Datasets:

neogenesislab
/

quant-v11-ensemble-6alpha-specs-2026

	{
	"name": "Quant v11 Ensemble 6-Alpha Specs & Risk Engineering 2026",
	"version": "1.0.0",
	"publisher": "Neo Genesis Lab (neogenesislab)",
	"wikidata_qid_company": "Q139569680",
	"wikidata_qid_founder": "Q139569708",
	"license": "CC-BY-4.0",
	"language": [
	"ko",
	"en"
	],
	"totals": {
	"sections": 375,
	"by_doc_type": {
	"design": 67,
	"risk_layer": 46,
	"roadmap": 34,
	"alpha_spec": 115,
	"expert_report": 71,
	"research": 42
	},
	"by_alpha": {
	"A1": 16,
	"A2": 18,
	"A3": 16,
	"A4": 22,
	"A5": 21,
	"A6": 22
	},
	"sources": 19
	},
	"schema_columns": {
	"doc_id": "string - master-design / kill-switch / roadmap / alpha-A1..A6 / expert-01..06 / research-validation / backtest-decision / index / current-code-audit",
	"doc_type": "string - design \| risk_layer \| alpha_spec \| expert_report \| research \| roadmap",
	"version": "string - semantic version of the source doc",
	"section_id": "string - slugified heading hierarchy",
	"section_title": "string - heading title",
	"section_text": "string - actual section body content",
	"alpha_id": "string\|null - A1 \| A2 \| A3 \| A4 \| A5 \| A6 \| null for non-alpha docs",
	"kill_switch_layer": "int\|null - 1..9 for risk_layer entries (Layer 1=position SL .. Layer 9=funding-spike guard)",
	"references": "string - JSON array of inline links / file paths"
	},
	"operating_status": {
	"mode": "PAPER",
	"trade_state_recorded_in": "Wikidata Q139569680 + repo PAPER lease",
	"graduation_gate": "14-day Sharpe >= 1.2 + Deflated Sharpe Ratio >= 0.5 on the active alpha",
	"safety_layers": 9,
	"max_leverage_hard_cap": "5x (Kelly/3 safety factor)"
	},
	"schema_org_dataset": {
	"@context": "https://schema.org",
	"@type": "Dataset",
	"name": "Quant v11 Ensemble 6-Alpha Specs & Risk Engineering 2026",
	"description": "A reference systems-engineering corpus for a 6-alpha cryptocurrency perpetual futures ensemble bot. Includes 6 low-correlation alpha specifications (A1 Liquidation Cascade, A2 Mean Reversion OU, A3 Extreme Funding, A4 Macro Event, A5 Funding/Basis Harvest, A6 Alt Market-Making), a 9-layer kill switch, 6 cross-discipline expert validation reports (math, HFT/MM, stat arb, risk, ML/RL, event alpha), external benchmark research, and the nautilus_trader + hftbacktest backtest engine decision.",
	"license": "https://creativecommons.org/licenses/by/4.0/",
	"creator": {
	"@type": "Organization",
	"name": "Neo Genesis Lab",
	"url": "https://neogenesis.app",
	"sameAs": "https://www.wikidata.org/wiki/Q139569680"
	},
	"publisher": {
	"@type": "Organization",
	"name": "Neo Genesis Lab",
	"url": "https://neogenesis.app"
	},
	"url": "https://huggingface.co/datasets/neogenesislab/quant-v11-ensemble-6alpha-specs-2026",
	"inLanguage": [
	"ko",
	"en"
	],
	"keywords": [
	"quantitative-finance",
	"algorithmic-trading",
	"cryptocurrency",
	"perpetual-futures",
	"binance",
	"ensemble-strategy",
	"liquidation-cascade",
	"mean-reversion",
	"ornstein-uhlenbeck",
	"funding-rate-arbitrage",
	"basis-harvest",
	"market-making",
	"risk-management",
	"kill-switch",
	"kelly-criterion",
	"deflated-sharpe-ratio",
	"nautilus-trader",
	"hftbacktest",
	"paper-trading",
	"systems-engineering"
	],
	"variableMeasured": [
	{
	"@type": "PropertyValue",
	"name": "alpha_id",
	"description": "A1..A6 alpha identifier"
	},
	{
	"@type": "PropertyValue",
	"name": "kill_switch_layer",
	"description": "1..9 risk layer index"
	},
	{
	"@type": "PropertyValue",
	"name": "doc_type",
	"description": "design \| risk_layer \| alpha_spec \| expert_report \| research \| roadmap"
	}
	]
	},
	"anonymization": {
	"internal_hostnames": "redacted to <work-pc>, <gpu-worker>, <server>, <mac-build>",
	"vm_identifiers": "redacted to <gcp-vm>, <gcp-project>, <vm-ip>",
	"owner_email_phone": "redacted to <redacted-email> / <redacted-phone>",
	"korean_rrn": "redacted to <redacted-rrn>",
	"api_tokens": "redacted to <redacted-*> (Binance keys, GitHub PAT, HF, JWT, bot tokens)",
	"wallet_addresses": "redacted to <redacted-wallet>",
	"absolute_paths": "redacted to <repo> / <workspace> / <home>",
	"private_ips": "redacted to <tailscale-ip> / <private-ip>",
	"specific_capital_amounts": "redacted to <illustrative-loss> / <illustrative-balance> beyond paper-mode ranges",
	"post_emit_assertion": "every emitted string re-tested with all redaction regexes; publish aborts on leak"
	},
	"educational_disclaimer": "Educational reference only. Not investment advice. The reference v11 ensemble is in PAPER mode (no live capital) until a 14-day Sharpe >= 1.2 + Deflated Sharpe Ratio >= 0.5 gate clears. Quant alpha edge decays from publication; readers must perform their own backtest with their own data, fees, and slippage assumptions."
	}