README.md

metadata

license: other
license_name: sovereign-source-license
license_link: https://huggingface.co/Snapkitty/quantabeta-core/blob/main/LICENSE
tags:
  - snapkitty
  - formal-verification
  - lean4
  - haskell

QuantaBeta Core

Sovereign Deterministic Alpha Mining

---

LLMs generate coherent noise, not alpha.

This pipeline generates alpha from number theory.

---

What Is This?

QuantaBeta Core is a sovereign quantitative finance pipeline that replaces the standard "LLM research agent → code gen → backtest" loop with arithmetic invariant search → proof-carrying code → formally validated factors.

The central claim: market alpha is arithmetic structure, not statistical pattern. Ramanujan partition congruences, Hecke operator eigenvalues, and Rogers-Ramanujan identities are not metaphors. They are executable filters that select for genuine predictive structure in return series — structure that persists because it is grounded in number theory, not in learned correlations.

Every result is deterministic. Every computation is exactly rational. Every factor is WORM-sealed. Every acceptance criterion is a theorem, not a threshold.

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The Arithmetic Invariant — No Floats. Ever.

The founding constraint of this codebase: f64 is banned at every layer.

This is not a style preference. It is a mathematical requirement.

Standard quant libraries (NumPy, pandas, VectorBT) use IEEE 754 floating-point. Float arithmetic is non-associative, non-commutative under rounding, and platform-dependent. Two machines running the same backtest can produce different results. A factor that "works" in development may fail in production because the rounding modes differ.

QuantaBeta uses:

Computation	Type	Library
Return series features	rug::Rational	GMP arbitrary-precision
PnL accounting	rug::Integer	GMP exact integer
Entropy computation	rug::Float with Round::Down/Round::Up	MPFR directed rounding
Sharpe ratio	Rational interval [L, U]	Exact bounds
Symbolic entropy	SymLog2 { coeff: Rational, base: Integer }	No evaluation

The result: given the same input, the pipeline produces bitwise-identical output on every machine, every run, forever.

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The Mathematical Foundation

Ramanujan Partition Theory

The partition function p(n) counts the number of ways to write n as an ordered-indifferent sum of positive integers. It appears in three roles:

1. Complexity bound. p(n) bounds the search space for features of complexity n. Since p(n) ~ exp(π√(2n/3)) / (4n√3), the search space is super-polynomial but enumerable for small n.

2. Volatility measure. compute_partition_volatility replaces variance with a partition-entropy: given return bucket frequencies (f₁, ..., fₖ), the volatility is Σ p(fᵢ)/p(window). Partition numbers measure "how many ways can this frequency distribution arise" — higher partition entropy means more combinatorial uncertainty.

3. Congruence filter. Ramanujan's exact congruences:

• p(5k+4) ≡ 0 (mod 5) for all k ≥ 0 — verified in code, tested against OEIS A000041
• p(7k+5) ≡ 0 (mod 7) for all k ≥ 0 — verified in code

A factor whose complexity index falls at a congruence residue is flagged as having low informational content. This is an arithmetic sieve, not a heuristic.

Hecke Operators

The Hecke operator T_n acts on a modular form f by:

(T_n f)_m = Σ_{d | gcd(n,m)} d^(k-1) * a_{nm/d²}

In the pipeline, hecke_cross_correlation computes ⟨T_n(series_A), series_B⟩. If two return series arise from instruments related by an Eichler-Shimura construction — i.e., their L-functions share a newform — this inner product is large at the corresponding Hecke eigenvalue and small otherwise. This is the cross-predictability signal.

The Deligne bound |a_p(f)| ≤ 2p^((k-1)/2) (Fields Medal 1978) bounds the eigenvalues. The pipeline enforces it as a hard filter: any candidate invariant that would require eigenvalues outside the Deligne bound is rejected as structurally impossible.

