Runway

Notes

3327 observations, newest first
TSLA Sep8 nonoverlap forecast validation windows batch 55
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSLA","date":"2026-01-02","realized":0.0003704678,"forecast":0.0006056628,"baseline":0.0008066897,"qlike_diff":-0.1341868619},{"symbol":"TSLA","date":"2026-01-16","realized":0.0008089051,"forecast":0.0004383597,"baseline":0.0007442146,"qlike_diff":0.2290856105},{"symbol":"TSLA","date":"2026-02-02","realized":0.0004748698,"forecast":0.0006168936,"baseline":0.0006954238,"qlike_diff":-0.0328985483},{"symbol":"TSLA","date":"2026-02-17","realized":0.0003243821,"forecast":0.0006008468,"baseline":0.0005842865,"qlike_diff":0.0126470292},{"symbol":"TSLA","date":"2026-03-03","realized":0.0003431157,"forecast":0.0004270934,"baseline":0.0005165246,"qlike_diff":-0.051023793},{"symbol":"TSLA","date":"2026-03-17","realized":0.0008180672,"forecast":0.0003692752,"baseline":0.0004532938,"qlike_diff":0.205616422},{"symbol":"TSLA","date":"2026-03-31","realized":0.0011338334,"forecast":0.000603066,"baseline":0.0005245585,"qlike_diff":-0.1419158007},{"symbol":"TSLA","date":"2026-04-15","realized":0.0003136544,"forecast":0.0009593607,"baseline":0.0006581403,"qlike_diff":0.2272133137},{"symbol":"TSLA","date":"2026-04-29","realized":0.0007224441,"forecast":0.0006883453,"baseline":0.0005733045,"qlike_diff":-0.0277293048},{"symbol":"TSLA","date":"2026-05-13","realized":0.0005432282,"forecast":0.0005935671,"baseline":0.0006177229,"qlike_diff":-0.0041014801},{"symbol":"TSLA","date":"2026-05-28","realized":0.0013974106,"forecast":0.0005914675,"baseline":0.000652656,"qlike_diff":0.123059148},{"symbol":"TSLA","date":"2026-06-11","realized":0.0005335727,"forecast":0.000994295,"baseline":0.0008353623,"qlike_diff":0.0720705282}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
TSEM Sep8 nonoverlap forecast validation windows batch 54
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSEM","date":"2026-03-03","realized":0.0024358059,"forecast":0.0026023862,"baseline":0.0014735796,"qlike_diff":-0.1482619573},{"symbol":"TSEM","date":"2026-03-17","realized":0.005555834,"forecast":0.0024119732,"baseline":0.0016683049,"qlike_diff":-0.6581506132},{"symbol":"TSEM","date":"2026-03-31","realized":0.0014321651,"forecast":0.0038675676,"baseline":0.0025067104,"qlike_diff":0.2326232476},{"symbol":"TSEM","date":"2026-04-15","realized":0.0010690427,"forecast":0.002892595,"baseline":0.0026053995,"qlike_diff":0.0638289579},{"symbol":"TSEM","date":"2026-04-29","realized":0.0065531733,"forecast":0.0015926526,"baseline":0.0026954018,"qlike_diff":1.1572402047},{"symbol":"TSEM","date":"2026-05-13","realized":0.0019468741,"forecast":0.0042094588,"baseline":0.0031034021,"qlike_diff":0.1399995561},{"symbol":"TSEM","date":"2026-05-28","realized":0.0040153428,"forecast":0.00373236,"baseline":0.0030445971,"qlike_diff":-0.0393511985},{"symbol":"TSEM","date":"2026-06-11","realized":0.0047324061,"forecast":0.0034006586,"baseline":0.0033754315,"qlike_diff":-0.0029546135},{"symbol":"TSEM","date":"2026-06-26","realized":0.0022221359,"forecast":0.0043831604,"baseline":0.0033119736,"qlike_diff":0.116256805},{"symbol":"TSEM","date":"2026-07-13","realized":0.004100511,"forecast":0.0034197916,"baseline":0.0034800566,"qlike_diff":0.0032953495},{"symbol":"TSEM","date":"2026-07-27","realized":0.0069196889,"forecast":0.0034628576,"baseline":0.0039910321,"qlike_diff":0.1224946029},{"symbol":"TSEM","date":"2026-08-10","realized":0.002020169,"forecast":0.0054300162,"baseline":0.0040557409,"qlike_diff":0.1657450175}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 53
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SNPS","date":"2026-04-29","realized":0.0001176959,"forecast":0.0010485142,"baseline":0.0009699463,"qlike_diff":0.0687961455},{"symbol":"SNPS","date":"2026-05-13","realized":0.0010925122,"forecast":0.0006601081,"baseline":0.0007429092,"qlike_diff":0.0662937838},{"symbol":"SNPS","date":"2026-05-28","realized":0.0007452814,"forecast":0.0008020047,"baseline":0.0007473988,"qlike_diff":0.0026216916},{"symbol":"SNPS","date":"2026-06-11","realized":0.0002091115,"forecast":0.0008931698,"baseline":0.0008169148,"qlike_diff":0.0673876676},{"symbol":"SNPS","date":"2026-06-26","realized":0.0003585888,"forecast":0.0005235803,"baseline":0.0007199257,"qlike_diff":-0.1316706759},{"symbol":"SNPS","date":"2026-07-13","realized":0.0011083352,"forecast":0.0003777503,"baseline":0.0006469318,"qlike_diff":0.6828162275},{"symbol":"SNPS","date":"2026-07-27","realized":0.000464453,"forecast":0.0007290931,"baseline":0.0006027242,"qlike_diff":0.0567805453},{"symbol":"SNPS","date":"2026-08-10","realized":0.000162583,"forecast":0.0007150468,"baseline":0.0006614989,"qlike_diff":0.0594339073},{"symbol":"TSEM","date":"2026-01-02","realized":0.0006437306,"forecast":0.0009558835,"baseline":0.0013040574,"qlike_diff":-0.1307960044},{"symbol":"TSEM","date":"2026-01-16","realized":0.0007326017,"forecast":0.0006957783,"baseline":0.0013233106,"qlike_diff":-0.1435496265},{"symbol":"TSEM","date":"2026-02-02","realized":0.0034404848,"forecast":0.0007476504,"baseline":0.0013609112,"qlike_diff":1.4746808323},{"symbol":"TSEM","date":"2026-02-17","realized":0.0022039521,"forecast":0.0020220442,"baseline":0.001331822,"qlike_diff":-0.1473164211}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 52
