28  Code

This repository is documentation-only — the implementation lives in the private SBFoundation repository. This page is a curated index into the modules most relevant to the research questions here, not a mirror of the code itself.

Module Relevance to the research
src/sbfactors The factor library — Layer 1 (factor-exposure) of the proposal’s multiplex network; see factor-layer-as-multiplex-layer-1.
src/sbcrowding Comomentum / crowding measurement — the existing single-layer precedent for the proposal’s systemic-risk signal; see systemic-risk-and-crowding-groundwork.
src/sbriskmodel / src/sbfactorrisk The factor risk model — correlation structure the network layers build on.
src/sbic Information Coefficient computation — the core “does it predict” test, whitepaper §5.1.
src/sbpermtest Permutation / null testing — whitepaper §5.3.
src/sbpbo Probability of Backtest Overfitting — whitepaper §5.6; the discipline any new network indicator has to survive too.
src/sbsurvivorship Survivorship-bias correction — whitepaper §5.4.
src/sbcost Transaction-cost modeling — whitepaper §5.5.
src/sbsweep Parameter/universe sweep engine — the search infrastructure experiments/ will drive.
src/sbuniverse Point-in-time investable universe construction — see Universe API.

For narrative (not link-index) descriptions of how these fit together, see Platform depth and the end-to-end pipeline.