01 / IMPLEMENTATION & CONTRIBUTION
What the work involves
Donald adapted the upstream DeePM codebase for A-share research. Related local DoubleAdapt/StockMixer and imitation-learning implementations explore causal adaptation, feasible teachers, and reliability-based abstention.
Technical depth
Causal support/query adaptation, monthly retraining, market-specific execution constraints, utility labels, feasible teachers, DAgger scaffolding, conformal lower bounds, reliability abstention and walk-forward tests.
The project family
A_Share/doubleadapt_stockmixerA_Share/deepmA_Share/FSD02 / RESULTS
What came out of it
Modular pipelines support walk-forward portfolio experiments. The documented DeePM study rejected the tested long-only selection thesis and separated market exposure from active selection value.
03 / SUPPORTING EVIDENCE
Follow the source
Implementation notes, project records, and supporting artifacts.
Source context & project scope
Original models and publications remain upstream. The negative DeePM report has universe/survivorship caveats and should be presented as its dated experiment, not a universal impossibility result. No headline financial metrics are promoted.
Monthly DoubleAdapt protocol, causal labels, simulator and promotion layers.
SOURCE · 2026-09-17Typed PIT contracts, executable simulator, feasible teacher and reliability-gated imitation-learning scaffold.
SOURCE · 2026-09-17Concrete simulation module, alongside teacher, DAgger, training and reliability modules.
SOURCE · 2026-09-17Dated adverse result for a tested long-only selection variant.
SOURCE · 2026-09-1752877f5 attributes the A-share cost-aware and neutralized experiments to donald7.
SOURCE · 2026-09-17