Objective
Improve Keller FAA corr vs AS.
Notes: FAA corr 0.946→0.973 via ci=corr(asset,EW others); DBC→PDBC stitch also shipped. Live hist-alloc MAE~0. Findings: faa-corr-t116.md
Approach
Reuses existing report research/findings/faa-corr-t116.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.
Files / code / data changed
Associated commits (inferred from log grep t116):
353b4371research: t116 FAA EW-ex-self corr 0.946→0.973 (#100)353b4371research: t116 FAA EW-ex-self corr 0.946→0.973 (#100)- Source report:
research/findings/faa-corr-t116.md - Task-history entry:
research/findings/task-history.json#t116
Results
Key table from source report (preserved):
| variant | monthly corr | recent hist-alloc mean MAE | notes |
|---|---|---|---|
| t87 pairwise-matrix mean ci | 0.946 | ~0.10 | baseline |
| DBC→PDBC stitch only | 0.947 | ~0.10 | IPO gap not the residual |
| w_v=w_c=0.5 (tie hack) | 0.952 | ~0.10 | rejected — AS docs 49.99% |
| me_excl vol window | 0.863 | worse | rejected |
| daily vol/corr | 0.912 | worse | rejected |
| ci = corr(asset, EW others) | 0.973 | ~0 | shipped |
Conclusions and metrics are in research/findings/faa-corr-t116.md; see detail page for preserved tables/metrics.
Conclusions
FAA corr 0.946→0.973 via ci=corr(asset,EW others); DBC→PDBC stitch also shipped. Live hist-alloc MAE~0. Findings: faa-corr-t116.md
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt116 - Findings:
research/findings/faa-corr-t116.md - Commits:
353b4371,353b4371