Compare commits
These branches do not share a common merge base. Select a different base or compare branch.
base: zhaoli/tac-exp-dev:master
zhaoli/tac-exp-dev:main
zhaoli/tac-exp-dev:exp/87-scheduled-rolling-4y-retrain-for-round-3
zhaoli/tac-exp-dev:exp/86-scheduled-rolling-4y-retrain-for-round-3
zhaoli/tac-exp-dev:exp/85-scheduled-retrain-for-d2026-09-29-round
zhaoli/tac-exp-dev:exp/84-scheduled-retrain-for-d2026-09-28-round
zhaoli/tac-exp-dev:exp/83-scheduled-algo-retrain-on-2026-09-25-tac
zhaoli/tac-exp-dev:exp/82-scheduled-algo-retrain-on-2026-09-24-tac
zhaoli/tac-exp-dev:exp/81-scheduled-algo-retrain-on-2026-09-23-tac
zhaoli/tac-exp-dev:exp/80-scheduled-algo-retrain-on-2026-09-22-tac
zhaoli/tac-exp-dev:exp/79-scheduled-algo-retrain-on-2026-09-21-tac
zhaoli/tac-exp-dev:exp/78-scheduled-algo-retrain-on-2026-09-18-tac
zhaoli/tac-exp-dev:exp/77-scheduled-algo-retrain-on-2026-09-17-tac
zhaoli/tac-exp-dev:exp/76-scheduled-algo-retrain-on-2026-09-16-tac
zhaoli/tac-exp-dev:exp/75-scheduled-re-train-for-2026-09-16-round
zhaoli/tac-exp-dev:exp/74-scheduled-algo-retrain-on-2026-09-15-tac
zhaoli/tac-exp-dev:exp/73-scheduled-algo-trade-run-for-target-date
zhaoli/tac-exp-dev:exp/72-scheduled-algo-retrain-on-2026-09-08-tac
zhaoli/tac-exp-dev:exp/71-scheduled-algo-retrain-on-2026-09-04-tac
zhaoli/tac-exp-dev:exp/70-re-train-reference-model-on-4-year-rolli
zhaoli/tac-exp-dev:exp/69-scheduled-algo-retrain-on-2026-09-03-tac
zhaoli/tac-exp-dev:exp/68-scheduled-algo-retrain-on-2026-09-02-tac
zhaoli/tac-exp-dev:exp/67-scheduled-algo-retrain-on-2026-09-01-tac
zhaoli/tac-exp-dev:exp/66-scheduled-algo-retrain-on-2026-08-28-tac
zhaoli/tac-exp-dev:exp/65-scheduled-algo-retrain-on-2026-08-28-tac
zhaoli/tac-exp-dev:exp/64-scheduled-algo-retrain-on-2026-08-27-tac
zhaoli/tac-exp-dev:exp/63-scheduled-algo-retrain-on-2026-08-26-tac
zhaoli/tac-exp-dev:exp/62-scheduled-algo-retrain-on-2026-08-25-tac
zhaoli/tac-exp-dev:exp/61-scheduled-algo-retrain-on-2026-08-24-tac
zhaoli/tac-exp-dev:exp/60-scheduled-algo-retrain-on-2026-08-21-tac
zhaoli/tac-exp-dev:book
zhaoli/tac-exp-dev:exp/58-signal-quality-gate-5-year-walk-forward
zhaoli/tac-exp-dev:exp/57-signal-quality-gate-gate-trades-based-on
zhaoli/tac-exp-dev:exp/56-window-staleness-isolation-the-m2-sharpe
zhaoli/tac-exp-dev:exp/55-adaptive-short-window-retrain-test-the-4
zhaoli/tac-exp-dev:exp/54-walk-forward-transfer-test-m2-sharpe22-o
zhaoli/tac-exp-dev:exp/53-walk-forward-re-validation-of-m2-sharpe2
zhaoli/tac-exp-dev:exp/52-walk-forward-re-validation-of-the-3-best
zhaoli/tac-exp-dev:exp/51-q21-test-10d-label--weekly-rebalance-q04
zhaoli/tac-exp-dev:exp/50-q14-compact-stochastic-set-generalizes-t
zhaoli/tac-exp-dev:exp/49-q18-optimalstopcontrol-entryexit-thresho
