spb/wp40_uqo

Public MIT

16commits
1branches
1releases
4.6 MBon disk
maindefault branch
8 h agolast push

Mon, Nov 2, 2026 3
1. 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>
  Simon-Pierre Boucher 8 h ago · 1 file +1
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 9 h ago · 1 file +51
3. 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 9 h ago · 1 file +64