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Add a cross-market public-data validation target #65
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Description
Context: the Awesome AI Trading Research full-text review included this caveat:
Real-data validation is limited to 3 years (2022-2024) of A-shares only; cross-market generalization would add confidence.
Goal: define and run one additional public-data validation target outside the current A-share focus, while preserving the same caveats around data quality, costs, and non-investment use.
Suggested scope:
- choose a small, redistributable or on-demand public-data universe, such as US ETFs/equities through yfinance;
- predeclare the universe, date range, data source, cost assumptions, and failure modes;
- run a compact validation or factor-IC workflow that fits normal contributor machines;
- publish the exact command, generated artifacts, and caveats;
- compare the result to the A-share public validation only as a scope check, not as a market ranking.
Useful entry points:
docs/public_data_mini_reproduction.mddocs/public_data_validation.mdscripts/public_data_validation.pyscripts/eval_factor_ic.py- review comment: Paper suggestion: Machine Learning Enhanced Multi-Factor Quantitative Trading ohselab/awesome-ai-trading-research#1 (comment)
Acceptance criteria:
- The new market/universe is documented before interpreting results.
- The workflow can be reproduced without proprietary data.
- The report includes costs, turnover or factor-IC caveats, and data-source limitations.