{"repo":"arteemg/AutoHypothesis","free":true,"listed":false,"github":"https://github.com/arteemg/AutoHypothesis","clone":"git clone https://github.com/arteemg/AutoHypothesis.git","description":"Open-source framework for agentic quantitative finance research.","language":"Python","stars":70,"topics":["finance","quantitative","quant","trading","agent-trade-kit"],"license":null,"category":"trading","readme_excerpt":"AutoHypothesis an open-source agentic framework for quantitative finance research structure quick start Point your agent at the repo and prompt: the only file you edit program.md — change the research directive, the hypothesis space, or the target metrics. The agent reads this to decide what to try. score formula data split Period Dates Purpose --- --- --- Development 2010–2016 Iterate freely IS Holdback 2017–2018 One-shot gate per hypothesis Walk-forward 2019–2021 One-shot validation per hypothesis Holdout 2022–present Locked until final run stopping criteria Condition Meaning --- --- Walk-forward passes Target achieved 200 iterations Time limit assumptions - Transaction cost: 10bps per rebalance - Universe: top 300 stocks by 30-day average dollar volume (selected on IS data only) - Execution: 1-day lag on all signals customizing - Different asset class : swap the tickers in SP500 TICKERS for ETFs, futures, crypto - Different score formula : edit compute metrics() in the fixed section AND update program.md - Different split : change the date constants in the fixed section — this invalidates cross-experiment comparisons - Larger universe : change UNIVERSE SIZE in the fixed section — this invalidates cross-experiment comparisons what's next 1. Survivorship bias : delisted stocks weren't included in the MVP 2. More realistic costs : 10bps/trade may be optimistic for this universe 3. Sharpe discounting for iteration : The score formula does not penalize for the number of iterati","default_branch":null,"files":null,"tree":[],"storefront":"/r/arteemg","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/arteemg/AutoHypothesis/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}