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CattonNyan
skfolio_Catton
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Crypto Portfolio Pipeline CI
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feat(quant): add orderbook-depth capacity and net taker fee triangula…
Crypto Portfolio Pipeline CI
#307:
Commit
a0516aa
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CattonNyan
48s
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main
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feat(quant): add dynamic fear-greed macro cash buffer hedging and reg…
Crypto Portfolio Pipeline CI
#306:
Commit
346f517
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CattonNyan
1m 3s
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main
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feat(quant): add multi-asset vector kelly allocator with covariance s…
Crypto Portfolio Pipeline CI
#305:
Commit
202d59b
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CattonNyan
42s
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main
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feat(quant): add Roll spread, Kyle lambda, composite liquidity tier s…
Crypto Portfolio Pipeline CI
#304:
Commit
d38dbac
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CattonNyan
1m 1s
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feat(quant): add copula concordance, tail diversification index (TDI)…
Crypto Portfolio Pipeline CI
#303:
Commit
8aa09e3
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CattonNyan
53s
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main
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feat(live-fetcher): add order book ladder, VWAP execution slippage, a…
Crypto Portfolio Pipeline CI
#302:
Commit
11a9a35
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CattonNyan
54s
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main
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feat(stress-tester): expand crash scenarios, add cash buffer hedging,…
Crypto Portfolio Pipeline CI
#301:
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06a440b
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CattonNyan
52s
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main
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feat(coinbase): add orderbook depth ladder, flexible CSV export, and …
Crypto Portfolio Pipeline CI
#300:
Commit
953c7c1
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54s
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main
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feat(bithumb): add real-time order book depth ladder, institutional V…
Crypto Portfolio Pipeline CI
#299:
Commit
7c917f2
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CattonNyan
54s
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feat(rebalance): add Burke Ratio, RoMaD, Time Underwater, Drawdown Gu…
Crypto Portfolio Pipeline CI
#298:
Commit
4847b92
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CattonNyan
55s
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main
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feat(upbit-fetcher): add order book ladder, market impact slippage si…
Crypto Portfolio Pipeline CI
#297:
Commit
f47fed2
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CattonNyan
54s
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main
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feat(coinbase-fetcher): add order book slippage, market impact CLI, a…
Crypto Portfolio Pipeline CI
#296:
Commit
8d2966b
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CattonNyan
53s
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feat(vol-target): add walk-forward simulation CLI, comparison table, …
Crypto Portfolio Pipeline CI
#295:
Commit
90c8a33
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CattonNyan
47s
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feat(bithumb-fetcher): add order book spread, depth analysis CLI, and…
Crypto Portfolio Pipeline CI
#294:
Commit
e7bd6e9
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CattonNyan
54s
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feat(triangular-arbitrage): add capital stake sizing, dollar profit t…
Crypto Portfolio Pipeline CI
#293:
Commit
d67a2c7
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CattonNyan
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feat(kelly-sizer): add risk of ruin formula and portfolio kelly csv e…
Crypto Portfolio Pipeline CI
#292:
Commit
82ac6cd
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github_actions in /. - Update #1612817865
Dependabot Updates
#12:
by
dependabot
Bot
42s
main
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feat(drawdown): add DaR, CDaR (Conditional Drawdown at Risk), and CDa…
Crypto Portfolio Pipeline CI
#291:
Commit
204b1d9
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CattonNyan
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feat(stake-allocator): add stake allocation csv export helper and cli…
Crypto Portfolio Pipeline CI
#290:
Commit
ed8f9ea
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CattonNyan
1m 30s
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feat(upbit): add orderbook depth fetching, spread calculation, and cs…
Crypto Portfolio Pipeline CI
#289:
Commit
2349b56
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CattonNyan
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feat(fetchers): add csv export helpers and cli options to bithumb and…
Crypto Portfolio Pipeline CI
#288:
Commit
b2e3ea9
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CattonNyan
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feat(funding-arbitrage): add csv export helper and cli option to fund…
Crypto Portfolio Pipeline CI
#287:
Commit
9bceccd
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CattonNyan
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feat(strategy-optimizer): add zip/dir auto-loader, portfolio risk met…
Crypto Portfolio Pipeline CI
#286:
Commit
6d4f748
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CattonNyan
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docs: document v1.7.4 release notes for rebalancing, hrp, liquidity, …
Crypto Portfolio Pipeline CI
#285:
Commit
b4fbcaa
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CattonNyan
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feat(travel-rule): add csv export helper and cli option to travel rul…
Crypto Portfolio Pipeline CI
#284:
Commit
34cc6a6
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CattonNyan
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