Closes #016 - Deploy Native KaTeX Rig & Dual-Handbook System
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@@ -26,7 +26,7 @@ export default function SandboxMathModal({ isOpen, onClose }: SandboxMathModalPr
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if (!isOpen) return null;
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return (
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<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-955/90 backdrop-blur-md p-4 sm:p-6 md:p-8">
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<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-950/90 backdrop-blur-md p-4 sm:p-6 md:p-8">
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<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl h-[80vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-350">
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{/* Modal Header */}
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@@ -39,7 +39,7 @@ export default function SandboxMathModal({ isOpen, onClose }: SandboxMathModalPr
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</div>
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<button
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onClick={onClose}
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className="text-slate-400 hover:text-slate-200 bg-slate-955/50 border border-slate-800 hover:border-slate-700 p-2 rounded-xl transition-all cursor-pointer flex items-center justify-center"
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className="text-slate-400 hover:text-slate-200 bg-slate-950/50 border border-slate-800 hover:border-slate-700 p-2 rounded-xl transition-all cursor-pointer flex items-center justify-center"
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aria-label="Close modal"
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>
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<X className="w-4 h-4" />
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@@ -60,11 +60,11 @@ export default function SandboxMathModal({ isOpen, onClose }: SandboxMathModalPr
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
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<div>
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<p className="text-xs text-slate-400 mb-1">Active Percentage Weighting (<InlineMath math="w_i" />) Calculation:</p>
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<BlockMath math="w_i = \\frac{\\text{Shares}_i \\times P_{\\text{current}, i}}{\\sum_{j} \\text{Shares}_j \\times P_{\\text{current}, j}}" />
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<BlockMath math="w_i = \frac{\text{Shares}_i \times P_{\text{current}, i}}{\sum_{j} \text{Shares}_j \times P_{\text{current}, j}}" />
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</div>
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<div className="border-t border-slate-850 pt-3">
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<p className="text-xs text-slate-400 mb-1">Synthetic Portfolio Log Return (<InlineMath math="R_{pt}" />):</p>
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<BlockMath math="R_{pt} = \\sum_{i} w_i \\times \\ln\\left(\\frac{P_{t, i}}{P_{t-1, i}}\\right)" />
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<BlockMath math="R_{pt} = \sum_{i} w_i \times \ln\left(\frac{P_{t, i}}{P_{t-1, i}}\right)" />
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</div>
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</div>
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</div>
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@@ -80,19 +80,19 @@ export default function SandboxMathModal({ isOpen, onClose }: SandboxMathModalPr
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2">
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<div>
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<p className="text-xs text-slate-400 mb-1">Panel Model Specification with VIX Controls:</p>
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<BlockMath math="R_{ptj} = \\beta_0 + \\beta_{\\text{drift}} \\text{Pre}_t + \\beta_{\\text{impact}} \\text{Post}_t + \\beta_{\\text{VIX}} VIX_{tj} + u_j + e_{ptj}" />
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<BlockMath math="R_{ptj} = \beta_0 + \beta_{\text{drift}} \text{Pre}_t + \beta_{\text{impact}} \text{Post}_t + \beta_{\text{VIX}} VIX_{tj} + u_j + e_{ptj}" />
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<p className="text-[10px] text-slate-500 mt-2 font-mono leading-relaxed">
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where:
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<br />
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- <InlineMath math="t \\in [-30, +30]" /> is the relative day offset from event date <InlineMath math="T_j" />.
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- <InlineMath math="t \in [-30, +30]" /> is the relative day offset from event date <InlineMath math="T_j" />.
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<br />
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- <InlineMath math="\\text{Pre}_t = \\mathbb{I}(t < 0)" /> and <InlineMath math="\\text{Post}_t = \\mathbb{I}(t > 0)" /> are relative phase indicators.
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- <InlineMath math="\text{Pre}_t = \mathbb{I}(t < 0)" /> and <InlineMath math="\text{Post}_t = \mathbb{I}(t > 0)" /> are relative phase indicators.
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<br />
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- <InlineMath math="VIX_{tj}" /> is the background market-wide volatility covariate.
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<br />
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- <InlineMath math="u_j \\sim N(0, \\sigma_u^2)" /> is the random group intercept (event instance shock).
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- <InlineMath math="u_j \sim N(0, \sigma_u^2)" /> is the random group intercept (event instance shock).
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<br />
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- <InlineMath math="e_{ptj} \\sim N(0, \\sigma_e^2)" /> is the residual error.
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- <InlineMath math="e_{ptj} \sim N(0, \sigma_e^2)" /> is the residual error.
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</p>
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</div>
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</div>
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@@ -109,7 +109,7 @@ export default function SandboxMathModal({ isOpen, onClose }: SandboxMathModalPr
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
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<div>
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<p className="text-xs text-slate-400 mb-1">Theoretical Kelly Fraction (<InlineMath math="f^*" />) Equation:</p>
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<BlockMath math="f^* = \\frac{p \\cdot b - (1 - p)}{b}" />
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<BlockMath math="f^* = \frac{p \cdot b - (1 - p)}{b}" />
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<p className="text-[10px] text-slate-500 mt-2 font-mono leading-relaxed">
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where:
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<br />
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@@ -120,9 +120,9 @@ export default function SandboxMathModal({ isOpen, onClose }: SandboxMathModalPr
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</div>
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<div className="border-t border-slate-850 pt-3">
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<p className="text-xs text-slate-400 mb-1">Fractional Kelly (Half-Kelly) Safety Buffer:</p>
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<BlockMath math="f_{\\text{applied}} = \\max\\left(0, 0.5 \\times f^*\\right)" />
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<BlockMath math="f_{\text{applied}} = \max\left(0, 0.5 \times f^*\right)" />
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<p className="text-xs text-slate-400 leading-relaxed mt-2">
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To mitigate estimation variance and protect against catastrophic drawdown due to model error or fat-tailed market returns, the cockpit clips the suggested sizing to a **Half-Kelly** multiplier ($0.5$).
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To mitigate estimation variance and protect against catastrophic drawdown due to model error or fat-tailed market returns, the cockpit clips the suggested sizing to a **Half-Kelly** multiplier (<InlineMath math="0.5" />).
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</p>
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</div>
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</div>
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