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8 days ago
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Fig19: name the two outputs Prediction 1 and Prediction 2, no model names
The panels now say what each prediction answers (where the price will be in 24 hours; whether the next 24 hours will be more volatile than normal) instead of naming the models. The computed hours are saved, so wording changes redraw in seconds with --redraw. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>c34558e
9 days ago
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Redraw the regime-vs-range figure with both live DVOL models
5 Apr - 25 Sep 2026, inside the DVOL regime model's hold-out: the 24h 80% range held 80.0%, the regime call was right 77.4% of hours, and the two agree (Spearman 0.59; median width 5.3% when HIGH vs 4.0% when LOW; realised move 1.5% vs 0.9%). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>0d49d25
12 days ago
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Plot the regime model against the price range out of sample; methodology draft
Apr-Sep 2026, every hour, out of sample for both live models: the 24h 80% range held 82.9%, the VAE+Transformer regime call was right 75.3% of hours, and the two agree (rank correlation 0.56; median range width 5.7% when the regime says HIGH vs 4.3% when LOW; realised move 1.4% vs 0.9%). Also the first methodology draft (LaTeX and plain text). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>204b9a4