fivem carry script
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Updated
Apr 14, 2023 - Lua
fivem carry script
Replication-style research on VIX futures signals & term structure; report published via GitHub Pages (docs/index.html)
Production-style, reproducible toolkit for volatility RV (VIX term structure, carry/roll-down, VRP proxy) with run manifest and reports.
FX + bond + commodity carry portfolio — IS Sharpe 0.62, OOS Sharpe -0.78 (honest null). 5 bps TC, vol-weighted, chronological train/test split.
Pre-registered falsification of the commodity carry premium (XS + TS) on 18 CME futures, 2010–2026 — design frozen before data; 0/2 arms promoted; four exchange-data identity traps documented along the way.
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