References and historical reading scope
This index preserves 331 keys: 317 base records and 14 reader-index supplements. Reading actor, date and full-text/abstract scope are historical, not new checks in this language revision. reader_chapter_associations are navigation, not support claims; aliases are not additional independent sources. The local July 2012 PSR manuscript has no verified public URL: none is invented, and its full text is not distributed. Exact historical annotations remain in annotation_originals for audit; the English notes explain their scope. Shared original metadata remain unchanged.
ORFE
Princeton ORFE Undergraduate Program
Chapters: 1,4–9
Historical check date: 2026-10-05
Historical scope: Course overview read for curriculum mapping.
MIT_FIN
MIT OCW 15.401 Finance Theory I (Fall 2008)
Chapters: 10–15,20,44
Historical check date: 2026-10-05
Historical scope: Course overview read; individual lecture notes were not all verified.
FRENCH
Kenneth R. French Data Library
Chapters: 3,11,15,23–27,14
Historical check date: 2026-10-05
Historical scope: Library page read; ten-industry and FF3/FF5 monthly snapshots downloaded with manifests retained. Neither stock-level PIT vintages nor the entire library was obtained.
FF5_DESC
Description of Fama/French 5 Factors (2x3)
Chapters: 15,26
Historical check date: 2026-10-05
Historical scope: Factor-construction description read.
FF1993
Common risk factors in the returns on stocks and bonds
Chapters: 14,15,24
Historical check date: 2026-10-05
Historical scope: Publisher page/abstract read, without a full-text verification claim.
FF2015
A five-factor asset pricing model
Chapters: 15,26
Historical check date: 2026-10-05
Historical scope: Publisher page/excerpts read, without a full-text verification claim.
PBO
The probability of backtest overfitting
Chapters: 7,22,30–32
Historical check date: 2026-10-05
Historical scope: Author PDF text obtained; equation layout requires individual checking where used.
DSR
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Chapters: 22,30,32
Historical check date: 2026-10-05
Historical scope: Author PDF text obtained; equation layout requires individual checking where used.
BOYD
Convex Optimization — Boyd and Vandenberghe
Chapters: 4,5,9,20,21,36
Historical check date: 2026-10-05
Historical scope: Author page read; specific textbook uses require chapter-level verification.
NUMPY
Chapters: 2,5,6,11,41
Historical check date: 2026-10-05
Historical scope: Official entry read; API details checked against the frozen environment version.
PANDAS
Chapters: 2,3,23,29,45
Historical check date: 2026-10-05
Historical scope: Official entry read; API details checked against the frozen environment version.
POLARS
Chapters: 2,3
Historical check date: 2026-10-05
Historical scope: Official entry read; API details checked against the frozen environment version.
SCIPY
Chapters: 2,7,18,33,44
Historical check date: 2026-10-05
Historical scope: Official entry read; API details checked against the frozen environment version.
STATSMODELS
Chapters: 8,15–19
Historical check date: 2026-10-05
Historical scope: Regression documentation read; time-series-specific API review remained to be added.
CVXPY
Chapters: 9,20,21
Historical check date: 2026-10-05
Historical scope: Optimization formulation and financial examples read.
SK_TSS
Chapters: 31,38
Historical check date: 2026-10-05
Historical scope: Gap and training-window descriptions read; these are not equivalent to purged CV.
SK_PITFALLS
scikit-learn Common pitfalls and recommended practices
Chapters: 8,28,37–43,45
Historical check date: 2026-10-05
Historical scope: Train-only preprocessing and leakage explanations read.
AQR_VM
Chapters: 24,25,28
Historical check date: 2026-10-05
Historical scope: Research page read; data and full methods still require itemized verification.
AQR_COST
Trading Costs of Asset Pricing Anomalies
Chapters: 29,34–36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: Tavily Search/Extract and the AQR official page were checked. The 2012 working-paper abstract describes 1998–2011, 19 developed markets and nearly USD 1 trillion of institutional live trades. Its cost estimates are not the parameters of these constructed examples.
AQR_STYLE
Chapters: 27
Historical check date: 2026-10-05
Historical scope: Official PDF found in search; full text was not read.
SEC_ALGO
Staff Report on Algorithmic Trading in U.S. Capital Markets
Chapters: 1,34–36
Historical check date: 2026-10-05
Historical scope: Selected official PDF passages on algorithmic investment/trading decisions read; unverified statistics were not restated.
FRENCH_10
Detail for 10 Industry Portfolios
Chapters: 1–3,15
Historical check date: 2026-10-05
Historical scope: Official construction page read; historical ZIP download, Keka validation/extraction, parsing of the 1,202-month value-weighted block and hashes were recorded.
MIT_CALC
MIT OCW Single Variable Calculus
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
MIT_LA
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
MIT_PROB
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
SEC_API
EDGAR Application Programming Interfaces
Chapters: 3
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
NYSE_CAL
NYSE Holidays and Trading Hours
Chapters: 3
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
PY_ZONEINFO
Chapters: 3
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
PANDAS_ASOF
Chapters: 3
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
FRENCH_LIBRARY
Chapters: 3
Historical check date: 2026-10-05
Historical scope: Official page read; support boundaries are in chapter-internal reading records, which are not bundled.
CH2_DOC_01
Python Tutorial: Control Flow Tools
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_02
Python Tutorial: Errors and Exceptions
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_03
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_04
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_05
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_06
Python Floating-Point Arithmetic
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_07
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_08
NumPy: The Absolute Basics for Beginners
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_09
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_10
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_11
Time Series / Date Functionality
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_12
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_13
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_14
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_15
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_16
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_17
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_18
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_19
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_20
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_21
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_22
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_23
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
CH2_DOC_24
Pro Git: Recording Changes to the Repository
Chapters: 2
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
MIT_LA_SYLL
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
NP_SVD
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
NP_EIGH
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
NP_SOLVE
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
NP_COND
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
SK_PCA
Chapters: 5
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
MIT_STAT_INDEX
MIT 18.05 Statistics reading index
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
MIT_STAT_MLE
Orloff and Bloom: Maximum Likelihood Estimates
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
MIT_STAT_CI
Orloff and Bloom: Confidence Intervals Based on Normal Data
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
MIT_STAT_BETA
Orloff and Bloom: Conjugate Priors, Beta and Normal
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
MIT_STAT_BOOT
MIT 18.05 Bootstrap Confidence Intervals
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
SCIPY_TTEST
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
SCIPY_BETA
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
SCIPY_BOOT
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Selected material read; its scope is recorded in unbundled internal reading records.
KUNSCH1989
Kunsch (1989): The Jackknife and the Bootstrap for General Stationary Observations
Chapters: 7
Historical check date: 2026-10-05
Historical scope: Publisher abstract and author contents checked; full text not read.
CH04_DOC_01
MIT 18.01SC：Derivative as Rate of Change，Session 3
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_02
MIT 18.01SC：Limits and Continuity，Session 4
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_03
MIT 18.01SC：The Fundamental Theorem of Calculus，Session 48
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_04
MIT 18.01SC: Taylor’s Formula video resources
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_05
MIT 18.02SC: Partial Derivatives course unit
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_06
MIT 18.02SC：Approximation Formula，Session 27
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_07
MIT 18.02SC：Optimization Problems，Session 28
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_08
MIT 18.02SC：Second Derivative Test，Session 30
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_09
MIT 18.02SC: Chain Rule, Gradient and Directional Derivatives units
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_10
MIT 18.02SC：Directional Derivatives，Session 38
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_11
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH04_DOC_13
Boyd and Vandenberghe: Convex Optimization PDF
Chapters: 4
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_02
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_03
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_04
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_05
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_06
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_07
Bayes Variations and Derived Distributions
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_08
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_09
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_10
Law of Large Numbers, Convergence
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_11
Poisson: The Perfect Arrival Process
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_12
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_13
Introduction to Brownian Motion
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_14
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_15
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_16
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_17
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_18
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_19
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_20
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_21
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_22
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH06_DOC_23
Chapters: 6
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_01
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_02
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_03
statsmodels robust covariance API
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_04
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_05
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_08
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_09
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_10
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_11
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_12
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_13
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_14
Sharpe (1964): Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
Chapters: 8,14
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_15
Hoerl and Kennard (1970): Ridge regression — publisher record
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_16
Tibshirani (1996): Lasso — publisher record
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_DOC_17
Zou and Hastie (2005): Elastic Net — publisher record
Chapters: 8
Historical check date: 2026-10-05
Historical scope: Historical verification recorded; exact reading scope, abstract/full-text distinctions and support limits are in internal records not bundled here.
CH08_HAC
statsmodels cov_hac: Newey-West covariance
Chapters: 8
Historical check date: 2026-10-05
Historical scope: HAC parameters and equally spaced observation assumptions read. Chapter 8 root acceptance separately records the code contract and rejection checks.
CH09_DOC_01
Chapters: 9
Historical check date: 2026-10-05
Historical scope: Exact reading scope and software/economic claim boundaries are in unbundled internal records.
