Metric Verification Log
Brummel edited this page 2026-06-15 17:32:43 +02:00
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4 Commits

Author SHA1 Message Date
Brummel 8d3a4eb6c9 Render verification-log formulas as KaTeX math
Convert the clearly-set-off formulas on the verification log to KaTeX: the
Sharpe excess-std and sqrt-P annualization, both Sterling forms (abs-bars via
\lvert/\rvert to keep the corrections table intact), the confirmed-as-law
identities (Sharpe-as-t-stat, recovery asymmetry, MCPT p-value, PF<->win-rate
identity, CPCV path count) and the MinBTL closed form. Threshold bands and
prose left as-is; all 12 spans parse-validated and confirmed rendering through
Gitea's gfm pipeline.
2026-06-15 17:32:43 +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 7736e47d6a Neutralize project-specific phrasing 2026-06-15 13:55:09 +02:00
Brummel 04b077be32 Add metric verification log (corrections + sources) 2026-06-15 13:27:41 +02:00