--moonshine-preprocessor=./sherpa-onnx-moonshine-tiny-en-int8/preprocess.onnx \ --moonshine-encoder=./sherpa-onnx-moonshine-tiny-en-int8/encode.int8.onnx ...
A from-scratch PCA decomposition of the US Treasury yield curve into Level / Slope / Curvature, plus a candid backtest of a PC2 mean-reversion strategy. This project reproduces Litterman & Scheinkman ...
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