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A portfolio-grade multi-agent trading system that simulates a hedge fund workflow through specialized agents for market research, risk management, backtesting, paper trading, and post-trade review.
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6
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Final polish: sober tone, QMB canonical, decision artifacts, limitations
3427dceView on GitHubRestore core source code (agents, backtest engines, data pipeline)
4c34a07View on GitHubSurgical cleanup: QMB canonical, root decluttered, agent proofs, honest tone
cdca2eeView on GitHubRefactor repo layout and archive legacy runner scripts
22311a5View on GitHubCleanup: QMB as production candidate, agent proof artifacts, honest messaging
a44ecdeView on GitHubAdd 10 publication-quality charts + visual README
711fe2cView on GitHub