Forschung
Wie historische Daten zu falsifizierbarer Evidenz werden — Datensätze, Backtests, Walk-Forward, OOS, Replay, Kontrafaktische.
Methodik
Wie historische Daten zu falsifizierbarer Evidenz werden — Datensätze, Backtests, Replay, Kontrafaktische.
Datensätze EN
Canonical dataset contracts — fingerprints, quality gates, provenance, and the tick-dataset cache.
Backtesting EN
Deterministic, friction-aware backtests — what is simulated, what is honest about it.
Walk-Forward EN
Purged and embargoed walk-forward validation — why the purge exists and what happens when it was missing.
OOS-Gate EN
The hard OOS gate — floors, rejection semantics, and the evidence that it actually rejects.
Replay EN
Replay and streaming replay — bit-exact parity with the dataset, the anti-leakage guarantee, and how it differs from backtesting.
Kontrafaktische EN
The NO_TRADE counterfactual engine — walking the decisions the engine didn't take, with stratified evidence.
Validierung
Die Gate-Kette — was „validiert" bedeutet und warum Ablehnungen veröffentlicht werden.
Reproduzierbarkeit EN
How NSE makes research runs reproducible — fingerprints, frozen captures, deterministic seeds, provenance snapshots.