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vitals
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vitals / scripts
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European institutional layer: factor panel, sector UCITS, UK/EU duties, wrapper
6efc5f4 verified 2 months ago
  • backtest_fit_policy.py
    5.37 kB
    construction layer (risk decomposition, joint selection, constrained scenarios, post-trade proof, instruments, guards, exclusions) + Alpha Vantage premium as primary data source + policy backtest 2 months ago
  • build_europanel.py
    600 Bytes
    European institutional layer: factor panel, sector UCITS, UK/EU duties, wrapper 2 months ago