6 projects
cotmetrics
Turn raw COT data into positioning metrics and trading signals (positioning index, concentration/clustering/position-size, reversal signals).
crucible-marketdata
Daily bars — equities, ETFs and futures — as a producer/consumer split over a file store, with adjustment derived on read.
crucible
Measure the raw mathematical edge of a trading signal — capital-free, with confidence intervals and a reality check.
crucible-stack
A framework for defining, searching, sizing and deploying trading strategies. Strategies not included.
cotdata
Canonical data layer for COT/futures strategies — a producer/consumer split over a file-based store.
crucible-quant
Deprecated, renamed to `crucible`. Install `crucible` instead, the import name is unchanged.