CH09_DOC_02
Chapters: 9
Historical check date: 2026-10-05
Historical scope: Exact reading scope and software/economic claim boundaries are in unbundled internal records.
CH09_DOC_03
Chapters: 9
Historical check date: 2026-10-05
Historical scope: Exact reading scope and software/economic claim boundaries are in unbundled internal records.
CH09_DOC_04
Chapters: 9
Historical check date: 2026-10-05
Historical scope: Exact reading scope and software/economic claim boundaries are in unbundled internal records.
CH09_DOC_05
Chapters: 9
Historical check date: 2026-10-05
Historical scope: Exact reading scope and software/economic claim boundaries are in unbundled internal records.
CH11_MIT_PV
MIT OCW 15.401: Present Value Relations
Chapters: 11,13
Historical check date: 2026-10-06
Historical scope: Slides 28–29 on compounding and 30–34 on real/nominal values and qualifications read; the older course supports mathematics teaching only.
LO_SR_META
Andrew W. Lo: The Statistics of Sharpe Ratios — author publication record
Chapters: 11,32
Historical check date: 2026-10-06
Historical scope: Author publication list, abstract and metadata checked only. Full text was not obtained; formulas need independent derivation or full-text checking.
CH10_SRC_001
MIT 15.401 Finance Theory I course summary
Chapters: 10
Historical check date: 2026-10-06
Historical scope: The 2008 course topic framework, fixed-income page and recitation material on bonds, yield sensitivity and duration were read. Used for sections 2, 7 and 19 and local duration/convexity approximations.
CH10_SRC_002
Fixed Income Securities, Part I
Chapters: 10
Historical check date: 2026-10-06
Historical scope: The 2008 course topic framework, fixed-income page and recitation material on bonds, yield sensitivity and duration were read. Used for sections 2, 7 and 19 and local duration/convexity approximations.
CH10_SRC_003
Chapters: 10
Historical check date: 2026-10-06
Historical scope: The 2008 course topic framework, fixed-income page and recitation material on bonds, yield sensitivity and duration were read. Used for sections 2, 7 and 19 and local duration/convexity approximations.
CH10_SRC_004
Chapters: 10
Historical check date: 2026-10-06
Historical scope: The 2008 course topic framework, fixed-income page and recitation material on bonds, yield sensitivity and duration were read. Used for sections 2, 7 and 19 and local duration/convexity approximations.
CH10_SRC_005
Chapters: 10
Historical check date: 2026-10-06
Historical scope: The 2008 course topic framework, fixed-income page and recitation material on bonds, yield sensitivity and duration were read. Used for sections 2, 7 and 19 and local duration/convexity approximations.
CH10_SRC_006
Chapters: 10
Historical check date: 2026-10-06
Historical scope: US investor-education overviews of equity rights, bond cash flows and ETF intraday prices/NAV read, supporting introductory sections 5 and 7. Complete product rules were not extracted. This is not a prospectus, contract or other-jurisdiction rule; creation/redemption details are not generalized.
CH10_SRC_007
Chapters: 10
Historical check date: 2026-10-06
Historical scope: US investor-education overviews of equity rights, bond cash flows and ETF intraday prices/NAV read, supporting introductory sections 5 and 7. Complete product rules were not extracted. This is not a prospectus, contract or other-jurisdiction rule; creation/redemption details are not generalized.
CH10_SRC_008
Chapters: 10
Historical check date: 2026-10-06
Historical scope: US investor-education overviews of equity rights, bond cash flows and ETF intraday prices/NAV read, supporting introductory sections 5 and 7. Complete product rules were not extracted. This is not a prospectus, contract or other-jurisdiction rule; creation/redemption details are not generalized.
CH10_SRC_009
Chapters: 10
Historical check date: 2026-10-06
Historical scope: US retail securities margin and short-borrow explanations on lending, collateral, maintenance and obligations read for sections 5, 7 and 12. They do not define futures margin, OTC collateral or every jurisdiction’s short-sale rules.
CH10_SRC_010
Chapters: 10
Historical check date: 2026-10-06
Historical scope: US retail securities margin and short-borrow explanations on lending, collateral, maintenance and obligations read for sections 5, 7 and 12. They do not define futures margin, OTC collateral or every jurisdiction’s short-sale rules.
CH10_SRC_011
Investor.gov: Executing an Order
Chapters: 10
Historical check date: 2026-10-06
Historical scope: Overview of routing to exchanges, other venues and market makers read for broker/dealer/venue roles in sections 5 and 7. Actual routing, best execution, disclosure and order types need applicable rules and broker agreements.
CH10_SRC_012
Chapters: 10
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC FAQ compliance date, covered transactions/securities, exceptions and explicit settlement-extension questions checked, alongside investor explanations of the 2024-05-28 transition. FAQ answers are staff views, not rules or legal amendments. Sections 11, 12 and 18 use a limited US securities T+1 example, not all bonds, FX, futures, repo or cross-border trades; confirm instrument, exemptions, contracts, time zones and business calendars.
CH10_SRC_013
SEC Investor Bulletin: New T+1 Settlement Cycle
Chapters: 10
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC FAQ compliance date, covered transactions/securities, exceptions and explicit settlement-extension questions checked, alongside investor explanations of the 2024-05-28 transition. FAQ answers are staff views, not rules or legal amendments. Sections 11, 12 and 18 use a limited US securities T+1 example, not all bonds, FX, futures, repo or cross-border trades; confirm instrument, exemptions, contracts, time zones and business calendars.
CH10_SRC_014
Chapters: 10
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC FAQ compliance date, covered transactions/securities, exceptions and explicit settlement-extension questions checked, alongside investor explanations of the 2024-05-28 transition. FAQ answers are staff views, not rules or legal amendments. Sections 11, 12 and 18 use a limited US securities T+1 example, not all bonds, FX, futures, repo or cross-border trades; confirm instrument, exemptions, contracts, time zones and business calendars.
CH10_SRC_015
Chapters: 10
Historical check date: 2026-10-06
Historical scope: DTCC overviews of NSCC CNS/netting and DTC cash/securities book transfers read for sections 5 and 11. This US infrastructure example is not a universal clearing topology or a legal-finality analysis.
CH10_SRC_016
Chapters: 10
Historical check date: 2026-10-06
Historical scope: DTCC overviews of NSCC CNS/netting and DTC cash/securities book transfers read for sections 5 and 11. This US infrastructure example is not a universal clearing topology or a legal-finality analysis.
CH10_SRC_017
CME S&P 500 futures product page
Chapters: 10
Historical check date: 2026-10-06
Historical scope: 2026-10-06: ES/MES dollar-per-index-point multipliers and education on futures performance bonds versus securities margin borrowing, initial/maintenance margin and calls read. Dynamic margin/tick quotes were not copied. Sections 5–8 and 11–12 explain multipliers and variation cash flow, not a maximum-loss guarantee. Current contract-month/session/member rules remain separate.
CH10_SRC_018
Chapters: 10
Historical check date: 2026-10-06
Historical scope: 2026-10-06: ES/MES dollar-per-index-point multipliers and education on futures performance bonds versus securities margin borrowing, initial/maintenance margin and calls read. Dynamic margin/tick quotes were not copied. Sections 5–8 and 11–12 explain multipliers and variation cash flow, not a maximum-loss guarantee. Current contract-month/session/member rules remain separate.
CH10_SRC_019
OCC Options Disclosure Document
Chapters: 10
Historical check date: 2026-10-06
Historical scope: ODD landing page and searchable PDF passages on risk, exercise/assignment and clearing read, not every page. Used in sections 5, 7, 8, 12 and 19. Expiry, exercise style, multiplier and settlement asset require product specifications. The course links and paraphrases rather than reproducing long disclosures.
CH10_SRC_020
Risks of Standardized Options PDF
Chapters: 10
Historical check date: 2026-10-06
Historical scope: ODD landing page and searchable PDF passages on risk, exercise/assignment and clearing read, not every page. Used in sections 5, 7, 8, 12 and 19. Expiry, exercise style, multiplier and settlement asset require product specifications. The course links and paraphrases rather than reproducing long disclosures.
CH10_SRC_021
CFTC Interest Rate Swap final rule
Chapters: 10
Historical check date: 2026-10-06
Historical scope: Selected swap/notional-flow rule passages and report definitions of CCP replacement relationships read for sections 5, 7 and 19. The complete CFTC rulebook was not reviewed; neither universal regulatory scope nor insolvency-netting advice follows.
CH10_SRC_022
CFTC Swaps Report explanatory notes
Chapters: 10
Historical check date: 2026-10-06
Historical scope: Selected swap/notional-flow rule passages and report definitions of CCP replacement relationships read for sections 5, 7 and 19. The complete CFTC rulebook was not reviewed; neither universal regulatory scope nor insolvency-netting advice follows.
CH10_SRC_023
ECB, “The repo market,” Monthly Bulletin (2002)
Chapters: 10
Historical check date: 2026-10-06
Historical scope: Repo/reverse-repo, haircuts, collateral valuation and margin-call mechanism passages read for sections 5, 8, 12 and 17–18. The 2002 source supplies basic mechanisms, not current market size, practice or law. The haircut relation is simplified arithmetic.
