trongnguyen1010/risk-adjusted-momentum-clustering

DELTA is a Vietnam-stock research and product system. A researcher configures an ingestion run; source adapters acquire immutable market and raw financial data, which is normalized, reconciled, quality-checked, and converted into point-in-time features. Experiments cluster securities, measure temporal transitions, and optionally run return-space portfolio backtests. A product builder publishes versioned artifacts, and the HTTP server exposes them to the dashboard for ticker, peer, cluster, quality, and provenance exploration. Some builder and orchestration links are inferred from documented roles because their source was not sampled.