AI Quant Base

Track availability, not just dates

A report period ending in December does not mean the report was public in December. Store publication or availability timestamps separately from the period being described. Similar care is needed for revised economic series and index constituents.

Inspect one decision

Pick a timestamp and list every input the rule reads. Verify that the observation and its publication were available then. For a close-based signal, check whether the assumed fill happens after the signal can be known.

Do not confuse a fix with proof

Point-in-time data and chronological evaluation address important timing problems, but they do not prove that a strategy has an edge. Document residual limitations. Choosing only assets that survive today is a related source of selection bias.

Sources & references

References support specific definitions or methodological context. Examples and research checklists are explanatory; no performance result is claimed.

Educational guide. No backtest or live trading result is reported on this page.

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AI quant research

Validating AI-assisted research

AI output should be checked against the task it was meant to complete. Code correctness, forecast quality and trading performance require different evidence.

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Strategy research templates

ETF rotation: a reproducible specification

ETF rotation changes allocations among a defined set of funds at scheduled decision times. Universe selection and rebalance timing are central to the specification.

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