quant-strategy-impl

What problem does it solve?

This procedure defines a disciplined, end-to-end implementation workflow for building a multi-layer quantitative trading system, ensuring consistent interfaces and guardrails across regime classification, strategy pools, sentiment-risk, and meta-allocation.

Core Features & Use Cases

• Hybrid governance: enforces rule-based layers with AI-assisted oversight to ensure look-ahead bias avoidance and cost-aware execution.
• Layered architecture guide: documents the required contracts between regime, strategies, sentiment, and meta-allocation, enabling modular development and easy substitutions.
• Use Case: a quant team can implement a full stack from regime classification to capital allocation for US equities with a single, repeatable pattern.

Quick Start

Implement the full quant-strategy-impl pipeline across regime classification, strategy pool, sentiment-risk, and meta allocation according to the defined rules.