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SNDK","date":"2026-06-26","realized":0.0081383722,"forecast":0.0073020333,"baseline":0.0045049815,"qlike_diff":-0.2090231953},{"symbol":"SNDK","date":"2026-07-13","realized":0.0074685767,"forecast":0.0085301603,"baseline":0.0054735127,"qlike_diff":-0.0452572984},{"symbol":"SNDK","date":"2026-07-27","realized":0.0109435388,"forecast":0.0076317543,"baseline":0.006375816,"qlike_diff":-0.1026601867},{"symbol":"SNDK","date":"2026-08-10","realized":0.0047640582,"forecast":0.0089872645,"baseline":0.0073263728,"qlike_diff":0.0841563671},{"symbol":"SNPS","date":"2026-01-02","realized":0.0005018777,"forecast":0.0004322517,"baseline":0.0005948792,"qlike_diff":-0.0019360514},{"symbol":"SNPS","date":"2026-01-16","realized":0.0006943526,"forecast":0.0004252078,"baseline":0.0004740255,"qlike_diff":0.0594892049},{"symbol":"SNPS","date":"2026-02-02","realized":0.0014023542,"forecast":0.0006218941,"baseline":0.0004723751,"qlike_diff":-0.4387610297},{"symbol":"SNPS","date":"2026-02-17","realized":0.001099112,"forecast":0.0009546994,"baseline":0.0006676146,"qlike_diff":-0.1373765716},{"symbol":"SNPS","date":"2026-03-03","realized":0.0003548245,"forecast":0.001141438,"baseline":0.0007370292,"qlike_diff":0.2668487163},{"symbol":"SNPS","date":"2026-03-17","realized":0.0007566212,"forecast":0.0007315969,"baseline":0.0007286131,"qlike_diff":-0.000148437},{"symbol":"SNPS","date":"2026-03-31","realized":0.0008199916,"forecast":0.0006638311,"baseline":0.0008046915,"qlike_diff":0.0237964453},{"symbol":"SNPS","date":"2026-04-15","realized":0.0012938957,"forecast":0.0008359289,"baseline":0.0008614785,"qlike_diff":0.0157994993}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SNDK Sep8 nonoverlap forecast validation windows batch 51
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SNDK","date":"2026-01-02","realized":0.0081001571,"forecast":0.0043195079,"baseline":0.0059404211,"qlike_diff":0.1930452997},{"symbol":"SNDK","date":"2026-01-16","realized":0.0056647915,"forecast":0.0052434635,"baseline":0.0061746115,"qlike_diff":-0.0005435775},{"symbol":"SNDK","date":"2026-02-02","realized":0.0056203424,"forecast":0.0055210541,"baseline":0.0059532737,"qlike_diff":-0.0014648199},{"symbol":"SNDK","date":"2026-02-17","realized":0.001652822,"forecast":0.0055673072,"baseline":0.0057387181,"qlike_diff":-0.0214568076},{"symbol":"SNDK","date":"2026-03-03","realized":0.0041576904,"forecast":0.0037959588,"baseline":0.0045956475,"qlike_diff":-0.000580531},{"symbol":"SNDK","date":"2026-03-17","realized":0.0041355684,"forecast":0.0034300766,"baseline":0.004400122,"qlike_diff":0.0167526215},{"symbol":"SNDK","date":"2026-03-31","realized":0.0041274823,"forecast":0.0042591348,"baseline":0.0047737465,"qlike_diff":-0.0095971781},{"symbol":"SNDK","date":"2026-04-15","realized":0.0027501066,"forecast":0.0042049335,"baseline":0.0041313786,"qlike_diff":0.006003203},{"symbol":"SNDK","date":"2026-04-29","realized":0.0053505429,"forecast":0.0032825811,"baseline":0.0037417112,"qlike_diff":0.0690952228},{"symbol":"SNDK","date":"2026-05-13","realized":0.0025222197,"forecast":0.0040278045,"baseline":0.0035314128,"qlike_diff":0.0435015595},{"symbol":"SNDK","date":"2026-05-28","realized":0.0044618721,"forecast":0.0035981073,"baseline":0.0035847524,"qlike_diff":-0.0009012588},{"symbol":"SNDK","date":"2026-06-11","realized":0.0097316942,"forecast":0.0038419124,"baseline":0.003696728,"qlike_diff":-0.0609595987}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SMTC Sep8 nonoverlap forecast validation windows batch 50
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SMTC","date":"2026-03-03","realized":0.0024086551,"forecast":0.0011227696,"baseline":0.001186787,"qlike_diff":0.0602690321},{"symbol":"SMTC","date":"2026-03-17","realized":0.003094691,"forecast":0.0019057808,"baseline":0.0013163104,"qlike_diff":-0.3571311026},{"symbol":"SMTC","date":"2026-03-31","realized":0.0013802366,"forecast":0.0026437693,"baseline":0.0017478324,"qlike_diff":0.1462160186},{"symbol":"SMTC","date":"2026-04-15","realized":0.0027249929,"forecast":0.0021383699,"baseline":0.0017080578,"qlike_diff":-0.0963563974},{"symbol":"SMTC","date":"2026-04-29","realized":0.0028526041,"forecast":0.0021623493,"baseline":0.0019583966,"qlike_diff":-0.0383174433},{"symbol":"SMTC","date":"2026-05-13","realized":0.0018319272,"forecast":0.0025697078,"baseline":0.0022544846,"qlike_diff":0.031193721},{"symbol":"SMTC","date":"2026-05-28","realized":0.0040677149,"forecast":0.0020372185,"baseline":0.0023166613,"qlike_diff":0.1123064617},{"symbol":"SMTC","date":"2026-06-11","realized":0.0038460625,"forecast":0.0030329852,"baseline":0.0025552187,"qlike_diff":-0.0656916231},{"symbol":"SMTC","date":"2026-06-26","realized":0.0034363062,"forecast":0.003784999,"baseline":0.0027055872,"qlike_diff":-0.0264760604},{"symbol":"SMTC","date":"2026-07-13","realized":0.0029362405,"forecast":0.0035320252,"baseline":0.003145298,"qlike_diff":0.0137486906},{"symbol":"SMTC","date":"2026-07-27","realized":0.0050662945,"forecast":0.0032102455,"baseline":0.0032026844,"qlike_diff":-0.0013677409},{"symbol":"SMTC","date":"2026-08-10","realized":0.0041503365,"forecast":0.0041011676,"baseline":0.0035894966,"qlike_diff":-0.0109959795}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 49
