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feat(openquant): add AFML ch15 strategy risk diagnostics#8

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Sean-Koval merged 1 commit intomainfrom
feat/oq-mef-5-strategy-risk
Feb 14, 2026
Merged

feat(openquant): add AFML ch15 strategy risk diagnostics#8
Sean-Koval merged 1 commit intomainfrom
feat/oq-mef-5-strategy-risk

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Summary

  • add AFML Chapter 15 strategy risk diagnostics module
  • include symmetric/asymmetric Sharpe utilities and implied precision/frequency helpers
  • add strategy failure probability estimation workflow and tests
  • wire module/docs references

Validation

  • cargo test -p openquant --test strategy_risk
  • cargo test -p openquant --lib --tests
  • cargo clippy --all-targets --all-features -- -D clippy::correctness -D clippy::suspicious

@Sean-Koval Sean-Koval merged commit f49c261 into main Feb 14, 2026
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