canli-quant-mcp 0.0.0-stage → 0.1.0

package/CHANGELOG.md

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+# Changelog
+
+## Unreleased
+
+## 0.1.0
+
+First release: 235 tools in 18 toolsets (performance, options, exotics, rates, tvm, valuation,
+portfolio, risk, returns, econometrics, indicators, execution, sizing, crypto_fx, strategies,
+sleeves, data_checks, labeling), reached through three discovery tools (`find_tool`, `describe_tool`,
+`run_tool`) or listed directly with `CANLI_TOOLSETS`.
+
+- A library of 399 strategy sleeves in 18 families, each with a fixed rule, references and a spec
+  hash, and tools that run them all on your prices with the corrections a many-strategy search
+  needs: deflated Sharpe (raw and effective trials), Hansen's SPA, Romano-Wolf StepM, CSCV
+  probability of backtest overfitting, walk-forward selection, clustering and regime maps.
+  `run_sleeve` and `combine_sleeves` return target weights by symbol for a paper rebalance.
+- 18 strategy recipes on one costed, drift-aware engine with no lookahead.
+- Deeper analytics: Markov regime switching, Johansen cointegration, CUSUM parameter stability,
+  Chow breaks, HAR volatility forecasts, realized volatility with jump tests, rank, distance and
+  tail dependence, block-bootstrap confidence intervals, extreme value tails, a VIX-method
+  implied volatility, risk-neutral densities and Merton credit risk.
+- Data annotation and ML labels: a per-period annotator, CUSUM event sampling, triple-barrier,
+  meta, fixed-horizon and trend-scanning labels, sample weights, and purged, embargoed CV splits.
+- Privacy enforced by tests: no network, disk writes, logging, processes or workers; runs under
+  Node's permission model.
+- 461 reference cases against QuantLib, statsmodels, arch, TA-Lib, numpy-financial, scikit-learn,
+  empyrical, scipy, pandas and dcor; planted-defect tests for the data checks; no-lookahead and warm-up
+  checks on every sleeve.
+- Eleven workflow prompts, six resources, and opt-in calculation receipts.
+- BM25 tool search (94% right first, 99% in the top three on 110 test requests) and a `digits`
+  option on `run_tool` for shorter outputs.

package/LICENSE

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+MIT License
+
+Copyright (c) 2026 Arhan Canli / Canli Capital
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.