Directory listing for /RenTech/strategy_stack/

• .DS_Store
• __init__.py
• __pycache__/
• _generate_macro_calendar.py
• agentic_stock_strategy_loop.py
• agentic_strategy_loop.py
• alpaca_minute_loader.py
• analyze_macro_option_complement.py
• analyze_vxx_forward_returns.py
• backtest_iv_calendar_risk_reversal.py
• backtest_iv_flyagonal_xgb.py
• backtest_iv_iron_condor_xgb.py
• backtest_iv_mispricing_straddle.py
• backtest_iv_rich_vol_bear_call_spread.py
• backtest_iv_stress_long_vol.py
• backtest_long_put_spread_overlay.py
• backtest_polymarket_chainlink_lag.py
• backtest_vxx_backwardation_hedge.py
• backtest_vxx_bear_call_contango.py
• backtest_vxx_long_put_roll_carry.py
• backtest_vxx_put_spread_contango.py
• backtest_vxx_vx1_vx3_strategies.py
• benchmark_monthly_putwrite_sma200.py
• benchmark_option_strategies_by_ticker.py
• benchmark_putw_like_multi_ticker.py
• BEST_IDEAS.md
• bridge_legacy4_overlay_iv_engine_risk.py
• chan_johansen_triplet.py
• cm_intraday_atr_breakout.py
• cm_intraday_dip.py
• combine_best_ideas_stack.py
• combine_lit_stack_sleeves.py
• combine_vrp_putwrite.py
• config/
• data_loader.py
• day_trading_100_complement.py
• DAY_TRADING_100_COMPLEMENT_IDEAS.md
• DAY_TRADING_BEST_OF_IDEAS.md
• diagnose_hourly_swing_breakout.py
• diagnose_theta_r1_pmcc.py
• discover_french_decile_strategies.py
• diverse_theta_strategies_v1/
• DYNAMIC_VXX_REGIME_STACK.md
• equity_universe_loaders.py
• event_driven_backtester.py
• experiment_buy_the_dip.py
• explore_vxx_decay_strategies.py
• export_best_ideas_fund_reports.py
• export_markov_vix_spread_report.py
• export_r2_overlap_trade_log.py
• export_sharpe_opt_fullbook_trades.py
• export_theta_full_trade_log.py
• export_vrp_iv_lit4_vxx_fullbook_trades.py
• french_decile_loader.py
• french_industry_loader.py
• generate_stock_only_ma_slope_presentation.py
• generate_vrp_fund_pitch_multi_sleeve_assets.py
• industry_trend_timing_engine.py
• iv_mispricing_complement.py
• literature_low_corr_portfolio.py
• literature_original4_legacy_run.py
• literature_search_agent.py
• literature_strategy_catalog.py
• live_ibkr_trader.py
• live_vrp_state.json
• ma_slope_cross_sectional.py
• ma_slope_engine.py
• ma_slope_intraday_daytrade.py
• ma_slope_intraday_enhanced.py
• ma_slope_inverse_sleeve.py
• MACRO_AW_OPTIONS_PORTFOLIO.md
• macro_aw_options_portfolio.py
• macro_calendar.py
• main.py
• markov_chain_trading.py
• ml_momentum_engine.py
• momentum_filter.py
• multi_strategy_manager.py
• optimize_french_low_dd.py
• optimize_french_vol_target.py
• optimize_markov_vix_futures_ls.py
• optimize_overall_portfolio_sizing.py
• optimize_overlay_risk_fracs.py
• optimize_vrp_sleeve_sharpe.py
• optimize_vxx_portfolio.py
• optimizer.py
• orb_zarattini.py
• overall_sizing_best.json
• overlay_contract_sizing.py
• OVERLAY_JSONL_REFERENCE.md
• overlay_risk_fracs_optimized.json
• pmcc_strategy.py
• POLYMARKET_CHAINLINK_RESEARCH.md
• portfolio_merge_engine.py
• portfolio_risk_manager.py
• portfolio_vrp_iv_sleeves.py
• portfolio_vrp_plus_vxx.py
• predict_vol_mispricing_xgb.py
• qs_systematic_library.py
• rank_lit_catalog_window.py
• research_ledger.csv
• RESEARCH_LEDGER.md
• research_ledger_cli.py
• research_ledger_trade_stats.csv
• research_literature_theta_strategies.py
• run_best_ideas_regime_router.py
• run_bond_trend.py
• run_chan_algorithmic_trading_benchmark.py
• run_cm_intraday_atr_breakout.py
• run_cm_intraday_atr_breakout_filter_sweep.py
• run_cm_intraday_dip.py
• run_cm_intraday_dip_tweak_sweep.py
• run_cm_intraday_pdl_short.py
• run_cm_intraday_pdl_short_vol_sweep.py
• run_cnn_lstm_spy_signal.py
• run_commodity_trend.py
• run_day_trading_100_complement.py
• run_french_mom_vol_decile_backtest.py
