Deterministic, drawdown-controlled ETF allocation framework (Convex Core) — reproducibility companion to the research paper: model engine, report code, tests, and computed result artifacts. Hypothetical/backtested; not investment advice.
python reproducible-research quant quantitative-finance etf asset-allocation portfolio-construction risk-management backtesting factor-investing pre-registration trend-following volatility-targeting drawdown-control
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Updated
Jun 19, 2026 - HTML