{"payload":{"feedbackUrl":"https://github.com/orgs/community/discussions/53140","repo":{"id":660808605,"defaultBranch":"main","name":"quant_rv","ownerLogin":"babbage9010","currentUserCanPush":false,"isFork":false,"isEmpty":false,"createdAt":"2023-06-30T22:50:13.000Z","ownerAvatar":"https://avatars.githubusercontent.com/u/138240264?v=4","public":true,"private":false,"isOrgOwned":false},"refInfo":{"name":"","listCacheKey":"v0:1688165414.0","currentOid":""},"activityList":{"items":[{"before":"82b66784395b42d96c61126b106002196badf1b1","after":"4b62435dcf1724c1acaa2bc589588f528ab58c8b","ref":"refs/heads/main","pushedAt":"2024-03-01T18:04:59.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md\n\nfix blog link for qrvx","shortMessageHtmlLink":"Update README.md"}},{"before":"30fc6867da2c35a1519c2ba30dbab83e6f908838","after":"82b66784395b42d96c61126b106002196badf1b1","ref":"refs/heads/main","pushedAt":"2024-03-01T18:03:47.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md\n\nadd qrvx description","shortMessageHtmlLink":"Update README.md"}},{"before":"0508111ac07183ab2c3a1690f03e849ac81006d8","after":"30fc6867da2c35a1519c2ba30dbab83e6f908838","ref":"refs/heads/main","pushedAt":"2024-02-27T02:55:08.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md for progress to Feb 2024","shortMessageHtmlLink":"Update README.md for progress to Feb 2024"}},{"before":"9337aaedb2163c38d166f1145721fee9b19b0c82","after":"0508111ac07183ab2c3a1690f03e849ac81006d8","ref":"refs/heads/main","pushedAt":"2024-02-27T02:42:34.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create qrvx_2.0.0.R","shortMessageHtmlLink":"Create qrvx_2.0.0.R"}},{"before":"556f3d35c4fcf83ba6e2bed9d008817df60f1225","after":"9337aaedb2163c38d166f1145721fee9b19b0c82","ref":"refs/heads/main","pushedAt":"2024-02-04T22:24:50.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create replacing-the-40.R\n\ninitial release, matches the blog plots","shortMessageHtmlLink":"Create replacing-the-40.R"}},{"before":"8bd5135acde719b6119d1838bfd059eb90964701","after":"556f3d35c4fcf83ba6e2bed9d008817df60f1225","ref":"refs/heads/main","pushedAt":"2024-01-17T02:12:36.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update quant_rv_2.0.0.R\n\nminor changes to default data gathering to improve understanding, and set thr2 default to 100, commenting out the runif random generator.","shortMessageHtmlLink":"Update quant_rv_2.0.0.R"}},{"before":"e2c691e37ad82d8d1668fb9f05af88466dfd1987","after":"8bd5135acde719b6119d1838bfd059eb90964701","ref":"refs/heads/main","pushedAt":"2024-01-16T16:19:51.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create quant_rv_2.0.0.R\n\na quant trading strategy in R for SPY based on realized volatility","shortMessageHtmlLink":"Create quant_rv_2.0.0.R"}},{"before":"ef31f55528fe5fcbbafe2cfe073b53b036cdac6b","after":"e2c691e37ad82d8d1668fb9f05af88466dfd1987","ref":"refs/heads/main","pushedAt":"2023-11-23T20:17:55.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create Demo_Death_Cross.R","shortMessageHtmlLink":"Create Demo_Death_Cross.R"}},{"before":"700be2a535f17ec51e49c3d502b013a524497a0a","after":"ef31f55528fe5fcbbafe2cfe073b53b036cdac6b","ref":"refs/heads/main","pushedAt":"2023-11-15T05:50:32.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create lagger_0.0.1.R","shortMessageHtmlLink":"Create lagger_0.0.1.R"}},{"before":"329de33897d54796c7615f778fe856e62704c585","after":"700be2a535f17ec51e49c3d502b013a524497a0a","ref":"refs/heads/main","pushedAt":"2023-11-07T17:38:16.