zhaoli/tac-exp-dev:exp/48-q17-adding-realized-moments-features-spr
zhaoli/tac-exp-dev:exp/47-q16-adding-hmm-regime-posterior-features
zhaoli/tac-exp-dev:exp/46-q15-the-5-seed-rankicensemblelgbmodel-sh
zhaoli/tac-exp-dev:exp/45-q13-weekly-rebalance-construction-q07s-1
zhaoli/tac-exp-dev:exp/44-q12-long-horizon-22d-label-paired-with-w
zhaoli/tac-exp-dev:experiment-queue
zhaoli/tac-exp-dev:exp/40-q08-risk-limit-ab-on-exp-26-reference-si
zhaoli/tac-exp-dev:exp/43-q11-standalone-5d-reversal-single-featur
zhaoli/tac-exp-dev:exp/42-q10-hmm-regime-overlay-entry-gate-on-sph
zhaoli/tac-exp-dev:exp/41-q09-long-short-market-neutral-long-top-1
zhaoli/tac-exp-dev:exp/39-q07-weekly-rebalance-recompute-topkdropo
zhaoli/tac-exp-dev:exp/38-q06-kelly-sizing-score-magnitude-fractio
zhaoli/tac-exp-dev:exp/37-q05-label22d-22d-forward-return-label-vs
zhaoli/tac-exp-dev:exp/36-q04-label10d-10d-forward-return-label-vs
zhaoli/tac-exp-dev:exp/35-q03-topk20-widen-topkdropout-portfolio-f
zhaoli/tac-exp-dev:exp/34-q02-seed10-10-seed-rankicensemble-vs-ref
zhaoli/tac-exp-dev:exp/33-q01-m2-reproduction-add-spsharpe22-to-th
zhaoli/tac-exp-dev:exp/32-scheduled-daily-retrain-for-round-target
zhaoli/tac-exp-dev:master
zhaoli/tac-exp-dev:exp/30-isolation-run-m2-does-adding-risk-adjust
zhaoli/tac-exp-dev:exp/31-isolation-run-m3-does-adding-garch11-vol
zhaoli/tac-exp-dev:exp/29-isolation-run-m1-does-adding-multi-horiz
zhaoli/tac-exp-dev:exp/28-isolate-the-seed-count-effect-on-the-ndr
zhaoli/tac-exp-dev:exp/27-scheduled-algo-retrain-on-2026-08-17-tac
zhaoli/tac-exp-dev:exp/26-test-whether-reducing-topkdropout-daily
zhaoli/tac-exp-dev:exp/25-test-the-clean-data-hypothesis-that-addi
zhaoli/tac-exp-dev:exp/24-run-the-rankic-ensemble-in-mlflow-experi
zhaoli/tac-exp-dev:exp/23-test-whether-the-5-day-rankic-ensemble-i
zhaoli/tac-exp-dev:exp/22-re-run-experiment-16s-5-day-rankic-ensem
zhaoli/tac-exp-dev:exp/21-clean-lake-re-execution-of-the-tac-rd-ra
zhaoli/tac-exp-dev:exp/20-improve-the-risk-limit-reference-signal
zhaoli/tac-exp-dev:exp/18-risk-limit-control-on-the-reference-ense
zhaoli/tac-exp-dev:exp/19-martingale-study-on-the-73-symbol-lake-u
zhaoli/tac-exp-dev:exp/17-short-3-month-lake-workflow-lgbmodel-mse
zhaoli/tac-exp-dev:exp/16-scheduled-algo-retrain-on-20260814-tacrd
zhaoli/tac-exp-dev:exp/15-fractionalkelly-position-sizing-on-the-r
zhaoli/tac-exp-dev:exp/14-enhanced-stochasticcontrol-allocation-fo
zhaoli/tac-exp-dev:exp/13-portfolioconstruction-variant-of-the-iso
zhaoli/tac-exp-dev:exp/12-isolate-the-multiseed-rankic-ensemble-ef
zhaoli/tac-exp-dev:exp/11-sp5d-momentfeature-extension-after-exten
zhaoli/tac-exp-dev:exp/9-sp5d-feature-family-ablation
zhaoli/tac-exp-dev:exp/7-baseline-lightgbm-on-60etf-lake-ta-featu
zhaoli/tac-exp-dev:exp/8-baseline-lightgbm-on-the-full-60etf-univ
...
