Quant Research Notes

Knowledge base and roadmap for the PureSaber quant research monorepo (local workspace).

Contents

Doc	Description
roadmap.md	Learning path and project phases
repos.md	Repository map and dependencies
TECH_DEBT.md	Security / maintainability debt register
pitfalls.md	Common backtest / ML mistakes
research-integrity-v1.md	PIT data, validation, run contract, risk and attribution standard
cross-asset-multifrequency-v2-rfc.md	Cross-asset data, time and standard/v2 contract RFC
validation/m7/	M7状态、验收规范、历史FAIL、修复PASS和PR合并就绪审计
validation/m8/	M8全栈软件发布、14仓不可变清单、tag、CI和独立验证证据
P0_GITHUB_GOVERNANCE_CONTROLS.md	14仓分支/tag平台保护与break-glass审计控制
P2_GITHUB_METADATA_AND_LIFECYCLE.md	18仓GitHub元数据与deprecated shim归档证据
experiment-log/	Short summaries of important runs

Repo stack（2026-09）

currency-converter        → Python CLI warmup
sklearn-stock-trend       → supervised learning + walk-forward
a-share-multifactor       → factor IC + quantile + retail backtest
quant-data-kit            → shared AKShare + Parquet + validation
quant-execution           → deterministic execution and exact ledger
quant-lab                 → cross-project experiment index
quant-report-hub          → unified charts (spread + equity adapters)
quant-crypto-basis        → fixture-certified crypto basis research
quant-futures-spread      → fixture-certified futures spread backtest
quant-infra-workspace     → private cross-repository health and governance tooling
spread-backtest-viz       → deprecated compatibility shim; archived read-only

Local workspace

Clone sibling repositories under a workspace root and set:

$env:QUANT_WORKSPACE_ROOT = "<workspace-root>"

Use quant-workspace/configs/desktop.workspace.yaml for path resolution. Stack health:

cd quant-infra-workspace
powershell -File scripts/health-check.ps1

Conventions

• Config: YAML under configs/
• Outputs: gitignored under outputs/ or output/
• CLI: pip install -e . then project-specific commands
• Tests: pytest -q before push