Commit Graph
2 Commits
Author SHA1 Message Date
zhaoli 6145cfeb62 Q19 VR study PROVEN + Q20 eigenanalysis PROVEN (EVIDENCE#034/#035) 2026-08-20 05:19:09 +00:00
zhaoli 06fb1e8ee9 book: fold Q-campaign (exp 33-43) evidence into ledger, claims, and chapters
- EVIDENCE#022-032: Q01-Q11 runs (2 PASS / 9 FAIL) with run_ids and branches
- CLAIMS: promote M2 Sharpe-drift to PROVEN (Q01), refute Kelly (Q06), risk-limit-as-alpha (Q08), standalone reversal (Q11); add label-horizon + weekly-rebalance + long-short-turnover claims
- README: TOC + claim inventories for ch 04/05/07/08/09/10/12 updated to the Q-campaign
- new chapters 04 (prune), 05 (ensembles), 07 (isolation), 08 (construction), 09 (cost/turnover), 10 (risk limits & gates), 12 (synthesis); ch 00/02/03 updated
- Q08 calibration evidence persisted under book/data/evidence/q08-risklimit/
2026-08-20 01:23:21 +00:00