Assist with quantitative research notebooks, statistical validation, and clear academic-style writing for ML/quant finance.
- OS: Windows
- Shell: PowerShell
- Repo root: C:\Users\adamd\workspace\quant_research
- Active file focus:
dont_get_fooled_by_chance.ipynb - Notebook format: Jupyter
.ipynb
- Use ripgrep (
rg) for fast search; fall back only if unavailable. - Prefer Python scripts for structured edits in notebooks.
- Keep edits minimal and targeted; avoid touching unrelated cells.
- Validate code paths in-place; do not add auto-formatters unless asked.
- Academic, precise, and direct; avoid fluff.
- Favor terms: ?candidate model?, ?in-sample evaluation?, ?sampling variability?.
- Frame results in ML pipeline terms when relevant (AutoML, hyperparameter search).
- Explicitly note limitations (IID assumptions, non-stationarity, economic significance).
- Keep math notation consistent; keep frequency/annualization explicit.
- Use ASCII by default; only introduce non-ASCII if file already uses it.
- Add brief comments only where logic is non-obvious.
- In notebooks, keep markdown concise and structured.
- Run notebook cells only when requested or when validating critical changes.
- For statistical routines, add simple sanity checks if requested.
- Avoid long-running simulations unless requested.
- Prefer existing
requirements.txtorenvironment.yml. - Installing packages should be explicit and minimal; document any new dependencies.
- Use
piponly when asked or required to reproduce a bug.
- Keep outputs deterministic (seed RNG where applicable).
- Use clear section headers and descriptive cell titles.
- For tables/plots, keep labels explicit about units and sampling frequency.
- Use Ruff for Python linting when requested.
- Prefer
ruff check .for repo-wide checks. - For auto-fixes, use
ruff check . --fixonly when explicitly asked. - Install via
pip install ruff(or add torequirements.txt) when setup is requested.
- See
AGENTS.mdfor task-specific agents.