Interpretable Hypothesis-Driven Trading: A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals

By Gagan Deep, Akash Deep, William Lamptey

Published 2025-12-16

Everscope rating

1669.9

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Walk-Forward Validation Framework with Hypothesis-Driven Signal Generation and Reinforcement Learning. Problem types: Algorithmic Execution, Portfolio Optimization, Risk Management, Reinforcement Learning, Classification (signal generation), Time Series Forecasting (implicit in walk-forward structure).

arXiv:2512.12924 · Code · Paper rankings

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