Engineering foundations

The machinery underneath the research: execution realism, borrow and financing replay, corporate-action lifecycle, and the quality contracts that gate what gets published.

• Corporate-action and delisting lifecycle replayAlphaForge now replays point-in-time splits, cash dividends, and metadata-confirmed delistings inside the event-driven backtester.
• Dated-futures execution foundationAlphaForge can now represent a dated futures contract as a first-class FUTURE instrument and make deterministic lifecycle decisions without using…
• Engineering quality boundaryThis page reports the current static-quality boundary honestly. It is engineering evidence, not investment-performance evidence, and generating it evaluates…
• Execution realism and model boundaryThis page describes what AlphaForge actually models as of 2026-08-18. It is an engineering capability statement, not evidence of investment performance.
• Point-in-time cash and collateral financing replayAlphaForge can now accrue explicit cash-credit, margin-debit, and short-collateral rates inside the event-driven backtester.
• Point-in-time crowding and stressed capacityAlphaForge now has a coverage-aware crowding gate in the shared pre-trade path.
• Point-in-time market-status and outage replayAlphaForge can now replay explicit venue and instrument market-status intervals inside the event-driven backtester.
• Point-in-time options execution foundationAlphaForge now has tested domain primitives for option terms, quote snapshots, displayed-size package execution, fee assessment, internal scenario margin,…
• Point-in-time securities-borrow foundationAlphaForge now has tested primitives for security-level borrow availability, locates, fees, recalls, and forced-buy-in deadlines, plus optional event-driven…
• Spin-off dislocation — initial Form 10 document-schema protocolFrom the sealed 204 initial 10-12B registrations in 2016–2025, sort each year by SHA-256 of CIK|accession and retain the first ten, or all rows when a year…
• Spin-off dislocation — SEC Form 10 lineage protocolCan the complete 2016–2025 exchange-registration candidate universe be reconstructed from official quarterly EDGAR full indexes without starting from a…
• Treasury auction concession — published-identity timing auditThe official event manifest passed its metadata gates, but the primary paper's tradable identity starts ten trading days before a 2-year note auction.