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Mon, Nov 2, 2026 8
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WP40 RAID: Phase 8 fix — data layer sources were ignored by a too-broad 'data/' pattern (found by the clean-checkout reproduction); track include/raid/data, src/data
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Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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WP40 RAID: paper sections (setup, micro/end-to-end/applications, threats, reproducibility, conclusion, appendices), E1–E3 reruns, parallel realized post-processing
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Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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WP40 RAID: E1–E6 results (real 2024 panel, daily 2015–2024 histories), Parquet reader projection + fast paths, Metal GARCH per-series scaling, GARCH restarts, paper skeleton (intro, literature, references)
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Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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WP40 RAID: Phase 5 — VAR(p), FEVD/GFEVD, Diebold–Yilmaz connectedness (rolling), Ledoit–Wolf; statsmodels references; registry/status
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Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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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>
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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>
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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>
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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>
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