Research-first quant infrastructure focused on validation, provenance, risk gates, and fail-closed trading safety.
- Research platform: multi-asset allocation, options volatility, intraday alpha, VaR/CVaR, execution costs, provenance labeling, and self-contained HTML reports.
- Validation harness: chronological out-of-sample testing that separates command success from research success.
- Safety lab: synthetic fail-closed signal intake, paper evidence ledgers, provenance gates, and explicit research/paper/real-money boundaries.
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institutional-quant-platform- institutional-style quant research stack with risk, options, allocation, provenance, tests, and HTML reporting. README · sample report · test output · CI badge -
walk-forward-validation-harness- synthetic-data validation harness showing how strict gates reject weak signals. README · sample report · test output · CI badge -
trading-safety-lab- synthetic fail-closed safety gate demo for paper/sim research infrastructure. README · sample report · test output · CI badge
- Reviewer proof pack: one-page audit map and resume bullets.
- Failure as a feature:
walk-forward-validation-harnessintentionally returnsresearch_verdict: FAILto prove weak signals are rejected. - Fail-closed safety:
trading-safety-labintentionally returns safety verdictBLOCKwhile the demo command exits successfully. - Provenance labels:
institutional-quant-platformlabels synthetic fallback data and source stamps instead of implying a live track record. - Survivorship honesty:
institutional-quant-platformdocuments fixed current-universe limitations instead of claiming delisted-asset coverage. - Risk gates: validation, cost stress, concentration checks, and paper/live boundaries are treated as product surfaces, not footnotes.
This is not a profit claim, not investment advice, and not a live trading bot. The work is research infrastructure: paper/sim first, no broker execution path, no hidden track record, no survivorship-free alpha claim, and no capital deployment without explicit gates and evidence.
