mathias/jepa-fx-risk

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mathiasandClaude Sonnet 4.6 44e8b3eb95

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feat(model): TS-JEPA+SIGReg backbone replaces toy encoder (#3 step 1)

PatchTST-style transformer encoder with JEPA predictive loss + SIGReg
regularization (Balestriero & LeCun arXiv:2511.08544; time-series placement
from ChronoJEPA). Token-level SIGReg (dual placement) to avoid time-axis
collapse (confirmed real by ChronoJEPA). Baseline val_vol_r2=-0.1543 on first
run — expected for fresh weights with new architecture. Agent will iterate.
SIGReg source: Epps-Pulley statistic, identical math to LeJEPA MINIMAL.md.

Refs: #3 (TS-JEPA reproduce), ChronoJEPA github.com/MrRobotop/ChronoJEPA

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-24 07:42:56 +02:00

.context

docs: add DECISIONS.md and rewrite PROJECT.md (#8 )

2026-06-22 18:10:32 +00:00

.gitea/workflows

Initial commit

2026-05-27 21:55:18 +00:00

.skills

Initial commit

2026-05-27 21:55:18 +00:00

cmd/hostexecutor

Initial commit

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internal/web

Initial commit

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scripts

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

.aider.conf.yml

Initial commit

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.aider.conventions.md

Initial commit

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.cursorrules

Initial commit

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.gitignore

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

AGENTS.md

Initial commit

2026-05-27 21:55:18 +00:00

CLAUDE.md

Initial commit

2026-05-27 21:55:18 +00:00

DECISIONS.md

docs: add DECISIONS.md and rewrite PROJECT.md (#8 )

2026-06-22 18:10:32 +00:00

Dockerfile

Initial commit

2026-05-27 21:55:18 +00:00

go.mod

Initial commit

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loop.py

feat(loop): autoresearch keep/revert loop + first iteration (val_vol_r2 0.2821→0.3749, +9.3%)

2026-06-24 07:16:50 +02:00

metrics.json

feat(model): TS-JEPA+SIGReg backbone replaces toy encoder (#3 step 1)

2026-06-24 07:42:56 +02:00

README.md

Initial commit

2026-05-27 21:55:18 +00:00

requirements.txt

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

STATUS.md

chore(loop): 6 more iters — plateau at ~0.34-0.37 (1/6 kept)

2026-06-24 07:37:29 +02:00

Taskfile.yml

Initial commit

2026-05-27 21:55:18 +00:00

train.py

feat(model): TS-JEPA+SIGReg backbone replaces toy encoder (#3 step 1)

2026-06-24 07:42:56 +02:00

README.md

hostexecutor

Generated from mathias/template-go-web.

Bootstrap

After creating from template, run:

go mod tidy       # regenerate go.sum with real module path
task generate     # generate templ files
task build        # build the binary