spb/wp40_uqo

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1releases
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Mon, Nov 2, 2026 4
1. WP40 RAID: Phase 4 — HAR family (fit/rolling/batched), block bootstrap, R references (highfrequency, rugarch), statsmodels HAR refs, Monte Carlo tests, calendar one-offs, Python/CLI HAR+bootstrap
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  Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
  Simon-Pierre Boucher 17 h ago · 2 files +58 −2
2. WP40 RAID: Phase 3 gate — primitives benchmark records, summary, figure; status/progress updated
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  Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
  Simon-Pierre Boucher 17 h ago · 1 file +59
3. WP40 RAID: Phase 3 — Metal backend (double-float accumulation, fused realized kernel, rolling sums, regression stats, batched GARCH NLL), accuracy/determinism tests, primitives microbenchmark + analysis script
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  Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
  Simon-Pierre Boucher 17 h ago · 2 files +10
4. WP40 RAID: Phase 0 audit + Phase 1 foundation (C++20 core, CPU backend, calendar, OLS/robust SE, realized measures, GARCH QML, nanobind, CLI, tests, docs)
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  Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
  Simon-Pierre Boucher 17 h ago · 16 files +854