IMLInvestment
Model Library

Reference desk / edition 2026.10

Model version register

A first public edition with explicit calculation and dependency identities.

Synthetic educational references. Not a fitted investment strategy, forecast, provider model or client return. First publication: 2026-10-16. Model and engine version 1.0.0.

Publication history, not a fabricated strategy history
ReferenceVersionPublishedChange
Equal-weight allocation1.0.02026-10-16Initial public reference; no prior release claimed
Inverse-volatility weights1.0.02026-10-16Initial public reference; no prior release claimed
Two-asset minimum variance1.0.02026-10-16Initial public reference; no prior release claimed
Identity-target covariance shrinkage1.0.02026-10-16Initial public reference; no prior release claimed
Two-asset portfolio variance1.0.02026-10-16Initial public reference; no prior release claimed
Euler volatility contributions1.0.02026-10-16Initial public reference; no prior release claimed
Capped volatility scaling1.0.02026-10-16Initial public reference; no prior release claimed
Zero-mean EWMA variance1.0.02026-10-16Initial public reference; no prior release claimed
Univariate least-squares fit1.0.02026-10-16Initial public reference; no prior release claimed
Single-benchmark return beta1.0.02026-10-16Initial public reference; no prior release claimed
Sample tracking error1.0.02026-10-16Initial public reference; no prior release claimed
Arithmetic information ratio1.0.02026-10-16Initial public reference; no prior release claimed
Geometric return chain1.0.02026-10-16Initial public reference; no prior release claimed
Observed-path maximum drawdown1.0.02026-10-16Initial public reference; no prior release claimed
Two-sided and one-way turnover1.0.02026-10-16Initial public reference; no prior release claimed
Linear rebalance cost drag1.0.02026-10-16Initial public reference; no prior release claimed

What is versioned

Each result carries model_id, model_version, engine_version, publication date, inputs, outputs and limitations. Version 1.0.0 is the first public edition of every card. There is no claim that these examples were previously traded, independently certified or published before this date.

Dependency identity

Simple Statistics 7.12.1 is vendored locally under its ISC licence. The module SHA-256 is 800c59ccf29bb11b4e4fdf7d247f9649fbd57abbcd66bc5de1193ecee061b9ca. It supplies sample statistics and regression. Decimal.js 10.6.0 is retained under its upstream MIT licence; its module SHA-256 is 45e6ecc0a500fee6439acdf67ee2e9322aab57e6ea0409ef52993dedbba8cf19. The complete kit retains both exact files so future package releases cannot silently change this edition.

Changes that need a new contract

Changing sample denominators, null behavior, input units, constraints or output definitions changes the calculation contract. An editorial typo can be documented separately, but a mathematically different result must not be disguised as an unchanged reference. Retain earlier artifacts when issuing a later edition.

Current-edition provenance