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  1. MacroShockRiskParity MacroShockRiskParity Public

    Multi-asset risk-parity backtest (Asset RP / Macro RP / Joint RP) with a Kalman-filtered six-dimension macro shock overlay, across CSI 300/500, HSI, S&P 500, CN bonds, convertibles, gold, and commo…

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    Research/backtest pipeline for CSI stock-index-futures basis (IH/IF/IC/IM): dividend adjustment, walk-forward regression, position-series backtest, hedge-cost comparison, scenario forecast.

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