Yesterday
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daily multi-asset strategy grid
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CSCV aligns to most recent observations
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daily panel engine (divisor fix: cash for unlisted, not leverage)
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carry(): add missing vol_window param
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FIX slippage: k*sigma_daily*sqrt(Q/ADV), realized vol from data
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engine passes realized daily vol to impact model
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parameterized strategy grid (donchian breakout fix)
3 days ago
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package
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demo strategies
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CPCV/purge/embargo splitters + leakage audit
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DSR/PBO/PSR/MinBTL statistics
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vectorized backtest engine
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data loader with sanity assertions
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fee/slippage/funding cost models
