Skip to content

MkDocs Integration Structure for Cross-Asset Alpha Engine

quant_trading_notebooks/
├── docs/
│   ├── index.md (existing home page)
│   ├── research/
│   │   ├── crypto_microstructure.md (existing)
│   │   └── cross_asset_alpha_engine/
│   │       ├── index.md (project overview)
│   │       ├── methodology.md (detailed methodology)
│   │       ├── system_architecture.md (technical implementation)
│   │       ├── feature_engineering.md (feature details)
│   │       ├── model_architecture.md (ML models and algorithms)
│   │       ├── results_analysis.md (complete analysis results)
│   │       ├── notebooks/
│   │       │   ├── complete_system_analysis.md
│   │       │   ├── data_exploration.md
│   │       │   ├── feature_exploration.md
│   │       │   ├── regime_detection.md
│   │       │   ├── backtesting_demo.md
│   │       │   └── execution_simulation.md
│   │       └── appendices/
│   │           ├── terminology.md
│   │           ├── mathematical_framework.md
│   │           └── implementation_guide.md
│   ├── methodology/
│   │   ├── data_sources.md (existing)
│   │   ├── statistical_methods.md (existing)
│   │   └── cross_asset_techniques.md (new)
│   └── results/
│       ├── performance_metrics.md (existing)
│       ├── risk_analysis.md (existing)
│       └── cross_asset_performance.md (new)
├── mkdocs.yml (updated navigation)
└── assets/
    ├── images/
    │   ├── cross_asset_alpha_engine/
    │   │   ├── system_architecture.png
    │   │   ├── performance_charts/
    │   │   ├── feature_importance/
    │   │   └── regime_analysis/
    └── data/
        └── cross_asset_results/

Add to mkdocs.yml:

nav:
  - Home: index.md
  - Research:
    - Crypto Microstructure Analysis: research/crypto_microstructure.md
    - Cross-Asset Alpha Engine:
      - Overview: research/cross_asset_alpha_engine/index.md
      - Methodology: research/cross_asset_alpha_engine/methodology.md
      - System Architecture: research/cross_asset_alpha_engine/system_architecture.md
      - Feature Engineering: research/cross_asset_alpha_engine/feature_engineering.md
      - Model Architecture: research/cross_asset_alpha_engine/model_architecture.md
      - Results & Analysis: research/cross_asset_alpha_engine/results_analysis.md
      - Notebooks:
        - Complete System Analysis: research/cross_asset_alpha_engine/notebooks/complete_system_analysis.md
        - Data Exploration: research/cross_asset_alpha_engine/notebooks/data_exploration.md
        - Feature Engineering: research/cross_asset_alpha_engine/notebooks/feature_exploration.md
        - Regime Detection: research/cross_asset_alpha_engine/notebooks/regime_detection.md
        - Backtesting Demo: research/cross_asset_alpha_engine/notebooks/backtesting_demo.md
        - Execution Simulation: research/cross_asset_alpha_engine/notebooks/execution_simulation.md
      - Appendices:
        - Terminology: research/cross_asset_alpha_engine/appendices/terminology.md
        - Mathematical Framework: research/cross_asset_alpha_engine/appendices/mathematical_framework.md
        - Implementation Guide: research/cross_asset_alpha_engine/appendices/implementation_guide.md
  - Methodology:
    - Data Sources: methodology/data_sources.md
    - Statistical Methods: methodology/statistical_methods.md
    - Cross-Asset Techniques: methodology/cross_asset_techniques.md
  - Results:
    - Performance Metrics: results/performance_metrics.md
    - Risk Analysis: results/risk_analysis.md
    - Cross-Asset Performance: results/cross_asset_performance.md