f/reports
Greg Pomerantz 2bbe4e58ec Style-tilt battery + commentary in the fund report pipeline
fundlab/styletilt.py: 22 style/asset sleeves regressed on excess-of-T-bill
returns (full history + 5y); BIC forward selection identifies the tilt
stack; residual-alpha verdict ('factor exposure, not skill' when t<1.75);
data-driven English commentary with sign-specific phrasing. Rendered as a
'Style tilts' block (factor table + prose) in both the app and the HTML
report. All 24 pre-built + 8 ad-hoc fund reports rebuilt.
2026-08-30 20:36:04 -04:00
..
fund_report.html Style-tilt battery + commentary in the fund report pipeline 2026-08-30 20:36:04 -04:00
report_data.json Style-tilt battery + commentary in the fund report pipeline 2026-08-30 20:36:04 -04:00