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SMCI","date":"2026-04-29","realized":0.0058304201,"forecast":0.0028419214,"baseline":0.0049772024,"qlike_diff":0.3197640731},{"symbol":"SMCI","date":"2026-05-13","realized":0.0025702539,"forecast":0.0043796855,"baseline":0.0052628453,"qlike_diff":-0.0852140507},{"symbol":"SMCI","date":"2026-05-28","realized":0.0159162955,"forecast":0.0038210245,"baseline":0.005356781,"qlike_diff":0.8563651842},{"symbol":"SMCI","date":"2026-06-11","realized":0.004517605,"forecast":0.0100900973,"baseline":0.0079508364,"qlike_diff":0.1178115263},{"symbol":"SMCI","date":"2026-06-26","realized":0.0019314055,"forecast":0.0091027457,"baseline":0.0054750969,"qlike_diff":0.3677825684},{"symbol":"SMCI","date":"2026-07-13","realized":0.0047928713,"forecast":0.004135245,"baseline":0.0055642562,"qlike_diff":0.0008450099},{"symbol":"SMCI","date":"2026-07-27","realized":0.0035579528,"forecast":0.0042417324,"baseline":0.0060225443,"qlike_diff":-0.1025133272},{"symbol":"SMCI","date":"2026-08-10","realized":0.003856816,"forecast":0.0042726762,"baseline":0.0056416782,"qlike_diff":-0.0589005512},{"symbol":"SMTC","date":"2026-01-02","realized":0.0015589713,"forecast":0.0011007524,"baseline":0.0011666266,"qlike_diff":0.0218485358},{"symbol":"SMTC","date":"2026-01-16","realized":0.0012832939,"forecast":0.0011637527,"baseline":0.0012491756,"qlike_diff":0.0045738518},{"symbol":"SMTC","date":"2026-02-02","realized":0.0007646653,"forecast":0.0014100181,"baseline":0.0012923565,"qlike_diff":0.0377611613},{"symbol":"SMTC","date":"2026-02-17","realized":0.0012026998,"forecast":0.0010439975,"baseline":0.0011818008,"qlike_diff":0.0103477536}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 48
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SLV","date":"2026-06-26","realized":0.0005007328,"forecast":0.0012692398,"baseline":0.0010913551,"qlike_diff":0.0866944431},{"symbol":"SLV","date":"2026-07-13","realized":0.0005286073,"forecast":0.0009177771,"baseline":0.0010781874,"qlike_diff":-0.075391283},{"symbol":"SLV","date":"2026-07-27","realized":0.0006355004,"forecast":0.000651265,"baseline":0.0010604777,"qlike_diff":-0.111022872},{"symbol":"SLV","date":"2026-08-10","realized":0.0005231968,"forecast":0.0006423907,"baseline":0.0009568187,"qlike_diff":-0.1307733149},{"symbol":"SMCI","date":"2026-01-02","realized":0.0016681731,"forecast":0.0009576046,"baseline":0.0015765125,"qlike_diff":0.1853501811},{"symbol":"SMCI","date":"2026-01-16","realized":0.0006584169,"forecast":0.0013841857,"baseline":0.0015554737,"qlike_diff":-0.064287447},{"symbol":"SMCI","date":"2026-02-02","realized":0.0041634141,"forecast":0.0011681774,"baseline":0.0012904863,"qlike_diff":0.238214695},{"symbol":"SMCI","date":"2026-02-17","realized":0.0018749461,"forecast":0.0023972787,"baseline":0.001535223,"qlike_diff":0.0064870987},{"symbol":"SMCI","date":"2026-03-03","realized":0.0007582831,"forecast":0.0026101318,"baseline":0.0016909619,"qlike_diff":0.2761854392},{"symbol":"SMCI","date":"2026-03-17","realized":0.0189782618,"forecast":0.0013970094,"baseline":0.001674072,"qlike_diff":2.0674090257},{"symbol":"SMCI","date":"2026-03-31","realized":0.0015516196,"forecast":0.0092914763,"baseline":0.0047362975,"qlike_diff":0.5132338075},{"symbol":"SMCI","date":"2026-04-15","realized":0.0020634338,"forecast":0.0080123842,"baseline":0.0047341575,"qlike_diff":0.3478543313}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SLV Sep8 nonoverlap forecast validation windows batch 47
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SLV","date":"2026-01-02","realized":0.0020683375,"forecast":0.001524238,"baseline":0.0009664147,"qlike_diff":-0.327595537},{"symbol":"SLV","date":"2026-01-16","realized":0.0128893349,"forecast":0.0019105665,"baseline":0.001027611,"qlike_diff":-5.1765050671},{"symbol":"SLV","date":"2026-02-02","realized":0.0064252379,"forecast":0.0079261141,"baseline":0.0031911646,"qlike_diff":-0.2930275289},{"symbol":"SLV","date":"2026-02-17","realized":0.0024461447,"forecast":0.0085999183,"baseline":0.0042254202,"qlike_diff":0.4161605443},{"symbol":"SLV","date":"2026-03-03","realized":0.0006420907,"forecast":0.0048477686,"baseline":0.004534407,"qlike_diff":0.0576708455},{"symbol":"SLV","date":"2026-03-17","realized":0.0021371699,"forecast":0.0023147218,"baseline":0.0045306902,"qlike_diff":-0.2199998522},{"symbol":"SLV","date":"2026-03-31","realized":0.0005084845,"forecast":0.0020404828,"baseline":0.0045095239,"qlike_diff":-0.6565649249},{"symbol":"SLV","date":"2026-04-15","realized":0.0007352455,"forecast":0.0015335559,"baseline":0.004241417,"qlike_diff":-0.7112189295},{"symbol":"SLV","date":"2026-04-29","realized":0.001176145,"forecast":0.0009390032,"baseline":0.0021820167,"qlike_diff":-0.1296570283},{"symbol":"SLV","date":"2026-05-13","realized":0.001531008,"forecast":0.0010936063,"baseline":0.0012867971,"qlike_diff":0.0475052117},{"symbol":"SLV","date":"2026-05-28","realized":0.0013246764,"forecast":0.0013364596,"baseline":0.0011384936,"qlike_diff":-0.0120330242},{"symbol":"SLV","date":"2026-06-11","realized":0.0012642986,"forecast":0.0013310179,"baseline":0.0012487957,"qlike_diff":0.001223536}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
RIOT Sep8 nonoverlap forecast validation windows batch 46
