High-value brainstorm + first two implementations: paper-session TCA and data replacement-cost meter

.claude/skills/meridian-brainstorm/brainstorm-history.jsonl

@@ -6,3 +6,4 @@
 {"session_date": "2026-03-27", "mode": "Domain-Focused", "themes": ["Script-to-strategy promotion wizard", "Script notebook mode (multi-cell)", "Script library / import system", "Scheduled scripts and Alert API", "QuantScript parameter grid search API", "Live streaming data in scripts (v2)", "L3 x QuantScript bridge (L3.Simulate())", "Calibration quality report card", "Toxic flow tagging on fill tape", "L3 simulation replay visualizer", "Options queue model extension", "Symbol-partitioned collection (sharding)", "Leader-elected coordinator instance", "Cross-instance deduplication ledger (IDedupStore)", "Distributed backfill work queue", "Cluster health dashboard panel", "Distributed grid search (Track G x I)", "Cross-symbol correlation regime signals"], "ideas_count": 18, "track": "G-H-I", "notes": "First round of Track G-I brainstorm. Defined L3.Simulate() as highest-leverage cross-track bridge. IDedupStore as foundational Track I seam. Recommended sequencing: CalibrationReportCard -> ScriptLibrary -> L3Bridge -> GridSearch -> IDedupStore -> LeaderElection -> Sharding -> DistributedBackfill."}
 {"session_date": "2026-03-27", "mode": "Domain-Focused", "themes": ["Script debugger (step/watch/breakpoint)", "Script run history and result diffing", "Security Master access in QuantScript (Securities global)", "Script output export (PDF/Parquet/Excel/HTML)", "Script expression REPL", "Venue-specific L3 calibration profiles (VenueCalibrationPriors)", "TCA report: execution cost attribution", "Multi-day queue state continuity (carry-state)", "Dark pool / hidden liquidity estimator", "Zero-downtime rolling upgrade orchestration", "Geo-distributed collection by exchange timezone", "Split-brain detection and recovery"], "ideas_count": 12, "track": "G-H-I", "notes": "Second round of Track G-I brainstorm. TCA Report identified as highest-leverage institutional positioning item. VenueCalibrationPriors and SplitBrainDetector identified as platform bets. Script REPL flagged as surprise high-leverage small-effort item. Sequencing: REPL + SecurityMaster -> TCA Report -> RunHistory + VenueCalibration -> SplitBrain -> RollingUpgrade + DarkPool + GeoDistributed + Debugger + MultiDayContinuity."}
 {"session_date": "2026-06-25", "mode": "Domain-Focused", "themes": ["Provider Setup Wizard with Live Certification", "Hot-Reload Provider Re-Registration", "Credential Vault with Encrypted Persistence", "Runtime Failover Chain Editor", "Per-Provider Partial Config Mutation API", "Ingestion Session Continuity on Restart", "Provider Capability Browser in Data Workspace"], "ideas_count": 7, "document_updated": null, "notes": "Fresh domain covering runtime provider lifecycle management — an unexplored area in all prior sessions. Platform bets: Hot-Reload Re-Registration (ConfigWatcher already exists, ProviderRegistry.RegisterStreamingFactory already supports replace) and Per-Provider Partial Config Mutation (ConfigStore.PatchAsync primitive). Recommended sequence: Capability Browser (S) -> Partial Config API (M) -> Hot-Reload (M) -> Failover Editor (S) -> Setup Wizard (M) -> Credential Vault (M) -> Session Continuity (L)."}
+{"session_date": "2026-07-01", "mode": "Competitive / Open Exploration", "themes": ["live/paper TCA best-execution report pack", "Alpaca live broker adapter (IOrderGateway)", "reconciliation break-resolution agent (MCP + CoS gates)", "custodian/broker statement connector library (IB Flex, OFX/CSV profiles)", "DuckDB analytics workbench + /api/query", "Python meridian client package (promoted)", "W6 backtesting studio evidence loop (manifest + run comparison)", "LEAN/NautilusTrader data-feed bridge", "governed investor report delivery portal-lite", "data-cost savings meter"], "ideas_count": 10, "document_updated": "docs/plans/high-value-code-brainstorm-2026-07.md", "notes": "Market-researched prioritization session. Signals: TCA now mandatory infrastructure (~$2.8B market), Arcesium productizing Reconciliation Agent, LEAN BYO-data pain, Databento/Polygon pricing validates self-hosted economics. Sequencing: cost meter + TCA + IB Flex connector first; DuckDB -> Python package; Alpaca adapter feeding W7; W6 studio slice; recon agent after connector coverage."}