Factor Hypothesis Extractor
Translate reviewed evidence into a test contract. Preserve the paper's stated
population, period, lag, construction, and limitations; do not turn an association
into a causal or investable claim.
Required evidence
Use the citation-audited paper or evidence packet, stable claim/source identifiers,
the intended asset universe, and any user-supplied market, timing, or cost constraints.
If the source omits a necessary definition, mark it unresolved instead of choosing a
convenient convention.
Output contract
For each distinct hypothesis, return:
- A unique hypothesis ID and the exact source claim IDs supporting it.
- Signal inputs, transformations, formula or pseudocode, direction, expected
relationship, and economic rationale as stated by the source.
- Information timestamp, publication or availability lag, lookback, prediction
horizon, rebalance frequency, and holding period.
- Eligible universe, exclusions, grouping or neutralization, missing-value policy,
weighting assumptions, benchmark, and required transaction-cost model.
- Primary metric, robustness slices, null hypothesis, falsification threshold, and
conditions under which the result should be rejected.
- Leakage, look-ahead, survivorship, selection, multiple-testing, capacity, and
replication risks supported by evidence or clearly labeled as reviewer concerns.
- A readiness status of
READY, NEEDS_CLARIFICATION, or NOT_TESTABLE, with every
unresolved input listed.
Do not retrieve market data, implement the signal, run a backtest, rank securities,
recommend an investment, or place an order. The output is a research specification,
not evidence that the factor works outside the cited study.
1---2name: factor-hypothesis-extractor3description: Convert an audited quantitative-finance paper or evidence packet into explicit, testable factor hypotheses without sourcing data or running a backtest. Use when reviewed academic claims must be translated into signal definitions, timing assumptions, test parameters, and falsification criteria before market-data ingestion.4license: MIT5---67# Factor Hypothesis Extractor89Translate reviewed evidence into a test contract. Preserve the paper's stated10population, period, lag, construction, and limitations; do not turn an association11into a causal or investable claim.1213## Required evidence1415Use the citation-audited paper or evidence packet, stable claim/source identifiers,16the intended asset universe, and any user-supplied market, timing, or cost constraints.17If the source omits a necessary definition, mark it unresolved instead of choosing a18convenient convention.1920## Output contract2122For each distinct hypothesis, return:2324- A unique hypothesis ID and the exact source claim IDs supporting it.25- Signal inputs, transformations, formula or pseudocode, direction, expected26 relationship, and economic rationale as stated by the source.27- Information timestamp, publication or availability lag, lookback, prediction28 horizon, rebalance frequency, and holding period.29- Eligible universe, exclusions, grouping or neutralization, missing-value policy,30 weighting assumptions, benchmark, and required transaction-cost model.31- Primary metric, robustness slices, null hypothesis, falsification threshold, and32 conditions under which the result should be rejected.33- Leakage, look-ahead, survivorship, selection, multiple-testing, capacity, and34 replication risks supported by evidence or clearly labeled as reviewer concerns.35- A readiness status of `READY`, `NEEDS_CLARIFICATION`, or `NOT_TESTABLE`, with every36 unresolved input listed.3738Do not retrieve market data, implement the signal, run a backtest, rank securities,39recommend an investment, or place an order. The output is a research specification,40not evidence that the factor works outside the cited study.
Knuckles-Team