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Simplify sigma_safe calculation using bfill and ffill Python package #49: Commit cb6fd3a pushed by sensor-aae
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Fix port_ret calculation by using squeeze method Python package #48: Commit cbb03b5 pushed by sensor-aae
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Update app.py Python package #47: Commit ecba171 pushed by sensor-aae
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Update app.py Python package #46: Commit 3a5a1c1 pushed by sensor-aae
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Enhance backtesting with Christoffersen tests and MLE Python package #45: Commit 4236c1e pushed by sensor-aae
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Add fit_garch option for MLE parameter estimation Python package #44: Commit a7790c9 pushed by sensor-aae
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Add fit_garch parameter to market risk model Python package #43: Commit 2ce96a2 pushed by sensor-aae
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Create garch_mle.py Python package #42: Commit f3fbe63 pushed by sensor-aae
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Update backtest.py Python package #41: Commit 7844c7b pushed by sensor-aae
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Revise README for improved clarity and detail Python package #40: Commit aa90a94 pushed by sensor-aae
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Add property tests for VaR/ES loss conventions and monotonicity Python package #39: Commit 1b2e8c3 pushed by sensor-aae
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Fix Streamlit app imports for MarketRiskModel integration Python package #38: Commit 717efc6 pushed by sensor-aae
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Ignore Python build artifacts Python package #37: Commit 092444f pushed by sensor-aae
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Add model risk report documenting methodology and validation Python package #36: Commit 9120bcc pushed by sensor-aae
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Clean up README.md by removing code fence comments Python package #35: Commit 87557fe pushed by sensor-aae
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Update README.md Python package #34: Commit d9e299e pushed by sensor-aae
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Refine README to emphasize validation-grade risk modeling and governance Python package #33: Commit b85497b pushed by sensor-aae
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Refine README to emphasize validation-grade risk modeling and governance Python package #32: Commit 0814ab4 pushed by sensor-aae
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Add model risk validation documentation (measurement + backtesting) Python package #31: Commit a38b12e pushed by sensor-aae
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Add MarketRiskModel/Config imports for CI Python package #30: Commit 25fb6c5 pushed by sensor-aae
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Add missing _normalize_weights helper for ERC solver Python package #29: Commit 5ba5440 pushed by sensor-aae
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Route VaR backtesting through validation layer (Kupiec POF) Python package #28: Commit 9f6ef72 pushed by sensor-aae
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Refactor app to use MarketRiskModel as single source of truth Python package #27: Commit 8fcd222 pushed by sensor-aae
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Add migration map for market risk refactor Python package #26: Commit d76ab49 pushed by sensor-aae
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Add validation-grade MarketRiskModel with explicit loss conventions Python package #25: Commit 7544267 pushed by sensor-aae
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