GLD Sep8 nonoverlap forecast validation windows batch 30
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"GLD","date":"2026-03-03","realized":0.0001165944,"forecast":0.0007083701,"baseline":0.0005978258,"qlike_diff":0.1392318688},{"symbol":"GLD","date":"2026-03-17","realized":0.0009210737,"forecast":0.0003658159,"baseline":0.0006176652,"qlike_diff":0.5028265469},{"symbol":"GLD","date":"2026-03-31","realized":0.0001504751,"forecast":0.0005938176,"baseline":0.0007284997,"qlike_diff":-0.1575669098},{"symbol":"GLD","date":"2026-04-15","realized":0.0001896183,"forecast":0.0004916503,"baseline":0.0007301225,"qlike_diff":-0.2694749882},{"symbol":"GLD","date":"2026-04-29","realized":0.0001674934,"forecast":0.000245833,"baseline":0.0004612122,"qlike_diff":-0.3110347558},{"symbol":"GLD","date":"2026-05-13","realized":0.0001447402,"forecast":0.0002132494,"baseline":0.0003340925,"qlike_diff":-0.2034528035},{"symbol":"GLD","date":"2026-05-28","realized":0.0004889981,"forecast":0.0001779005,"baseline":0.0002819639,"qlike_diff":0.5539039399},{"symbol":"GLD","date":"2026-06-11","realized":0.0002770682,"forecast":0.0003311182,"baseline":0.0003411073,"qlike_diff":-0.0052175834},{"symbol":"GLD","date":"2026-06-26","realized":0.0001764594,"forecast":0.0003501342,"baseline":0.0002347741,"qlike_diff":0.1520555124},{"symbol":"GLD","date":"2026-07-13","realized":0.0001652578,"forecast":0.0002468311,"baseline":0.0002354421,"qlike_diff":0.0148528528},{"symbol":"GLD","date":"2026-07-27","realized":0.0002999617,"forecast":0.0001979506,"baseline":0.000237378,"qlike_diff":0.070054014},{"symbol":"GLD","date":"2026-08-10","realized":0.0002631936,"forecast":0.0002422182,"baseline":0.0002618592,"qlike_diff":0.0035332721}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 29
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"GDX","date":"2026-04-15","realized":0.000941201,"forecast":0.0011915384,"baseline":0.0015662106,"qlike_diff":-0.0844513106},{"symbol":"GDX","date":"2026-04-29","realized":0.0008674731,"forecast":0.0008829019,"baseline":0.0012819853,"qlike_diff":-0.0670900162},{"symbol":"GDX","date":"2026-05-13","realized":0.0011753587,"forecast":0.0009442574,"baseline":0.001045446,"qlike_diff":0.0186785629},{"symbol":"GDX","date":"2026-05-28","realized":0.0017196569,"forecast":0.0010425166,"baseline":0.0010340759,"qlike_diff":-0.0053349099},{"symbol":"GDX","date":"2026-06-11","realized":0.0011586532,"forecast":0.0013924433,"baseline":0.0012121323,"qlike_diff":0.0148995957},{"symbol":"GDX","date":"2026-06-26","realized":0.0006408852,"forecast":0.0013600854,"baseline":0.0010700927,"qlike_diff":0.1121054873},{"symbol":"GDX","date":"2026-07-13","realized":0.0005789942,"forecast":0.0009572903,"baseline":0.0010789573,"qlike_diff":-0.051441417},{"symbol":"GDX","date":"2026-07-27","realized":0.0014698526,"forecast":0.0007141211,"baseline":0.001036097,"qlike_diff":0.267460658},{"symbol":"GDX","date":"2026-08-10","realized":0.0012542721,"forecast":0.001053407,"baseline":0.0011418808,"qlike_diff":0.0116078438},{"symbol":"GLD","date":"2026-01-02","realized":0.0001475599,"forecast":0.0001789824,"baseline":0.0002572968,"qlike_diff":-0.11200544},{"symbol":"GLD","date":"2026-01-16","realized":0.0017786062,"forecast":0.0001932407,"baseline":0.0001414545,"qlike_diff":-3.057641267},{"symbol":"GLD","date":"2026-02-02","realized":0.0009156769,"forecast":0.0010186917,"baseline":0.0004113515,"qlike_diff":-0.420318766},{"symbol":"GLD","date":"2026-02-17","realized":0.0004285968,"forecast":0.001181146,"baseline":0.000535344,"qlike_diff":0.3535954113}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 28
