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feat(research): harness condiviso dispersion/correlation index (feature causali + cache)

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Feature realized causali (avg pairwise corr, cross-sectional dispersion, beta vs
indice EW, componente idiosincratica) su universo 8-asset, finestra comune dal
2022-07. NO implied (opzioni non backtestabili). Check no-look-ahead OK. Cache su
disco per il fan-out di ricerca. Base per la ricerca multi-agente dispersion.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Adriano Dal Pastro
2026-06-07 21:16:10 +00:00
parent 9275eab4af
commit cb122683fe
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@@ -26,3 +26,5 @@ data/portfolios/
# dati regime (DVOL/funding/feature cache, rigenerabili)
data/regime/
_disp_scratch/
data/regime/dispersion_features.parquet