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Adriano Dal Pastro c8a390d6b7 feat(portfolio): reproducible accumulation forecast for the Deribit book

scripts/portfolio/forecast_deribit_book.py — projects the Deribit-only book (TP01+SKH01)
forward by pure compounding (reinvest winnings), monthly-aligned, NO external contributions
(not a PAC). Deterministic @historical & @conservative CAGR + Monte-Carlo block-bootstrap
(median/p10/p90), plus €/day run-rate @conservative. Parametric (--capital/--years/--cons-frac).
Honest caveats baked in (bull-crypto sample, no leverage, SKH01 not live, conditional projection).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-23 20:42:14 +00:00

forecast_deribit_book.py

feat(portfolio): reproducible accumulation forecast for the Deribit book

2026-06-23 20:42:14 +00:00

prevday_overlay.py

research(portfolio): simula PREVDAY come overlay tail-hedge su TP01+XS01+VRP01 (NON deploy)

2026-06-21 20:01:20 +00:00

run_deribit_book.py

feat(portfolio): Deribit-only executable book (TP01+SKH01) + periodic rebalancing

2026-06-23 20:26:53 +00:00

run_portfolio.py

feat(portfolio): contenitore di strategie ESTENSIBILE — TP01 primo sleeve