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"FXI","date":"2026-06-11","realized":0.0002205054,"forecast":0.0001730016,"baseline":0.0001748251,"qlike_diff":0.0028092362},{"symbol":"FXI","date":"2026-06-26","realized":0.0001336955,"forecast":0.0001905009,"baseline":0.0001559077,"qlike_diff":0.0446732362},{"symbol":"FXI","date":"2026-07-13","realized":0.0001788629,"forecast":0.000174234,"baseline":0.0001659834,"qlike_diff":-0.0025165415},{"symbol":"FXI","date":"2026-07-27","realized":5.88399e-05,"forecast":0.0001520674,"baseline":0.0001840812,"qlike_diff":-0.1237611707},{"symbol":"FXI","date":"2026-08-10","realized":0.0001237059,"forecast":0.0001113092,"baseline":0.0001656678,"qlike_diff":-0.033011433},{"symbol":"GDX","date":"2026-01-02","realized":0.000414813,"forecast":0.000550761,"baseline":0.0008855105,"qlike_diff":-0.1901450364},{"symbol":"GDX","date":"2026-01-16","realized":0.0026051519,"forecast":0.0004924971,"baseline":0.0005450419,"qlike_diff":0.4085778481},{"symbol":"GDX","date":"2026-02-02","realized":0.0022732911,"forecast":0.0015923926,"baseline":0.0008966981,"qlike_diff":-0.5333116838},{"symbol":"GDX","date":"2026-02-17","realized":0.0011861587,"forecast":0.0022534753,"baseline":0.0011812289,"qlike_diff":0.1681134626},{"symbol":"GDX","date":"2026-03-03","realized":0.0006681867,"forecast":0.0017422059,"baseline":0.0012423775,"qlike_diff":0.1838252753},{"symbol":"GDX","date":"2026-03-17","realized":0.0020053772,"forecast":0.0011007497,"baseline":0.0013134092,"qlike_diff":0.1183451038},{"symbol":"GDX","date":"2026-03-31","realized":0.0005025261,"forecast":0.0014659842,"baseline":0.0015500429,"qlike_diff":-0.0371662358}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 27
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"FIVE","date":"2026-08-10","realized":0.0007718139,"forecast":0.0005756887,"baseline":0.0008482604,"qlike_diff":0.0431801406},{"symbol":"FXI","date":"2026-01-02","realized":0.0001738252,"forecast":0.0001612663,"baseline":0.0001779427,"qlike_diff":0.002611722},{"symbol":"FXI","date":"2026-01-16","realized":0.0001657961,"forecast":0.0001867526,"baseline":0.0001287116,"qlike_diff":-0.0281257102},{"symbol":"FXI","date":"2026-02-02","realized":0.000155072,"forecast":0.0001787616,"baseline":0.0001364222,"qlike_diff":0.0010715246},{"symbol":"FXI","date":"2026-02-17","realized":0.0001517632,"forecast":0.0001669046,"baseline":0.0001459203,"qlike_diff":0.0036012245},{"symbol":"FXI","date":"2026-03-03","realized":0.0001102144,"forecast":0.0001566256,"baseline":0.0001579847,"qlike_diff":-0.0025865586},{"symbol":"FXI","date":"2026-03-17","realized":0.0003130249,"forecast":0.0001367093,"baseline":0.0001637222,"qlike_diff":0.1974703774},{"symbol":"FXI","date":"2026-03-31","realized":8.47996e-05,"forecast":0.000222577,"baseline":0.0001782714,"qlike_diff":0.1272790976},{"symbol":"FXI","date":"2026-04-15","realized":8.48568e-05,"forecast":0.0001838038,"baseline":0.0001650665,"qlike_diff":0.0551143677},{"symbol":"FXI","date":"2026-04-29","realized":0.0001656622,"forecast":0.0001059384,"baseline":0.000150907,"qlike_diff":0.1121770257},{"symbol":"FXI","date":"2026-05-13","realized":0.0002017479,"forecast":0.0001380262,"baseline":0.0001542786,"qlike_diff":0.0426616342},{"symbol":"FXI","date":"2026-05-28","realized":0.0001864228,"forecast":0.0001747364,"baseline":0.0001625084,"qlike_diff":-0.0077289172}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
