jgrusewski 3b43856621 docs: plan — declarative strategy-level allocation policy + capital ceiling (B2a), 6 tasks ...

AllocationPolicy + hash (T1) → pure helpers full-history-vol/equal-weight-marginal-prune/killswitch
(T2) → compute_allocation ex-ante composition + anti-reactive invariant (T3) → target_capital hard
ceiling (T4) → strategy_allocation table+repo (T5) → nightly records the allocation from A's records
+ B1 deploy set (T6). TDD, ex-ante only (full-history vol), no capital moved (that is C).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-07-09 20:54:56 +02:00

..

2026-06-14-crypto-execution-layer.md

plan(exec): crypto execution layer — 13 TDD tasks, 5 milestones

2026-06-14 16:42:00 +02:00

2026-06-14-edge-factory.md

plan(factory): ongoing diversification-aware edge-factory — 13 TDD tasks, 5 milestones

2026-06-14 19:40:18 +02:00

2026-06-14-fxhnt-cockpit-dashboard.md

plan(cockpit): add period-aware rolling mean (raw daily/weekly/monthly, no normalization)

2026-06-14 11:38:45 +02:00

2026-06-14-fxhnt-edge-pipeline-containerization.md

plan(fetch): edge-pipeline containerization spec + plan (combined book only)

2026-06-14 12:20:32 +02:00

2026-06-14-single-market-kinds.md

plan(strategies): bite-sized implementation plan — single-market kinds + OHLC contract

2026-06-14 22:55:46 +02:00

2026-06-15-lifecycle-dagster-b0.md

plan(lifecycle): bite-sized B0 plan — Dagster foundation + combined-book via warehouse

2026-06-15 10:57:18 +02:00

2026-06-15-unified-data-layer.md

plan(data): bite-sized implementation plan — unified data layer / warehouse-SSOT

2026-06-15 00:15:32 +02:00

2026-06-16-equity-factor-sleeve.md

docs(b2): implementation plan — equity-factor sleeve (7 tasks)

2026-06-16 17:19:08 +02:00

2026-06-16-lifecycle-b1-paper-tracks.md

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

2026-06-17-equity-backtest-b3b.md

docs(b3b): walk-forward equity-factor backtest implementation plan

2026-06-17 12:17:39 +02:00

2026-06-18-cross-sectional-funding.md

docs(xsfunding): cross-sectional funding-dispersion implementation plan (6 tasks → verdict matrix)

2026-06-18 22:58:52 +02:00

2026-06-19-edge-discovery-sprint.md

docs: edge-discovery sprint plan (crypto XS factors + TS-trend + cross-asset trend, gauntlet-gated)

2026-06-19 19:33:10 +02:00

2026-06-19-funding-basis-modeling.md

docs(xsfunding): spot-perp basis-modeling implementation plan

2026-06-19 00:12:47 +02:00

2026-06-19-xsfunding-paper-track.md

docs(xsfunding): paper-forward track implementation plan

2026-06-19 07:38:51 +02:00

2026-06-21-crypto-tstrend-sleeve.md

docs: crypto TS-trend sleeve spec + implementation plan

2026-06-21 00:25:31 +02:00

2026-06-21-observability-2e.md

docs(2E): include alertmanager (useful) — operator brings it up; receivers a follow-up

2026-06-21 18:50:43 +02:00

2026-06-21-paper-dynamic-weighting.md

docs(paper): A3c implementation plan + spec return-fn signature fix

2026-06-21 23:27:01 +02:00

2026-06-21-paper-equal-weight-and-unlock.md

docs: plan — equal-weight replayable sleeves + wire unlock to warehouse (Phase 2F-A3b)

2026-06-21 22:17:34 +02:00

2026-06-21-paper-replay.md

docs: plan — paper replay (paper_nav + backfill + /paper/replay scrubber) Phase 2F-A3

2026-06-21 21:03:57 +02:00

2026-06-21-paper-snapshot.md

docs: plan — paper-snapshot job (current_weights per sleeve + service + dagster asset) Phase 2F-2

2026-06-21 20:10:44 +02:00

2026-06-21-paper-trading-cockpit.md

docs: plan — paper-trading cockpit MVP (TDD: persist positions/trades + live MTM view)

2026-06-21 19:21:39 +02:00

2026-06-21-stablecoin-rotation-sleeve.md

docs: stablecoin-rotation sleeve spec + implementation plan

2026-06-21 10:12:55 +02:00

2026-06-22-faithful-deltaneutral-carry.md

docs(carry): A5 faithful delta-neutral carry plan

2026-06-22 14:56:54 +02:00

2026-06-22-funding-ingest-xsfunding-replay.md

docs(funding): A4 funding-ingest + xsfunding-replay plan

2026-06-22 12:19:45 +02:00

2026-06-22-paper-adaptive-vol-budget.md

docs(paper): A3h adaptive vol budget plan

2026-06-22 11:13:51 +02:00

2026-06-22-paper-equity-accounting-fix.md

docs(paper): A3f compounding equity-accounting fix plan

2026-06-22 09:58:01 +02:00

2026-06-22-paper-marginal-gate-cleanup.md

docs(paper): A3e marginal-gate + cleanup implementation plan

2026-06-22 09:15:27 +02:00

2026-06-22-paper-overlay-retune.md

docs(paper): A3g overlay re-tune plan

2026-06-22 10:56:41 +02:00

2026-06-22-paper-vol-target-killswitch.md

docs(paper): A3d vol-target + killswitch implementation plan

2026-06-22 08:04:52 +02:00

2026-06-28-bybit-testnet-real-paper-execution.md

docs: plan — Bybit testnet real-paper execution leg (Phase 1 task-by-task, TDD)

2026-06-28 13:37:22 +02:00

2026-07-03-bybit-4edge-levered-shadow-track.md

docs: plan — bybit_4edge levered shadow track (Phase 1, static leverage, observe-only)

2026-07-05 20:35:02 +02:00

2026-07-05-cockpit-levered-track-views.md

docs: plan — cockpit levered track views (Backtest measured curve + Replay toggle)

2026-07-05 22:33:27 +02:00

2026-07-08-deterministic-forward-state.md

docs: plan — deterministic forward state (sub-project A), 9 bite-sized tasks

2026-07-08 23:00:41 +02:00

2026-07-09-declarative-allocation-policy-b2a.md

docs: plan — declarative strategy-level allocation policy + capital ceiling (B2a), 6 tasks

2026-07-09 20:54:56 +02:00

2026-07-09-declarative-gate-promotion-policy-b1.md

docs: plan — declarative gate + promotion policy (sub-project B1), 6 bite-sized tasks

2026-07-09 13:31:33 +02:00