Reproducibility

Read these first

1. 01Experiment Tracking for Quant Research

   A research desk that ran 300 backtests last quarter and kept the results in a folder of spreadsheets named "final_v3" has no idea how many of those 300 it takes to find one good Sharpe by chance alone.

2. 02Live Versus Backtest Reconciliation

   Comparing live P&L to what the backtest predicted, trade by trade, is the only way to catch a simulation that was quietly wrong before the gap becomes a pattern nobody can explain.

3. 03Reproducible Research Pipelines

   If nobody, including the original author, can regenerate last quarter's backtest number from scratch, the number can't be trusted, no matter how good it looked at the time.

4. 04Strategy Promotion Criteria

   A strategy moving from research to paper trading to live capital needs a written bar to clear at each step, decided before anyone is emotionally invested in a specific number.

Then the rest

1. 05The Research Diary
2. 06Data Versioning and Lineage
3. 07Live Execution Cost Monitoring
4. 08Model Governance and Model Risk
5. 09Pre-Registration of Research Hypotheses
6. 10Random Seeds and Determinism
7. 11Research Peer Review and Code Review
8. 12Research-to-Production Handoff
9. 13Shadow Trading and Paper Portfolios
10. 14Strategy Decommissioning Criteria
11. 15Unit Testing Quant Research Code