Colin's Live Trading

inspired by how Renaissance Technologies' system operates

Everything that exists in the codebase, straight from the export registries. “Available” means exported: the sweep may search it. Anything else exists in code but can never reach a book.

Assets

2 of 2 available
NameActionsCadenceAvailable
commodity_futureslong, shortevery 5 minutesAvailable
us_equitieslong, shortevery 5 minutesAvailable

Signals

63 of 63 available
NameSourceCadenceAvailable
event_days_since_earningsAlpha Vantage Earningsonce a dayAvailable
event_days_to_earningsAlpha Vantage Earningsonce a dayAvailable
event_earnings_surpriseAlpha Vantage Earningsevery 3 months, when the company reportsAvailable
event_accrualsAlpha Vantage Fundamentalsevery 3 months, when the company reportsAvailable
event_gross_profitabilityAlpha Vantage Fundamentalsevery 3 months, when the company reportsAvailable
event_net_issuanceAlpha Vantage Fundamentalsevery 3 months, when the company reportsAvailable
event_insider_netAlpha Vantage Insiderswhenever an insider files (within 2 days of their trade)Available
event_news_attentionAlpha Vantage Newsthroughout the day; used the next dayAvailable
event_news_toneAlpha Vantage Newsthroughout the day; used the next dayAvailable
macro_breakeven_10yFREDonce a dayAvailable
macro_credit_spreadFREDonce a dayAvailable
macro_curve_10y2yFREDonce a dayAvailable
macro_dollarFREDonce a dayAvailable
macro_equity_volFREDonce a dayAvailable
macro_gold_volFREDonce a dayAvailable
macro_ig_spreadFREDonce a dayAvailable
macro_oil_volFREDonce a dayAvailable
macro_real_10yFREDonce a dayAvailable
macro_tbill_3mFREDonce a dayAvailable
macro_yield_10yFREDonce a dayAvailable
fut_high_52wMassive Commodities (prices)every 5 minutesAvailable
fut_idio_momentumMassive Commodities (prices)every 5 minutesAvailable
fut_lottery_fadeMassive Commodities (prices)every 5 minutesAvailable
fut_low_volMassive Commodities (prices)every 5 minutesAvailable
fut_momentum_12_1Massive Commodities (prices)every 5 minutesAvailable
fut_momentum_60dMassive Commodities (prices)every 5 minutesAvailable
fut_overnight_driftMassive Commodities (prices)every 5 minutesAvailable
fut_range_compressionMassive Commodities (prices)every 5 minutesAvailable
fut_reversal_5dMassive Commodities (prices)every 5 minutesAvailable
fut_skew_fadeMassive Commodities (prices)every 5 minutesAvailable
fut_volume_reversalMassive Commodities (prices)every 5 minutesAvailable
fut_weekday_driftMassive Commodities (prices)every 5 minutesAvailable
us_intra_extendedMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_impactMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_jumpMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_ret_first30Massive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_ret_last30Massive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_rkurtMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_rskewMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_rvolMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_smart_moneyMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_trade_sizeMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_uptickMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_vol_first30Massive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_vol_last30Massive US Stocks (minute bars)once a day, after the market closesAvailable
us_intra_vwap_devMassive US Stocks (minute bars)once a day, after the market closesAvailable
us_opt_activityMassive US Stocks (options)once a day, after the market closesAvailable
us_opt_iv_atmMassive US Stocks (options)once a day, after the market closesAvailable
us_opt_put_shareMassive US Stocks (options)once a day, after the market closesAvailable
us_opt_skewMassive US Stocks (options)once a day, after the market closesAvailable
us_opt_termMassive US Stocks (options)once a day, after the market closesAvailable
us_high_52wMassive US Stocks (prices)every 5 minutesAvailable
us_idio_momentumMassive US Stocks (prices)every 5 minutesAvailable
us_lottery_fadeMassive US Stocks (prices)every 5 minutesAvailable
us_low_volMassive US Stocks (prices)every 5 minutesAvailable
us_momentum_12_1Massive US Stocks (prices)every 5 minutesAvailable
us_momentum_60dMassive US Stocks (prices)every 5 minutesAvailable
us_overnight_driftMassive US Stocks (prices)every 5 minutesAvailable
us_range_compressionMassive US Stocks (prices)every 5 minutesAvailable
us_reversal_5dMassive US Stocks (prices)every 5 minutesAvailable
us_skew_fadeMassive US Stocks (prices)every 5 minutesAvailable
us_volume_reversalMassive US Stocks (prices)every 5 minutesAvailable
us_weekday_driftMassive US Stocks (prices)every 5 minutesAvailable

Deterministic algorithms

42 of 42 available
NameAvailable
close_pressureAvailable
commodity_equity_diffusionAvailable
commodity_multiscale_trendAvailable
conditional_expectation_tableAvailable
dealer_inventory_fadeAvailable
defensive_momentumAvailable
directed_liquidity_lead_lagAvailable
earnings_driftAvailable
ensemble_icAvailable
event_flowAvailable
event_peer_spilloverAvailable
factor_momentumAvailable
flow_asymmetryAvailable
formula_searchAvailable
fundamental_qualityAvailable
gap_reversalAvailable
idio_vol_carryAvailable
info_discreteness_momentumAvailable
insider_accumulationAvailable
intraday_icAvailable
intraday_seasonalityAvailable
iv_skew_fadeAvailable
kalman_trendAvailable
liquidity_shock_reversalAvailable
microstructure_reversalAvailable
momentum_crash_guardAvailable
news_attention_driftAvailable
options_flowAvailable
ou_reversionAvailable
overnight_intradayAvailable
pairs_spread_reversionAvailable
pca_multihorizon_reversalAvailable
pca_residual_reversalAvailable
peer_lead_lagAvailable
realized_skew_fadeAvailable
residual_ar_switchAvailable
residual_momentumAvailable
seasonal_memoryAvailable
sector_rotationAvailable
session_flowAvailable
stackedAvailable
yule_walker_forecastAvailable

AI models

0 of 11 available
NameAvailable
catboostNot available
elastic_netNot available
huberNot available
knnNot available
lightgbmNot available
plsNot available
ridgeNot available
tabfmNot available
tabpfn_2_6Not available
tabpfn_3Not available
xgboostNot available

backtesting discovers the system · export freezes it into live · this page watches it