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ShawnChamberlain
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open-economic-quant-research-data

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economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
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open-economic-quant-research-data / Microstructure /docs /PUBLICATION.md
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ShawnChamberlain
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity
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Publication policy

Approved public scope

The Git-reachable source history is approved for public release under the MIT License. The release includes source code, tests, configuration, documentation, and small non-market fixtures or placeholders only.

Ignored local exchange data, normalized and derived tables, fitted states, ingestion authorities, generated dashboards, and run artifacts are excluded. The detailed boundary is recorded in DATA_POLICY.md.

Evidence language

  • SYNTHETIC_SMOKE verifies software behavior only.
  • PUBLIC_SAMPLE_PARTIAL supports bounded pipeline observations, not persistent alpha, profitability, or capacity claims.
  • The frozen trade-only M8 study ended at INSUFFICIENT_DATA after a predeclared zero-warning gate failed. Selection, held-out evaluation, execution, and P&L did not run.
  • NONCONFIRMATORY_CONTINUOUS_PILOT_EXPLORATION is a separate, later evidence tier. The approved website/Space summary comes from one continuous four-hour BTCUSDT/ETHUSDT L2 pilot with deterministic market-order simulation, a frozen 4 bp taker fee, and 144 overlapping counterfactual scenarios. It is labeled “research reference only.”
  • The exploratory summary is not confirmatory evidence, live or realized execution, a prospectively untouched test, cross-day replication, a profitability or capacity result, or a statistical-significance claim.
  • Its source bundle is pinned to commit b918673405226467d6e5c2fa1f2fac59cca19d03; all 476 recorded files verified against the bundle checksums before the bounded JSON was generated.
  • Superseded campaign calendars remain historical records and are not presented as current authority.

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