mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 15:37:44 +00:00
9303b40fb9
Loop 1 (Factor R&D): - Auto-fixer: composite normalization prevents single-factor variance collapse - Caps entry_thresh 0.7, exit_thresh 0.3, window 20, rolling smoothing 2 - Adds unit-variance normalization for any factor count Loop 2 (Price-Action R&D): - New research loop for technical indicators (no LLM, no Docker) - 7 indicators: MACD, Donchian, RSI, SMA, Bollinger, ATR, MA-Envelope - 3 strategy types: single-TF, multi-TF majority-vote, portfolio - Random hypothesis generation + backtest_signal evaluation - 11/20 strategies profitable in first test run - Top: MACD(12,15,3) 15min — Sharpe +14.01, +10.4%/month