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Track · Overview

Y-9C trading revenue × optimal transport

Pre-registered forecasts of FR Y-9C trading revenue (BHCKA220) with simple per-bank baselines and OT layers from the classical-OT guide. Research only.

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  • Results (verdict PENDING: out-of-sample scoring not run yet)
  • Methods: §4 W₂ barycenters for forecast combination and §3 Wasserstein autoregression of a cross-sectional density, in the small-sample regime (Small-N toolkit).
  • Pipeline: tracks/y9c-trading-ot/ (pinned design test_design_trading_ot.json, trial log trials.jsonl).

Independent research lab · Not affiliated with any employer or financial institution · Not investment advice.

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