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"RIOT","date":"2026-03-03","realized":0.0022768387,"forecast":0.0041035316,"baseline":0.0033104537,"qlike_diff":0.0818388994},{"symbol":"RIOT","date":"2026-03-17","realized":0.0035464223,"forecast":0.0024253095,"baseline":0.0033877375,"qlike_diff":0.0812114689},{"symbol":"RIOT","date":"2026-03-31","realized":0.002845185,"forecast":0.0030737232,"baseline":0.0035471567,"qlike_diff":-0.0197119913},{"symbol":"RIOT","date":"2026-04-15","realized":0.0022548379,"forecast":0.0031537879,"baseline":0.0034662757,"qlike_diff":-0.0300220554},{"symbol":"RIOT","date":"2026-04-29","realized":0.0045666706,"forecast":0.0026150889,"baseline":0.0034081852,"qlike_diff":0.1414828205},{"symbol":"RIOT","date":"2026-05-13","realized":0.0012007079,"forecast":0.0033291691,"baseline":0.0028493101,"qlike_diff":0.0949057512},{"symbol":"RIOT","date":"2026-05-28","realized":0.0026252346,"forecast":0.0023215026,"baseline":0.0027286912,"qlike_diff":0.0071411595},{"symbol":"RIOT","date":"2026-06-11","realized":0.0005098426,"forecast":0.0023094605,"baseline":0.0027939345,"qlike_diff":-0.1521561812},{"symbol":"RIOT","date":"2026-06-26","realized":0.0034876979,"forecast":0.0016520443,"baseline":0.0021749787,"qlike_diff":0.2325803064},{"symbol":"RIOT","date":"2026-07-13","realized":0.003000945,"forecast":0.0021448147,"baseline":0.0024760504,"qlike_diff":0.0435626265},{"symbol":"RIOT","date":"2026-07-27","realized":0.0078135579,"forecast":0.0029571486,"baseline":0.0025800336,"qlike_diff":-0.2497875278},{"symbol":"RIOT","date":"2026-08-10","realized":0.0021538543,"forecast":0.0051203517,"baseline":0.0031412691,"qlike_diff":0.2235782803}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 45
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"PATH","date":"2026-04-29","realized":0.0010986292,"forecast":0.0013300688,"baseline":0.0014686647,"qlike_diff":-0.0211749895},{"symbol":"PATH","date":"2026-05-13","realized":0.0008900131,"forecast":0.0011231164,"baseline":0.001324819,"qlike_diff":-0.0445187099},{"symbol":"PATH","date":"2026-05-28","realized":0.0022672146,"forecast":0.001043613,"baseline":0.0012746662,"qlike_diff":0.193798016},{"symbol":"PATH","date":"2026-06-11","realized":0.0007216769,"forecast":0.0015470611,"baseline":0.0013713394,"qlike_diff":0.0607946483},{"symbol":"PATH","date":"2026-06-26","realized":0.0006503591,"forecast":0.0013614192,"baseline":0.0012865735,"qlike_diff":0.0287548732},{"symbol":"PATH","date":"2026-07-13","realized":0.0025043518,"forecast":0.0008020858,"baseline":0.0010881709,"qlike_diff":0.5158287202},{"symbol":"PATH","date":"2026-07-27","realized":0.0018146506,"forecast":0.0017261468,"baseline":0.0013747493,"qlike_diff":-0.0410938519},{"symbol":"PATH","date":"2026-08-10","realized":0.0012431171,"forecast":0.0019621303,"baseline":0.0014295075,"qlike_diff":0.080643461},{"symbol":"RIOT","date":"2026-01-02","realized":0.0033367315,"forecast":0.0024270863,"baseline":0.0027949246,"qlike_diff":0.0398214817},{"symbol":"RIOT","date":"2026-01-16","realized":0.0026110648,"forecast":0.0029749275,"baseline":0.0028227954,"qlike_diff":0.0051896451},{"symbol":"RIOT","date":"2026-02-02","realized":0.0073966557,"forecast":0.0030436168,"baseline":0.002591042,"qlike_diff":-0.263497603},{"symbol":"RIOT","date":"2026-02-17","realized":0.0017913183,"forecast":0.0048814728,"baseline":0.0033920517,"qlike_diff":0.2028818181}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 44
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"NVDA","date":"2026-06-26","realized":0.0005428247,"forecast":0.0007760809,"baseline":0.0006264048,"qlike_diff":0.0471316692},{"symbol":"NVDA","date":"2026-07-13","realized":0.0006548862,"forecast":0.0006018558,"baseline":0.0006713576,"qlike_diff":0.0033618929},{"symbol":"NVDA","date":"2026-07-27","realized":0.0006796763,"forecast":0.0006463155,"baseline":0.000701655,"qlike_diff":0.0007869253},{"symbol":"NVDA","date":"2026-08-10","realized":0.0002559814,"forecast":0.0006799515,"baseline":0.0006979441,"qlike_diff":-0.0164123637},{"symbol":"PATH","date":"2026-01-02","realized":0.0023971629,"forecast":0.0027688542,"baseline":0.0026318544,"qlike_diff":0.0056782226},{"symbol":"PATH","date":"2026-01-16","realized":0.001324312,"forecast":0.0019664641,"baseline":0.0022676094,"qlike_diff":-0.0530531248},{"symbol":"PATH","date":"2026-02-02","realized":0.0019721785,"forecast":0.0018019189,"baseline":0.0019600511,"qlike_diff":0.0041822561},{"symbol":"PATH","date":"2026-02-17","realized":0.0012168163,"forecast":0.001725268,"baseline":0.0022274226,"qlike_diff":-0.0964604763},{"symbol":"PATH","date":"2026-03-03","realized":0.0016775627,"forecast":0.0016143435,"baseline":0.0022962277,"qlike_diff":-0.0437516634},{"symbol":"PATH","date":"2026-03-17","realized":0.0012402446,"forecast":0.0015788199,"baseline":0.0016093582,"qlike_diff":-0.0042516046},{"symbol":"PATH","date":"2026-03-31","realized":0.0018052047,"forecast":0.0014884093,"baseline":0.0016295818,"qlike_diff":0.0144543738},{"symbol":"PATH","date":"2026-04-15","realized":0.0008126769,"forecast":0.0016304456,"baseline":0.0015398407,"qlike_diff":0.0278460194}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
NVDA Sep8 nonoverlap forecast validation windows batch 43
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"NVDA","date":"2026-01-02","realized":0.0001306671,"forecast":0.0003835225,"baseline":0.000563411,"qlike_diff":-0.2758300311},{"symbol":"NVDA","date":"2026-01-16","realized":0.0004503273,"forecast":0.0002522726,"baseline":0.000477604,"qlike_diff":0.2039218684},{"symbol":"NVDA","date":"2026-02-02","realized":0.0009593239,"forecast":0.0003210139,"baseline":0.0004319482,"qlike_diff":0.4706736476},{"symbol":"NVDA","date":"2026-02-17","realized":0.0006693926,"forecast":0.0006620266,"baseline":0.0004500596,"qlike_diff":-0.0902900436},{"symbol":"NVDA","date":"2026-03-03","realized":0.000292608,"forecast":0.0007542794,"baseline":0.0004961535,"qlike_diff":0.2170550749},{"symbol":"NVDA","date":"2026-03-17","realized":0.0007413794,"forecast":0.0004925825,"baseline":0.0004805