jgrusewski 5f292deb45 docs(b2): spec — equity-factor sleeve (value+quality+momentum, 3 construction variants) ...

Cross-sectional multi-factor book on broad liquid US universe (Tiingo fundamentals + 30yr EOD); long-only /
long-short / long-tilt as 3 ForwardStrategy paper-tracks through the gate. Deterministic domain+fake-port
tests. Backtest/DSR layer = separate increment.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-16 10:32:00 +02:00

..

plans

docs(b1): poc ported faithfully WITH torch (real signal_sweep/pit_sweep) — no algo changes to dodge a dep

2026-06-16 06:27:45 +02:00

specs

docs(b2): spec — equity-factor sleeve (value+quality+momentum, 3 construction variants)

2026-06-16 10:32:00 +02:00