FIVE Sep8 nonoverlap forecast validation windows batch 26
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"FIVE","date":"2026-02-17","realized":8.60919e-05,"forecast":0.0004690536,"baseline":0.0003626323,"qlike_diff":0.2034632711},{"symbol":"FIVE","date":"2026-03-03","realized":0.0002676087,"forecast":0.0002966899,"baseline":0.0003011828,"qlike_diff":-0.0015745905},{"symbol":"FIVE","date":"2026-03-17","realized":0.0014753424,"forecast":0.0002313619,"baseline":0.0003026634,"qlike_diff":1.2336045176},{"symbol":"FIVE","date":"2026-03-31","realized":0.0003865144,"forecast":0.0008323873,"baseline":0.0005234681,"qlike_diff":0.1897937844},{"symbol":"FIVE","date":"2026-04-15","realized":0.0007553623,"forecast":0.0007768842,"baseline":0.0005305176,"qlike_diff":-0.0700860091},{"symbol":"FIVE","date":"2026-04-29","realized":0.0011138717,"forecast":0.0006095325,"baseline":0.0005937168,"qlike_diff":-0.0223897472},{"symbol":"FIVE","date":"2026-05-13","realized":0.0004258077,"forecast":0.0009180739,"baseline":0.0006922983,"qlike_diff":0.1310025252},{"symbol":"FIVE","date":"2026-05-28","realized":0.0025626164,"forecast":0.0007430796,"baseline":0.0007498529,"qlike_diff":0.0220771475},{"symbol":"FIVE","date":"2026-06-11","realized":0.0003498868,"forecast":0.0015436999,"baseline":0.0011379553,"qlike_diff":0.2241339902},{"symbol":"FIVE","date":"2026-06-26","realized":0.0006404574,"forecast":0.0012119951,"baseline":0.0009376189,"qlike_diff":0.1020439601},{"symbol":"FIVE","date":"2026-07-13","realized":0.0002101932,"forecast":0.0006536595,"baseline":0.0009845255,"qlike_diff":-0.3015065081},{"symbol":"FIVE","date":"2026-07-27","realized":0.0008374564,"forecast":0.0004743351,"baseline":0.0008961512,"qlike_diff":0.1948389198}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 25
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"FICO","date":"2026-04-15","realized":0.0008393393,"forecast":0.0025703878,"baseline":0.0018121236,"qlike_diff":0.2129193202},{"symbol":"FICO","date":"2026-04-29","realized":0.0005507244,"forecast":0.0019210153,"baseline":0.0018982171,"qlike_diff":0.0084956049},{"symbol":"FICO","date":"2026-05-13","realized":0.0007963711,"forecast":0.0009680832,"baseline":0.001810389,"qlike_diff":-0.2432417384},{"symbol":"FICO","date":"2026-05-28","realized":0.0012060714,"forecast":0.0007815457,"baseline":0.0017298888,"qlike_diff":0.051452633},{"symbol":"FICO","date":"2026-06-11","realized":0.0006005457,"forecast":0.001043668,"baseline":0.0014224954,"qlike_diff":-0.1564304493},{"symbol":"FICO","date":"2026-06-26","realized":0.0005073918,"forecast":0.0008947814,"baseline":0.0012026777,"qlike_diff":-0.1505547456},{"symbol":"FICO","date":"2026-07-13","realized":0.0006876975,"forecast":0.0006325177,"baseline":0.0007497113,"qlike_diff":-2.47316e-05},{"symbol":"FICO","date":"2026-07-27","realized":0.0047682803,"forecast":0.0006439688,"baseline":0.0007252532,"qlike_diff":0.7110085219},{"symbol":"FICO","date":"2026-08-10","realized":0.0011123108,"forecast":0.0025359149,"baseline":0.001451869,"qlike_diff":0.230202504},{"symbol":"FIVE","date":"2026-01-02","realized":0.0003642147,"forecast":0.0002636936,"baseline":0.0005776151,"qlike_diff":-0.0334647611},{"symbol":"FIVE","date":"2026-01-16","realized":0.0003754187,"forecast":0.00029708,"baseline":0.000338239,"qlike_diff":0.0240229865},{"symbol":"FIVE","date":"2026-02-02","realized":0.0005659498,"forecast":0.0003697706,"baseline":0.0003498088,"qlike_diff":-0.0318440614}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 24
