v1.0.0 - Regime Foundation

v1.0.0 - Regime Foundation

First stable release of Tail-Risk Hedge Lab — A quantitative framework for evaluating tail-risk hedging strategies against global equity portfolios.

Features

• Regime Detection — 5-method ensemble (drawdown, VIX, volatility, Markov, majority voting)
• Tail-Risk Metrics — CVaR, Maximum Drawdown, Sortino, Calmar, tail dependence
• Statistical Testing — Bootstrap CVaR tests, Baur-Lucey safe-haven regression
• Portfolio Optimization — Minimal weight search for 10%/25%/50% risk reduction targets
• Quarterly Rebalancing — Realistic portfolio simulation with weight drift
• Risk-Free Rates — Dynamic Treasury rates from FRED for Sharpe calculations
• HTML Reports — Embedded rolling correlation charts