{
  "id": "workflow:momentum-signal-research",
  "_kind": "Workflow",
  "_file": "workflows/workflows/workflows-algo-trading.yaml",
  "_cluster": "workflows",
  "attributes": {
    "displayName": "Momentum Signal Research",
    "workflowKind": "development",
    "triggerType": "on-demand",
    "typicalCadence": "per-research-sprint",
    "complexity": "complex",
    "description": "Discovers and validates momentum and mean-reversion signals from\ntick-level and bar-level market data — constructing candidate signal\nfeatures from price, volume, and order-book imbalance data, performing\nsingle-sort portfolio analysis to assess monotonicity and decay\nprofiles, testing signal orthogonality against known factors, running\nturnover and transaction cost analysis, and validating out-of-sample\npredictive power with proper temporal cross-validation. Produces\nsignal research reports with information coefficients, decay curves,\nand capacity estimates. Excludes portfolio construction and execution\nalgorithm design.\n"
  },
  "outgoingEdges": [
    {
      "from": "workflow:momentum-signal-research",
      "to": "role:quantitative-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "role:research-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "skill-area:python-data-pipelines",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "skill-area:ml-fine-tuning",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "domain:algorithmic-trading",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "domain:quantitative-finance",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "domain:market-data",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "responsibility:research-publication",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "responsibility:backtesting-validation",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:momentum-signal-research",
      "to": "org-unit:quant-research",
      "kind": "performed_by_org_unit",
      "attributes": {}
    }
  ],
  "incomingEdges": []
}