Add factor ETF correlation metrics

[C00ldudeNoonan]

Summary

• Adds a factor ETF staging model and rolling return mart for VLUE, QUAL, MTUM, SIZE, and USMV using existing MarketStack major-index ingestion
• Adds factor-to-sector/style/broad/thematic ETF rolling correlation and relative return spread analysis
• Exposes factor ETF returns and factor correlation metrics through the semantic layer and technical price universe
• Deduplicates asset_daily_returns at its documented asset/date grain to prevent upstream duplicate stock rows from breaking the semantic fact table

Fixes #52

Validation

• uv run dbt parse
• uv run dbt build --select stg_factor_etfs factor_analysis_return major_indicies_analysis_return factor_sector_correlation asset_daily_returns technical_price_universe
• uv run ruff check macro_agents/src/macro_agents/defs/constants/market_stack_constants.py
• git diff --check

Notes

• Focused dbt build passed with 43 PASS, 1 WARN, 0 ERROR. The warn is the existing warn-level ohlc_consistency check on stg_factor_etfs showing 42 rows.

[C00ldudeNoonan]

@codex please review this PR.