Deterministic signal computations — pure Haskell math, no LLM.
Files: Omni/Fund/Quant/Signal.hs
Deliverables:
Signal type (asset, signal type, value [-1,1], confidence, source, timestamp)SignalType enum (Momentum, MeanReversion, Volatility, MacroRegime, InsiderSentiment, EarningsSurprise, CrossSignal)SignalBundle type (timestamp, signals, correlation matrix, alpha scores)Deterministic signal functions:
momentumSignal :: Int -> Map Text [DailyBar] -> Map Text Signal — cross-sectional z-score of trailing returnsmeanReversionSignal :: Int -> Map Text [DailyBar] -> Map Text Signal — z-score vs SMAvolRegimeSignal :: Map Text [DailyBar] -> Map Text Signal — short/long vol ratiomacroRegimeSignal :: Map Text [FredObs] -> Signal — composite macro indicatorUtility functions:
crossSectionalZScore :: Map Text Double -> Map Text Doublerank :: [Double] -> [Double] — with tie handlingProperties (QuickCheck):
Ava verified: implementation present in live tree (file/feature confirmed via inspection). Moving to Verified.
Part of epic t-709 (Quant Phase 1)