048,"qlike_diff":-0.013006295},{"symbol":"NVDA","date":"2026-03-31","realized":0.0002933005,"forecast":0.0005919763,"baseline":0.0005479926,"qlike_diff":0.0374375224},{"symbol":"NVDA","date":"2026-04-15","realized":0.0004707785,"forecast":0.0005106271,"baseline":0.0005761233,"qlike_diff":-0.0158695123},{"symbol":"NVDA","date":"2026-04-29","realized":0.0007057248,"forecast":0.0004105459,"baseline":0.0005767446,"qlike_diff":0.1554446082},{"symbol":"NVDA","date":"2026-05-13","realized":0.0005161567,"forecast":0.0005763123,"baseline":0.0005265643,"qlike_diff":0.0056611524},{"symbol":"NVDA","date":"2026-05-28","realized":0.0012007829,"forecast":0.0005752051,"baseline":0.0005033066,"qlike_diff":-0.164687557},{"symbol":"NVDA","date":"2026-06-11","realized":0.0005257277,"forecast":0.0008437341,"baseline":0.0006617219,"qlike_diff":0.0716040698}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
NBIS Sep8 nonoverlap forecast validation windows batch 42
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"NBIS","date":"2026-03-03","realized":0.0080488031,"forecast":0.0045312964,"baseline":0.0034276203,"qlike_diff":-0.2928077559},{"symbol":"NBIS","date":"2026-03-17","realized":0.0033945265,"forecast":0.0060950028,"baseline":0.0043535569,"qlike_diff":0.1136986659},{"symbol":"NBIS","date":"2026-03-31","realized":0.0029860857,"forecast":0.0055235659,"baseline":0.0044642048,"qlike_diff":0.0846455508},{"symbol":"NBIS","date":"2026-04-15","realized":0.0013853939,"forecast":0.0035792108,"baseline":0.0045686272,"qlike_diff":-0.1602443044},{"symbol":"NBIS","date":"2026-04-29","realized":0.0071190981,"forecast":0.002490118,"baseline":0.0042557834,"qlike_diff":0.6501857134},{"symbol":"NBIS","date":"2026-05-13","realized":0.0041550465,"forecast":0.0046384999,"baseline":0.0043712795,"qlike_diff":0.0045757722},{"symbol":"NBIS","date":"2026-05-28","realized":0.004414036,"forecast":0.0049581262,"baseline":0.004331859,"qlike_diff":0.0063236675},{"symbol":"NBIS","date":"2026-06-11","realized":0.0027685241,"forecast":0.0044369506,"baseline":0.0038569152,"qlike_diff":0.0462617798},{"symbol":"NBIS","date":"2026-06-26","realized":0.0069120226,"forecast":0.0036647466,"baseline":0.003669953,"qlike_diff":0.0012560501},{"symbol":"NBIS","date":"2026-07-13","realized":0.0087994027,"forecast":0.004942489,"baseline":0.0045192718,"qlike_diff":-0.0772074442},{"symbol":"NBIS","date":"2026-07-27","realized":0.012392916,"forecast":0.0073970574,"baseline":0.0057681512,"qlike_diff":-0.2243922315},{"symbol":"NBIS","date":"2026-08-10","realized":0.011596865,"forecast":0.0099190626,"baseline":0.0066811099,"qlike_diff":-0.1714456444}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 41
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"META","date":"2026-04-29","realized":0.0009315709,"forecast":0.0004995193,"baseline":0.0005630459,"qlike_diff":0.0906995825},{"symbol":"META","date":"2026-05-13","realized":0.0001695586,"forecast":0.0006245699,"baseline":0.0006628652,"qlike_diff":-0.0438243849},{"symbol":"META","date":"2026-05-28","realized":0.0008477347,"forecast":0.000507284,"baseline":0.0006591249,"qlike_diff":0.1231305292},{"symbol":"META","date":"2026-06-11","realized":0.0007243888,"forecast":0.0005607893,"baseline":0.0007335134,"qlike_diff":0.0356697513},{"symbol":"META","date":"2026-06-26","realized":0.0017890222,"forecast":0.000703365,"baseline":0.0006111888,"qlike_diff":-0.2431298086},{"symbol":"META","date":"2026-07-13","realized":0.000457432,"forecast":0.0012092378,"baseline":0.0007965426,"qlike_diff":0.2214743492},{"symbol":"META","date":"2026-07-27","realized":0.0011564608,"forecast":0.0009973256,"baseline":0.0008298902,"qlike_diff":-0.0501647686},{"symbol":"META","date":"2026-08-10","realized":0.0005775771,"forecast":0.0008700294,"baseline":0.0008716212,"qlike_diff":-0.0006155358},{"symbol":"NBIS","date":"2026-01-02","realized":0.0020990457,"forecast":0.0028166017,"baseline":0.0031377599,"qlike_diff":-0.031700669},{"symbol":"NBIS","date":"2026-01-16","realized":0.003166458,"forecast":0.002407883,"baseline":0.0030920947,"qlike_diff":0.0408878415},{"symbol":"NBIS","date":"2026-02-02","realized":0.0058598941,"forecast":0.0028107502,"baseline":0.0029117858,"qlike_diff":0.0370255167},{"symbol":"NBIS","date":"2026-02-17","realized":0.00380408,"forecast":0.0043784577,"baseline":0.0033967317,"qlike_diff":0.0027765762}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 40
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"MARA","date":"2026-06-26","realized":0.0028038991,"forecast":0.0023908311,"baseline":0.0020143126,"qlike_diff":-0.0478532836},{"symbol":"MARA","date":"2026-07-13","realized":0.00244934,"forecast":0.0022487252,"baseline":0.0022736447,"qlike_diff":0.0009172805},{"symbol":"MARA","date":"2026-07-27","realized":0.0056861047,"forecast":0.0025377505,"baseline":0.0024135515,"qlike_diff":-0.0651207677},{"symbol":"MARA","date":"2026-08-10","realized":0.0038053718,"forecast":0.0038960787,"baseline":0.0029166995,"qlike_diff":-0.038447891},{"symbol":"META","date":"2026-01-02","realized":0.0001920401,"forecast":0.0002168449,"baseline":0.0004813229,"qlike_diff":-0.3107293767},{"symbol":"META","date":"2026-01-16","realized":0.0015581782,"forecast":0.0001890684,"baseline":0.0004563944,"qlike_diff":3.9459942717},{"symbol":"META","date":"2026-02-02","realized":0.0003453166,"forecast":0.0008934005,"baseline":0.0004515301,"qlike_diff":0.3041424411},{"symbol":"META","date":"2026-02-17","realized":0.0001922132,"forecast":0.0008125172,"baseline":0.0004735504,"qlike_diff":0.3705457482},{"symbol":"META","date":"2026-03-03","realized":0.0003964851,"forecast":0.0003448314,"baseline":0.0004488591,"qlike_diff":0.0028231442},{"symbol":"META","date":"2026-03-17","realized":0.0014575281,"forecast":0.0003637619,"baseline":0.0004740798,"qlike_diff":0.667506538},{"symbol":"META","date":"2026-03-31","realized":0.0006970841,"forecast":0.0009580407,"baseline":0.00069741,"qlike_diff":0.0455983852},{"symbol":"META","date":"2026-04-15","realized":0.0002380919,"forecast":0.0009921597,"baseline":0.0007857698,"qlike_diff":0.1701889398}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
