mathiasandClaude Opus 4.8 485fdaa9f9
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feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)
fetch_data.py politely pulls EUR/USD M1 from histdata.com (maintained package
handles the anti-hotlink token; per-year, spaced). prepare_data.py (LOCKED per
Phase-1 contract) parses M1 -> daily series with realized_vol = the val_vol_r2
target (sqrt sum of squared intraday returns). Verified on 2019-2021: 937 days,
March-2020 COVID RV spike 5.1x over 2019 median — real signal, target works.
Data gitignored (DVC/MinIO = #10).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Description
JEPA-based latent representation learning for FX trading risk management — research project
Readme
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Go 18.4%
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