 TPTBusiness
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cbe1c52e00
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refactor: rename project from Predix to NexQuant
Rename all source files, scripts, tests, documentation, and configuration
from Predix/predix to NexQuant/nexquant across the entire codebase.
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2026-05-09 17:48:22 +02:00 |
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TPTBusiness
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1f6990d04d
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feat: integrate Kronos-mini OHLCV foundation model (Option A + B)
Add Kronos-mini (4.1M params, AAAI 2026, MIT) as:
- Option A: predicted-return alpha factor via rolling daily inference
(kronos_factor_gen.py — stride=96 bars/day, ~2k inference calls)
- Option B: standalone model evaluator alongside LightGBM
(kronos_model_eval.py — IC / hit-rate vs actual realized returns)
KronosAdapter wraps NeoQuasar/Kronos-mini + Kronos-Tokenizer-2k,
auto-detects GPU, gracefully degrades if ~/Kronos repo is missing.
Factor output: MultiIndex (datetime, instrument) with KronosPredReturn.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-04-18 09:49:25 +02:00 |
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