mathias/jepa-fx-risk

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mathiasandClaude Sonnet 4.6 d4b67943fb

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feat(multipair): lock best config + train:multipair Taskfile target

Best: USE_MULTIPAIR=1 D_MODEL=256 WINDOW=120 → phase1_r2=0.4377, val_vol_r2=0.3695
WINDOW sweep (multipair D=256): W=60→0.4009, W=120→0.4377, W=240→0.4277
D_MODEL=128 undercapacity for 10ch (val_vol_r2=0.1013); D=256 restores probe quality.
Single-pair default knobs unchanged (D=128 still optimal there).

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

2026-06-26 14:08:25 +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

fix(eval): correct probe metric to use true year-based OOS split

2026-06-24 22:57:14 +02:00

internal

fix(eval): correct probe metric to use true year-based OOS split

2026-06-24 22:57:14 +02:00

results

feat(hpo): sweep results + update WINDOW default to 120

2026-06-26 12:42:50 +02:00

scripts

feat(multipair): G10 multi-pair pipeline + USE_MULTIPAIR knob (Option C)

2026-06-26 14:00:57 +02:00

tests

feat(multipair): G10 multi-pair pipeline + USE_MULTIPAIR knob (Option C)

2026-06-26 14:00:57 +02:00

.aider.conf.yml

Initial commit

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

.aider.conventions.md

Initial commit

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

.cursorrules

Initial commit

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

.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

refactor: rename hostexecutor → jepa-fx-risk (#9 )

2026-06-24 11:58:42 +02:00

go.sum

refactor: rename hostexecutor → jepa-fx-risk (#9 )

2026-06-24 11:58:42 +02:00

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

chore: update metrics.json to canonical WINDOW=120 run (phase1_r2=0.3908)

2026-06-26 12:43:13 +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: autoresearch agent STATUS.md iterations (iter1-4 reverted — no improvement)

2026-06-26 13:07:15 +02:00

Taskfile.yml

feat(multipair): lock best config + train:multipair Taskfile target

2026-06-26 14:08:25 +02:00

train.py

feat(multipair): G10 multi-pair pipeline + USE_MULTIPAIR knob (Option C)

2026-06-26 14:00:57 +02:00

README.md

hostexecutor

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