notebook 04

notebooks/03_factor_construction_and_composite_signal.ipynb

@@ -33,7 +33,7 @@
     "\n",
     "## Outputs\n",
     "\n",
-    "- `composite_signal.csv` — the **momentum-only** sector-neutralized signal (this is what will backtest trades)\n",
+    "- `momentum_signal.csv` — the **momentum-only** sector-neutralized signal (this is what will backtest trades)\n",
     "- `composite_4factor.csv` — the 4-factor equal weight composite (kept for comparison)\n",
     "- Per-factor neutralized exposures\n",
     "\n",
@@ -87,7 +87,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 3,
+   "execution_count": 2,
    "id": "0090dab7",
    "metadata": {},
    "outputs": [
@@ -134,7 +134,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 4,
+   "execution_count": 3,
    "id": "83a54dbc",
    "metadata": {},
    "outputs": [
@@ -205,7 +205,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 7,
+   "execution_count": 4,
    "id": "b7ce2018",
    "metadata": {},
    "outputs": [
@@ -291,7 +291,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 8,
+   "execution_count": 5,
    "id": "792e547e",
    "metadata": {},
    "outputs": [
@@ -350,7 +350,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 10,
+   "execution_count": 6,
    "id": "25e7a046",
    "metadata": {},
    "outputs": [
@@ -505,7 +505,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 11,
+   "execution_count": 7,
    "id": "9c9cc628",
    "metadata": {},
    "outputs": [
@@ -514,7 +514,7 @@
      "output_type": "stream",
      "text": [
       "Saved:\n",
-      "  - composite_signal.csv          (momentum-only, sector-neutralized — THE HEADLINE)\n",
+      "  - momentum_signal.csv          (momentum-only, sector-neutralized — THE HEADLINE)\n",
       "  - composite_4factor.csv         (4-factor equal-weight — comparison only)\n",
       "  - factor_momentum_neutralized.csv\n",
       "  - factor_value_neutralized.csv\n",
@@ -530,7 +530,7 @@
     "==================================\n",
     "\"\"\"\n",
     "# The headline signal: momentum-only, sector-neutralized\n",
-    "df_momentum_signal.to_csv('../data/processed/composite_signal.csv')\n",
+    "df_momentum_signal.to_csv('../data/processed/momentum_signal.csv')\n",
     "\n",
     "# The 4-factor composite: kept for comparison\n",
     "df_composite_4f.to_csv('../data/processed/composite_4factor.csv')\n",
@@ -540,7 +540,7 @@
     "    factor_neut[name].to_csv(f'../data/processed/factor_{name}_neutralized.csv')\n",
     "\n",
     "print(\"Saved:\")\n",
-    "print(\"  - composite_signal.csv          (momentum-only, sector-neutralized — THE HEADLINE)\")\n",
+    "print(\"  - momentum_signal.csv          (momentum-only, sector-neutralized — THE HEADLINE)\")\n",
     "print(\"  - composite_4factor.csv         (4-factor equal-weight — comparison only)\")\n",
     "for name in factor_names:\n",
     "    print(f\"  - factor_{name}_neutralized.csv\")"