Release v2.0.0 — Real markets & the full roadmap · shoal-rat/quant-research-lab

📈 v2.0.0 — Real markets, the whole roadmap, and a game worth staying for

20 years of real US daily data bundled (32 large caps + SPY, adjusted closes via the keyless Yahoo chart API; refresh anytime with node scripts/fetch-market-data.mjs).
A real cross-sectional backtester: per-family price signals (momentum, reversal, low-vol, 52w-high, trend, seasonality, pairs, lead-lag, vol-managed, quality proxy), long/short rank portfolios with costs, in-sample/out-of-sample splits, real equity curves through 2008/2020/2022 — and no lookahead by construction.
Real mode is the default; the deterministic mock simulator remains a setting.

Thompson-sampling direction bandit: explore / refine / repair / recombine, posteriors derived from history, every pick narrated in the idea's reasoning trace.
Pool-level ΔSharpe reward (AlphaGen): experiments store daily return series and are scored by how much the candidate pool improves; pool correlations are now real Pearson correlations.
MAP-Elites niche archive (QuantEvolve): family × horizon × risk grid steering exploration toward open niches.
CSCV PBO: the desk's probability of backtest overfitting, live on the board.
CLI research brain: hypotheses can come from Claude Code / Codex through the local bridge, validated against the knowledge base.

Boss XP & bilingual titles (Intern Boss → 量化教父) with level-up toasts.
16 achievements with a trophy wall, virtual fund NAV in the HUD.
Fund & Research Board (click the meeting table): pool equity sparkline, niche grid, bandit posteriors, PBO.
Confetti on promotions, rare office events between runs.

Speech balloons push toward the emptier side and never cover colleagues (verified 10/10 clean samples); they ride along while characters walk, and text always stays inside the balloon art.

Historical simulations only · no brokerage connection · not investment advice. Market quotes are for personal/educational use.