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feature(Notebooks): Add timestamp-aggregation exchange-vs-true notebook #41

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feature(Notebooks): Add timestamp-aggregation exchange-vs-true notebook #41

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feature(Notebooks): Add timestamp-aggregation exchange-vs-true notebook
almostintuitive Jul 28, 2026
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chore(Export): Sync notebooks and export HTML
github-actions[bot] Jul 28, 2026
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1 change: 1 addition & 0 deletions README.md
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Expand Up @@ -72,6 +72,7 @@ python notebooks/getting-started.py
| `execution-liquidity-timing` | Time-of-day execution scheduling around multi-level L2 liquidity and flow toxicity |
| `backtest-funding` | Funding-aware perpetual backtest that isolates realised-funding PnL from price alpha |
| `backtest-slippage` | Transaction-cost model from spread, impact, and measured slippage; how dynamic costs reshape a momentum backtest |
| `timestamp-aggregation` | Ranks every metric by how much it shifts between exchange-reported and local-arrival timestamps (requires a full API key; not supported on `DEMO-KEY` preview) |

## Development

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