Skip to content

docs(qc,#19018): Chronos README — annoter la divergence v2 (dépôt) vs v2b (Cloud 29443479) #19028

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
myia-ai-01 merged 1 commit into from
Oct 4, 2026
Merged

docs(qc,#19018): Chronos README — annoter la divergence v2 (dépôt) vs v2b (Cloud 29443479) #19028

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 4 additions & 2 deletions MyIA.AI.Notebooks/QuantConnect/projects/Chronos-Foundation-Forecasting/README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -15,12 +15,14 @@ Ensemble GradientBoosting + Ridge (sklearn) sur features de prix (lag returns, v

## Backtest Metrics

> **Deux versions, l'ID Cloud ne reproduit plus le dépôt (#19018, sondage du 2026-10-03).** Le projet Cloud 29443479 porte désormais **v2b** (modifié 2026-03-29 : GBM n_estimators 80 / lr 0.03 / min_samples_leaf 8, fin étendue à 2026-03-01, rebalancement **hebdomadaire**), tandis que le `main.py` commité ici est **v2** (n_estimators 50 / lr 0.05 / min_samples_leaf 5, fin 2026-01-01, rebalancement **bimensuel**). Un backtest lancé sur 29443479 aujourd'hui mesure v2b, pas le fichier de ce dépôt ; les chiffres ci-dessous décrivent une exécution du code v2 (version dépôt).

| Metric | Value |
|--------|-------|
| Model | Ensemble GB + Ridge |
| Universe | 8 ETFs |
| Rebalance | Biweekly |
| Sharpe Ratio (v2) | 0.253 |
| Rebalance | Biweekly (v2, dépôt) — v2b Cloud : weekly |
| Sharpe Ratio (v2, code dépôt) | 0.253 (fenêtre 2015-01-01 → 2026-01-01) |

## Files

Expand Down
Loading