CH10_SRC_024
BIS Quarterly Review: Sizing up global foreign exchange markets
Chapters: 10
Historical check date: 2026-10-06
Historical scope: Selected 2019 passages on FX-swap near/far legs, term funding, forward points and interest differentials read for sections 5–6 and 19. They are not current trading statistics or arbitrage quotes; the textbook forward example separately assumes matched maturity, simple rates and no frictions.
CH10_SRC_025
Chapters: 10
Historical check date: 2026-10-06
Historical scope: Selected 2019 passages on FX-swap near/far legs, term funding, forward points and interest differentials read for sections 5–6 and 19. They are not current trading statistics or arbitrage quotes; the textbook forward example separately assumes matched maturity, simple rates and no frictions.
CH12_SRC_026
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC beginner descriptions of balance sheet, income/cash-flow statements, operating/investing/financing flows and 10-K organization read. Introductory US filing navigation only, not GAAP text or company-specific account definitions.
CH12_SRC_027
SEC, Beginners’ Guide to Financial Statements
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC beginner descriptions of balance sheet, income/cash-flow statements, operating/investing/financing flows and 10-K organization read. Introductory US filing navigation only, not GAAP text or company-specific account definitions.
CH12_SRC_028
Apple 2024 Form 10-K, accession 0000320193-24-000123
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: The author read Apple’s original FY2024 Form 10-K consolidated operating, balance and cash-flow statements and CFO reconciliation. Fiscal ends are 2024-09-28/2023-09-30; amounts are USD millions. FY2024/FY2023 values: sales 391035/383285, gross profit 180683/169148, operating income 123216/114301, DA 11445/11519, net income 93736/96995, CFO 118254/110543, PP&E cash outflows −9447/−10959, assets 364980/352583, liabilities 308030/290437, equity 56950/62146, cash 29943/29965, commercial paper 9967/5985, current debt 10912/9822 and noncurrent debt 85750/95281, plus selected operating accounts. These are accession-specific facts. FCF is the textbook CFO-minus-CapEx definition, not a uniform Apple-reported metric. Marketable securities are not cash; leases are outside the coded debt definition.
CH12_SRC_029
Apple 10-K SEC accession headers
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Apple’s raw EDGAR fields were checked: period 20240928, filed 20241101, accession 0000320193-24-000123 and acceptance 20241101060136. The timestamp string is retained without an inferred time-zone conversion, vendor-ingestion time or first-tradable-time claim.
CH12_SRC_030
Apple, reports fourth quarter results, 2024-10-31
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Apple release date and attached unaudited comparative statements in millions read. The page establishes 2024-10-31 at date resolution, without verified minute/time zone. Release date precedes 10-K filing; acceptance is not substituted for release time. Figures use the audited 10-K, not a mixture of versions.
CH12_SRC_031
consolidated financial statements PDF
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Apple release date and attached unaudited comparative statements in millions read. The page establishes 2024-10-31 at date resolution, without verified minute/time zone. Release date precedes 10-K filing; acceptance is not substituted for release time. Figures use the audited 10-K, not a mixture of versions.
CH12_SRC_032
Spire original FY2023 Form 10-K, accession 0000950170-24-027164
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s original FY2023 audited cash-flow statement and MD&A were read. Year end is 2023-12-31; amounts are USD thousands: net loss −63956, CFO −23622 and PP&E cash acquisition −30037. The original was later explicitly designated unreliable; these are not final restated facts.
CH12_SRC_033
Spire original 10-K accession headers
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s original header was checked: period 20231231, filed 20240306, form 10-K and acceptance 20240306162002. Raw strings are retained without a time-zone or UTC assertion.
CH12_SRC_034
Spire 2024 Form 8-K, accession 0000950170-24-101007
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s 8-K Item 4.02, signature and header were read. Report date is 2024-08-21, filed 2024-08-27, raw acceptance 20240827161154. The audit committee found affected statements unreliable. Preliminary estimates about revenue timing before space missions were not final restatement amounts. Report, filing, webpage release and ingestion remain distinct; no time zone is newly verified for raw acceptance.
CH12_SRC_035
SEC headers for the corresponding filing
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s 8-K Item 4.02, signature and header were read. Report date is 2024-08-21, filed 2024-08-27, raw acceptance 20240827161154. The audit committee found affected statements unreliable. Preliminary estimates about revenue timing before space missions were not final restatement amounts. Report, filing, webpage release and ingestion remain distinct; no time zone is newly verified for raw acceptance.
CH12_SRC_036
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s 8-K Item 4.02, signature and header were read. Report date is 2024-08-21, filed 2024-08-27, raw acceptance 20240827161154. The audit committee found affected statements unreliable. Preliminary estimates about revenue timing before space missions were not final restatement amounts. Report, filing, webpage release and ingestion remain distinct; no time zone is newly verified for raw acceptance.
CH12_SRC_037
Spire amended FY2023 Form 10-K/A, accession 0000950170-25-030856
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s 10-K/A explanatory note, background, cash flows and MD&A were read. It restates 2023/2022 annual and multiple interim periods. FY2023 amounts in USD thousands are net loss −77558, CFO −36307 and PP&E −17352; filed 20250303, raw acceptance 20250303161307. Issues include embedded leases and revenue/cost timing in Space-as-a-Service, R&D services, cost presentation and expected credit losses. Use this declared restated version without backfilling March 2024 signals or generalizing the direction of all restatements.
CH12_SRC_038
SEC headers for the corresponding filing
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s 10-K/A explanatory note, background, cash flows and MD&A were read. It restates 2023/2022 annual and multiple interim periods. FY2023 amounts in USD thousands are net loss −77558, CFO −36307 and PP&E −17352; filed 20250303, raw acceptance 20250303161307. Issues include embedded leases and revenue/cost timing in Space-as-a-Service, R&D services, cost presentation and expected credit losses. Use this declared restated version without backfilling March 2024 signals or generalizing the direction of all restatements.
CH12_SRC_039
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Spire’s FY2023 results release and non-GAAP reconciliation link were read. Retained IR-date evidence identifies 2024-03-05; extraction did not verify a minute or time zone. A prior plan noted 06:45 without a confirmed zone, so that time is not used. Release summaries and the original audited 10-K are separate versions.
CH12_SRC_040
SEC Non-GAAP Financial Measures C&DIs, Question 102.07
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC staff Question 102.07 was read. CFO minus CapEx is common but nonstandard, needs an explanation, does not imply deduction of all debt service or nondiscretionary uses, and must not be presented per share. Staff guidance is neither a unique GAAP FCF definition nor an Apple/Spire disclosure metric.
CH12_SRC_041
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: IAS 7.11 activity categories, IAS 7.28 FX cash reconciliation and IAS 1.81A/106(a) attribution to parent/NCI were read. Scope is limited to those versions and paragraphs; no full IFRS review, long-text reproduction or universal jurisdictional applicability is claimed.
CH12_SRC_042
Chapters: 12
Historical check date: 2026-10-06
Historical scope: 2026-10-06: IAS 7.11 activity categories, IAS 7.28 FX cash reconciliation and IAS 1.81A/106(a) attribution to parent/NCI were read. Scope is limited to those versions and paragraphs; no full IFRS review, long-text reproduction or universal jurisdictional applicability is claimed.
CH13_SRC_001
MIT OCW Finance Theory I — Present Value Relations
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: MIT official Present Value Relations I/II/III page summaries on cash-flow sequences, certainty/timing, NPV, annuities/perpetuities, compounding and real/nominal values read. Foundation for cash-flow consistency, not a specialist EV/accounting/WACC source. Videos and lecture files were not downloaded.
CH13_SRC_002
MIT OCW Finance Theory I — Equities
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: The MIT equity-pricing/DDM page and its description of slides 10–23 on DDM, EPS, P/E and growth examples were checked. This supports learning context, not a claim to have read every detail of the undownloaded slides.
CH13_SRC_003
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: NYU author notes on equity versus firm cash flow, FCFE/FCFF, WACC, matching conditions and example inputs were read. They support matching claims/rates, EV-to-equity and firm DCF. The 1995 company examples are historical teaching, not current market data.
CH13_SRC_004
Aswath Damodaran, An Introduction to Valuation
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Author notes on DCF, equity/firm scope, FCFE/FCFF, nonequity claims, discount rates and comparables read. They are not accounting standards or a guarantee that market comparables are fairly priced.
CH13_SRC_005
Aswath Damodaran, Terminal Value
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: Little Book of Valuation chapter on liquidation/going-concern terminal value, stable growth and sensitivity read. The textbook independently proves convergence for r>g; that condition does not validate business forecasts.
CH13_SRC_006
SEC Non-GAAP Financial Measures C&DIs, Question 102.07
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: SEC staff Question 102.07 and its reply were read. Common CFO-minus-CapEx FCF is nonstandard and needs explanation; it is not GAAP/IFRS FCFF/FCFE or cash after every compulsory use. The textbook distinguishes those claims.
