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Aurum Spread v0.1.0 — Research Prototype

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@sru-codes sru-codes released this 14 Oct 16:46
· 17 commits to main since this release

First Hack in Hills ’26 release

Aurum Spread is a cost-aware relative-value intelligence prototype for the Commodity Derivatives Intelligence track.

Highlights

  • Interactive monitor for GOLDM, GOLDTEN, GOLDGUINEA, and GOLDPETAL
  • Quotation-base and purity normalization
  • Expiry, liquidity, statistical, and cost gates
  • Lagged walk-forward analytics with five automated tests
  • Explicit separation of gross convergence, costs, and gold exposure
  • Railway-ready Docker/Caddy deployment with /health
  • Security policy, MIT license, contribution templates, and research documentation

Verification

  • Production TypeScript/Vite build: passed
  • Oxlint: passed
  • Python analytics tests: 5/5 passed
  • npm high-severity audit: 0 vulnerabilities

Research status

The visible observations and performance metrics are synthetic demo fixtures. This release does not yet claim an empirical MCX edge and does not execute orders or provide investment advice. The next milestone is official Bhavcopy ingestion and a frozen chronological holdout.