spb/wp40_uqo

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Mon, Nov 2, 2026 5
1. 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 17 h ago · 1 file +26
2. 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 · 5 files +183 −2
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 · 1 file +79
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 17 h ago · 2 files +94
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 17 h ago · 6 files +309