alpha_tools/simple72/dataset/datafields_cache_IND_TOP500_D1_risk.csv

1	id	description	dataset	category	subcategory	region	delay	universe	type	dateCoverage	coverage	userCount	alphaCount	pyramidMultiplier	themes	dataset_id	dataset_name	category_id	category_name	subcategory_id	subcategory_name
2	rsk68_beta	Unitless stock beta for a European asset relative to the regional liquidity-weighted market_return, typically estimated over a long rolling window (e.g., ~504 trading days)	{'id': 'risk68', 'name': 'Forecast Data'}	{'id': 'risk', 'name': 'Risk'}	{'id': 'risk-risk-models', 'name': 'Risk Models'}	IND	1	TOP500	MATRIX	0.9507	0.9589	436	826	1.0	[]	risk68	Forecast Data	risk	Risk	risk-risk-models	Risk Models
3	rsk68_residual_return	Idiosyncratic 1-day return for a European asset unexplained by the market factor, computed as actual return minus beta times market_return, expressed in decimal	{'id': 'risk68', 'name': 'Forecast Data'}	{'id': 'risk', 'name': 'Risk'}	{'id': 'risk-risk-models', 'name': 'Risk Models'}	IND	1	TOP500	MATRIX	0.9507	0.9587	821	2301	1.0	[]	risk68	Forecast Data	risk	Risk	risk-risk-models	Risk Models
4	rsk68_weight_dadv	Simple moving average dollar average daily trading volume for European instruments, used as a liquidity weight (dollar units)	{'id': 'risk68', 'name': 'Forecast Data'}	{'id': 'risk', 'name': 'Risk'}	{'id': 'risk-risk-models', 'name': 'Risk Models'}	IND	1	TOP500	MATRIX	0.9507	0.9884	294	500	1.0	[]	risk68	Forecast Data	risk	Risk	risk-risk-models	Risk Models
5	rsk68_weight_edadv	Exponentially decayed dollar average daily trading volume for European instruments, used as a liquidity weight (dollar units)	{'id': 'risk68', 'name': 'Forecast Data'}	{'id': 'risk', 'name': 'Risk'}	{'id': 'risk-risk-models', 'name': 'Risk Models'}	IND	1	TOP500	MATRIX	0.9507	0.989	282	476	1.0	[]	risk68	Forecast Data	risk	Risk	risk-risk-models	Risk Models
6	rsk68_weight_volatility_short	Short-term volatility estimate for European instruments, expressed in decimal terms	{'id': 'risk68', 'name': 'Forecast Data'}	{'id': 'risk', 'name': 'Risk'}	{'id': 'risk-risk-models', 'name': 'Risk Models'}	IND	1	TOP500	MATRIX	0.9507	0.998	434	912	1.0	[]	risk68	Forecast Data	risk	Risk	risk-risk-models	Risk Models
7	alternative_market_cap_usd	Alternative calculation of market capitalization in US dollars.	{'id': 'risk88', 'name': 'Other Multi-Factor Risk Models'}	{'id': 'risk', 'name': 'Risk'}	{'id': 'risk-risk-models', 'name': 'Risk Models'}	IND	1	TOP500	MATRIX	1.0	1.0	548	1351	1.0	[]	risk88	Other Multi-Factor Risk Models	risk	Risk	risk-risk-models	Risk Models