Quant Phase 1: Data + Signals + Eval

t-708·WorkTask·
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Created1 month ago·Updated1 month ago·pipeline runs →

Description

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Quant System Phase 1: Data + Signals + Eval

Build the data layer, deterministic signals, and walk-forward eval framework for the speculative fund quant system. No portfolio management, no LLM agents, no web UI — just data access, signal computation, and rigorous evaluation.

Success criteria:

  • Historical daily prices cached locally for 16-instrument universe (2020-present)
  • Momentum signal achieves IC > 0.02 on held-out 2024-2025 data, t-stat > 2.0
  • All signal functions pass null-input and QuickCheck property tests
  • Eval harness runs walk-forward IC measurement and prints pass/fail report

Design doc: Omni/Fund/Quant/DESIGN.md Research docs: ~/ava/ben/research/ai-quant-pipeline-v2.md, signal-agent-evals-v2.md

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