CH13_SRC_007
Apple FY2024 Form 10-K, accession 0000320193-24-000123
Chapters: 13
Historical check date: 2026-10-06
Historical scope: 2026-10-06: The author read Apple’s operating statement with fiscal end 2024-09-28, amounts in USD millions: operating income 123216, net income 93736, diluted EPS 6.08 and weighted diluted shares 15408095 thousand, plus period-end share/unit disclosures. No signal-date price, historical capitalization, all-share-class quotes, ADR mapping or quote ingestion was verified; no observed P/E is inferred.
CH14_SRC_01_01
Sharpe (1964), Capital Asset Prices — Wiley original page and DOI
Chapters: 14
Historical check date: 2026-10-06
Historical scope: Sharpe (1964), Journal of Finance 19(3), pages 425–442: publisher page and selected argument passages were read on mean/SD preferences, cash borrowing/lending, common rates/expectations, local asset/efficient-portfolio relations, diversification/systematic risk and price equilibrium. Supports one-period CAPM motivation and assumptions, not empirical facts or trading instructions.
CH14_SRC_02_01
Markowitz (1952), Portfolio Selection metadata — Wiley publication metadata
Chapters: 14
Historical check date: 2026-10-06
Historical scope: Markowitz (1952), Journal of Finance 7(1), pages 77–91: author, issue/pages/date/DOI metadata were checked, without reading full text page by page. Attribution does not claim formula transcription; CAPM algebra uses read Sharpe passages and independent derivation.
CH14_SRC_03_01
Princeton FIN501, Lecture 02 One-Period Pricing — Lecture 02 PDF
Chapters: 14
Historical check date: 2026-10-06
Historical scope: Princeton FIN501 Lecture 02 slides 43–66 were read on no-arbitrage, positive state prices, SDF valuation, cash/SDF means and excess-return covariance. This supports the distinction from additional equilibrium CAPM restrictions, not a complete fundamental-theorem proof.
CH14_SRC_04_01
MIT 15.401, The CAPM and APT — official MIT PDF
Chapters: 14
Historical check date: 2026-10-06
Historical scope: MIT 15.401 Lectures 15–17 slides 3–10, 15–16 and 18–27 were read on covariance/diversification, tangency/market funds, SML/beta, regression, CAPM/APT assumptions and empirical issues. This is official teaching material; formulas use the textbook’s notation and units.
CH14_SRC_05_01
Roll (1977), asset-pricing testability metadata and abstract — DOI
Chapters: 14
Historical check date: 2026-10-06
Historical scope: Roll (1977), JFE 4(2), pages 129–176: metadata and the first-page abstract of the UCLA scan were read. Mean–beta tests also concern efficiency of the selected market proxy; incomplete proxies limit joint tests. This is neither a full-text reading nor a claim that every empirical CAPM test is invalid.
CH14_SRC_05_02
Roll (1977), asset-pricing testability metadata and abstract — UCLA Anderson hosted original scan
Chapters: 14
Historical check date: 2026-10-06
Historical scope: Roll (1977), JFE 4(2), pages 129–176: metadata and the first-page abstract of the UCLA scan were read. Mean–beta tests also concern efficiency of the selected market proxy; incomplete proxies limit joint tests. This is neither a full-text reading nor a claim that every empirical CAPM test is invalid.
CH14_SRC_06_01
Fama and French (2004), CAPM theory and evidence abstract — official AEA page and abstract
Chapters: 14
Historical check date: 2026-10-06
Historical scope: Fama and French (2004), JEP 18(3), pages 25–46: AEA metadata and abstract only were read, supporting limitations of market proxies and the empirical record. No full review or repeated empirical survey is claimed.
CH14_SRC_07_01
statsmodels OLS and robust covariance documentation — OLS documentation
Chapters: 14
Historical check date: 2026-10-06
Historical scope: statsmodels 0.15.0 OLS and robust-covariance documentation was checked for inputs, intercepts and HAC options. The monthly example uses an intercept, Bartlett kernel, fixed five-observation lag and software correction. API facts do not establish bandwidth suitability, weak dependence, CAPM or strategy validity.
CH14_SRC_07_02
statsmodels OLS and robust covariance documentation — robust covariance results documentation
Chapters: 14
Historical check date: 2026-10-06
Historical scope: statsmodels 0.15.0 OLS and robust-covariance documentation was checked for inputs, intercepts and HAC options. The monthly example uses an intercept, Bartlett kernel, fixed five-observation lag and software correction. API facts do not establish bandwidth suitability, weak dependence, CAPM or strategy validity.
CH14_SRC_08_01
French industry and market factor methods — 10 Industry Portfolios
Chapters: 14
Historical check date: 2026-10-06
Historical scope: French 10 Industry Portfolios and factor descriptions were read. NoDur is a published value-weighted industry total return, not a single security. Mkt-RF already subtracts the monthly Treasury-bill proxy; matching RF does not promise that a retail trader earns it without costs.
CH14_SRC_08_02
French industry and market factor methods — Fama/French Factors
Chapters: 14
Historical check date: 2026-10-06
Historical scope: French 10 Industry Portfolios and factor descriptions were read. NoDur is a published value-weighted industry total return, not a single security. Mkt-RF already subtracts the monthly Treasury-bill proxy; matching RF does not promise that a retail trader earns it without costs.
CH15_FF1993_TEXT
Fama and French (1993), original journal PDF teaching mirror
Chapters: 15
Historical check date: 2026-10-06
Historical scope: The introduction and part of section 2.1.2 were read, without full-text or visual equation checking. The 1993 stock/bond factors differ from the 2015 equity five-factor model.
CH15_FF2015_TEXT
Fama and French (2015), original journal PDF teaching mirror
Chapters: 15
Historical check date: 2026-10-06
Historical scope: The introduction and selected text in section 7 were read. HML redundancy is limited to the paper’s sample; no full-text or equation-by-equation reading is claimed.
CH15_FF3_METHOD
French three-factor construction
Chapters: 15
Historical check date: 2026-10-06
Historical scope: Size/value construction and market/RF definitions checked. Snapshot identity separately verified; no stock-level portfolio replication.
CH15_HAC_API
statsmodels RegressionResults robust covariance API
Chapters: 15
Historical check date: 2026-10-06
Historical scope: HAC maxlags, Bartlett, use_correction and use_t read; software settings do not prove statistical assumptions.
CH16_ARIMA
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read official version 0.15 parameters within the unbundled record’s scope. No claim is made that financial series satisfy the assumptions.
CH16_FORECAST
statsmodels ARIMAResults.get_forecast
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read official version 0.15 parameters within the unbundled record’s scope. No claim is made that financial series satisfy the assumptions.
CH16_ACF
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read official version 0.15 parameters within the unbundled record’s scope. No claim is made that financial series satisfy the assumptions.
CH16_PACF
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read official version 0.15 parameters within the unbundled record’s scope. No claim is made that financial series satisfy the assumptions.
CH16_LB_API
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read official version 0.15 parameters within the unbundled record’s scope. No claim is made that financial series satisfy the assumptions.
CH16_ARMA_PROCESS
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read official version 0.15 parameters within the unbundled record’s scope. No claim is made that financial series satisfy the assumptions.
CH16_MIT_TS1
MIT OCW 18.S096 Lecture 8 Time Series Analysis 1
Chapters: 16
Historical check date: 2026-10-06
Historical scope: The author read pages 3–5, 10, 17–20 and 25 for coverage and definitions. OCR misalignment occurred; formulas were independently derived rather than transcribed.
CH16_LB1978
Ljung and Box 1978 On a measure of lack of fit in time series models
Chapters: 16
Historical check date: 2026-10-06
Historical scope: Author/title/journal/issue/pages/DOI metadata only. Full-text access failed; formulas use readable official implementation documents, without a full-text-read claim.
CH17_DF1979
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author extracted printed pages 427–431 on nonstandard unit-root distributions and deterministic terms. The root checked the internal log rather than rereading the whole source.
CH17_EG1987
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author visually read scan pages 251–255 and 260–269. The root checked chapter use without claiming full-text or OCR verification.
CH17_GRANGER1969
Granger (1969): Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author read sections 4–5, printed pages 428–432, on predictive information sets and direction; this is not structural intervention causality.
CH17_MACKINNON2010
MacKinnon (2010): Critical Values for Cointegration Tests
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author read printed pages 1–15 and the 2010 appendix on deterministic terms, variable counts and sample-specific distributions. Software was checked separately.
CH17_BH1995
Benjamini and Hochberg (1995): Controlling the False Discovery Rate
Chapters: 17
Historical check date: 2026-10-06
Historical scope: Publisher metadata/abstract only on independent-test FDR. Full text/proof details not read.
CH17_BY2001
Chapters: 17
Historical check date: 2026-10-06
Historical scope: Project Euclid page/abstract and PRDS scope only. Anti-bot blocking prevented full text; no assertion that this pair family satisfies PRDS.
CH17_SAID1984
Chapters: 17
Historical check date: 2026-10-06
Historical scope: Metadata/abstract only; full text unavailable. Advanced reading, not support for chapter derivations.
