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book: evidence boundary (clean-lake watermark) + ch02 cost reality + ch05 clean-lake reset — exp 21-31, chat mining

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TradeAC Book Agent
2026-08-18 22:45:11 +00:00
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# TradeAC Quant Trading Guide — Table of Contents & Status
A practitioner's guide to quantitative trading written the only way it is worth reading: grounded in a real research loop and a real execution trail. Every number in this book was either reproduced from a recorded TradeAC experiment (MLflow run + traced git branch) or a reconciled live round, or it is explicitly labeled a hypothesis. See `AGENTS.md` (repo root) for the truth contract; `EVIDENCE.md` for the ledger; `CLAIMS.md` for the proven-vs-hypothesis matrix.
A practitioner's guide to quantitative trading written the only way it is worth reading: grounded in a real research loop and a real execution trail. Every number in this book was either reproduced from a recorded TradeAC experiment (MLflow run + traced git branch) **on the clean lake (exp 21+)** or a reconciled post-reset live round, or it is explicitly labeled a hypothesis. See `AGENTS.md` (repo root) for the truth contract; `EVIDENCE.md` for the ledger; `CLAIMS.md` for the proven-vs-hypothesis matrix.
## Evidence boundary and living-document status
- **The clean-lake boundary (2026-08-18, exp 21) is the evidence watermark.** Anything before it — exp 8–18 and their backtests, pre-reset live rounds — is historical context and idea material only, never cited as fact (they were demonstrably inflated by lake data-quality problems, `EVIDENCE#010 → exp 21`). Pre-reset experiments and all opencode chat transcripts (see `data/chat_mining/` and `references/chat-ideas.md`) feed the book's hypothesis pipeline.
- **Every section is living.** As new experimental results land on the clean lake, chapters are updated; a chapter marked `done` is done for its window, not forever.
## What this book is for
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|---|---------|--------|------------------------|-------------|
| 00 | Why a real execution trail matters | drafting | round 3 | A book claims nothing it cannot reconcile |
| 01 | The research loop: lake → experiment → live | drafting | exp 8–31 | Traceability is the methodology |
| 02 | Baseline and the cost reality | drafting | exp 8 | A signal that dies after 5bp/15bp is not a signal |
| 02 | Baseline and the cost reality | drafting | exp 22–26, 28–31 | A signal that dies after 5bp/15bp is not a signal |
| 03 | Prune, don't add: feature-family ablation | drafting | exp 9, 10, 11, 25 | On a 50-name panel, generic beats model-specific |
| 04 | Ensembles and the seed-count effect | drafting | exp 12, 28 | Averaging raises ICIR; seed count is load-bearing |
| 05 | The clean-lake reset: data quality as first-order risk | drafting | exp 21–24 | If it doesn't reproduce on clean data, it was noise |
@@ -131,6 +136,8 @@ book/
CLAIMS.md # proven-vs-hypothesis matrix, updated every chapter
chapters/00-intro.md ... # one file per chapter
data/ # ad-hoc validation scripts + outputs
data/chat_mining/ # raw opencode chat transcripts (idea sources)
references/chat-ideas.md # distilled ideas/hypotheses from chats + pre-reset experiments
references/ # external citations
```