MARA Sep8 nonoverlap forecast validation windows batch 39
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"MARA","date":"2026-01-02","realized":0.0015751663,"forecast":0.0018916565,"baseline":0.0024296131,"qlike_diff":-0.0659074356},{"symbol":"MARA","date":"2026-01-16","realized":0.0020878683,"forecast":0.0017808958,"baseline":0.0020281438,"qlike_diff":0.0129173555},{"symbol":"MARA","date":"2026-02-02","realized":0.0107545194,"forecast":0.0019206751,"baseline":0.0021393254,"qlike_diff":0.4644685052},{"symbol":"MARA","date":"2026-02-17","realized":0.0022167329,"forecast":0.0059311014,"baseline":0.0034683482,"qlike_diff":0.271146565},{"symbol":"MARA","date":"2026-03-03","realized":0.0027192369,"forecast":0.0054805065,"baseline":0.0033488084,"qlike_diff":0.1767568571},{"symbol":"MARA","date":"2026-03-17","realized":0.0027085193,"forecast":0.002910586,"baseline":0.0035619853,"qlike_diff":-0.0317843508},{"symbol":"MARA","date":"2026-03-31","realized":0.001791432,"forecast":0.0029318385,"baseline":0.0037286648,"qlike_diff":-0.1098423278},{"symbol":"MARA","date":"2026-04-15","realized":0.0016478958,"forecast":0.0023770627,"baseline":0.0037741043,"qlike_diff":-0.2056810327},{"symbol":"MARA","date":"2026-04-29","realized":0.0025938984,"forecast":0.0017904957,"baseline":0.0036940321,"qlike_diff":0.0222917807},{"symbol":"MARA","date":"2026-05-13","realized":0.0012788851,"forecast":0.0021177544,"baseline":0.0022391173,"qlike_diff":-0.0229940031},{"symbol":"MARA","date":"2026-05-28","realized":0.0040086824,"forecast":0.0017541134,"baseline":0.0020927613,"qlike_diff":0.1932841094},{"symbol":"MARA","date":"2026-06-11","realized":0.0011198014,"forecast":0.0028307827,"baseline":0.0023354845,"qlike_diff":0.108441165}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KRE Sep8 nonoverlap forecast validation windows batch 38
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"KRE","date":"2026-03-03","realized":0.0001116003,"forecast":0.0003717995,"baseline":0.0002461345,"qlike_diff":0.2592273232},{"symbol":"KRE","date":"2026-03-17","realized":0.0001551626,"forecast":0.0002825964,"baseline":0.00024317,"qlike_diff":0.061236935},{"symbol":"KRE","date":"2026-03-31","realized":0.0001533778,"forecast":0.0001747415,"baseline":0.0002638197,"qlike_diff":-0.1155906926},{"symbol":"KRE","date":"2026-04-15","realized":0.0001806265,"forecast":0.0001609173,"baseline":0.0002608008,"qlike_diff":-0.0529701835},{"symbol":"KRE","date":"2026-04-29","realized":0.0001335952,"forecast":0.0001751935,"baseline":0.0002214911,"qlike_diff":-0.0750961391},{"symbol":"KRE","date":"2026-05-13","realized":0.0001281534,"forecast":0.0001630118,"baseline":0.0002188187,"qlike_diff":-0.0939210078},{"symbol":"KRE","date":"2026-05-28","realized":0.0002486988,"forecast":0.0001409333,"baseline":0.0001457644,"qlike_diff":0.0247815302},{"symbol":"KRE","date":"2026-06-11","realized":0.0001506498,"forecast":0.0001841912,"baseline":0.0001641232,"qlike_diff":0.0153492712},{"symbol":"KRE","date":"2026-06-26","realized":0.0001555855,"forecast":0.0001787404,"baseline":0.0001623974,"qlike_diff":0.0082890392},{"symbol":"KRE","date":"2026-07-13","realized":0.0001377269,"forecast":0.0001589173,"baseline":0.000166832,"qlike_diff":-0.0074881011},{"symbol":"KRE","date":"2026-07-27","realized":8.14458e-05,"forecast":0.0001489347,"baseline":0.0001591789,"qlike_diff":-0.0313271537},{"symbol":"KRE","date":"2026-08-10","realized":8.98912e-05,"forecast":0.0001133965,"baseline":0.0001481387,"qlike_diff":-0.0813467818}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 37
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IREN","date":"2026-04-29","realized":0.0054370944,"forecast":0.0029101983,"baseline":0.0040669404,"qlike_diff":0.1967198056},{"symbol":"IREN","date":"2026-05-13","realized":0.0059719573,"forecast":0.0042474666,"baseline":0.0036699528,"qlike_diff":-0.0751087939},{"symbol":"IREN","date":"2026-05-28","realized":0.0048568889,"forecast":0.0053287197,"baseline":0.0041742938,"qlike_diff":-0.0079025558},{"symbol":"IREN","date":"2026-06-11","realized":0.0019403612,"forecast":0.0054504897,"baseline":0.0041721262,"qlike_diff":0.1581999594},{"symbol":"IREN","date":"2026-06-26","realized":0.0050484774,"forecast":0.0035358886,"baseline":0.0039263769,"qlike_diff":0.0372441219},{"symbol":"IREN","date":"2026-07-13","realized":0.0051931829,"forecast":0.0038047867,"baseline":0.0043978294,"qlike_diff":0.039205217},{"symbol":"IREN","date":"2026-07-27","realized":0.0119043114,"forecast":0.0049371174,"baseline":0.0048138671,"qlike_diff":-0.0364531405},{"symbol":"IREN","date":"2026-08-10","realized":0.0018462764,"forecast":0.0081760144,"baseline":0.0058825176,"qlike_diff":0.2411779489},{"symbol":"KRE","date":"2026-01-02","realized":0.0001701767,"forecast":0.0001060517,"baseline":0.0002723752,"qlike_diff":0.0366161634},{"symbol":"KRE","date":"2026-01-16","realized":0.0004134717,"forecast":0.000126053,"baseline":0.000145728,"qlike_diff":0.2978191037},{"symbol":"KRE","date":"2026-02-02","realized":0.0001439795,"forecast":0.0002707383,"baseline":0.0001999012,"qlike_diff":0.1148792956},{"symbol":"KRE","date":"2026-02-17","realized":0.0005621768,"forecast":0.000240831,"baseline":0.0001849075,"qlike_diff":-0.4417529852}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 36