CH17_ADF
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author read the version 0.15 parameters, null hypotheses, test direction and return values. Core and boundary checks were run separately; documentation does not prove financial assumptions.
CH17_COINT
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author read the version 0.15 parameters, null hypotheses, test direction and return values. Core and boundary checks were run separately; documentation does not prove financial assumptions.
CH17_GRANGER_API
statsmodels grangercausalitytests
Chapters: 17
Historical check date: 2026-10-06
Historical scope: The author read the version 0.15 parameters, null hypotheses, test direction and return values. Core and boundary checks were run separately; documentation does not prove financial assumptions.
CH17_VAR
statsmodels Vector Autoregressions
Chapters: 17
Historical check date: 2026-10-06
Historical scope: VAR estimation and forecast API read; stationarity applicability requires separate judgment.
CH18_BOLLERSLEV1986
Bollerslev (1986), Generalized autoregressive conditional heteroskedasticity
Chapters: 18
Historical check date: 2026-10-06
Historical scope: The author read PDF pages 3–6, printed pages 309–312, sections 2–3, visually and textually, covering finite second moments and Gaussian fourth moments. The whole paper was not read. The root checked the logged scope.
CH18_ANDERSEN2003
Andersen, Bollerslev, Diebold and Labys (2003), Modeling and forecasting realized volatility
Chapters: 18
Historical check date: 2026-10-06
Historical scope: The author read the introduction and opening of section 2, physical pages 1–8, on RV/QV limits under process and sampling assumptions. These do not establish finite-grid equality with conditional variance. The root checked the log.
CH18_HANSEN_LUNDE2006
Hansen and Lunde (2006), Realized variance and market microstructure noise
Chapters: 18
Historical check date: 2026-10-06
Historical scope: The author read passages from the introduction, theory, empirical analysis and conclusion. Sampling-frequency conclusions apply to that DJIA and noise design; they are not a universal optimum. The root checked the logged scope.
CH18_PATTON2011
Patton (2011), Volatility forecast comparison using imperfect volatility proxies
Chapters: 18
Historical check date: 2026-10-06
Historical scope: The author read the propositions in section 2 and the conclusion. Robust QLIKE ranking requires conditional proxy unbiasedness and regularity, neither established for the textbook NoDur example. The root checked the log.
CH18_ENGLE1982
Chapters: 18
Historical check date: 2026-10-06
Historical scope: Author-official bibliography only; full text blocked. No full-text/theorem-proof reading claim; root checked the logged scope.
CH18_BOUGEROL_PICARD1992
Bougerol and Picard (1992), Stationarity of GARCH processes and of some nonnegative time series
Chapters: 18
Historical check date: 2026-10-06
Historical scope: Publisher abstract only; full text not obtained. The scalar recursion condition is not cited as a verified in-page theorem; root checked the log.
CH18_SCIPY_SLSQP
SciPy SLSQP constrained minimization documentation
Chapters: 18
Historical check date: 2026-10-06
Historical scope: Author read official stopping/constraint API details. Successful optimization does not prove global optimality; root checked the logged scope.
CH18_ARCH_FORECAST
arch forecasting documentation
Chapters: 18
Historical check date: 2026-10-06
Historical scope: Author read definitions and one/multistep variance alignment, without installing or calling the arch estimator. Root checked the log.
CH18_ARCH_EWMA
arch EWMAVariance documentation
Chapters: 18
Historical check date: 2026-10-06
Historical scope: Author read EWMA definition/alignment without installing or calling arch. Root checked the log.
CH19_KALMAN1960
Kalman (1960), A New Approach to Linear Filtering and Prediction Problems
Chapters: 19
Historical check date: 2026-10-06
Historical scope: The author extracted a 12-page transcription mirror, focusing on the abstract and introduction, Problem I equations 16–17, Theorem 3 and equations 21–32, and the appendix. The first 11 pages correspond to printed pages 35–45; OCR of the last page was limited. The original journal equations were not visually proofread one by one. Additive observation noise and Joseph form were independently derived from conditional Gaussian algebra rather than attributed to that paper. The root checked the author log.
CH19_STATSMODELS
statsmodels Time Series Analysis by State Space Methods
Chapters: 19
Historical check date: 2026-10-06
Historical scope: The author read the version 0.15.0 overview, names and dimensions, AR2, and the low-level Filter and Smoother objects. Extraction did not fully preserve MathJax or every API. Chapter h/F/R correspond to official Z/T/H; state noise corresponds to official RQRᵀ. The root checked the scope log.
CH20_MARKOWITZ1952
Markowitz (1952), Portfolio Selection
Chapters: 20
Historical check date: 2026-10-06
Historical scope: The author read the motivation on printed pages 77–80. An independently delegated reviewer read the E–V criterion and weighted variance. The textbook supplies its own n-asset closed-form derivation.
CH20_MOSEK_COOKBOOK
MOSEK Portfolio Optimization Cookbook — Markowitz portfolio optimization
Chapters: 20,21
Historical check date: 2026-10-06
Historical scope: The author and an independent reviewer read sections 2.1–2.3; section 2.4 was not run.
SHARPE1994
Sharpe (1994), The Sharpe Ratio
Chapters: 20,21
Historical check date: 2026-10-06
Historical scope: Author, independent reviewer and root delegate read definitions, differential returns and Time Dependence. Square-root annualization remains conditional.
CH21_LEDOITWOLF2004
Ledoit and Wolf (2004), A well-conditioned estimator for large-dimensional covariance matrices
Chapters: 21
Historical check date: 2026-10-06
Historical scope: The author read sections 2.1, 3 and 4.1 of the 2001 working draft, rather than every appendix line or the final journal article. The root checked the log and corrected finite-sample centering bias and conditional positive definiteness. A historical independent review separately read the stated working-draft and scan passages.
CH21_MRT2009
Chapters: 21
Historical check date: 2026-10-06
Historical scope: The author read sections 1–3.4 of the 2009 working draft, rather than the 2010 journal text word for word. The Newton implementation is independently derived; a historical independent review also read the stated passages.
CH21_HELITTERMAN1999
He and Litterman (1999), The Intuition Behind Black-Litterman Model Portfolios
Chapters: 21
Historical check date: 2026-10-06
Historical scope: The author read Appendix B, error assumptions and view calibration. The root opened the manuscript to check the excess-return convention and invertibility in the gain update. This was not a full reading of Black–Litterman (1992); a historical independent review also covered the stated scope.
CH21_KELLY1956
Kelly (1956), A New Interpretation of Information Rate
Chapters: 21
Historical check date: 2026-10-06
Historical scope: The author visually read printed pages 919–920. General odds and the quadratic proxy were derived in the chapter. The root corrected the omitted squared mean and the bankruptcy boundary for Gaussian simple returns. A historical independent review separately read those passages.
CH21_DGU2009
Chapters: 21
Historical check date: 2026-10-06
Historical scope: The June 2006 conference draft was read. The root checked section 3, printed pages 10–12, equations 10–13, on rolling OOS and drift turnover. The 2009 final journal article was not read; Project 3 numbers are not a paper replication.
LESNIEWSKI2019
Lesniewski, Optimization Techniques in Finance — Convex optimization II
Chapters: 21
Historical check date: 2026-10-06
Historical scope: Author used Tavily Extract on the Maximizing the Sharpe ratio excerpt, not a full page-by-page read.
CH22_HLZ2014
Harvey, Liu and Zhu, ... and the Cross-Section of Expected Returns, NBER Working Paper 20592 (2014)
Chapters: 22
Historical check date: 2026-10-06
Historical scope: Author log records selected abstract, introduction, FWER/FDR, Bonferroni/Holm material and conclusion passage. RFS 2016 final version, later revisions/comments, §5 onward, tables and appendix were not read. This draft transcribes the log only.
Record access: Internal reading records are not bundled with this reader.
CH22_GELMANLOKEN2013
Gelman and Loken, The garden of forking paths, unpublished draft (2013)
Chapters: 22
Historical check date: 2026-10-06
Historical scope: Author log records abstract, §1.1, opening of §1.2, and two paragraphs in §4.3. The American Scientist abridged version and remaining case-analysis sections were not read.
Record access: Internal reading records are not bundled with this reader.
CH23_JT1993
Jegadeesh and Titman, Returns to Buying Winners and Selling Losers (1993), course-hosted JSTOR copy
Chapters: 22,23,25
Historical check date: 2026-10-06
Historical scope: Local chapter logs record only selected material: Ch22 printed pp.68-69 on Bonferroni; Ch23 formation/holding construction and cited passages; Ch25 §I and opening §II on J/K strategies and overlapping holdings. Remaining sections, tables and appendices were not read. Course-hosted copy; book results are not a replication of the paper's US stock sample.
Record access: Internal reading records are not bundled with this reader.
CH23_PETERSEN2005
Chapters: 23
Historical check date: 2026-10-06
Historical scope: Author log records abstract/introduction and opening of Section II, printed pp.11-12, equations (8)-(9). RFS 2009 final, simulation tables, cluster derivation and application were not read. Formula text extraction was imperfect; chapter also uses its own derivation.