• run_industry_trend_timing.py
• run_industry_trend_timing_spdr31.py
• run_johansen_triplet_etf_portfolio.py
• run_johansen_triplet_scan.py
• run_johansen_triplet_sp500.py
• run_lit_putwrite_stack_sids.py
• run_ls_equity_momentum_standard.py
• run_ma_slope_alpaca_5min_benchmark.py
• run_ma_slope_alpaca_entry_time_sweep.py
• run_ma_slope_alpaca_intraday_daytrade.py
• run_ma_slope_alpaca_intraday_enhancement_sweep.py
• run_ma_slope_alpaca_intraday_oos_2025.py
• run_ma_slope_alpaca_intraday_stop_sweep.py
• run_ma_slope_confirm_ideas_sweep.py
• run_ma_slope_detail_sweep.py
• run_ma_slope_intraday_standard.py
• run_ma_slope_intraday_trade_stats.py
• run_ma_slope_inverse_spy_standard.py
• run_ma_slope_inverse_spy_sweep.py
• run_ma_slope_sp500_stop_sweep.py
• run_ma_slope_sp500_topn_standard.py
• run_ma_slope_sp500_topn_sweep.py
• run_ma_slope_sweep.py
• run_markov_all_weather_backtest.py
• run_markov_vix_futures_backtest.py
• run_markov_vix_spread_backtest.py
• run_mn_prototype_compare.py
• run_multi_sleeve_portfolio.py
• run_orb_zarattini.py
• run_orb_zarattini_or_sweep.py
• run_orb_zarattini_quality_sweep.py
• run_pairs_statarb_standard.py
• run_portfolio_custom.py
• run_qs_actionable_etf_standard.py
• run_qs_systematic_rank50.py
• run_qs_top_ideas_backtest.py
• run_rates_carry.py
• run_relative_dip_compare.py
• run_ride_rockets_5050_standard.py
• run_ride_rockets_champ_grid.py
• run_ride_rockets_variant_sweep.py
• run_russell3000_dip_standard.py
• run_russell3000_momentum_standard.py
• run_sector_dip_standard.py
• run_sector_ls_momentum_standard.py
• run_sector_momentum_standard.py
• run_short_term_reversal.py
• run_skew_regime_always_on.py
• run_sp500_dip_standard.py
• run_sp500_momentum_concentration_sweep.py
• run_sp500_momentum_selection_sweep.py
• run_sp500_momentum_standard.py
• run_sp500_sell_rip_standard.py
• run_spx_regime_state_space.py
• run_spy_bear_call_spread_standard.py
• run_spy_overnight_ideas25.py
• run_spy_overnight_vix_calm.py
• run_tactical_all_weather_standard.py
• run_tactical_aw_variant_sweep.py
• run_tsmom_expanded.py
• run_tsmom_managed_futures.py
• run_vix_dynamic_scale.py
• run_volatility_edge_etn.py
• run_vrp_low_dd_vxx_bundle.py
• run_vrp_toggle_matrix.py
• run_vxx_long_call_daily.py
• run_vxx_regime_mtm_report.py
• scan_iv_overlay_correlation.py
• SHARPE_OPT_FULLBOOK_TRADE_EXPORT.md
• sleeve_risk_fractions.json
• sleeve_risk_fractions_2p0x.json
• sleeve_risk_fractions_3p5x.json
• sleeve_risk_fractions_5p0x.json
• sp500_momentum_backtest.py
• sp500_momentum_index.py
• sp500_pit_universe.py
• spdr_industry_trend_timing.py
• spx_regime_state_space/
• spy_overnight_ideas25.py
• spy_overnight_vix_calm.py
• statarb_engine.py
• strategy_orchestrator.py
• sweep_calendar_year_floor.py
• sweep_r2_sleeve_fracs.py
• sweep_vxx_bear_call.py
• swing_breakout_hourly.py
• swing_engine.py
• test_markov_chain_trading.py
• theta_strategy_benchmark.py
• tier_a_index_benchmark.py
• tier_a_series.py
• train_vol_mispricing_xgb.py
• unified_margin_tracker.py
• vix_fixed_calendar_engine.py
• vix_fixed_outright_engine.py
• vrp_all_weather_backtest.py
• vrp_backtest_theta.py
• vrp_backtester.py
• vrp_drawdown_report.py
• VRP_FUND_PITCH_INTERNAL_REFERENCE.md
• VRP_IMPROVEMENT_PLAN.md
• vrp_iv_vs_xgb_compare.py
• VRP_PLUS_VXX_OVERLAY_MERGE.md
• vrp_research_common.py
• vrp_research_metrics.py
• vrp_research_overfit_notes.py
• vrp_research_run_1_7.py
• vrp_research_sweeps.py
• vrp_research_theta_vs_ivol.py
• vrp_sleeve_sharpe_optimized.json
• vrp_strategy_config.py
• VRP_TOGGLE_MATRIX.json
• VRP_TOGGLE_MATRIX.md
• vrp_underwater_regime_analysis.py
• vrp_vol_scaling_sweep.py
• yearly_lit_catalog_consistency.py