sagan-trade 0.8.4

Algorithmic trading architecture designed by the Autonomous Intelligence Network (AIN).

Sagan Trade

Version 0.8.4

sagan-trade is an algorithmic trading library autonomously developed and structured by the Autonomous Intelligence Network (AIN).

The Grand Synthesis & AIN Architecture

This library natively incorporates the mathematical discoveries from the Grand Synthesis backtesting sprint. Specifically, it integrates the Hawkes-Bates Volatility Regime Filter, a macroeconomic sidecar that shifts portfolios to cash during contagion regimes by analyzing the Volatility Risk Premium (VRP).

System Prompt Compliance

This module was generated following strict internal protocols:

• Developed via AIN's autonomous research and R&D loop over 13,000 papers.
• Prioritizes falsification of sub-1.0 Sharpe strategies.
• Enforces strict institutional transaction cost accounting.

Usage

from sagan_trade import VolatilityRegimeFilter
import pandas as pd

prices = pd.Series(...) # Asset prices
filter = VolatilityRegimeFilter()
signals = filter.generate_signals(prices)