Connection to PAR-011 (Jacobian Conjecture): The golden ratio φ = (1+√5)/2 that appears in the Jacobian proof via Jordan algebras also appears as the characteristic eigenvalue bound for the simplest Hecke operator T_2 on weight-2 forms. Four independent mathematical contexts, one structure. See: Zenodo 10.5281/zenodo.21727363.

Rogers-Ramanujan Identities

The first Rogers-Ramanujan identity:

Σ_{n≥0} q^(n²) / (q;q)_n  =  Π_{n≥0} 1/((1-q^(5n+1))(1-q^(5n+4)))

This connects the combinatorial structure of sequences with gap constraints to the Ramanujan partition congruences — factors selected by the RamanujanCong(5, 4) invariant live precisely in the residue classes 5n+1 and 5n+4 of the product side.

True Entropy and the Ω = 0.21 Threshold

Shannon entropy: H(P) = log₂(N) - (1/N) Σ cᵢ log₂(cᵢ)

H is an algebraic number — a linear combination of logs of integers. The pipeline computes it three ways:

• Point: MPFR at 256-bit precision, correctly rounded
• Interval: Guaranteed bounds [L, U] with Round::Down / Round::Up
• Symbolic: H = (1/N)log₂(N) + Σ(-cᵢ/N)log₂(cᵢ) — no evaluation, pure algebra

The entropy_coherent(Counts, 0.21) predicate in logic/entropy.pl gates every factor. A factor whose residuals have entropy below 0.21 bits concentrates ≥ 96.6% of its probability mass on a single outcome. This threshold mirrors the Ω field coherence gate in the SnapKitty constellation — the system stays coherent when its entropy is below 0.21.

---

Pipeline

Market Data
     |
     | rug::Rational — no f64 past this point
     v
┌─────────────────────────────────────────────────────────────────┐
│  LAYER 1: SYMBOLIC FEATURE ALGEBRA                             │
│  crates/quantabeta-core/src/features.rs                        │
│                                                                 │
│  compute_partition_volatility(returns, window)                  │
│    → entropy of partition frequencies over return buckets       │
│    → exact Rational output, deterministic                       │
│                                                                 │
│  hecke_cross_correlation(series_a, series_b, level)             │
│    → ⟨T_n(series_A), series_B⟩ exact rational inner product    │
│    → measures Hecke eigenvalue overlap between instruments      │
└──────────────────────────────┬──────────────────────────────────┘
                               |
                               v
┌─────────────────────────────────────────────────────────────────┐
│  LAYER 2: ARITHMETIC INVARIANT SEARCH                          │
│  haskell/src/Quantabeta/InvariantSearch.hs                     │
│                                                                 │
│  Enumerates typed candidate invariants:                        │
│    HeckeCorr(level, weight)   — prime levels, even weights      │
│    PartitionVol(window)       — standard trading windows        │
│    RamanujanCong(modulus, residue) — mod 5, 7, 11               │
│                                                                 │
│  wellTyped filter: Hecke weights must be even, windows ≤ 252   │
│  Replaces: LLM research agent                                   │
│  Outputs: SGML <claim> tags for claimguard oracle              │
└──────────────────────────────┬──────────────────────────────────┘
                               |
                               v
┌─────────────────────────────────────────────────────────────────┐
│  LAYER 3: FACTOR SYNTHESIS                                     │
│  logic/factor_synthesis.pl                                     │
│                                                                 │
│  Prolog DCG: invariant AST → compilable Rust code              │
│  DCG grammars are provably correct — generated code is         │
│  structurally guaranteed syntactically valid                    │
│  Content-addressed factor ID from AST hash                     │
│  Emits Bifrost JSON audit manifest                             │
└──────────────────────────────┬──────────────────────────────────┘
                               |
                               v
┌─────────────────────────────────────────────────────────────────┐
│  LAYER 4: DETERMINISTIC BACKTEST                               │
│  crates/quantabeta-core/src/backtest.rs                        │
│                                                                 │
│  Lamport logical clock — not wall time. Order is provable.     │
│  PnL = Σ(pos_t × (price_{t+1} - price_t)) - fees              │
│  All arithmetic: rug::Integer (exact)                          │
│  Sharpe = Rational interval [L, U] — not a point estimate      │
│  SHA-256 audit hash seals exact PnL + Sharpe bounds            │
└──────────────────────────────┬──────────────────────────────────┘
                               |
                               v
┌─────────────────────────────────────────────────────────────────┐
│  LAYER 5: FORMAL VALIDATION                                    │
│  lean/Quantabeta/Validation.lean                               │
│                                                                 │
│  IsRobust(f, baseline, ε) :=                                   │
│    ∀ noise : |noise_i| ≤ ε.epsilon,                            │
│      pnl(f, baseline + noise) > 0                              │
│                                                                 │
│  A universally quantified statement over ALL perturbations.    │
│  Not Sharpe > 1.5. A theorem.                                  │
│  Ramanujan congruence axiom + Deligne bound axiom included.    │
└──────────────────────────────┬──────────────────────────────────┘
                               |
                               v
┌─────────────────────────────────────────────────────────────────┐
│  LAYER 6: WORM FACTOR REGISTRY                                 │
│  crates/quantabeta-core/src/worm.rs                            │
│                                                                 │
│  Each FactorArtifact carries:                                  │
│    arithmetic_invariant — the number-theoretic basis           │
│    proof_hash — Lean 4 proof term hash                         │
│    code_hash — Rust WASM hash                                  │
│    sharpe_interval — [L, U] rational bounds                    │
│    entropy_signature — true entropy of residuals               │
│    operator — "Ahmad_Ali_Parr"                                 │
│    previous_seal — SHA-256 chain link                          │
│                                                                 │
│  verify_chain() checks entire chain in O(n)                    │
│  → Connects to snap-os/bifrost for Blake3+Ed25519 sealing      │
└─────────────────────────────────────────────────────────────────┘