Record access: Internal reading records are not bundled with this reader.
CH24_FF_FACTORS_PAGE
Description of Fama/French Factors
Chapters: 24
Historical check date: 2026-10-06
Historical scope: Author log records the Construction and Stocks passages. Detailed portfolio breakpoint page was not obtained. Frozen aggregate returns are revised history, not individual-stock PIT vintages.
Record access: Internal reading records are not bundled with this reader.
CH24_AMP2013
Asness, Moskowitz and Pedersen, Value and Momentum Everywhere (2013), author-hosted copy
Chapters: 24,25
Historical check date: 2026-10-06
Historical scope: Chapter logs record selected value and momentum measurement passages and a futures-return construction section. Regressions, tables and remaining sections were not read. Use global AQR_VM key where appropriate; this local copy records the specific text actually read.
Record access: Internal reading records are not bundled with this reader.
CH24_SEC_FSDS
SEC Financial Statement Data Sets page
Chapters: 24
Historical check date: 2026-10-06
Historical scope: Author log records the page scope and dataset coverage. The chapter did not download SEC data or read complete EDGAR filings or taxonomy. Page copy was not preserved locally; current-page content is not independently confirmed by this draft.
Record access: Internal reading records are not bundled with this reader.
CH24_SEC_FSDS_README
SEC Financial Statement Data Sets readme
Chapters: 24
Historical check date: 2026-10-06
Historical scope: Author log records the sub-table fields period, fye, fp, filed, accepted and prevrpt, plus as-filed and data-quality caveats. No underlying filing or taxonomy review is claimed.
Record access: Internal reading records are not bundled with this reader.
CH24_SEC_EDGAR_ACCESS
Chapters: 24
Historical check date: 2026-10-06
Historical scope: Author log records fair-access guidance and the then-current request-rate/User-Agent instructions. The page copy was not preserved locally; this draft does not refresh current terms.
Record access: Internal reading records are not bundled with this reader.
CH24_SEC_PRIVACY
SEC Privacy and Website Policies
Chapters: 24
Historical check date: 2026-10-06
Historical scope: Author log records the public-information/copying statement. The page copy was not preserved locally; this draft does not refresh current policy text.
Record access: Internal reading records are not bundled with this reader.
CH25_MOP2012
Moskowitz, Ooi and Pedersen, Time Series Momentum (2012)
Chapters: 25
Historical check date: 2026-10-06
Historical scope: Author log records abstract, ex ante volatility estimate and selected Section 4 material including equation (5). Remaining robustness tables and trader-behavior analysis were not read. Course volatility estimate is a teaching substitute, not the paper estimator.
Record access: Internal reading records are not bundled with this reader.
CH25_DM2014
Daniel and Moskowitz, Momentum Crashes, NBER Working Paper 20439 (2014)
Chapters: 25
Historical check date: 2026-10-06
Historical scope: Author log records abstract, selected printed p.8 passage and Table 3 note. JFE 2016 final version, theory, dynamic strategy, international and other-asset results were not read. Course industry results are not a replication of the paper's winner-minus-loser stock portfolio.
Record access: Internal reading records are not bundled with this reader.
CH25_FRENCH_MOM_PAGE
Detail for Monthly Momentum Factor (Mom)
Chapters: 25
Historical check date: 2026-10-06
Historical scope: Author log records Construction and Stocks passages. The chapter did not download the Mom factor data.
Record access: Internal reading records are not bundled with this reader.
CH26_NOVYMARX2012
Novy-Marx, The Other Side of Value: The Gross Profitability Premium, author manuscript (June 2012)
Chapters: 26
Historical check date: 2026-10-06
Historical scope: Author log records abstract, introduction, data description, footnote 2, DuPont discussion and selected accrual discussion. JFE 2013 version, regression tables and appendix were not read; constructed panel results are not paper evidence.
Record access: Internal reading records are not bundled with this reader.
CH27_KMPV2013
Koijen, Moskowitz, Pedersen and Vrugt, Carry, NBER Working Paper 19325 (2013)
Chapters: 27
Historical check date: 2026-10-06
Historical scope: Author log records selected equations/passages for futures, FX, commodity, bond carry and portfolio carry. Journal version, empirical sections, tables and appendices were not read; no paper empirical result is used.
Record access: Internal reading records are not bundled with this reader.
AT2002-v5
Acerbi and Tasche, On the Coherence of Expected Shortfall, arXiv version 5 (2002)
Chapters: 33
Historical check date: 2026-10-07
Historical scope: The author log covers printed pages 5–9, Definition 2.6, Proposition 3.2 and equation 3.3, Proposition 4.1 and nearby discussion only, rather than the whole paper or final journal version. Chapter formulas use loss-positive signs. A historical Codex root delegate reread the logged local scope, not the full source.
Record access: Internal reading records are not bundled with this reader.
KUPIEC1995-FEDS95-24
Kupiec, Techniques for Verifying the Accuracy of Risk Measurement Models, FEDS 95-24
Chapters: 33
Historical check date: 2026-10-07
Historical scope: The author log covers printed pages 6–8, 18–19 and 23–24 of a preliminary FEDS paper, not a journal article; the cover and interior dates differ. Asymptotic nonrejection is not proof of accuracy. A historical root delegate reread the local scope, not the full source.
Record access: Internal reading records are not bundled with this reader.
SCIPY-T
SciPy 1.18.0 scipy.stats.t documentation
Chapters: 33
Historical check date: 2026-10-07
Historical scope: The author log covers the distribution API, df, standardized density, loc/scale and selected methods. This supports API semantics rather than the ES derivation; Student-t scale differs from standard deviation. A historical root delegate reread the stated local scope.
Record access: Internal reading records are not bundled with this reader.
MSTR_SEC_LIMIT_ORDERS
U.S. SEC Investor.gov: Limit Orders
Chapters: 34
Historical check date: 2026-10-09
Historical scope: Limit-buy and limit-sell price boundaries and the explanation that fills are not guaranteed were read. No reliable publication date was shown; accessed 2026-10-09. This supports basic order properties, not venue rules or broker terms.
MSTR_NYSE_EQUITIES
Chapters: 34
Historical check date: 2026-10-09
Historical scope: The overview of NYSE group equity venues and market models was read; accessed 2026-10-09. It supports differences among venues, not every priority rule.
MSTR_NASDAQ_EQ4_4757
Nasdaq Equity 4 Rulebook, Rule 4757
Chapters: 34
Historical check date: 2026-10-09
Historical scope: Rule 4757 on price, display and time priority for specified order classes was read; accessed 2026-10-09. Market, security, version and effective date require trade-specific confirmation.
MSTR_NASDAQ_ITCH_50
Nasdaq TotalView-ITCH 5.0 Technical Specification
Chapters: 34
Historical check date: 2026-10-09
Historical scope: Selected contents and revision passages on add, execute, cancel and delete messages were extracted. No actual feed was obtained or parsed, and field semantics were not checked completely; accessed 2026-10-09.
MSTR_GLOSTEN_MILGROM_1985
Chapters: 34
Historical check date: 2026-10-09
Historical scope: Publisher metadata and the abstract were checked for title, authors, journal, issue, pages and DOI. Full text was neither obtained nor read; only the abstract-level heterogeneous-information mechanism is used.
MSTR_SEC_EXECUTING_ORDER
U.S. SEC Investor.gov: Executing an Order
Chapters: 34
Historical check date: 2026-10-09
Historical scope: The routing overview covering exchanges, other venues, market makers and ECNs was extracted; accessed 2026-10-09. It is not evidence of a particular order route or best execution.
ALMGREN_CHRISS_2000
Optimal execution of portfolio transactions
Chapters: 35–36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: Tavily Extract was used on publisher metadata, DOI and abstract. An accessible paper copy was checked for the linear-impact and risk-model sections. Citation is limited to assumptions and the teaching derivation, not market-calibrated coefficients.
BUSSETI_BOYD_VWAP
Volume Weighted Average Price Optimal Execution
Chapters: 36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: Tavily Extract was used on the author page and paper. Static pre-open scheduling was distinguished from intraday information dynamics and uncertain total market volume. Original cost and NYSE evidence is not this batch’s constructed result.
SEC_IS_2003
Request for Comments on Measures To Improve Disclosure of Mutual Fund Transaction Costs
Chapters: 35–36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: Tavily Extract was used on official consultation material about implementation difference, paper portfolios, unfilled opportunity cost and the absence of one universal convention. This is not current legal advice or a mandatory computation standard.
CESARI_MARZO_ZAGAGLIA_2012
Chapters: 35–36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: Tavily Search and Extract were used on arXiv text and metadata for terminology and background. This working paper alone does not establish a universal industry implementation.
HUBERMAN_STANZL_2004
Price Manipulation and Quasi-Arbitrage
Chapters: 35–36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: Tavily Search plus Wiley publisher page and Columbia author-hosted PDF. Checked title/metadata, abstract, introduction, time-independent price-update discussion, and conclusion; not a full-page review. Used only for the theorem scope and its distinction between permanent update and temporary impact.
Record access: Internal reading records are not bundled with this reader.
PEROLD_1988
The Implementation Shortfall: Paper vs. Reality
Chapters: 35–36
Historical check date: 2026-10-09
Historical scope: 2026-10-09: HBS author and JPM records were checked for title, authors, Journal of Portfolio Management 14(3), pages 4–9, Spring 1988. Metadata only; full text was not read. Perold is not called the concept’s inventor: SEC (2003) points to Treynor (1981).
Record access: Internal reading records are not bundled with this reader.
CH37_GKX2020
Empirical Asset Pricing via Machine Learning (Gu, Kelly, Xiu 2020, RFS 33(5) 2223-2273)
Chapters: 37,39
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The author read section 1.8, equation 19, page 2249, on zero-baseline OOS R²; Table 1, page 2250 (OLS −3.46%, OLS-3 0.16%, ENet+H 0.11%); section 2.2 (NN3 0.40%); and the introduction (long/short Sharpe 1.35/2.45). These are monthly US stocks before costs, not comparable to these constructions.
Record access: Internal reading records are not bundled with this reader.
CH37_CT2008
Chapters: 37
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The author read working-paper equation 1, page 5: the OOS R² baseline is the historical mean through t−1. Journal pagination was not checked.
Record access: Internal reading records are not bundled with this reader.
CH37_AHM2019
Chapters: 37
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The AMC scouting report recorded a full-text reading including the introduction and costs; the author did not reread it. Further reading only; no specific conclusion is imported into the chapter.
Record access: Internal reading records are not bundled with this reader.
CH38_CT2010
Chapters: 38
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The AMC scout read the abstract and sections 5 and 9; the author did not reread them. This supports separating tuning from evaluation.
Record access: Internal reading records are not bundled with this reader.
CH38_PRADO2018
Advances in Financial Machine Learning (López de Prado 2018, Wiley), Chapter 7
Chapters: 38
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout read publisher contents only, Chapter 7 and sections 7.1–7.5. No body text was read; further reading only.
Record access: Internal reading records are not bundled with this reader.
SK_PIPE_DOC
scikit-learn: Pipelines and composite estimators (1.9.1)
Chapters: 38
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout read section 6.1.1 and the Pipeline docstring. A separate historical test_ml_pipeline.py check verified train-only scaling behavior.
Record access: Internal reading records are not bundled with this reader.
SK_GRID_DOC
scikit-learn: Tuning the hyper-parameters of an estimator (1.9.1)
Chapters: 38
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout read section 3.2. This course pipeline does not use GridSearchCV.
Record access: Internal reading records are not bundled with this reader.
SK_CALIBRATION
scikit-learn: Probability calibration (1.9.1)
Chapters: 38
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout read sections 1.16–1.16.2, which support classification reliability diagrams only. Regression calibration slope is the course’s definition.
Record access: Internal reading records are not bundled with this reader.
ESL_2ND_ED
The Elements of Statistical Learning, 2nd ed. (Hastie, Tibshirani, Friedman 2009), §3.4
Chapters: 39
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout read section 3.4, equations 3.41, 3.44 and 3.47, Table 3.4 and Figure 3.11. The author did not reread because the download required browser interaction. Chapter 39 derivations are self-contained and code-checked.
Record access: Internal reading records are not bundled with this reader.
CH39_FHT2010
Chapters: 39
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout read the abstract and sections 1–2; the author did not reread. This supports definitions of regularization paths and warm starts.
Record access: Internal reading records are not bundled with this reader.
CH40_BREIMAN2001
Random Forests (Breiman 2001, Machine Learning 45, 5-32)
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The AMC scout (R) read Theorems 1.2, 2.3 and 11.2; the author did not reread. Used only for further reading and strength/correlation language.
Record access: Internal reading records are not bundled with this reader.
CH40_FRIEDMAN2001
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout (R) read section 3, Algorithm 1 and section 5 on shrinkage; the author did not reread. The chapter derivation is independent.
Record access: Internal reading records are not bundled with this reader.
CH40_STROBL2007
Bias in random forest variable importance measures (Strobl et al. 2007, BMC Bioinformatics 8:25)
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout report (R); the author did not read the full text.
Record access: Internal reading records are not bundled with this reader.
CH40_STROBL2008
Conditional variable importance for random forests (Strobl et al. 2008, BMC Bioinformatics 9:307)
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout report (R); the author did not read the full text. Only the proposed conditional-importance response to extrapolation with correlated features is cited.
Record access: Internal reading records are not bundled with this reader.
CH40_LL2017
A Unified Approach to Interpreting Model Predictions (Lundberg & Lee 2017, NeurIPS)
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout report (R) on Shapley properties. The chapter derivation is independent.
Record access: Internal reading records are not bundled with this reader.
CH40_LUNDBERG2020
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout report (R); shap was not installed and TreeSHAP was not run.
Record access: Internal reading records are not bundled with this reader.
CH40_AJL2021
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout report (R) on conditional versus interventional Shapley choices.
Record access: Internal reading records are not bundled with this reader.
SK_TREE_SRC
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The author read local .venv sources: HGB early_stopping=auto and train_test_split in gradient_boosting.py lines 533–581, compute_node_value, shrinkage, the MDI warning, and the RF max_features default of 1.0.
Record access: Internal reading records are not bundled with this reader.
SK_PERMIMP_DOC
scikit-learn: Permutation feature importance (1.9.1)
Chapters: 40
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout (R) read section 5.2; the author checked the local MDI docstring warning.
Record access: Internal reading records are not bundled with this reader.
CH41_JC2016
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout (R) read section 2(c); the author did not reread.
Record access: Internal reading records are not bundled with this reader.
CH41_LCBP1999
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The author checked arXiv v1 equation 3 bounds, Q=T/N≥1, and S&P 500 N=406/T=1309. The discrepancy between 25× in the text and 30× in the caption for the largest eigenvalue was retained.
Record access: Internal reading records are not bundled with this reader.
CH41_HAMILTON1989
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The scout (R) read sections 3–4; the author did not read the full text. The filtering recursion was independently derived and tested.
Record access: Internal reading records are not bundled with this reader.
CH41_AT2012
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout (R), further reading only.
Record access: Internal reading records are not bundled with this reader.
CH41_CK1986
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Abstract-level scout, further reading only.
Record access: Internal reading records are not bundled with this reader.
CH41_VL2010
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: Scout report (R); the author did not read the full text.
Record access: Internal reading records are not bundled with this reader.
SK_KMEANS_DOC
scikit-learn 1.9.1: KMeans and adjusted_rand_score
Chapters: 41
Historical check date: 2026-10-10
Historical scope: 2026-10-10: The author checked local docstrings; also scout report (R).
Record access: Internal reading records are not bundled with this reader.
CH42_DLBOOK
Goodfellow, Bengio & Courville: Deep Learning (2016)
Chapters: 42
Historical check date: 2026-10-11
Historical scope: The root read selected sections of Chapters 6, 8, 9 and 10 in the source ledger, rather than the whole book.
Record access: Internal reading records are not bundled with this reader.
CH42_GERS2000
Gers, Schmidhuber & Cummins: Learning to Forget: Continual Prediction with LSTM (2000)
Chapters: 42
Historical check date: 2026-10-11
Historical scope: Title, authors and abstract were visually checked. Type 3 extraction was garbled and no full reading of equation text was recorded.
Record access: Internal reading records are not bundled with this reader.
CH42_PYTORCH_LSTM
Chapters: 42
Historical check date: 2026-10-11
Historical scope: Six modern gate/state formulas checked; PyTorch neither installed nor run.
Record access: Internal reading records are not bundled with this reader.
CH42_VASWANI2017
Vaswani et al.: Attention Is All You Need (2017, arXiv v7)
Chapters: 42
Historical check date: 2026-10-11
Historical scope: The root checked equation 1, the decoder mask and positional encoding. This does not establish absence of leakage across an entire research pipeline.
Record access: Internal reading records are not bundled with this reader.
BDA3
Gelman et al.: Bayesian Data Analysis, 3rd edition (2013; corrected PDF 2025-02-20)
Chapters: 43
Historical check date: 2026-10-11
Historical scope: The root read printed pages 34–35, 39–42 and 115–116 only; the example uses known hyperparameters.
Record access: Internal reading records are not bundled with this reader.
STAN_UG
Stan User’s Guide 2.40: hierarchical regression and posterior prediction
Chapters: 43
Historical check date: 2026-10-11
Historical scope: Root checked the current title and posterior-predictive integral; Stan was not run.
Record access: Internal reading records are not bundled with this reader.
HERNAN_ROBINS_2020
Hernán & Robins: Causal Inference: What If (2020; author update 2026-08-19)
Chapters: 43
Historical check date: 2026-10-11
Historical scope: The root read selected passages on standardization, identification, positivity, consistency, colliders and the backdoor criterion, rather than the full text.
