Adriano
dc2b5697da
- trackA trend, trackB ML, trackC mean-rev, trackD trend-portfolio, trackE xsec/ensemble - VERDICT: Track D vol-targeted BTC+ETH trend portfolio is the one robust deployable earner (Sharpe 1.0-1.32, DD 13-19%, positive every year 2019-2026) - mean-reversion confirmed dead on clean data; weak-but-real ML/trend residuals - honest: EUR50/day on 2000 in 1-2y is not reachable (needs ~137k capital or ruinous DD)
47 lines
871 B
Plaintext
47 lines
871 B
Plaintext
__pycache__/
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*.py[cod]
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*.egg-info/
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dist/
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build/
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.venv/
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.env
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!.env.example
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.vscode/
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.idea/
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.DS_Store
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data/raw/
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data/processed/
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*.log
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*.pkl
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*.pt
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*.pth
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notebooks/.ipynb_checkpoints/
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data/paper_trades/
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data/portfolio_paper/
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data/portfolio_paper_stats/
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data/portfolios/
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# watermark fondi del reconciler (stato runtime, contiene il balance)
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data/funds_watch.json
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# stato locale di tooling (non condiviso)
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.claude/
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.omc/
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# dati regime (DVOL/funding/feature cache, rigenerabili)
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data/regime/
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_disp_scratch/
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data/regime/dispersion_features.parquet
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# storico catena opzioni importato da cerbero-bite (rigenerabile: options_fetcher.py)
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data/options/
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data/_reset_backup/
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# game artifacts (log/json di scripts/games e gate)
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data/games/
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.env.mainnet
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# archived data (mirrors top-level data/ ignores, which are top-level-anchored)
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Old/data/
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Old/**/__pycache__/
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.cache_trackE_*.npy
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