v0.1.0

First tagged release. A reproducible portfolio-analytics and market-risk engine: validated price series with intersection-only alignment; volatility, Sharpe, Sortino, drawdown, historical and parametric VaR and CVaR; covariance, correlation, and risk contributions that sum to one; minimum variance in closed form validated against the optimizer and an efficient frontier that rejects unreachable targets; look-ahead-safe backtesting where peeking is inexpressible by construction; benchmark comparison with capture ratios; seeded bootstrap and parametric Monte Carlo; historical and shock stress; and a CLI whose results and committee-style report are byte-identical across runs. Every worked example in the docs is hand-calculated and pinned by tests; 254 tests. This is not a prediction tool, and nothing here is investment advice.