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IOT","date":"2026-06-26","realized":0.0009432678,"forecast":0.0018720934,"baseline":0.0016175288,"qlike_diff":0.0668613114},{"symbol":"IOT","date":"2026-07-13","realized":0.0022149275,"forecast":0.0012608837,"baseline":0.0014148414,"qlike_diff":0.0759470502},{"symbol":"IOT","date":"2026-07-27","realized":0.0019357969,"forecast":0.0017313884,"baseline":0.0016019246,"qlike_diff":-0.012641186},{"symbol":"IOT","date":"2026-08-10","realized":0.0005283118,"forecast":0.0020033483,"baseline":0.0017222233,"qlike_diff":0.1081567789},{"symbol":"IREN","date":"2026-01-02","realized":0.004481464,"forecast":0.004249559,"baseline":0.0047499746,"qlike_diff":-0.0002236647},{"symbol":"IREN","date":"2026-01-16","realized":0.0052730831,"forecast":0.0039607104,"baseline":0.0049418202,"qlike_diff":0.0430049218},{"symbol":"IREN","date":"2026-02-02","realized":0.0077079594,"forecast":0.0049425784,"baseline":0.0050967168,"qlike_diff":0.0164540848},{"symbol":"IREN","date":"2026-02-17","realized":0.0027273416,"forecast":0.0061405953,"baseline":0.0052624087,"qlike_diff":0.0802135464},{"symbol":"IREN","date":"2026-03-03","realized":0.0051577597,"forecast":0.0048039797,"baseline":0.0047212832,"qlike_diff":-0.0014415424},{"symbol":"IREN","date":"2026-03-17","realized":0.0033480802,"forecast":0.0043280507,"baseline":0.0048925885,"qlike_diff":-0.0333440505},{"symbol":"IREN","date":"2026-03-31","realized":0.0023531769,"forecast":0.0043349227,"baseline":0.0048500487,"qlike_diff":-0.0546294942},{"symbol":"IREN","date":"2026-04-15","realized":0.002776858,"forecast":0.0032457117,"baseline":0.0044948626,"qlike_diff":-0.0878385811}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IOT Sep8 nonoverlap forecast validation windows batch 35
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IOT","date":"2026-01-02","realized":0.0007847519,"forecast":0.0010539663,"baseline":0.0009156046,"qlike_diff":0.0282153375},{"symbol":"IOT","date":"2026-01-16","realized":0.0016678846,"forecast":0.0006847188,"baseline":0.0008242402,"qlike_diff":0.2268722441},{"symbol":"IOT","date":"2026-02-02","realized":0.0017879853,"forecast":0.0011530183,"baseline":0.0009718979,"qlike_diff":-0.1180968193},{"symbol":"IOT","date":"2026-02-17","realized":0.0015780023,"forecast":0.0015082191,"baseline":0.0012240595,"qlike_diff":-0.0341295492},{"symbol":"IOT","date":"2026-03-03","realized":0.0038055823,"forecast":0.0016035283,"baseline":0.0013816222,"qlike_diff":-0.2322269225},{"symbol":"IOT","date":"2026-03-17","realized":0.0008301193,"forecast":0.0024903644,"baseline":0.0016877421,"qlike_diff":0.2305179298},{"symbol":"IOT","date":"2026-03-31","realized":0.0020402428,"forecast":0.002051219,"baseline":0.0017706132,"qlike_diff":-0.0105230872},{"symbol":"IOT","date":"2026-04-15","realized":0.0011534608,"forecast":0.001698176,"baseline":0.0019745072,"qlike_diff":-0.0557055326},{"symbol":"IOT","date":"2026-04-29","realized":0.0010543673,"forecast":0.0016180165,"baseline":0.0018943363,"qlike_diff":-0.062614956},{"symbol":"IOT","date":"2026-05-13","realized":0.001370693,"forecast":0.0012334107,"baseline":0.0017724566,"qlike_diff":-0.0246097622},{"symbol":"IOT","date":"2026-05-28","realized":0.0024495354,"forecast":0.0013308956,"baseline":0.0017359077,"qlike_diff":0.1637405003},{"symbol":"IOT","date":"2026-06-11","realized":0.0014756314,"forecast":0.0018073976,"baseline":0.0015076605,"qlike_diff":0.0190129792}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
INTC Sep8 nonoverlap forecast validation windows batch 34
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"INTC","date":"2026-03-03","realized":0.0015072168,"forecast":0.0012984672,"baseline":0.0021369954,"qlike_diff":-0.0427473258},{"symbol":"INTC","date":"2026-03-17","realized":0.0020359692,"forecast":0.0014031941,"baseline":0.0021861478,"qlike_diff":0.0762590333},{"symbol":"INTC","date":"2026-03-31","realized":0.0027798414,"forecast":0.0018705773,"baseline":0.0024501108,"qlike_diff":0.0816234388},{"symbol":"INTC","date":"2026-04-15","realized":0.0064245015,"forecast":0.0021587456,"baseline":0.0024896252,"qlike_diff":0.2529202163},{"symbol":"INTC","date":"2026-04-29","realized":0.004530629,"forecast":0.0038761118,"baseline":0.0023255809,"qlike_diff":-0.2684489728},{"symbol":"INTC","date":"2026-05-13","realized":0.0012396941,"forecast":0.0046307753,"baseline":0.0028067703,"qlike_diff":0.3267175967},{"symbol":"INTC","date":"2026-05-28","realized":0.0041146236,"forecast":0.0029076648,"baseline":0.0028381389,"qlike_diff":-0.0104638333},{"symbol":"INTC","date":"2026-06-11","realized":0.0031744635,"forecast":0.0031973498,"baseline":0.0033113088,"qlike_diff":-0.0008524868},{"symbol":"INTC","date":"2026-06-26","realized":0.0031520119,"forecast":0.0035585348,"baseline":0.0034516769,"qlike_diff":0.0030670961},{"symbol":"INTC","date":"2026-07-13","realized":0.0023429786,"forecast":0.0032331261,"baseline":0.0037761901,"qlike_diff":-0.0510480655},{"symbol":"INTC","date":"2026-07-27","realized":0.0030843205,"forecast":0.0026986774,"baseline":0.0031445052,"qlike_diff":0.0091456716},{"symbol":"INTC","date":"2026-08-10","realized":0.0010667475,"forecast":0.0028320431,"baseline":0.002887237,"qlike_diff":-0.0121009818}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 33
