Metric Catalogue
Brummel edited this page 2026-06-15 17:25:53 +02:00
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5 Commits

Author SHA1 Message Date
Brummel 86e5511be7 Render remaining catalogue formulas as KaTeX math (sections A,B,D-J + master index)
Roll out the section-C treatment across the whole Metric Catalogue: the
formula column of every table and the formula tokens of the compact master
index are now KaTeX inline math. Thresholds, [L]/[C]/[CORR] markers,
computed-from cells and prose are untouched; descriptive pseudo-expressions
were deliberately left as code. Abs-bars use \lvert/\rvert to keep the
markdown tables intact.

82 formula edits applied, each adversarially verified for mathematical
equivalence to the original and parse-validated against KaTeX; all 140 math
spans confirmed rendering through Gitea's gfm pipeline.
2026-06-15 17:25:53 +02:00
Brummel 5b4dc96ecd Render section C formulas as KaTeX math (sample)
Convert the formula column of the core performance & risk-adjusted
ratios table from inline-code unicode to KaTeX. Sample section to
evaluate in-table math rendering before rolling across the catalogue.
Markers, thresholds and references untouched; abs-bars use \lvert/\rvert
to keep the markdown table intact.
2026-06-15 15:38:57 +02:00
Brummel da887a26e9 Add Backtesting Engine Architecture knowledge area (9 pages)
Distil the durable, project-neutral knowledge behind the design ledger's
architectural invariants into a new wiki cluster, stripped of all
implementation state (contract labels, identifiers, file anchors, status):

- Backtesting Engine Architecture (overview)
- Event-Driven Backtesting (data-driven clock, k-way merge, single timeline)
- Look-Ahead Bias and Causality (structural prevention)
- Determinism and Reproducibility (disjoint parallelism, seed-as-input,
  record-then-replay boundary)
- Reactive Streaming Dataflow (freshness gating, sample-and-hold, delay/register
  feedback, as-of vs. barrier joins)
- Columnar Data Layout (structure-of-arrays, cache/SIMD)
- Signal, Exposure, and Execution (target exposure vs. equity; frictionless vs.
  realistic; position management as a derived layer)
- Graph Compilation and Optimization (compile to a flat instance; CSE/DCE and
  loop-invariant code motion over a sweep, licensed by determinism)
- Authoring and Deployment Lifecycle (engine/app split; hot-reload vs. frozen
  reproducible artifact)

Every load-bearing claim is marked [L]/[C]/[CORR] and carries a validated
external source; each page has a grouped References section.

Restructure Home into a master landing for two knowledge areas (engine
architecture + strategy validation); move the validation narrative into its own
Strategy-Analysis-and-Validation overview; add a _Sidebar for navigation and
repoint the metric pages' narrative backlinks.
2026-06-15 14:40:51 +02:00
Brummel cd18a750eb Generalize inputs; add per-section external references 2026-06-15 13:55:08 +02:00
Brummel e4da42c30f Add metric catalogue (formulas, thresholds, computed-from) 2026-06-15 13:27:40 +02:00