All pull requests

Pull requests

• market_vol_cycle_hold_*: the time-held fade, a held downturn relaxes past the model's own sojourn (0.0 on every preset)

  #317·simoncoombes opened Oct 16, 2026Owner·

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• treasury_term_premium_sd / _half_life: the 10-year's own persistent term premium (0.0 on every preset)

  #316·simoncoombes opened Oct 16, 2026Owner·

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• forecast_policy_neutral_core: the forecast's neutral moves with the meeting's inflation (0.0 on every preset)

  #315·simoncoombes opened Oct 16, 2026Owner·

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• flight_to_quality_reversal_cut: size the reversed flight to quality over 4 per cent inflation (0.0 on every preset)

  #314·simoncoombes opened Oct 16, 2026Owner·

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• basis_night_share: the share of a day's basis decay the night carries (0.0 on every preset)

  #313·simoncoombes opened Oct 16, 2026Owner·

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• MODEL.md: index options in the known gaps

  #312·simoncoombes opened Oct 15, 2026Owner·

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• The variance risk premium's slope on the variance-implied level (vix_variance_premium_slope, off on every preset)

  #311·simoncoombes opened Oct 15, 2026Owner·

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• futures_impact_memory_half_life: the index futures' memory half-life (0.0 on every preset), on #284

  #310·simoncoombes opened Oct 15, 2026Owner·

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• The skew premium's own noise (surface_skew_noise_sd, off on every preset)

  #308·simoncoombes opened Oct 15, 2026Owner·

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• Stack: VIX stabiliser (#305) + the valuation multiple (#304), for the next candidate's read

  #307·simoncoombes opened Oct 14, 2026Owner·

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• VIX stabiliser on the pt-v22 candidate's engine: #291 + #300 (0766955) + the forecast's model of the stabilised law (six dials, all silent on every preset)

  #305·simoncoombes opened Oct 14, 2026Owner·

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• The valuation multiple: valuation_multiple_share, valuation_multiple_half_life (0.0 on every preset)

  #304·simoncoombes opened Oct 14, 2026Owner·

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• Physical skew: the index's 21-session skewness by the VIX, measured on model histories

  #302·simoncoombes opened Oct 14, 2026Owner·

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• Core trend + rates anchors + the expansion's inflation and rate hazards (research composition)

  #300·simoncoombes opened Oct 11, 2026Owner·

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• Core inflation's slow trend: core_trend_sd, core_trend_persistence (0.0 on every preset)

  #299·simoncoombes opened Oct 11, 2026Owner·

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• ptv22: the 2-year's carry through a meeting (treasury_2y_meeting_carry, 0.0 on every preset)

  #298·simoncoombes opened Oct 11, 2026Owner·

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• Engine speed: 1.38x on a full history, bit-identical (memoisation, hoisting, column-wise tick write)

  #297·simoncoombes opened Oct 11, 2026Owner·

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• A slow process for the neutral real rate: fed_rstar_sd, fed_rstar_persistence (0.0 on every preset)

  #296·simoncoombes opened Oct 11, 2026Owner·

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• Leaving the zero bound: fed_put_giveback_wait, fed_liftoff_unemployment_gap, fed_put_debt_fade (0.0 on every preset)

  #295·simoncoombes opened Oct 11, 2026Owner·

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• The Taylor rule's neutral real rate: fed_neutral_real_rate (0.0 on every preset)

  #294·simoncoombes opened Oct 11, 2026Owner·

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• The zero bound's 10-year: treasury_zlb_path, treasury_zlb_haven_gain (off on every preset)

  #293·simoncoombes opened Oct 11, 2026Owner·

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• Core inflation for the bank and the curve (fed_core_inflation, treasury_core_inflation; off on every preset)

  #292·simoncoombes opened Oct 11, 2026Owner·

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• VIX stabiliser engine: forecast honours market_vol_vix_excursion; market_vol_vix_news (both silent on every preset)

  #291·simoncoombes opened Oct 11, 2026Owner·

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• Cycle: cycle_hazard_funds_gain (research dial, 0.0 = legacy 0.1)

  #290·simoncoombes opened Oct 10, 2026Owner·

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• Draft, do not merge: forecast_vix_expected_variance (a negative result)

  #289·simoncoombes opened Oct 10, 2026Owner·

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