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2 lines
2.6 KiB
2 lines
2.6 KiB
id,type,author,settings,regular,dateCreated,dateSubmitted,dateModified,name,favorite,hidden,color,category,tags,classifications,grade,stage,status,is,os,train,test,prod,competitions,themes,pyramids,pyramidThemes,team,osmosisPoints,origin
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rKrVV75J,REGULAR,YC93384,"{'instrumentType': 'EQUITY', 'region': 'USA', 'universe': 'TOP3000', 'delay': 1, 'decay': 0, 'neutralization': 'SLOW_AND_FAST', 'truncation': 0.01, 'pasteurization': 'ON', 'unitHandling': 'VERIFY', 'nanHandling': 'OFF', 'maxTrade': 'ON', 'maxPosition': 'OFF', 'language': 'FASTEXPR', 'visualization': False, 'startDate': '2014-01-01', 'endDate': '2023-12-31'}","{'code': 'subtract(ts_mean(subtract(implied_volatility_call_120, implied_volatility_put_90), 60), reverse(ts_mean(subtract(implied_volatility_call_120, implied_volatility_put_90), 60)))', 'description': None, 'operatorCount': 6}",2026-04-23T11:31:50-04:00,,2026-04-23T11:31:50-04:00,,False,False,,,[],"[{'id': 'DATA_USAGE:SINGLE_DATA_SET', 'name': 'Single Data Set Alpha'}]",,IS,UNSUBMITTED,"{'pnl': 9443011, 'bookSize': 20000000, 'longCount': 1680, 'shortCount': 1449, 'turnover': 0.1125, 'returns': 0.0946, 'drawdown': 0.0431, 'margin': 0.001683, 'sharpe': 1.9, 'fitness': 1.65, 'startDate': '2014-01-01', 'checks': [{'name': 'LOW_SHARPE', 'result': 'PASS', 'limit': 1.58, 'value': 1.9}, {'name': 'LOW_FITNESS', 'result': 'PASS', 'limit': 1.0, 'value': 1.65}, {'name': 'LOW_TURNOVER', 'result': 'PASS', 'limit': 0.01, 'value': 0.1125}, {'name': 'HIGH_TURNOVER', 'result': 'PASS', 'limit': 0.7, 'value': 0.1125}, {'name': 'CONCENTRATED_WEIGHT', 'result': 'PASS'}, {'name': 'LOW_SUB_UNIVERSE_SHARPE', 'result': 'FAIL', 'limit': 0.82, 'value': 0.64}, {'name': 'SELF_CORRELATION', 'result': 'PENDING'}, {'name': 'DATA_DIVERSITY', 'result': 'PENDING'}, {'name': 'PROD_CORRELATION', 'result': 'PENDING'}, {'name': 'REGULAR_SUBMISSION', 'result': 'PENDING'}, {'name': 'HT_TURNOVER', 'result': 'WARNING', 'limit': 0.2, 'value': 0.1125}, {'name': 'HT_HIGH_TURNOVER_RETURNS_RATIO', 'result': 'WARNING', 'limit': 0.75, 'value': 0.3076}, {'name': 'HT_PNL_REALIZATION_HORIZON', 'result': 'WARNING', 'limit': 20, 'value': 76}, {'name': 'LOW_2Y_SHARPE', 'result': 'PASS', 'value': 1.95, 'limit': 1.58}, {'result': 'PASS', 'name': 'MATCHES_PYRAMID', 'effective': 1, 'multiplier': 1.3, 'pyramids': [{'name': 'USA/D1/OPTION', 'multiplier': 1.3}]}, {'result': 'WARNING', 'name': 'MATCHES_THEMES', 'themes': [{'id': 'KymLz14', 'multiplier': 1.0, 'name': 'All regions/D1 Power Pool Apr`26 2'}, {'id': 'lBqMzOB', 'multiplier': 3.0, 'name': 'Investable HTVR Theme'}]}, {'name': 'OSMOSIS_ALLOCATION', 'result': 'WARNING'}]}",,,,,,,,,,,PLATFORM
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