Objective
Add labelled macro-aware risk-parity US proxy and search log (qm-pft.2). (#547) (commit b25d58e5 — Add labelled macro-aware risk-parity US proxy and search log (qm-pft.2). (#547)).
Approach
Reuses research/findings/macro-aware-rp-qm-pft.2.md — preserved verbatim via pointer.
Files / code / data changed
- Commit
b25d58e5(2026-08-04T02:33:33Z):
backtest/__init__.py | 2 +
backtest/macro_aware_rp.py | 701 +++++++++++++++
research/findings/README.md | 1 +
...ynergy-macro-aware-risk-parity-2025-05-post.txt | 138 +++
research/findings/macro-aware-rp-qm-pft.2.md | 163 ++++- Source report:
research/findings/macro-aware-rp-qm-pft.2.md
Results
See research/findings/macro-aware-rp-qm-pft.2.md for tables/metrics/conclusions.
Conclusions
Commit b25d58e5 merged via PR; outcome inferred from commit success and subsequent build.
Problems / follow-ups
- None fabricated; see linked findings.
Links
- Commit:
b25d58e5 - Task:
qm-pft.2 - Findings:
research/findings/macro-aware-rp-qm-pft.2.md