NexQuant

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TPTBusiness 12f345f594 feat: Diverse factor selection + improved prompt v3

Factor Selection:
- Select by TYPE (momentum, divergence, volatility, session, etc.)
- Ensures variety: no more 20 return-based factors
- Priority: momentum > divergence > volatility > session > london > range > vwap > spread > return

Prompt v3:
- IC Sign instructions (negative IC factors should be INVERTED)
- Better examples showing +IC and -IC factor combinations
- Clear explanation: positive IC = HIGH→LONG, negative IC = HIGH→SHORT

Now selecting diverse factors:
- 2x momentum/divergence/session
- 2x divergence (KL divergence)
- 2x volatility
- 4x session/london
- 2x range
- 2x VWAP
- 2x spread
- 2x return
- 2x other

Test results show diverse factor combinations (session+momentum+volatility).

2026-04-09 16:37:38 +02:00

agent

feat: add a rag mcp in proposal (#1267 )

2025-10-20 16:46:25 +08:00

backtesting

fix: Resolve 88% empty backtest results + path fixes

2026-04-03 16:21:59 +02:00

benchmark

feat(rl): add AutoRL-Bench framework and benchmark integrations (#1348 )

2026-03-17 15:49:30 +08:00

coder

feat: Diverse factor selection + improved prompt v3