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feat(qc): Batch 5 HandsOn AI Trading (Ex06 + Ex08)#285

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feat(qc): Batch 5 HandsOn AI Trading (Ex06 + Ex08)#285
jsboige wants to merge 1 commit intomainfrom
feature/batch5-handson-examples

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@jsboige jsboige commented Apr 18, 2026

Summary

  • Ex08 Stoploss-Volatility-ML: Rewrote to use SPY realized volatility proxy (CBOE VIX unavailable on QC Cloud). Dict-based storage replaces DataFrames to fix warm-up Timestamp bugs. Backtest: CAGR 7.8%, Sharpe 0.29, 1573 trades.
  • Ex06 Dividend-Harvesting-ML: Verified existing implementation, no code changes. Backtest: CAGR 12.7%, Sharpe 0.468, 2833 trades, 278% net profit.
  • Updated mapping doc (HANDSON_AI_TRADING_MAPPING.md) with both examples.

Progress

14/19 HandsOn AI Trading examples complete (74%). Remaining 5: Ex05 (SVM Wavelet), Ex07 (Stock Splits), Ex14 (Temporal CNN), Ex17 (CNN Patterns), Ex18 (Chronos).

Test plan

  • Ex08 compiles and backtests on QC Cloud (CAGR 7.8%, Sharpe 0.29)
  • Ex06 compiles and backtests on QC Cloud (CAGR 12.7%, Sharpe 0.468)
  • Mapping doc updated with correct status and project links
  • Coordinator review before merge

Partially addresses #143 (Batch 5 of 7)

🤖 Generated with Claude Code

Ex08 Stoploss-Volatility-ML: Rewrote to use SPY realized volatility
proxy instead of broken CBOE VIX custom data. Replaced DataFrame
storage with dict-based approach to fix Timestamp comparison bugs
during warm-up. Backtest: CAGR 7.8%, Sharpe 0.29, 1573 trades.

Ex06 Dividend-Harvesting-ML: Verified existing implementation (no
changes needed). DecisionTreeRegressor for dividend yield prediction
on QQQ constituents. Backtest: CAGR 12.7%, Sharpe 0.468, 2833 trades.

Updated HANDSON_AI_TRADING_MAPPING.md with both examples marked as NEW.
Progress: 14/19 examples complete (74%).

Closes #143 (partial - Batch 5 of 7)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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jsboige commented Apr 19, 2026

Superseded by PR #287 (Batch 6) which includes the complete MAPPING update for all 19 examples. Stoploss-Volatility-ML is already in main via Batch 4 (PR #284).

@jsboige jsboige closed this Apr 19, 2026
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