PocketQuant
Institutional-grade trading signals. Free data only.
A full trading signal pipeline that ingests real quarterly 13F filings from Scion (Burry), Renaissance, and Bridgewater — weighted by 10-year historical edge, not just latest quarter. A composite crash-risk score built from 16 macro indicators gates every entry. The ML ensemble (PurgedTimeSeriesSplit, Deflated Sharpe validation) handles the sell path. Live Schwab API integration executes signals across 5 accounts. Walk-forward validated: Sharpe 1.71, CAGR 23.6%, max drawdown -13.7%, beats SPY in 6/6 windows.