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWZ","date":"2026-06-11","realized":9.69897e-05,"forecast":0.0002749835,"baseline":0.0003246432,"qlike_diff":-0.1120626133},{"symbol":"EWZ","date":"2026-06-26","realized":0.0001692741,"forecast":0.0001961953,"baseline":0.0002176275,"qlike_diff":-0.018706356},{"symbol":"EWZ","date":"2026-07-13","realized":0.0001735358,"forecast":0.0001681235,"baseline":0.0002105504,"qlike_diff":-0.0170345859},{"symbol":"EWZ","date":"2026-07-27","realized":0.0001551018,"forecast":0.000181934,"baseline":0.0002256048,"qlike_diff":-0.0501173446},{"symbol":"EWZ","date":"2026-08-10","realized":0.0002332124,"forecast":0.0001691279,"baseline":0.0001881033,"qlike_diff":0.0327650942},{"symbol":"FICO","date":"2026-01-02","realized":0.0004734848,"forecast":0.0003534852,"baseline":0.0006008518,"qlike_diff":0.0209462707},{"symbol":"FICO","date":"2026-01-16","realized":0.0004429066,"forecast":0.0003869473,"baseline":0.0004684461,"qlike_diff":0.0080044643},{"symbol":"FICO","date":"2026-02-02","realized":0.0011549833,"forecast":0.0004252522,"baseline":0.0003924803,"qlike_diff":-0.1465882313},{"symbol":"FICO","date":"2026-02-17","realized":0.0013458467,"forecast":0.0007118666,"baseline":0.0005024473,"qlike_diff":-0.4395947908},{"symbol":"FICO","date":"2026-03-03","realized":0.0030398449,"forecast":0.0011466916,"baseline":0.0006695482,"qlike_diff":-1.3511407512},{"symbol":"FICO","date":"2026-03-17","realized":0.0018802013,"forecast":0.002109438,"baseline":0.0010961063,"qlike_diff":-0.1693602913},{"symbol":"FICO","date":"2026-03-31","realized":0.0031202634,"forecast":0.0021005665,"baseline":0.0013605407,"qlike_diff":-0.3736356921}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 23
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWW","date":"2026-07-27","realized":9.55376e-05,"forecast":0.0001303115,"baseline":0.0001676432,"qlike_diff":-0.0886487786},{"symbol":"EWW","date":"2026-08-10","realized":0.0001057893,"forecast":0.0001158586,"baseline":0.0001554238,"qlike_diff":-0.0613458858},{"symbol":"EWZ","date":"2026-01-02","realized":0.0001075933,"forecast":0.0003173664,"baseline":0.0002277276,"qlike_diff":0.1984610844},{"symbol":"EWZ","date":"2026-01-16","realized":0.000513463,"forecast":0.0001476655,"baseline":0.0002121965,"qlike_diff":0.6948883659},{"symbol":"EWZ","date":"2026-02-02","realized":0.0002834283,"forecast":0.0002938144,"baseline":0.00027954,"qlike_diff":0.0005440604},{"symbol":"EWZ","date":"2026-02-17","realized":0.0003843351,"forecast":0.0003361451,"baseline":0.0002993517,"qlike_diff":-0.024606989},{"symbol":"EWZ","date":"2026-03-03","realized":0.0004714606,"forecast":0.0003570169,"baseline":0.0003406156,"qlike_diff":-0.0165587077},{"symbol":"EWZ","date":"2026-03-17","realized":0.0007188196,"forecast":0.000431565,"baseline":0.0003133245,"qlike_diff":-0.3083793958},{"symbol":"EWZ","date":"2026-03-31","realized":0.0001883631,"forecast":0.0005896441,"baseline":0.0004114591,"qlike_diff":0.2214687684},{"symbol":"EWZ","date":"2026-04-15","realized":0.0001145367,"forecast":0.0004132457,"baseline":0.0004198257,"qlike_diff":-0.0114534099},{"symbol":"EWZ","date":"2026-04-29","realized":0.0003814661,"forecast":0.000214971,"baseline":0.00036598,"qlike_diff":0.2001107293},{"symbol":"EWZ","date":"2026-05-13","realized":0.0002460447,"forecast":0.0002790226,"baseline":0.000382691,"qlike_diff":-0.0770589279},{"symbol":"EWZ","date":"2026-05-28","realized":0.0002708623,"forecast":0.000301168,"baseline":0.000359333,"qlike_diff":-0.0310004206}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWW Sep8 nonoverlap forecast validation windows batch 22
