Check our work.

What is published, and what is not

Published as it is (40 files). Scripts, saved outputs, pre-registrations, hash locks, trade lists and the lab modules the scripts import. A pre-registration can be checked against its lock: the lock holds the sha256 of the registration and of the script, written before the test was run.

Published with lines withheld (23 files). The lab also runs one private strategy of its own, and its rules stay private. Any line that refers to it is replaced by a marker, and a Markdown section about it is replaced as a whole. Local folder paths are shown as <repo>. Nothing else is changed. For these files the sha256 of the original is listed below, so a withheld line can be verified later. When a pre-registration had lines withheld, that original sha256 is the value its lock recorded before the run.

Withheld whole (4 files). Files that are mostly about the private strategy or about the owner's own accounts. Each is listed with the reason.

Never published. Prices. Our minute and tick files come from data vendors whose licences do not allow redistribution, so to rerun a script you need your own copy of the data. The trade lists keep the date, direction, result in R and cost in R of every trade; their price columns are removed. Results that were computed on data we have no licence to publish are withheld in the outputs and are not quoted on the pages.

The machine-readable list is manifest.json.