Record access: Internal reading records are not bundled with this reader.
CH43_SK_TEXT
scikit-learn: Text feature extraction
Chapters: 43
Historical check date: 2026-10-11
Historical scope: Scout and local comparison of smoothed IDF and L2; the course tokenizer differs from defaults.
Record access: Internal reading records are not bundled with this reader.
LLM_LOOKAHEAD_GLASSERMAN_LIN
Chapters: 43
Historical check date: 2026-10-11
Historical scope: The root checked abstract and metadata only, without full-text reading or experiment replication.
Record access: Internal reading records are not bundled with this reader.
OPENAI_HALLUCINATION_2025
OpenAI: Why language models hallucinate (2025-09-05)
Chapters: 43
Historical check date: 2026-10-11
Historical scope: Root read official research explanation; the prompt-hash ledger is a chapter design and no model was called.
Record access: Internal reading records are not bundled with this reader.
SEC_EDGAR_API
U.S. SEC: EDGAR Application Programming Interfaces (APIs), 2024-06-06; updated2025-04-08
Chapters: 43
Historical check date: 2026-10-11
Historical scope: 2026-10-11: The root read generic submissions/XBRL interfaces, processing delays and access-policy links. No individual filing or call text, rights, time zone or actual availability was verified; this is not real-text PIT evidence.
Record access: Internal reading records are not bundled with this reader.
CH44_BS1973
Black & Scholes (1973), The Pricing of Options and Corporate Liabilities
Chapters: 44
Historical check date: 2026-10-12
Historical scope: University-hosted original scan, selected assumptions and replication passages only. Exact scope is in internal records that are not bundled.
CH44_MERTON1973
Merton (1973), Theory of Rational Option Pricing
Chapters: 44
Historical check date: 2026-10-12
Historical scope: University-hosted original, section 7, printed pages 170–171, equations 42–44 and footnote 62. HTTP access limits and reading scope are in unbundled internal records.
CH44_MIT_ITO
MIT6.265/15.070J Fall2013 Lecture14–17,19
Chapters: 44
Historical check date: 2026-10-12
Historical scope: Official public university notes. Exact read scope and general-proof limits are in unbundled records.
CH44_CMU_RNM
CMU2016-17 Risk Neutral Measures Chapter4
Chapters: 44
Historical check date: 2026-10-12
Historical scope: Public university notes, Theorem 1.6 and Remark 1.9 for notation and Novikov. Exact scope is in unbundled records.
CH44_HIGHAM2001
Chapters: 44
Historical check date: 2026-10-12
Historical scope: University-hosted original, sections 3–5 read. The original L1 strong-error experiment differs from this chapter’s L2 RMSE. Internal records are not bundled.
CH44_NUMPY_NORMAL
Chapters: 44
Historical check date: 2026-10-12
Historical scope: Official loc/scale/size documentation; local version 2.5.3. This is not used as financial-theory evidence; the internal record is not bundled.
CH44_SCIPY_NORM
SciPy norm stable documentation (linked v1.18.0 source)
Chapters: 44
Historical check date: 2026-10-12
Historical scope: Official CDF/PDF API; local version 1.18.1. This is not evidence for BS theory or MC coverage; the internal record is not bundled.
CH45_PYPA_PACKAGING
Python Packaging Authority. Packaging Python Projects.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PY_LOGGING
Python Software Foundation. Logging HOWTO (Python 3 Documentation).
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PARQUET_OVERVIEW
Apache Software Foundation. Apache Parquet Documentation: Overview.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_DOCKERFILE
Docker Inc. Dockerfile reference and concepts.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_DUCKDB_PARQUET
DuckDB Foundation. DuckDB Parquet Overview and Partial Reading.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PY314_SQLITE
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PY314_OS_REPLACE
Python Software Foundation. os.replace (Python 3.14 Documentation).
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_12FACTOR_CONFIG
Adam Wiggins. The Twelve-Factor App: III. Config.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PYTEST_DOCS
Holger Krekel et al. pytest: Simple powerful testing with Python.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_SQLITE_TRANSACTIONS
D. Richard Hipp et al. SQLite Language: Transaction Control.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_AIRFLOW_DAGRUN
Apache Software Foundation. Apache Airflow: DAG Runs.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PROMETHEUS_METRICS
Prometheus Authors. Prometheus Metric Types.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_MLFLOW_TRACKING
MLflow Documentation. Tracking APIs.
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_SEC_KNIGHT_CAPITAL
Chapters: 45
Historical check date: 2026-10-12
Historical scope: The root read bounded passages only. Scope and failures are in unbundled internal records, rather than a complete-page or runtime verification.
CH45_PYPA_SRC_LAYOUT
Discussions: src-layout vs flat-layout
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: Bounded PyPA src-layout discussion: separate project files from importable source packages and make test paths explicit. Inherit accepted chapter reading; the metadata integration did not reread the page or run packaging tools.
CH45_PY314_LOGGING_COOKBOOK
Logging Cookbook (Python 3.14 Documentation)
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: Bounded “Logging to a single file from multiple processes” discussion: a normal FileHandler does not serialize a multi-process shared file. The teaching case is single-process with separate run logs, not a distributed logging platform. No page reread or tool execution in the metadata integration.
CH45_DOCKER_SECRETS
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: Build secrets opening and Secret mounts only. ARG/ENV can enter images and should not carry build secrets; temporary mounts have separate lifetimes. The chapter configured no secret and distinguishes build/runtime credentials. No Docker execution or webpage reread in the integration.
CH45_PY314_SCHED
sched — Event scheduler (Python 3.14 Documentation)
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: Python sched description only: an in-process scheduler runs its queue when run is called. It supplies no system service, persistent jobs, trading calendar, retries or idempotency. No jobs registered, no tool run or page reread in the integration.
CH45_PY314_URLLIB
urllib.request — Extensible library for opening URLs (Python 3.14 Documentation)
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: urllib.request overview only: HTTP is external I/O; a working URL/response is not a data contract, license or historical PIT. The trading example sends no API requests. Metadata integration did not reread or execute tools.
CH45_GOOGLE_ML_RULES
Rules of Machine Learning: Best Practices for ML Engineering
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: Monitoring Rules 8/9 and Training-Serving Skew Rules 29/31/32/37: freshness, inference-feature logging, shared transformations and table-version checks. General ML practice, not financial-alpha evidence or automatic-retraining authorization. No new page reading during integration.
CH45_R2_KS
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: ks_2samp statistic and Notes only: maximum two-sided ECDF difference and independent continuous-sample assumptions. Hand-calculate D; do not report classical p-values for four discrete or autocorrelated rows. Web version 1.18.0 does not verify the installed version; no SciPy run or page reread during integration.
CH45_R2_PSI
risk.validation.populationStabilityIndex
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: MathWorks More About formula and Frequency input only, page version R2026b. MATLAB was not run; empirical thresholds are not universal. No new page reading during metadata integration.
CH45_R2_PH
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: River PageHinkley definition, parameters and update only; River was not run. Fixed-baseline one-sided teaching rules differ from running-mean, forgetting and two-sided updates. Page (1954) was not personally read. No page reread during metadata integration.
CH45_R2_SRC
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: Bounded layout/install relationship, package discovery and explicit source-CLI paths. No wheel build or new installation; integration aligned keys and metadata without tool runs or webpage rereading.
CH45_R2_PEP517
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: PEP 517 Abstract, Source trees and backend hooks only. Directory conventions are not a PEP-mandated layout. No page reread or package build during integration.
CH45_R2_PEP518
Chapters: 45
Historical check date: 2026-10-12
Historical scope: Inherit the accepted chapter’s bounded root-reading scope. The recorded integration only aligned keys/metadata; it did not reread the webpage or run the tool.
Additional scope: PEP 518 Abstract and build-system declaration only. No package build, installation or webpage reread during integration.
PSR
The Sharpe Ratio Efficient Frontier — no independently verified public URL
Authors: David H. Bailey and Marcos López de Prado
Year: 2012
Chapters: 32
Historical check date: None
Historical scope: Inherit bounded historical reading of a local July 2012 author manuscript. That integration did not reread its PDF or independently establish a public URL. No DOI or URL is invented and the full text is not distributed.
Additional scope: Local July 2012 author manuscript; historical scope sections 2.4–4. Later checks were bounded to its version label, equation 11 and observation-frequency note. No page-by-page reread or independent comparison with the final journal version; no verified public URL and no full-text distribution.
Metadata limit: Journal volume, issue and pages retain the current Chapter 32 citation; the journal-version metadata have not been independently matched.
KENNETH_FRENCH
Detail for 10 Industry Portfolios
Chapters: 32
Historical check date: 2026-10-05
Historical scope: The original root mapped the Chapter 32 ten-industry source note to an existing FRENCH_10 alias. Inherit its reading scope without a new download or inferred data rights.
Additional scope: Inherit FRENCH_10 scope: construction page read, ZIP downloaded, Keka validation and extraction, and the 1,202-month value-weighted block parsed and hashed. This alias maps Chapter 32 only; no new download or inference of redistribution rights.