Commit Graph
2 Commits
Author SHA1 Message Date
dennisthiessen 1ace6688dd research: add focused portfolio capacity matrix 2026-08-05 08:28:30 +02:00
dennisthiessen 529343ce82 feat: add Phase A research matrix (vol target, fill, corr, SE/DSR)
Ship shared Sharpe SE/PSR diagnostics, next-open fill and equity-curve vol targeting in the portfolio simulator, re-derived fip_id, and a checkpointed offline matrix runner for Mac-side validation sweeps.
2026-07-18 15:04:44 +02:00