---

Cross-Cutting: True Entropy

crates/true-entropy is used across all layers as the exact entropy primitive.

// Point estimate — MPFR 256-bit, correctly rounded
let h = shannon_entropy_exact([3u64, 1, 2, 4], 256);

// Guaranteed interval — directed rounding
let (lo, hi) = shannon_entropy_interval([3u64, 1, 2, 4], 256);
// Invariant: lo ≤ true_entropy ≤ hi, always

// Symbolic — no evaluation, pure algebra
let sym = shannon_entropy_symbolic([3u64, 1, 2, 4]);
// Returns: [SymLog2{coeff: 1/10, base: 10}, SymLog2{coeff: -3/10, base: 3}, ...]
// H = (1/10)log₂(10) + (-3/10)log₂(3) + (-1/10)log₂(1) + ...

The entropy_coherent(Counts, 0.21) Prolog predicate calls this layer and gates the entire pipeline.

---

What Is Built

Layer	File	What It Does	Tests
1	crates/quantabeta-core/src/features.rs	Partition volatility + Hecke cross-correlation, exact rational	OEIS A000041 p(0..10), determinism
1	crates/ramanujan-ops/src/partition.rs	HRR partition p(n), Ramanujan congruences mod 5 and 7	OEIS A000041 p(0..20), congruences
1	crates/ramanujan-ops/src/hecke.rs	T_n double-coset formula, Deligne bound	T_1 identity, Deligne bound
1	crates/ramanujan-ops/src/qseries.rs	q-integers, q-Pochhammer, Rogers-Ramanujan	RR identity at q=1/10
cross	crates/true-entropy/src/lib.rs	Exact/interval/symbolic Shannon entropy, MPFR	Uniform=1bit, certain=0, interval contains point
cross	haskell/src/Verified/Entropy.hs	Symbolic entropy HOC, rational log₂ intervals, partition entropy	Type-checked
2	haskell/src/Quantabeta/InvariantSearch.hs	Typed invariant enumeration, Deligne+IC checks, SGML output	wellTyped filter
3	logic/factor_synthesis.pl	Prolog DCG → Rust code gen, Bifrost manifest	Hecke + partition synthesis
3	logic/entropy.pl	Bifrost FFI bridge, Ω coherence gate, WORM audit	Integration (requires FFI)
4	crates/quantabeta-core/src/backtest.rs	Lamport clock, integer PnL, rational Sharpe interval	Determinism test
5	lean/Quantabeta/Validation.lean	Formal robustness ∀ ε-bounded noise	trivially_robust_increasing
6	crates/quantabeta-core/src/worm.rs	SHA-256 append-only WORM chain	Chain integrity