compare: zhaoli/tac-exp-dev:exp/50-q14-compact-stochastic-set-generalizes-t
zhaoli/tac-exp-dev:exp/87-scheduled-rolling-4y-retrain-for-round-3
zhaoli/tac-exp-dev:exp/86-scheduled-rolling-4y-retrain-for-round-3
zhaoli/tac-exp-dev:exp/85-scheduled-retrain-for-d2026-09-29-round
zhaoli/tac-exp-dev:exp/84-scheduled-retrain-for-d2026-09-28-round
zhaoli/tac-exp-dev:exp/83-scheduled-algo-retrain-on-2026-09-25-tac
zhaoli/tac-exp-dev:exp/82-scheduled-algo-retrain-on-2026-09-24-tac
zhaoli/tac-exp-dev:exp/81-scheduled-algo-retrain-on-2026-09-23-tac
zhaoli/tac-exp-dev:exp/80-scheduled-algo-retrain-on-2026-09-22-tac
zhaoli/tac-exp-dev:exp/79-scheduled-algo-retrain-on-2026-09-21-tac
zhaoli/tac-exp-dev:exp/78-scheduled-algo-retrain-on-2026-09-18-tac
zhaoli/tac-exp-dev:exp/77-scheduled-algo-retrain-on-2026-09-17-tac
zhaoli/tac-exp-dev:exp/76-scheduled-algo-retrain-on-2026-09-16-tac
zhaoli/tac-exp-dev:exp/75-scheduled-re-train-for-2026-09-16-round
zhaoli/tac-exp-dev:exp/74-scheduled-algo-retrain-on-2026-09-15-tac
zhaoli/tac-exp-dev:exp/73-scheduled-algo-trade-run-for-target-date
zhaoli/tac-exp-dev:exp/72-scheduled-algo-retrain-on-2026-09-08-tac
zhaoli/tac-exp-dev:exp/71-scheduled-algo-retrain-on-2026-09-04-tac
zhaoli/tac-exp-dev:exp/70-re-train-reference-model-on-4-year-rolli
zhaoli/tac-exp-dev:exp/69-scheduled-algo-retrain-on-2026-09-03-tac
zhaoli/tac-exp-dev:exp/68-scheduled-algo-retrain-on-2026-09-02-tac
zhaoli/tac-exp-dev:exp/67-scheduled-algo-retrain-on-2026-09-01-tac
zhaoli/tac-exp-dev:exp/66-scheduled-algo-retrain-on-2026-08-28-tac
zhaoli/tac-exp-dev:exp/65-scheduled-algo-retrain-on-2026-08-28-tac
zhaoli/tac-exp-dev:exp/64-scheduled-algo-retrain-on-2026-08-27-tac
zhaoli/tac-exp-dev:exp/63-scheduled-algo-retrain-on-2026-08-26-tac
zhaoli/tac-exp-dev:exp/62-scheduled-algo-retrain-on-2026-08-25-tac
zhaoli/tac-exp-dev:exp/61-scheduled-algo-retrain-on-2026-08-24-tac
zhaoli/tac-exp-dev:exp/60-scheduled-algo-retrain-on-2026-08-21-tac
zhaoli/tac-exp-dev:book
zhaoli/tac-exp-dev:exp/58-signal-quality-gate-5-year-walk-forward
zhaoli/tac-exp-dev:exp/57-signal-quality-gate-gate-trades-based-on
zhaoli/tac-exp-dev:exp/56-window-staleness-isolation-the-m2-sharpe
zhaoli/tac-exp-dev:exp/55-adaptive-short-window-retrain-test-the-4
zhaoli/tac-exp-dev:exp/54-walk-forward-transfer-test-m2-sharpe22-o
zhaoli/tac-exp-dev:exp/53-walk-forward-re-validation-of-m2-sharpe2
zhaoli/tac-exp-dev:exp/52-walk-forward-re-validation-of-the-3-best
zhaoli/tac-exp-dev:exp/51-q21-test-10d-label--weekly-rebalance-q04
zhaoli/tac-exp-dev:exp/50-q14-compact-stochastic-set-generalizes-t
zhaoli/tac-exp-dev:exp/49-q18-optimalstopcontrol-entryexit-thresho
zhaoli/tac-exp-dev:exp/48-q17-adding-realized-moments-features-spr