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md","shortMessageHtmlLink":"Update README.md"}},{"before":"e102011f6756f6fd95cdd3004c9ce2af9288b34f","after":"329de33897d54796c7615f778fe856e62704c585","ref":"refs/heads/main","pushedAt":"2023-11-07T17:37:55.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md to reflect current (Nov 23) status","shortMessageHtmlLink":"Update README.md to reflect current (Nov 23) status"}},{"before":"04e5e0cec78e73e5522120655779952118af7149","after":"e102011f6756f6fd95cdd3004c9ce2af9288b34f","ref":"refs/heads/main","pushedAt":"2023-11-02T05:03:02.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create quant_rv_1.3.3.R\n\nimprove Multivol 5 performance by going short SPY (via SH ETF) instead of flat","shortMessageHtmlLink":"Create quant_rv_1.3.3.R"}},{"before":"65b00031a4c82f145bd1b4eea636f6594880b76e","after":"04e5e0cec78e73e5522120655779952118af7149","ref":"refs/heads/main","pushedAt":"2023-10-31T18:38:42.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update quant_rv_1.3.2.R\n\n6: minor changes to symbol naming/loading code for clarity and separation of signal vs benchmark vs trading symbols","shortMessageHtmlLink":"Update quant_rv_1.3.2.R"}},{"before":"0306a1f0b03cff5a9124814cd955ed4191b96d97","after":"65b00031a4c82f145bd1b4eea636f6594880b76e","ref":"refs/heads/main","pushedAt":"2023-10-27T15:19:25.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create rv_vs_rtns_0.0.3.R\n\nupdated to include nATR as a vol measure","shortMessageHtmlLink":"Create rv_vs_rtns_0.0.3.R"}},{"before":"a1a1f51e05c139a95ca9f101575af87f8df1b5be","after":"0306a1f0b03cff5a9124814cd955ed4191b96d97","ref":"refs/heads/main","pushedAt":"2023-10-25T16:36:27.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create heatmap_qrv_0.0.3.R\n\nadds nATR to the vol measures you can use to generate heatmaps.","shortMessageHtmlLink":"Create heatmap_qrv_0.0.3.R"}},{"before":"8d14bc608e9121de5c77e6b4b0256eb287ddca49","after":"a1a1f51e05c139a95ca9f101575af87f8df1b5be","ref":"refs/heads/main","pushedAt":"2023-10-25T16:32:46.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create quant_rv_1.3.2.R\n\nbetter lookback range coverage, added nATR as a new vol measure.","shortMessageHtmlLink":"Create quant_rv_1.3.2.R"}},{"before":"0248d8cb9dc28fce5a4c4b9e35425ddf55ec7112","after":"8d14bc608e9121de5c77e6b4b0256eb287ddca49","ref":"refs/heads/main","pushedAt":"2023-09-12T22:57:10.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create rv_vs_rtns_0.0.2.R\n\ninitial commit, upgrade with new plots from v0.0.1","shortMessageHtmlLink":"Create rv_vs_rtns_0.0.2.R"}},{"before":"c32dd6f6fd374c658ac1b9889e01a51e6e6cd1fc","after":"0248d8cb9dc28fce5a4c4b9e35425ddf55ec7112","ref":"refs/heads/main","pushedAt":"2023-08-26T17:13:44.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update rv_vs_rtns_0.0.1.R\n\nfixed the +2 lag days to -2 lag days, with commentary on why.","shortMessageHtmlLink":"Update rv_vs_rtns_0.0.1.R"}},{"before":"43ab1a5c7ad3a291cafa0441335721c1937a67e5","after":"c32dd6f6fd374c658ac1b9889e01a51e6e6cd1fc","ref":"refs/heads/main","pushedAt":"2023-08-17T02:36:35.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update rv_vs_rtns_0.0.1.R\n\nmissing line to calculate ROC on the SPY Open","shortMessageHtmlLink":"Update rv_vs_rtns_0.0.1.R"}},{"before":"468d14295b700f50cd37b969c575ec8ed3f46c83","after":"43ab1a5c7ad3a291cafa0441335721c1937a67e5","ref":"refs/heads/main","pushedAt":"2023-08-16T18:31:40.