Settings

API keys, model configuration, notifications

API Keys

Anthropic API KeyANTHROPIC_API_KEY

Claude Sonnet — LLM scoring for all three strategies. 200K context window handles full 10-K + earnings call in one pass.

Alpaca API KeyALPACA_API_KEY

Price data (OHLCV, adjusted closes, real-time quotes) for Technical and Entropy strategies.

Alpaca Secret KeyALPACA_SECRET_KEY

Alpaca Markets secret. Use paper API URL for testing.

Alpha Vantage API KeyALPHA_VANTAGE_API_KEY

Quarterly income statements for Fundamental strategy only (revenue, operating income, net income, margins).

Model Configuration — ML Weights

Locked from Table 1, Cohen et al. (2025) — do not modify without explicit reason

Source Fact

Strategy	Frequency	ML Weight (w)	LLM Weight	Sharpe
technical	monthly	1.00	0.00	0.6934
entropy	monthly	0.70	0.30	0.4207
fundamental	monthly	0.15	0.85	0.5001
technical	quarterly	0.45	0.55	1.2967
entropy	quarterly	0.40	0.60	0.6048
fundamental	quarterly	0.00	1.00	0.4899

LLM Fallback Behavior

If the Claude API fails, the system automatically falls back to w=1.0 (pure ML) for all strategies. A warning banner is shown in the UI and all score rows are logged with llm_provider="none". Restore the API key and re-run scores to include semantic scoring.

Data Source Failure Isolation

What happens when each source is unavailable

Alpaca

Technical + Entropy blocked

Fundamental can still run

Alpha Vantage

Fundamental blocked

Technical + Entropy can still run

SEC EDGAR

No filing context for Claude

All strategies fall back to w=1.0 (pure ML)

Claude API

No LLM semantic scores

All strategies use w=1.0; warning banner shown