| --- |
| license: mit |
| tags: |
| - quantitative-finance |
| - alpha-research |
| - backtesting |
| - kaggle |
| --- |
| |
| # PuLam/robust-AAE |
|
|
| Lightweight standalone bundle for **AAE alpha robustness testing**. |
|
|
| This bundle is intentionally scoped to the robustness path only. It does **not** |
| overwrite or modify the stable backtest flow. |
|
|
| ## Included |
|
|
| - robust standalone runner |
| - robustness matrix runner |
| - CSV -> JSONL alpha-pack converter |
| - top-10 alpha input pack exported from `test7` |
| - small sample outputs for one alpha and a small matrix smoke run |
| - Kaggle offline instructions |
|
|
| ## Key scripts |
|
|
| - `scripts/jsonl_alpha_robustness.py` |
| - `scripts/run_alpha_robustness_matrix.py` |
| - `scripts/prepare_alpha_robustness_input.py` |
| - `scripts/publish_alpha_robustness_to_hf.py` |
|
|
| ## Kaggle offline usage |
|
|
| The recommended runtime source remains the Kaggle dataset `gplebih/aae-new`, because it |
| already includes the backtest runtime, wheelhouse, and `daily_pv.h5`. |
|
|
| See: |
|
|
| - `docs/README_alpha_robustness.md` |
| - `docs/README_alpha_robustness_matrix.md` |
|
|
| ## Top-10 alpha pack |
|
|
| - `inputs/test7_top10_best_return_alpha_pack.jsonl` |
| - `inputs/top10_seed_best_return_with_formula.csv` |
|
|
| ## Sample outputs |
|
|
| - `examples/decay_relret_mom_v4_baseline/` |
| - `examples/decay_relret_mom_v4_matrix_smoke/` |
|
|
