Paper → Strategy Object Factory
Convert research into a tradable mechanism, then decide whether it becomes a signal, monitor, risk object, execution rule, or dead weight. Academic admiration is not a revenue model, despite humanity's heroic attempts.
semanticscholar:bee05b6d3ee06ee97547d247b0feb0366ab88bcbPAPER · 0 citations
Turn a raw idea into an Alpha Draft
Intake
Normalize paper, card, or manual idea into one object with title, source, summary, body, and tags.
Mechanism
Extract the actual force: funding pressure, liquidity fracture, behavioral flow, balance-sheet constraint, volatility regime, or execution edge.
Signal
Translate the mechanism into observable inputs: price, spread, funding, vol, positioning, term structure, or timing window.
Route
Decide whether the candidate becomes a card, monitor, backtest hook, option-board object, or archive resident.
Strategy Object Candidate
No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves
Execution
Rates / Credit
Transfer source: No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves Object ID: semanticscholar:bee05b6d3ee06ee97547d247b0feb0366ab88bcb Goal: convert external research or internal knowledge into a strategy object candidate. Required output: mechanism, signal hypothesis, regime fit, execution constraints, failure modes, and next build route.
Translate the mechanism into a testable market hypothesis. If the idea cannot become an observable condition, it stays in the library and does not enter the factory.
Price / spread series / Volatility or regime proxy / Liquidity / funding proxy where relevant / Timestamped event or paper source
Directional variable / Timing window / Regime filter / Failure trigger
Overfit / Lagging signal / Crowded trade / Insufficient liquidity / Non-tradable data / Regime inversion
Ask RAG about this object
Pull basis, related strategy objects, and route targets from the shared Ztrader memory layer.
Where should this object go?
No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves
Execution
Rates / Credit
Pull evidence, related objects, contradictions, and route targets.
Promote to Codex CardTurn the candidate into a persistent library object.
Backtest HookPrepare rule logic for future testing or execution mapping.
Zalpha MonitorRoute to monitoring logic before pretending it is a strategy.
Archive / KillKeep it as research memory if it cannot become tradable.