spb/wp47_uqo

Mon, Nov 9, 2026 6

1. Final-check corrections: slope sign, sample-day wording, MSE/Holm statement, five-minute share ordering, root-set quarters, ceiling arithmetic, hedged ETF/CPI claims; table notes updated

   Simon-Pierre Boucher 1 h ago · 1 file +13 −12
   2e8bc24
2. IRF tables regenerated, heatmap sized to page; 45 p., no undefined refs

   Simon-Pierre Boucher 1 h ago · 1 file +2 −2
   db6dcde
3. Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded per session), cumulated-intraday and implied-yield fidelity, short rate dropped, LP IRFs + 5-min VAR GIRF/FEVD + volatility connectedness (13/14), heatmap + cartography figures, Okabe-Ito figures, table fixes, all flagged claims corrected; v1.0-rc 45 p.

   Simon-Pierre Boucher 1 h ago · 1 file +250 −134
   90dc9d9
4. 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 3 h ago · 1 file +12 −7
   aca3013
5. 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 3 h ago · 1 file +221 −13
   1a9aa31
6. WP47: project skeleton, brief, pre-registered design, external calendars, FinData client

   Simon-Pierre Boucher 3 h ago · 1 file +27
   a503b31