Research you can defend.
One workspace from universe to evidence: choose securities, engineer features, fit and compare models, backtest with costs, and keep a record of how every number was made and why any refusal happened.
Example study · momentum · S&P 500 · daily
StrategyBenchmarkDrawdown window
+18.4%annualised, net of 10 bp
−9.1%max drawdown
1.32 → 0.94Sharpe, deflated by 212 trials
- Universe
- Features
- Models
- Backtest
- Evidence
- Refuses rather than guessesToo little data or a missing column is named, not papered over.
- Every run is traceableMethod, assumptions, data hash and author, kept with the result.
- Trials are counted against youA ledger of what you tried deflates the best result honestly.