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWW","date":"2026-02-02","realized":0.0004191828,"forecast":0.0001838274,"baseline":0.0001424127,"qlike_diff":-0.4078619679},{"symbol":"EWW","date":"2026-02-17","realized":0.0004017883,"forecast":0.0003012236,"baseline":0.0001718658,"qlike_diff":-0.442809482},{"symbol":"EWW","date":"2026-03-03","realized":0.0004651258,"forecast":0.0003997212,"baseline":0.0002385312,"qlike_diff":-0.2700651595},{"symbol":"EWW","date":"2026-03-17","realized":0.0005349397,"forecast":0.0004135422,"baseline":0.0002969489,"qlike_diff":-0.1766988857},{"symbol":"EWW","date":"2026-03-31","realized":0.0002064515,"forecast":0.0004976206,"baseline":0.0003677595,"qlike_diff":0.1559095655},{"symbol":"EWW","date":"2026-04-15","realized":0.0001439099,"forecast":0.0003583843,"baseline":0.0003852239,"qlike_diff":-0.0442416524},{"symbol":"EWW","date":"2026-04-29","realized":0.0001677877,"forecast":0.0002188261,"baseline":0.0003680335,"qlike_diff":-0.2090372012},{"symbol":"EWW","date":"2026-05-13","realized":0.000146028,"forecast":0.0001851051,"baseline":0.0003254139,"qlike_diff":-0.2240272713},{"symbol":"EWW","date":"2026-05-28","realized":0.0002971813,"forecast":0.000166526,"baseline":0.0002815124,"qlike_diff":0.2039093457},{"symbol":"EWW","date":"2026-06-11","realized":0.0001616263,"forecast":0.000239069,"baseline":0.0002528306,"qlike_diff":-0.0191691607},{"symbol":"EWW","date":"2026-06-26","realized":9.39435e-05,"forecast":0.0002261557,"baseline":0.0001902599,"qlike_diff":0.094461632},{"symbol":"EWW","date":"2026-07-13","realized":0.0001239852,"forecast":0.0001452661,"baseline":0.0001704373,"qlike_diff":-0.0337497145}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 21
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWU","date":"2026-03-31","realized":0.0001406766,"forecast":0.0002038547,"baseline":0.0001362031,"qlike_diff":0.0604987157},{"symbol":"EWU","date":"2026-04-15","realized":9.01591e-05,"forecast":0.0001944199,"baseline":0.0001527598,"qlike_diff":0.1146855607},{"symbol":"EWU","date":"2026-04-29","realized":0.0001990407,"forecast":0.0001256603,"baseline":0.0001564573,"qlike_diff":0.0925851796},{"symbol":"EWU","date":"2026-05-13","realized":0.0001557945,"forecast":0.000152514,"baseline":0.0001640835,"qlike_diff":-0.0010925964},{"symbol":"EWU","date":"2026-05-28","realized":0.0001073886,"forecast":0.0001655683,"baseline":0.0001679452,"qlike_diff":-0.005074223},{"symbol":"EWU","date":"2026-06-11","realized":5.06658e-05,"forecast":0.0001371128,"baseline":0.0001663361,"qlike_diff":-0.1282864002},{"symbol":"EWU","date":"2026-06-26","realized":0.0001016412,"forecast":8.91779e-05,"baseline":0.0001259582,"qlike_diff":-0.0125029359},{"symbol":"EWU","date":"2026-07-13","realized":6.91217e-05,"forecast":8.77656e-05,"baseline":0.0001193643,"qlike_diff":-0.0990204098},{"symbol":"EWU","date":"2026-07-27","realized":4.64329e-05,"forecast":8.56887e-05,"baseline":0.0001153314,"qlike_diff":-0.1578139343},{"symbol":"EWU","date":"2026-08-10","realized":1.77249e-05,"forecast":6.00205e-05,"baseline":8.93699e-05,"qlike_diff":-0.3011155322},{"symbol":"EWW","date":"2026-01-02","realized":0.0001049239,"forecast":0.0001222704,"baseline":0.0001286569,"qlike_diff":-0.0083167447},{"symbol":"EWW","date":"2026-01-16","realized":0.0002536855,"forecast":0.0001037953,"baseline":0.0001136886,"qlike_diff":0.1216443987}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 20