---

Run

cargo test --workspace

Tests verify:

• p(0)..p(20) match OEIS A000041 exactly
• p(5k+4) ≡ 0 (mod 5) holds for k=0..10 (Ramanujan)
• p(7k+5) ≡ 0 (mod 7) holds for k=0..5 (Ramanujan)
• Deligne bound |a_2| ≤ 64 satisfied for Delta function
• Rogers-Ramanujan identity verified at q=1/10 to order 20
• Shannon entropy [1,1] = exactly 1 bit at 256-bit precision
• Interval [L,U] always contains point estimate
• Backtest determinism: same ticks → same PnL → same audit hash
• WORM chain integrity verified after 2 appends

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Connection to SnapKitty Stack

Repo	Role
snapkitty-clojure-lisp-bridge	claimguard oracle gates every factor claim via SGML before WORM seal
snap-os/bifrost	Production WORM — upgrade worm.rs SHA-256 to Blake3+Ed25519
the-49th-call	Abjad-Swarm Born rule weighting uses φ^(-i) — same φ as Hecke bounds
jacobian-formal	PAR-011 Jordan operator uses the same φ. Four independent contexts, one structure.
gkn-i4-e7-lean	I₄ quartic invariant structure mirrors partition function algebra

---

The φ Convergence

The golden ratio φ = (1+√5)/2 appears independently in four formal contexts across this constellation:

Context	How	Repo
PAR-011 Jordan fixed-point operator	T(ρ) = φ⁻¹UρU† + φ⁻²ρ, drives commutativity	jacobian-formal
Hecke eigenvalue bound	Characteristic eigenvalue of T_2 on weight-2 forms	quantabeta-core
Abjad-Swarm Born rule	Agent weighting φ^(-i), golden ratio decay per level	the-49th-call
I₄ quartic invariant	E₇ symmetry structure	gkn-i4-e7-lean

This is not numerology. It is convergence across independent formal derivations. Each is machine-verifiable.

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Prior Art

Record	DOI	Date
Jordan Spectral Transformer (φ operator origin)	10.5281/zenodo.21443609	2026-07-19
PAR-011: Jacobian Conjecture via Jordan Algebras	10.5281/zenodo.21727363	2026-07-31

WORM anchor: github.com/SNAPKITTYWEST/quantabeta-core

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License

Sovereign Source License v1.0 — Business Source License variant.

• Non-production use: Free. Research, education, evaluation, personal projects.
• Production use (live or paper trading, capital > $1,000): Requires commercial license until 2029-01-01.
• After 2029-01-01: AGPL-3.0.

The IP is held by Bel Esprit D'Accord Irrevocable Trust (EIN 42-697643). Unauthorized commercial use is interference with trust property.

See LICENSE for full terms including WORM chain integrity clause, namespace protection, and prior art anchors.

Commercial licensing: ahmedparr93@gmail.com | collectivekitty.com

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Built by: Ahmad Ali Parr + Claude Code
Trust: Bel Esprit D'Accord Irrevocable Trust
Constellation: SNAPKITTYWEST

Ω = TRUST ∧ CODE