Adriano Dal Pastro
00996640fb
PM: 34 binarie riconciliate vs daily options; il gap 11pp si decompone in basis USDT (+4-5pp ATM), tempo 8h (-+5pp) e replica su book morti; residuo tail 2-3pp sotto costi; trade coperto reale: lock /bin/bash.1-5, P(conflitto gambe) 2-22%, margine SM domina -> SKIP. HLP: serie daily trovata (wHLP): Sharpe 0.69 non ~2, +12% 2026 = 1 evento, ex-evento +0.2%/a, coda JELLY = inventario ereditato troncato da voto discrezionale, Kelly f*=0 -> SKIP/WATCH con trigger meccanici. 0DTE: fee cap binding = drag 2-3x weekly, IV<RV al front stanotte; snapshot pipeline scritta e primo capture su disco; decisione pre-registrata a 90g di serie. Book INVARIATO. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
77 lines
1.7 KiB
Plaintext
77 lines
1.7 KiB
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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.env.ibgw
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!.env.ibgw.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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# run logs (rigenerabili dagli script)
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logs/
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# cache della ricerca trackE (rigenerabile)
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.cache_trackE_*.npy
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# feed backup pre-rebuild (binari rigenerabili, NON in git) + stato paper trader (runtime)
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data/_feed_backup/
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data/paper_trend/
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data/paper_portfolio/
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# output grezzo dello sweep di ricerca xsec (rigenerabile dagli script in runs/)
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scripts/research/xsec/runs/out/
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# blind-signal derived data (regenerable via make_blind.py)
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data/blind/
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scripts/research/blind/leaderboard.json
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# forward-monitor runtime state (regenerable, forward-only)
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data/paper_prevday/
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data/paper_combo/
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data/paper_statarb/
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# log esecuzioni del book live (stato runtime, contiene fill/fee del conto reale)
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data/live/
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# dati esterni di ricerca (on-chain CoinMetrics community, F&G) — non certificati, non in git
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data/external/
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data/options_daily/
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