Every number we publish is machine-verified. Here's the machinery
The hardest problem in trading research isn’t statistics — it’s that the researcher grades their own homework. You choose what to try, what costs to assume, when to stop, and what to show. After three and a half months of running a research programme under that temptation, we’re convinced the only defense that holds is mechanical: make it impossible to publish a number that doesn’t re-derive from evidence.
This post describes the system we built and now run everything through. The full methodology paper is at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7428478; the code is public.
A claim is an object, not a sentence # In our repository, a published number isn’t prose — it’s a registered object with required fields: the statement with its numbers inline; the evidence files that produced it (committed to git — a claim whose evidence isn’t version-controlled is rejected structurally); an executable re-derivation compared to the published value within an explicit tolerance; three independent verifications that must fail for different reasons, one of which is a falsifier — a test built so that a specific way of being wrong would trip it; and a mandatory declared blind spot, because “verified, with no stated limitation” is itself a defect.