PENROSE
Penrose/Documentation
Back to site

Claim types

Penrose routes claims to deterministic or sandboxed executors.

Claim type Typical inputs Output evaluated by P7
trading_strategy declared market series net return series and positions
formulaic_signal signal and return series deterministic DSL return series
provided_series_statistic one or more declared series specified statistic series
predictive_regression predictor and future target aligned predictive result
factor_spanning candidate and benchmark factors benchmark-hedged residual
cross_sectional_sort returns and characteristic panels long-short factor return
cross_sectional_alpha declared panel inputs cross-sectional alpha result
event_study returns and event calendar per-event abnormal return
forecast_skill model forecast, target, benchmark squared-loss differential
event_market_strategy event-market panel event-level strategy result
descriptive_statistical declared series or panels non-trading test statistic

Claim types do not create new data shapes casually. Unsupported semantics route to review or pending module rather than being approximated silently.