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feat: add cross-asset volatility ratio metric#111

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C00ldudeNoonan merged 2 commits into
mainfrom
feat/issue-106-volatility-ratio-metrics
Jul 3, 2026
Merged

feat: add cross-asset volatility ratio metric#111
C00ldudeNoonan merged 2 commits into
mainfrom
feat/issue-106-volatility-ratio-metrics

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@C00ldudeNoonan

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Summary

  • Add a cross-asset semantic model for shared volatility ratio queries across stocks, sector ETFs, and input commodities
  • Wire existing annualized_volatility_ratio through unique cross-asset measures to satisfy Semantic Layer constraints
  • Add the shared metric to sector and commodity saved queries
  • Clean up dbt/SQLFluff lint caveats so make lint and parse are usable gates

Validation

  • make lint
  • make dbt-manifest
  • dbt run --select cross_asset_daily_volatility
  • dbt test --select cross_asset_daily_volatility (4/4 pass in dev)

Fixes #106

@C00ldudeNoonan

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@codex please review this PR.

@C00ldudeNoonan
C00ldudeNoonan merged commit 59ab88a into main Jul 3, 2026
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@C00ldudeNoonan
C00ldudeNoonan deleted the feat/issue-106-volatility-ratio-metrics branch July 3, 2026 15:44
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Add annualized_volatility_ratio metric to sector ETF and commodity semantic models

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