Skip to content

fix(qc,#17670): lecture repli VIX inversée + notation PSR expliquée (cellule 11, markdown seul) #17696

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
myia-ai-01 merged 4 commits into from
Sep 27, 2026
Merged

fix(qc,#17670): lecture repli VIX inversée + notation PSR expliquée (cellule 11, markdown seul) #17696

Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
0cc0f35
fix(qc,#17670): lecture repli VIX inversee + notation PSR expliquee (…
jsboige Sep 24, 2026
f35bfad
fix(qc,#17696): restaure le newline final du notebook iv_rank (nit He…
jsboige Sep 25, 2026
a9843b3
fix(qc,#17696): provenance du Sortino v7.1 ajoutee (reserve 2 Hermes,…
jsboige Sep 26, 2026
52c4c4b
Merge origin/main into fix/qc-ivrank-lecture-17670
jsboige Sep 27, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 5 additions & 1 deletion MyIA.AI.Notebooks/QuantConnect/research/research_iv_rank_strike_clusters.ipynb
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -456,7 +456,11 @@
"zero -- lecture critique dans `docs/qc/qc-comparative-backtests.md`, regle\n",
"pratique : au-dela de 50 % l'edge observe a plus de chances d'etre reel que du\n",
"bruit). Les trois bras restent sous ce seuil : l'edge observe n'est pas\n",
"statistiquement distingue du bruit, coherent avec le verdict NO-BEATS.\n",
"statistiquement distingue du bruit, coherent avec le verdict NO-BEATS. PSR et\n",
"Sortino ordonnent comme leurs Sharpe (0.163 -> 0.069 %, 0.264 -> 0.243 %,\n",
"0.281 -> 0.294 %) ; l'egalite PSR = Sortino = 0.243 en v7.2 est une coincidence\n",
"verifiee sur le voisin (v7.1 : Sortino 0.147 vs PSR 0.069 % -- verbatim dans le\n",
"rapport v7.1, backtest QC `6afdb1ef04a7feb75b76cd75265e81cd`, projet `36473886`).\n",
"\n",
"Metriques secondaires du rapport v7.2 : Sortino 0.243, win rate 67 %, loss rate 33 %,\n",
"profit-loss ratio 0.32, alpha -0.017, beta 0.446, ecart-type annualise 0.067,\n",
Expand Down
Loading