docs: add ETF cross-asset public-data reproduction (closes #16)

[redamancy231-create]

Summary

Adds a second public-data mini reproduction case using 20 ETFs across asset classes, as requested in #16.

Changes

File	Description
scripts/etf_factor_ic.py	Standalone reproduction script (328 lines) — downloads ETF data via yfinance, computes 6 legacy factors, reports one-day forward rank IC
scripts/etf_factor_ic_output.txt	Committed output from a clean run for reproducibility verification
docs/public_data_mini_reproduction.md	New "Second Case: ETF Cross-Asset Universe" section appended before "Next Useful Reproductions"

ETF Universe

20 ETFs across 5 categories — all 20 downloaded successfully with 100% coverage (1005 dates each):

• Broad market (4): SPY, QQQ, IWM, DIA
• Sector (9): XLK, XLF, XLE, XLV, XLY, XLP, XLI, XLB, XLU
• Fixed income (2): AGG, TLT
• Cross-asset (2): GLD, HYG
• International (3): EFA, EEM, FXI

Key Results

Factor	Mean IC	Observations
original_001	0.0131	985
add_015	-0.0031	985
stock_001	-0.0044	985
old_042	-0.0057	985
best_002	-0.0061	985
best_001	-0.0136	982

As expected, ETF-level IC values are lower than the equity case — stock-oriented legacy factors have reduced cross-sectional discrimination on portfolio-level instruments. This is documented in the Interpretation and Caveats sections.

Verification

• ✅ pytest — all tests pass, no regressions
• ✅ ruff check . — no linting issues
• ✅ First case content in public_data_mini_reproduction.md is unchanged
• ✅ Document follows the same format as the existing first case
• ✅ Disclaimer included: reproducibility/API check only, not a trading recommendation

Technical Note

The script includes a yfinance user-agent compatibility fix (configure_yfinance_user_agent()) for yfinance 0.2.40's obsolete Chrome 39 default header, which was causing HTTP 429 rejections. This workaround is a no-op on versions without that legacy default.

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🤖 Generated with Claude Code

Co-Authored-By: Claude noreply@anthropic.com