 sam
|
f023f7e999
|
Improve uncertainty estimation.
|
2024-11-16 20:23:59 -08:00 |
|
|
sam
|
453df222d6
|
Tweak the backtests.
* Start from 2011 instead of 2013.
* Validate over two years instead of one.
|
2024-11-16 20:00:58 -08:00 |
|
|
sam
|
47b2ce1476
|
Use ruff linter.
|
2024-11-16 14:07:24 -08:00 |
|
|
sam
|
db45b14882
|
Add notes on new backtesting framework.
|
2024-11-16 03:38:24 -08:00 |
|
|
sam
|
bbd7d493b7
|
New systematic backtest framework.
|
2024-11-16 03:20:21 -08:00 |
|
|
sam
|
f5bed410ae
|
More helpful additions to workflow.
|
2024-11-15 22:48:17 -08:00 |
|
|
sam
|
1e8c6ba75e
|
Add Claude's notes from recent session.
|
2024-11-15 22:48:03 -08:00 |
|
|
sam
|
e484331196
|
Tuning session; removed market maturity.
The market maturity score only complicated the model with no clear
benefit. Still working on getting the various backtests tuned.
|
2024-11-15 18:07:33 -08:00 |
|
|
sam
|
b9cf04aed7
|
Run more projections from various start dates.
|
2024-11-15 16:48:33 -08:00 |
|
|
sam
|
2b7abecdcb
|
Add justfile to simplify organizing results for comparison.
|
2024-11-15 16:36:52 -08:00 |
|
|
sam
|
502b47842e
|
Add updated notes from Claude.
|
2024-11-15 15:16:31 -08:00 |
|
|
sam
|
368878a482
|
Add era-aware market maturity adjustments.
|
2024-11-15 15:12:36 -08:00 |
|
|
sam
|
294c665106
|
Merge branch 'new-backtests' into market-maturity-backtests
|
2024-11-15 14:08:22 -08:00 |
|
|
sam
|
4975e1647d
|
Fix create_plots() output.
|
2024-11-15 14:08:16 -08:00 |
|
|
sam
|
8f94c60034
|
New backtest suite proposed by Claude.
|
2024-11-15 13:57:36 -08:00 |
|
|
sam
|
b024a38040
|
Improve volume handling in market maturity calculations.
|
2024-11-15 13:48:14 -08:00 |
|
|
sam
|
b018296a51
|
Add market maturity projection adjustments.
|
2024-11-15 13:37:14 -08:00 |
|
|
sam
|
5b80eac207
|
Run projections and backtests in parallel.
|
2024-11-15 10:22:12 -08:00 |
|
|
sam
|
16ce8823f3
|
Add Claude's notes on current model.
|
2024-11-15 02:09:11 -08:00 |
|
|
sam
|
f9b8af828a
|
Implement trend smoothing.
|
2024-11-15 01:59:19 -08:00 |
|
|
sam
|
36eda3eb3e
|
Add improved vol calculation.
|
2024-11-15 01:22:16 -08:00 |
|
|
sam
|
588c4a8fa4
|
Switch to simpler log-based projection.
|
2024-11-14 22:29:34 -08:00 |
|
|
sam
|
3e96a320b9
|
Implement some basic backtesting.
|
2024-11-14 20:43:25 -08:00 |
|
|
sam
|
5fa358e6ae
|
Clean up the code.
- Re-order functions.
- Remove older projection methods.
- Format with black.
|
2024-11-14 20:05:27 -08:00 |
|
|
sam
|
5e1908f4c9
|
Fix date of fifth halving.
|
2024-11-14 17:06:09 -08:00 |
|
|
sam
|
ed9426afd5
|
Update example projection with more time points.
|
2024-11-14 17:03:00 -08:00 |
|
|
sam
|
1a419f439f
|
Add more time points to last plot.
|
2024-11-14 17:02:35 -08:00 |
|
|
sam
|
6f070303e5
|
Give credit where it's due.
|
2024-11-14 16:54:42 -08:00 |
|
|
sam
|
e964c97eac
|
Initial commit.
|
2024-11-14 16:53:12 -08:00 |
|