spb/wp40_uqo

Public MIT

16commits
1branches
1releases
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maindefault branch
13 h agolast push

Mon, Nov 2, 2026 5
1. WP40 RAID: track raw benchmark records (E1–E7, primitives) and the Arrow fixture; manuscript number audit script
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  Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
  Simon-Pierre Boucher 13 h ago · 1 file
2. 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>
  Simon-Pierre Boucher 13 h ago · 2 files +1,390 −8
3. 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 14 h ago · 3 files +2,452 −9
4. WP40 RAID: Phase 2 data — FinData client (libcurl, Arrow pages, exports, cache, provenance), raid data CLI, Python findata, offline + live tests, aggregation verified vs FinData 5m
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  Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
  Simon-Pierre Boucher 14 h ago · 2 files +8 −8
5. 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 14 h ago · 5 files +10,621