17fa0d0394
The cockpit ran TWO funding tracks: 'funding' (absolute 5bp-hurdle, long-only, faithful port of crypto_funding_paper.py) and 'xsfunding' (cross-sectional long-top/short-bottom, delta-neutral). Investigation (regime-switch backtest) showed the absolute-hurdle variant sits idle ~60% of days and was flat through 2022, while the cross-sectional construction harvests funding DISPERSION, trades continuously, and made +71% in the 2022 backtest (LUNA/FTX deleveraging dispersion). The two were a confusing parallel where the conservative one masqueraded as the dormant crown jewel. Retire the absolute 'funding' track (asset funding_nav, registry entry, job membership) and promote 'xsfunding' as the canonical funding deploy (relabelled 'Crypto funding harvest (cross-sectional, delta-neutral)'). FundingCarryStrategy stays in paper_strategies.py (tested, on the shelf) — only the live deploy changes. Tests updated (12 assets now); full suite 499 passed, mypy clean on changed lines. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
fxhnt
Agentic strategy-research & multi-strategy execution platform. It systematically discovers, backtests and out-of-sample-validates trading strategies across many markets, keeps only what survives a rigorous statistical gauntlet, and runs the survivors live (multiple strategies at once).
The bet is not a secret edge — it's breadth + discipline + automation. The hard part (and the moat) is refusing to fool yourself at scale; the validation gauntlet is the core, built and proven first.
Architecture (hexagonal / ports-and-adapters)
src/fxhnt/
domain/ pure logic: gauntlet (Deflated Sharpe), strategies, backtest, models ← no I/O
ports/ contracts: DataProvider, repositories (the only seams)
adapters/ infra: yahoo data, SQLAlchemy (Postgres/SQLite) + DuckDB stores
application/ use-case services (ResearchService) — orchestrate via ports
cli.py composition root (wires concrete adapters)
See docs/architecture/0001-architecture.md.
Quickstart
pip install -e ".[dev]"
pytest # unit (gauntlet falsification) + integration (vertical slice)
fxhnt strategies # list strategy kinds
fxhnt research SPY --kind trend --window 200 # data → backtest → gauntlet → persist
fxhnt list --passed-only # the survivor library
Config via FXHNT_* env vars (e.g. FXHNT_OPERATIONAL_DSN=postgresql+psycopg://...). Defaults to
SQLite + a local DuckDB file under ~/.fxhnt/.
Status
Vertical slice working: data (Yahoo) → strategy (trend) → backtest (net of costs) → IS/OOS gauntlet → persistence (operational + analytical). Next: the multi-strategy execution layer, more strategy templates + data adapters, and the agentic discovery search on top of the proven gauntlet.