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Adaptive Multi-Regime Cross-Asset Intelligence System - A regime-first quantitative finance framework with 3-layer architecture (HMM/ML/Correlation/Volatility classifiers → 5 analytical modules → adaptive meta-learning) that interprets market signals dynamically across 4 economic regimes.
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36
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fix: resolve invisible charts on Correlations and Contagion pages
02fea89View on GitHubfix: hydration mismatch in Topbar clock and null guard in risk page
ebcfcf6View on GitHubfix: Alpha Vantage free-tier compatibility (TIME_SERIES_DAILY + compact)
0356b5fView on GitHubfix: initialization bugs — config dir handling, dict-to-DataFrame, yfinance v1.x MultiIndex
0fa1b3bView on GitHubfeat: SABR calibration + Fama-French multi-factor OLS (Phase 1 complete)
ee3be66View on GitHubdocs: update CODEBASE_INDEX and README with current project status
2d21e8cView on GitHubfeat(dashboard): add Phase 2-5 pages — Intelligence, Contagion, Predictions, Risk, Alerts, Trading, Knowledge, Research
9c3b077View on GitHubPhase 5: Network Effects + Moat - Institutional Memory, Alt Data, Research Publisher, Multi-User RBAC
83bd700View on GitHubPhase 4: Real-Time + Execution - EventBus, Scheduler, Alerts, SSE Streaming, Paper Trading
1fa2093View on GitHubfeat: Phase 3 - Prediction Engine (return forecaster, tail risk, portfolio optimizer, alpha signals)
29dfaa4View on GitHubUse official Apache 2.0 license from apache.org for GitHub detection
55d7bdfView on GitHub