spb/wp47_uqo

Mon, Nov 9, 2026 4

1. Authorship aligned in README/BRIEF; brief complement

   Simon-Pierre Boucher 1 h ago · 3 files +10 −2
   1475d4f
2. Paper: author/affiliation change, figures+tables wired into sections, robustness checks computed (04d), weights paragraph, text macros; docs updated for relaxed inclusion rule; v0.9 compiles (33 p.)

   Simon-Pierre Boucher 1 h ago · 12 files +339 −20
   aca3013
3. WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday factors, events, periodicity, covariation, HAR), robustness (GSW, CMT≥1y/2y, cash ceiling, SR3, ETF structural cross-check, spanning, noise), figures, tables, manuscript v0.9 (33 p.), docs, design review + response; inclusion rule relaxed to ≥100 min on ≥85% of days (4→5→6 contracts)

   Simon-Pierre Boucher 1 h ago · 94 files +52,246 −341
   1a9aa31
4. WP47: project skeleton, brief, pre-registered design, external calendars, FinData client

   Simon-Pierre Boucher 1 h ago · 63 files +231,170
   a503b31