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spai006
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Mar 21, 2026
spai006
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- Universe Generation: robust nselib Python data ingestion for 500 NSE equities, mapping deterministic ticker metadata.
- Factor Pipeline: momentum (6m/12m), rolling volatility, and DMA cross-sectional array generation via yfinance.
- C++ Score Execution: refactored core to inject factor attribution matrices, achieving 1.2ms end-to-end memory map sorting.
- Output & Tracking: added continuous temporal intelligence/churn algorithms to trace regime shift analytics.
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