Martingale Volatility Engine- HAR + LightGBM + Text Ensemble
Institutional-grade SPY volatility forecaster: HAR realized variance + TF-IDF headlines + 3-model ensemble in sqrt-space. Leakage-free chronological CV. Public RMSE: 0.15002.
Institutional-grade SPY volatility forecaster: HAR realized variance + TF-IDF headlines + 3-model ensemble in sqrt-space. Leakage-free chronological CV. Public RMSE: 0.15002.
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