v0.1.0 — CafeFin: initial signal research CLI

CafeFin v0.1.0

Let the market steep while you sip.

Initial research release of CafeFin, a Vietnam equity signal research CLI.

Included

• Universe template and universe data ingestion
• Cross-sectional signal generation
• Signal scan reports
• Long-only signal backtests
• Transaction-cost stress assumptions
• Robustness sweeps over rebalance/top-N/cost settings
• Regime audit and guardrail support
• Research reports and CSV outputs

Current focus

The first candidate signal family is cross-sectional momentum, especially momentum_Xd variants.

Caveats

CafeFin is research software. It is not investment advice, not a trading bot, and not a production execution system. Results depend heavily on data quality, universe construction, transaction costs, liquidity, corporate actions, and regime assumptions.

Known limitations

• Data quality still needs stronger adjusted-price validation.
• Universe membership is currently user-configured, not point-in-time historical.
• Guardrails and signals require further out-of-sample validation.
• No live execution or brokerage integration.