33 lines
4.6 KiB
JSON
33 lines
4.6 KiB
JSON
|
{
|
||
|
|
"schema_version": 1,
|
||
|
|
"artifact": "HYPERSCALPER_CANDIDATE_TAXONOMY_V1",
|
||
|
|
"purpose": "Static, non-executable candidate taxonomy for feature-gap triage. Entries are hypotheses, not strategies or approvals.",
|
||
|
|
"evidence_labels": ["source_mapped", "historical_usage", "lineage_bias", "qualification_failure", "external_candidate", "requires_oracle", "requires_deq"],
|
||
|
|
"candidate_registry": [
|
||
|
|
{"candidate_id": "spot_perp_basis", "market": "crypto", "venue_scope": "spot_perpetual", "family": "cross_market_basis", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "perp_funding_pressure", "market": "crypto", "venue_scope": "perpetual", "family": "derivatives_positioning", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "options_implied_realized_vol", "market": "crypto", "venue_scope": "options_spot", "family": "cross_market_volatility", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "exchange_orderbook_imbalance", "market": "crypto", "venue_scope": "single_exchange", "family": "microstructure", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "cross_exchange_dislocation", "market": "crypto", "venue_scope": "multi_exchange", "family": "cross_venue_execution", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "stablecoin_flow_stress", "market": "crypto", "venue_scope": "onchain_cex", "family": "liquidity_flow", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "equity_index_futures_cash_basis", "market": "equity", "venue_scope": "cash_futures", "family": "cross_market_basis", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "etf_constituent_dispersion", "market": "equity", "venue_scope": "etf_cash", "family": "cross_asset_dispersion", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "adr_local_listing_spread", "market": "equity", "venue_scope": "cross_listing", "family": "cross_venue_basis", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "index_option_skew", "market": "equity", "venue_scope": "options_cash", "family": "implied_distribution", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "treasury_curve_slope", "market": "rates", "venue_scope": "cash_futures", "family": "curve_relative_value", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "swap_spread", "market": "rates", "venue_scope": "otc_futures", "family": "cross_market_basis", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "fx_spot_forward_carry", "market": "fx", "venue_scope": "spot_forwards", "family": "carry_basis", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "fx_cross_pair_relative_strength", "market": "fx", "venue_scope": "cross_pair", "family": "cross_asset_momentum", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "commodity_calendar_spread", "market": "commodity", "venue_scope": "futures_curve", "family": "term_structure", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "commodity_crack_or_crush_spread", "market": "commodity", "venue_scope": "intercommodity", "family": "processing_margin", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "volatility_term_structure", "market": "volatility", "venue_scope": "spot_futures_options", "family": "term_structure", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]},
|
||
|
|
{"candidate_id": "cross_asset_risk_regime", "market": "multi_asset", "venue_scope": "equity_rates_fx_commodity_crypto", "family": "regime", "evidence": ["external_candidate", "requires_oracle", "requires_deq"]}
|
||
|
|
],
|
||
|
|
"expansion_waves": [
|
||
|
|
{"wave": 0, "name": "evidence_reconciliation", "admission_evidence": ["source_mapped", "historical_usage", "lineage_bias"], "not_a_strategy": true},
|
||
|
|
{"wave": 1, "name": "oracle_redundancy_gaps", "admission_evidence": ["requires_oracle", "qualification_failure"], "not_a_strategy": true},
|
||
|
|
{"wave": 2, "name": "cross_market_data_contracts", "admission_evidence": ["external_candidate", "requires_oracle"], "not_a_strategy": true},
|
||
|
|
{"wave": 3, "name": "decision_equivalence_gate", "admission_evidence": ["requires_deq"], "not_a_strategy": true}
|
||
|
|
]
|
||
|
|
}
|