Skip to content

Model build model-2026-08-22 (PRISM-US-MH-0.7)

Choose a tag to compare

View all tags
@wanxinwanxin wanxinwanxin released this 22 Aug 02:12
· 25 commits to main since this release
model-2026-08-22
f518656

v0.7: Market Sensitivity (beta) split from Residual Volatility. Beta significant in 83.7% of daily cross-sections; mean daily R² 0.159 → 0.178; overall bias 1.05 → 1.01. Evidence: docs/DECISIONS.md §12. See docs/METHODOLOGY.md. Not investment advice.

Assets 4
Loading