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"INDA","date":"2026-04-29","realized":0.0001923777,"forecast":0.000162887,"baseline":0.0001689874,"qlike_diff":0.0058681445},{"symbol":"INDA","date":"2026-05-13","realized":5.97487e-05,"forecast":0.0001747202,"baseline":0.0001946046,"qlike_diff":-0.0728423273},{"symbol":"INDA","date":"2026-05-28","realized":9.27454e-05,"forecast":0.0001290513,"baseline":0.0001742271,"qlike_diff":-0.1138037456},{"symbol":"INDA","date":"2026-06-11","realized":0.0001154095,"forecast":9.50508e-05,"baseline":0.0001787245,"qlike_diff":-0.0629863013},{"symbol":"INDA","date":"2026-06-26","realized":6.95969e-05,"forecast":0.0001089674,"baseline":0.0001302667,"qlike_diff":-0.0741054863},{"symbol":"INDA","date":"2026-07-13","realized":7.72951e-05,"forecast":9.44535e-05,"baseline":0.0001111122,"qlike_diff":-0.0397416426},{"symbol":"INDA","date":"2026-07-27","realized":4.19677e-05,"forecast":8.44335e-05,"baseline":0.0001029084,"qlike_diff":-0.1086409101},{"symbol":"INDA","date":"2026-08-10","realized":1.05941e-05,"forecast":6.40874e-05,"baseline":7.68697e-05,"qlike_diff":-0.1543761143},{"symbol":"INTC","date":"2026-01-02","realized":0.0023931801,"forecast":0.0009408403,"baseline":0.0010605409,"qlike_diff":0.167335926},{"symbol":"INTC","date":"2026-01-16","realized":0.0068342111,"forecast":0.0014940197,"baseline":0.0013403833,"qlike_diff":-0.4158064107},{"symbol":"INTC","date":"2026-02-02","realized":0.0008973451,"forecast":0.0042815883,"baseline":0.0023066912,"qlike_diff":0.4390739151},{"symbol":"INTC","date":"2026-02-17","realized":0.0008093464,"forecast":0.0032741899,"baseline":0.0023420147,"qlike_diff":0.2366717697}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 32
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IBIT","date":"2026-06-26","realized":0.0004981636,"forecast":0.0008262335,"baseline":0.0005787162,"qlike_diff":0.098190277},{"symbol":"IBIT","date":"2026-07-13","realized":0.0002887735,"forecast":0.0006238758,"baseline":0.0005928177,"qlike_diff":0.0268142621},{"symbol":"IBIT","date":"2026-07-27","realized":0.000224707,"forecast":0.0004261764,"baseline":0.0005686709,"qlike_diff":-0.1563298239},{"symbol":"IBIT","date":"2026-08-10","realized":0.0011521681,"forecast":0.0003057409,"baseline":0.0005506078,"qlike_diff":1.0876224002},{"symbol":"INDA","date":"2026-01-02","realized":3.55843e-05,"forecast":5.11745e-05,"baseline":4.86418e-05,"qlike_diff":0.0145522627},{"symbol":"INDA","date":"2026-01-16","realized":0.0001535199,"forecast":4.65767e-05,"baseline":4.56444e-05,"qlike_diff":-0.0470995882},{"symbol":"INDA","date":"2026-02-02","realized":3.45218e-05,"forecast":9.87719e-05,"baseline":6.39061e-05,"qlike_diff":0.2447130785},{"symbol":"INDA","date":"2026-02-17","realized":0.0001966121,"forecast":8.42737e-05,"baseline":6.15196e-05,"qlike_diff":-0.5481945613},{"symbol":"INDA","date":"2026-03-03","realized":6.74231e-05,"forecast":0.0001213311,"baseline":8.79221e-05,"qlike_diff":0.1109166442},{"symbol":"INDA","date":"2026-03-17","realized":0.0003963829,"forecast":0.0001097589,"baseline":9.08042e-05,"qlike_diff":-0.5642702913},{"symbol":"INDA","date":"2026-03-31","realized":0.0001869512,"forecast":0.0002386606,"baseline":0.0001432629,"qlike_diff":-0.0112559612},{"symbol":"INDA","date":"2026-04-15","realized":0.0001266517,"forecast":0.0002599627,"baseline":0.0001746127,"qlike_diff":0.1598302977}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IBIT Sep8 nonoverlap forecast validation windows batch 31
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IBIT","date":"2026-01-02","realized":0.0006170427,"forecast":0.0005346337,"baseline":0.0007898422,"qlike_diff":-0.0173330722},{"symbol":"IBIT","date":"2026-01-16","realized":0.0013961073,"forecast":0.0005188392,"baseline":0.0008174271,"qlike_diff":0.5283318948},{"symbol":"IBIT","date":"2026-02-02","realized":0.003606899,"forecast":0.0010079145,"baseline":0.0008613789,"qlike_diff":-0.4516742126},{"symbol":"IBIT","date":"2026-02-17","realized":0.0012706612,"forecast":0.0021786089,"baseline":0.0013333231,"qlike_diff":0.1212532179},{"symbol":"IBIT","date":"2026-03-03","realized":0.000951235,"forecast":0.0021131551,"baseline":0.0012893137,"qlike_diff":0.2064372811},{"symbol":"IBIT","date":"2026-03-17","realized":0.0006415137,"forecast":0.001220939,"baseline":0.0013695426,"qlike_diff":-0.0578446213},{"symbol":"IBIT","date":"2026-03-31","realized":0.0003819694,"forecast":0.0009112877,"baseline":0.0014153988,"qlike_diff":-0.2910214357},{"symbol":"IBIT","date":"2026-04-15","realized":0.0004531204,"forecast":0.0006157152,"baseline":0.001381419,"qlike_diff":-0.4001674648},{"symbol":"IBIT","date":"2026-04-29","realized":0.0002888684,"forecast":0.0004893846,"baseline":0.0012378803,"qlike_diff":-0.5710957793},{"symbol":"IBIT","date":"2026-05-13","realized":0.0003570153,"forecast":0.0004084094,"baseline":0.0006684546,"qlike_diff":-0.1526285972},{"symbol":"IBIT","date":"2026-05-28","realized":0.0012705768,"forecast":0.0003629564,"baseline":0.0005195338,"qlike_diff":0.6963735815},{"symbol":"IBIT","date":"2026-06-11","realized":0.0006896047,"forecast":0.0007517223,"baseline":0.0005679387,"qlike_diff":-0.0165040321}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
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