Module XVIII — Multi-Asset Discovery Laboratory

Status: outline. Lecture body not authored.

Compare generating procedures — Johansen, Sparse Cointegration, Direct MRP — under PIT + stability + costs + causal OOS + multiplicity.

Metrics: discovery yield, OOS survival, net economics, persistence, turnover, cardinality, cost drag, failure modes.

Unique process — Which methodology systematically generates better baskets?

The lab compares procedures, not a single winning ticker list.