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fxhnt/docs
jgrusewski 8da219dfa3 docs: plan — IBKR consolidation (OPRA-backed XSP-VRP + UCITS routing), 9 tasks
Component A (Tasks 1-7): VRP on real OPRA data — pure BS/IV/parity helpers, OPRA
options adapter path, xsp_option_bars PIT table+repo, VrpStrategy defined-risk ladder
recomputed off frozen bars, registry+anchor, vrp_nav asset (freeze slice + real ref),
IBKR XSP mleg exec twin (SUSPENDED). Component B (Task 8): US->UCITS execute routing
(--venue ucits) + suspended monthly CronJob. Task 9: local cockpit verify.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-12 22:46:16 +02:00
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