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.