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md\n\nminor blog progress blurb editing.","shortMessageHtmlLink":"Update README.md"}},{"before":"4ac8e6a0867da8f5dae4620545aeff458d8ae049","after":"468d14295b700f50cd37b969c575ec8ed3f46c83","ref":"refs/heads/main","pushedAt":"2023-08-16T18:27:05.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update rv_vs_rtns_0.0.1.R\n\nremoved references to calculating losses in addition to wins, because we never implemented that","shortMessageHtmlLink":"Update rv_vs_rtns_0.0.1.R"}},{"before":"407868cbc40c350514efc42ffea5d51b54b653d4","after":"4ac8e6a0867da8f5dae4620545aeff458d8ae049","ref":"refs/heads/main","pushedAt":"2023-08-16T18:23:36.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update rv_vs_rtns_0.0.1.R\n\nimproved graphing, now one choice (numerous <- 2 or 4) to pick whether to plot summary with all seven charts, or only four","shortMessageHtmlLink":"Update rv_vs_rtns_0.0.1.R"}},{"before":"a853374a716f03982bba2bb77b57649568d8caed","after":"407868cbc40c350514efc42ffea5d51b54b653d4","ref":"refs/heads/main","pushedAt":"2023-08-16T05:14:51.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update rv_vs_rtns_0.0.1.R\n\nediting comments","shortMessageHtmlLink":"Update rv_vs_rtns_0.0.1.R"}},{"before":"67cf7bbef6f09a701a591115ff75f5a83bae32ad","after":"a853374a716f03982bba2bb77b57649568d8caed","ref":"refs/heads/main","pushedAt":"2023-08-16T05:12:54.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create rv_vs_rtns_0.0.1.R","shortMessageHtmlLink":"Create rv_vs_rtns_0.0.1.R"}},{"before":"58515af0622ac5683789b37fe84b9844568b5926","after":"67cf7bbef6f09a701a591115ff75f5a83bae32ad","ref":"refs/heads/main","pushedAt":"2023-08-08T05:53:53.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Update README.md\n\nadded that code releases tie back to the blog posts.","shortMessageHtmlLink":"Update README.md"}},{"before":"2705c5ab844d0be0af75ef4f66d7180fd0a980a6","after":"58515af0622ac5683789b37fe84b9844568b5926","ref":"refs/heads/main","pushedAt":"2023-08-07T23:42:47.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create quant_rv_1.3.1.R","shortMessageHtmlLink":"Create quant_rv_1.3.1.R"}},{"before":"2de124f0489a186367f1de98eb166a2a90382756","after":"2705c5ab844d0be0af75ef4f66d7180fd0a980a6","ref":"refs/heads/main","pushedAt":"2023-08-07T20:29:39.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create quant_rv_1.3.0.R","shortMessageHtmlLink":"Create quant_rv_1.3.0.R"}},{"before":"682461f1c41b011255160a2158831be5c3ef481c","after":"2de124f0489a186367f1de98eb166a2a90382756","ref":"refs/heads/main","pushedAt":"2023-07-24T05:42:54.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create vol_compare_0.0.2.R","shortMessageHtmlLink":"Create vol_compare_0.0.2.R"}},{"before":"1091c503f87b1086617685ad9bcebb15b0a19c99","after":"682461f1c41b011255160a2158831be5c3ef481c","ref":"refs/heads/main","pushedAt":"2023-07-20T21:06:23.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create vol_compare","shortMessageHtmlLink":"Create vol_compare"}},{"before":"88d187acfd7e82bb684c3ba6657b4200ea178754","after":"1091c503f87b1086617685ad9bcebb15b0a19c99","ref":"refs/heads/main","pushedAt":"2023-07-06T21:57:48.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"babbage9010","name":null,"path":"/babbage9010","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/138240264?s=80&v=4"},"commit":{"message":"Create heatmap_qrv_0.0.1.R","shortMessageHtmlLink":"Create heatmap_qrv_0.0.1.R"}}],"hasNextPage":true,"hasPreviousPage":false,"activityType":"all","actor":null,"timePeriod":"all","sort":"DESC","perPage":30,"cursor":"djE6ks8AAAAECgdqMQA","startCursor":null,"endCursor":null}},"title":"Activity ยท babbage9010/quant_rv"}