, quality, growth metrics from yfinance info

250e0ee verified about 2 hours ago

.gitattributes

1.52 kB
initial commit 2 days ago
ALPHA_FORGE_GUIDE.md

25.6 kB
Upload ALPHA_FORGE_GUIDE.md 2 days ago
README.md

13.2 kB
Update model card with multi-market support documentation about 3 hours ago
README_v3.md

25.5 kB
Add v3.0 Elite Tier README: Jane Street / quant hedge fund level architecture 1 day ago
ab_testing.py

25.2 kB
Add A/B testing framework for strategy comparison with statistical significance testing 1 day ago
advanced_features_part1.py

4.38 kB
Upload advanced_features_part1.py 2 days ago
adversarial_defense.py

20.7 kB
Add adversarial robustness: gradient-based attacks, model stealing detection, adversarial training 1 day ago
alpha_mining.py

18.3 kB
Add automated alpha mining with genetic programming + LLM-driven factor discovery 2 days ago
alpha_model.py

9.76 kB
Upload alpha_model.py 2 days ago
anomaly_detector.py

4.17 kB
Upload anomaly_detector.py 2 days ago
app.py

21.7 kB
Upload app.py 1 day ago
backtest_engine.py

12.7 kB
Add backtest engine with Sharpe, Sortino, max drawdown, IC tracking 2 days ago
bayesian_layer.py

5.06 kB
Upload bayesian_layer.py 2 days ago
conformal_prediction.py

17.8 kB
Add conformal prediction for uncertainty quantification: prediction intervals with guaranteed coverage 1 day ago
correlation_regime.py

22.1 kB
Add DCC-GARCH and dynamic copula correlation regime modeling for multi-asset covariance estimation 1 day ago
cross_sectional_factors.py

5.77 kB
Add cross-sectional factors - Fama-French, momentum, quality, low-vol style factors about 3 hours ago
data_snooping_guard.py

5.18 kB
Add data snooping guard - White's Reality Check, FDR, Bonferroni for multiple testing about 3 hours ago
drawdown_control.py

4.71 kB
Add drawdown control - CPPI, Kelly criterion, dynamic position sizing about 3 hours ago
earnings_model.py

12 kB
Add earnings model with calendar detection, implied move, post-earnings drift analysis about 2 hours ago
event_risk_guard.py

9.91 kB
Add event risk guard — pre-trade checks for earnings/FOMC/macro with dynamic size reduction about 2 hours ago
event_study.py

6.76 kB
Add event study module - earnings, macro events, event-driven alpha with abnormal returns about 3 hours ago
execution_algorithms.py

17.5 kB
Add execution algorithms: TWAP, VWAP, Smart Order Router with market impact model 2 days ago
explainability.py

2.82 kB
Upload explainability.py 2 days ago
factor_decomposition.py

3.9 kB
Upload factor_decomposition.py 2 days ago
factor_risk_model.py

5.49 kB
Add Barra-style multi-factor risk model with factor covariance and specific risk about 3 hours ago
feature_store.py

16.3 kB
Add real-time feature store with drift detection for streaming market data 1 day ago
fundamentals_overlay.py

10.5 kB
Add fundamentals overlay — valuation, quality, growth metrics from yfinance info about 2 hours ago
goat_strategy.py

11.9 kB
Upload goat_strategy.py 2 days ago
gpu_optimization.py

16.3 kB
Add GPU optimization: flash attention, mixed precision, kernel-based acceleration 2 days ago
hedging_engine.py

4.32 kB
Upload hedging_engine.py 2 days ago
hyperparameter_sweep.py

12.8 kB
Add hyperparameter sweep infrastructure: grid, random, Latin Hypercube search 2 days ago
limit_order_book.py

23.3 kB
Add Level 2 LOB reconstruction with full order book, queue position, depth profile, spread dynamics 1 day ago
liquidity_risk.py

6.87 kB
Add liquidity risk module - Amihud illiquidity, bid-ask bounce, price impact modeling about 3 hours ago
macro_features.py

2.81 kB
Upload macro_features.py 2 days ago
macro_overlay.py

11 kB
Add macro overlay with VIX, DXY, treasury yields, Fed calendar, CPI tracking about 2 hours ago
main.py

17.9 kB
Update main.py with full integration of all 10/10 components 2 days ago
market_data.py

9.2 kB
Upload market_data.py 2 days ago
market_making.py

20.3 kB
Add market making engine with Avellaneda-Stoikov quoting, inventory management, adverse selection detection 1 day ago
market_microstructure.py

13.3 kB
Add market microstructure features: Kyle's lambda, VPIN, Roll measure, OFI, Amihud 2 days ago
meta_model.py

10.5 kB
Upload meta_model.py 2 days ago
metrics_guide.py

22.6 kB
Upload metrics_guide.py 2 days ago
multi_factor_engine.py

18.1 kB
Add multi-factor scoring engine with 7 weighted factors about 2 hours ago
multi_task_learning.py

21.8 kB
Add multi-task learning: joint alpha + volatility + portfolio optimization 2 days ago
news_data_integration.py

22.5 kB
Add real news API integration: NewsAPI, RSS feeds, GDELT, social media 2 days ago
news_intelligence.py

12.6 kB
Add news intelligence with FinBERT sentiment + event detection about 2 hours ago
online_learning.py

15.3 kB
Add online learning: per-symbol adaptive models with meta-learning, concept drift adaptation 1 day ago
options_flow.py

16.4 kB
Add options flow analysis with put/call ratio, IV skew, unusual volume, max pain from real yfinance chains about 2 hours ago
options_pricer.py

11.2 kB
Add ML options pricing with neural network and mispricing detection 2 days ago
pipeline.py

14.8 kB
Upload pipeline.py 1 day ago
portfolio_optimizer.py

11.4 kB
Upload portfolio_optimizer.py 2 days ago