spb/wp47_uqo

Mon, Nov 9, 2026 3

1. Docs updated after revision (RESPONSE_TO_REFEREES, CHANGELOG, decisions D-20..25, REPLICATION, DATA_DICTIONARY, README); data-availability appendix

   Simon-Pierre Boucher 1 h ago · 1 file +7
   8a81676
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 2 h ago · 1 file +1 −1
   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 2 h ago · 1 file +26
   1a9aa31