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document research basis for phase plans

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dirtydishes 2026-06-16 13:53:54 -04:00
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docs/implementation/synthetic-market-data/01-deterministic-spine.md
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@ -8,6 +8,23 @@ Create the reusable deterministic foundation for synthetic market data. This pha
Everything else depends on reproducible raw events. Manifests, labels, replay, demos, and smart-flow tests are only trustworthy if the same seed/profile bundle produces the same canonical market event stream every time.
## Source documents
- Architecture plan: [`docs/plans/synthetic-market-data-architecture-review.md`](../../plans/synthetic-market-data-architecture-review.md)
- Research report: [`docs/research-docs/synthetic-market-data-generation.md`](../../research-docs/synthetic-market-data-generation.md)
These documents are rationale, not added scope. This phase implements only the deterministic spine described below.
## Research basis
- The research recommends a no-history-first, transparent, deterministic generator rather than historical replay as an MVP prerequisite.
- The generator needs core market realism handles from the start: discrete ticks, varying spreads, clustered arrivals, heterogeneous sizes, quote/trade separation, and options-chain sparsity.
- Full agent-based, limit-order-book, and generative-ML simulation are too heavy for the first foundation.
## Deferred research ideas
- Full LOB simulation, agent-based simulation, generative ML, and empirical calibration stay out of this phase.
## Dependencies on earlier phases
None. This is the first synthetic phase.