Research Tooling

Read these first

1. 01Anatomy of a Quant Research Environment

   A research environment is the plumbing that stops good ideas dying of friction, a shared data layer, a signal library, a backtest engine that everyone trusts, and a way to compare a new idea against everything that came before it.

2. 02A Benchmarking Harness for New Signals

   A benchmarking harness is the one battery of tests every new signal has to pass through, run the same way every time, so results from different researchers and different years are actually comparable instead of each being a bespoke, unrepeatable analysis.

3. 03Building an Internal Alpha Library

   An alpha library is the desk's memory, every signal ever tested, live or dead, stored with its parameters and evaluation history so nobody re-discovers a failed idea, and so a new signal gets judged against what already exists rather than in isolation.

Then the rest

1. 04A Signal Registry: Cataloguing What Exists
2. 05A Standard Research Report Artefact
3. 06API Design for Research Libraries
4. 07Caching Strategies for Research Compute
5. 08Designing the Research Data Layer
6. 09Incremental Recomputation When Data Updates
7. 10Parallelising a Parameter Sweep
8. 11Parameterised Research Scripts and Config Files
9. 12Promoting a Notebook Into a Pipeline
10. 13Sharing Research Artefacts Across a Team
11. 14Sizing Research Compute and Its Cost
12. 15Tearsheets and Standard Diagnostic Panels