zhaoli/tac-exp-dev:exp/47-q16-adding-hmm-regime-posterior-features
zhaoli/tac-exp-dev:exp/46-q15-the-5-seed-rankicensemblelgbmodel-sh
zhaoli/tac-exp-dev:exp/45-q13-weekly-rebalance-construction-q07s-1
zhaoli/tac-exp-dev:exp/44-q12-long-horizon-22d-label-paired-with-w
zhaoli/tac-exp-dev:experiment-queue
zhaoli/tac-exp-dev:exp/40-q08-risk-limit-ab-on-exp-26-reference-si
zhaoli/tac-exp-dev:exp/43-q11-standalone-5d-reversal-single-featur
zhaoli/tac-exp-dev:exp/42-q10-hmm-regime-overlay-entry-gate-on-sph
zhaoli/tac-exp-dev:exp/41-q09-long-short-market-neutral-long-top-1
zhaoli/tac-exp-dev:exp/39-q07-weekly-rebalance-recompute-topkdropo
zhaoli/tac-exp-dev:exp/38-q06-kelly-sizing-score-magnitude-fractio
zhaoli/tac-exp-dev:exp/37-q05-label22d-22d-forward-return-label-vs
zhaoli/tac-exp-dev:exp/36-q04-label10d-10d-forward-return-label-vs
zhaoli/tac-exp-dev:exp/35-q03-topk20-widen-topkdropout-portfolio-f
zhaoli/tac-exp-dev:exp/34-q02-seed10-10-seed-rankicensemble-vs-ref
zhaoli/tac-exp-dev:exp/33-q01-m2-reproduction-add-spsharpe22-to-th
zhaoli/tac-exp-dev:exp/32-scheduled-daily-retrain-for-round-target
zhaoli/tac-exp-dev:master
zhaoli/tac-exp-dev:exp/30-isolation-run-m2-does-adding-risk-adjust
zhaoli/tac-exp-dev:exp/31-isolation-run-m3-does-adding-garch11-vol
zhaoli/tac-exp-dev:exp/29-isolation-run-m1-does-adding-multi-horiz
zhaoli/tac-exp-dev:exp/28-isolate-the-seed-count-effect-on-the-ndr
zhaoli/tac-exp-dev:exp/27-scheduled-algo-retrain-on-2026-08-17-tac
zhaoli/tac-exp-dev:exp/26-test-whether-reducing-topkdropout-daily
zhaoli/tac-exp-dev:exp/25-test-the-clean-data-hypothesis-that-addi
zhaoli/tac-exp-dev:exp/24-run-the-rankic-ensemble-in-mlflow-experi
zhaoli/tac-exp-dev:exp/23-test-whether-the-5-day-rankic-ensemble-i
zhaoli/tac-exp-dev:exp/22-re-run-experiment-16s-5-day-rankic-ensem
zhaoli/tac-exp-dev:exp/21-clean-lake-re-execution-of-the-tac-rd-ra
zhaoli/tac-exp-dev:exp/20-improve-the-risk-limit-reference-signal
zhaoli/tac-exp-dev:exp/18-risk-limit-control-on-the-reference-ense
zhaoli/tac-exp-dev:exp/19-martingale-study-on-the-73-symbol-lake-u
zhaoli/tac-exp-dev:exp/17-short-3-month-lake-workflow-lgbmodel-mse
zhaoli/tac-exp-dev:exp/16-scheduled-algo-retrain-on-20260814-tacrd
zhaoli/tac-exp-dev:exp/15-fractionalkelly-position-sizing-on-the-r
zhaoli/tac-exp-dev:exp/14-enhanced-stochasticcontrol-allocation-fo
zhaoli/tac-exp-dev:exp/13-portfolioconstruction-variant-of-the-iso
zhaoli/tac-exp-dev:exp/12-isolate-the-multiseed-rankic-ensemble-ef
zhaoli/tac-exp-dev:exp/11-sp5d-momentfeature-extension-after-exten
zhaoli/tac-exp-dev:exp/9-sp5d-feature-family-ablation
zhaoli/tac-exp-dev:exp/7-baseline-lightgbm-on-60etf-lake-ta-featu
zhaoli/tac-exp-dev:exp/8-baseline-lightgbm-on-the-full-60etf-univ
zhaoli/tac-exp-dev:main