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWT","date":"2026-05-13","realized":0.0007379563,"forecast":0.0003954687,"baseline":0.0004473957,"qlike_diff":0.0932089739},{"symbol":"EWT","date":"2026-05-28","realized":0.0010401243,"forecast":0.0005516122,"baseline":0.0004667356,"qlike_diff":-0.1758184065},{"symbol":"EWT","date":"2026-06-11","realized":0.0008112858,"forecast":0.0008687524,"baseline":0.000593759,"qlike_diff":-0.0519191442},{"symbol":"EWT","date":"2026-06-26","realized":0.0007827429,"forecast":0.0008927685,"baseline":0.0006257401,"qlike_diff":-0.0187560572},{"symbol":"EWT","date":"2026-07-13","realized":0.0004621782,"forecast":0.0008215451,"baseline":0.0006946918,"qlike_diff":0.0649908341},{"symbol":"EWT","date":"2026-07-27","realized":0.0009528074,"forecast":0.0006472299,"baseline":0.0007138961,"qlike_diff":0.0394370398},{"symbol":"EWT","date":"2026-08-10","realized":0.0002131778,"forecast":0.0007356704,"baseline":0.0008098111,"qlike_diff":-0.0694891537},{"symbol":"EWU","date":"2026-01-02","realized":3.87126e-05,"forecast":4.51625e-05,"baseline":5.12106e-05,"qlike_diff":-0.0244433953},{"symbol":"EWU","date":"2026-01-16","realized":7.33948e-05,"forecast":3.81483e-05,"baseline":5.01261e-05,"qlike_diff":0.1866705025},{"symbol":"EWU","date":"2026-02-02","realized":0.0001540796,"forecast":5.46168e-05,"baseline":5.66283e-05,"qlike_diff":0.0640392196},{"symbol":"EWU","date":"2026-02-17","realized":0.0001331661,"forecast":0.0001043408,"baseline":7.13691e-05,"qlike_diff":-0.2098204156},{"symbol":"EWU","date":"2026-03-03","realized":0.0001166522,"forecast":0.0001375074,"baseline":7.98099e-05,"qlike_diff":-0.0692610504},{"symbol":"EWU","date":"2026-03-17","realized":0.0002885984,"forecast":0.0001246103,"baseline":9.21694e-05,"qlike_diff":-0.5136028875}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 19
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWJ","date":"2026-07-13","realized":0.0001536952,"forecast":0.0002378085,"baseline":0.0001934879,"qlike_diff":0.0582087902},{"symbol":"EWJ","date":"2026-07-27","realized":0.0003131735,"forecast":0.000181252,"baseline":0.000202005,"qlike_diff":0.0691050872},{"symbol":"EWJ","date":"2026-08-10","realized":0.0001313108,"forecast":0.0002382178,"baseline":0.0002215963,"qlike_diff":0.0309820928},{"symbol":"EWT","date":"2026-01-02","realized":5.51459e-05,"forecast":0.0001396261,"baseline":0.0002218359,"qlike_diff":-0.3166044162},{"symbol":"EWT","date":"2026-01-16","realized":0.0002506579,"forecast":7.28913e-05,"baseline":0.000129274,"qlike_diff":0.9268590804},{"symbol":"EWT","date":"2026-02-02","realized":0.000218485,"forecast":0.0001631058,"baseline":0.0001530125,"qlike_diff":-0.024480964},{"symbol":"EWT","date":"2026-02-17","realized":0.0005216703,"forecast":0.0002118086,"baseline":0.0001379805,"qlike_diff":-0.8892516889},{"symbol":"EWT","date":"2026-03-03","realized":0.0003171042,"forecast":0.0003810939,"baseline":0.0002181671,"qlike_diff":-0.0636184704},{"symbol":"EWT","date":"2026-03-17","realized":0.0005842266,"forecast":0.0003995235,"baseline":0.0002363856,"qlike_diff":-0.4843813818},{"symbol":"EWT","date":"2026-03-31","realized":0.0005155969,"forecast":0.0004653197,"baseline":0.0003277248,"qlike_diff":-0.1146626531},{"symbol":"EWT","date":"2026-04-15","realized":0.0004169968,"forecast":0.000516526,"baseline":0.000398788,"qlike_diff":0.0203457192},{"symbol":"EWT","date":"2026-04-29","realized":0.0003997169,"forecast":0.000415227,"baseline":0.0004207039,"qlike_diff":-0.0005717652}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWJ Sep8 nonoverlap forecast validation windows batch 18
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWJ","date":"2026-01-02","realized":0.000115339,"forecast":5.33041e-05,"baseline":0.0001038632,"qlike_diff":0.3862417667},{"symbol":"EWJ","date":"2026-01-16","realized":9.88463e-05,"forecast":6.94352e-05,"baseline":7.84415e-05,"qlike_diff":0.0414896788},{"symbol":"EWJ","date":"2026-02-02","realized":0.0003279894,"forecast":9.41228e-05,"baseline":8.84781e-05,"qlike_diff":-0.1604705919},{"symbol":"EWJ","date":"2026-02-17","realized":0.0002233067,"forecast":0.000201655,"baseline":0.000116906,"qlike_diff":-0.2575808045},{"symbol":"EWJ","date":"2026-03-03","realized":0.0002635419,"forecast":0.0002610204,"baseline":0.0001429347,"qlike_diff":-0.2319214175},{"symbol":"EWJ","date":"2026-03-17","realized":0.0004543987,"forecast":0.0002388795,"baseline":0.0001767156,"qlike_diff":-0.3677295183},{"symbol":"EWJ","date":"2026-03-31","realized":0.0003110034,"forecast":0.0003601057,"baseline":0.0002510305,"qlike_diff":-0.0144389647},{"symbol":"EWJ","date":"2026-04-15","realized":0.0001012679,"forecast":0.0003576783,"baseline":0.000284113,"qlike_diff":0.1569523313},{"symbol":"EWJ","date":"2026-04-29","realized":0.0002009781,"forecast":0.0002148328,"baseline":0.0002849697,"qlike_diff":-0.0522746738},{"symbol":"EWJ","date":"2026-05-13","realized":6.67354e-05,"forecast":0.0001768532,"baseline":0.0002634243,"qlike_diff":-0.2744351389},{"symbol":"EWJ","date":"2026-05-28","realized":0.0003084249,"forecast":0.0001335004,"baseline":0.000235727,"qlike_diff":0.4333236329},{"symbol":"EWJ","date":"2026-06-11","realized":0.0002947309,"forecast":0.0002164766,"baseline":0.0002427299,"qlike_diff":0.0327898413},{"symbol":"EWJ","date":"2026-06-26","realized":0.0001729016,"forecast":0.0002919865,"baseline":0.0002146641,"qlike_diff":0.0943373408}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWG Sep8 nonoverlap forecast validation windows batch 17
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWG","date":"2026-03-03","realized":0.0001411631,"forecast":0.0001668577,"baseline":8.76434e-05,"qlike_diff":-0.1207790235},{"symbol":"EWG","date":"2026-03-17","realized":0.0004979664,"forecast":0.0001710983,"baseline":0.0001041644,"qlike_diff":-1.3739026463},{"symbol":"EWG","date":"2026-03-31","realized":0.0002015146,"forecast":0.0003208349,"baseline":0.0001837095,"qlike_diff":0.0887454209},{"symbol":"EWG","date":"2026-04-15","realized":0.0001347024,"forecast":0.000309652,"baseline":0.0002136469,"qlike_diff":0.1756458665},{"symbol":"EWG","date":"2026-04-29","realized":0.0002772665,"forecast":0.0001846608,"baseline":0.0002182334,"qlike_diff":0.0639420389},{"symbol":"EWG","date":"2026-05-13","realized":0.0001849522,"forecast":0.0002205818,"baseline":0.0002530495,"qlike_diff":-0.0297354407},{"symbol":"EWG","date":"2026-05-28","realized":0.0001817599,"forecast":0.0002181843,"baseline":0.0002430745,"qlike_diff":-0.0227249887},{"symbol":"EWG","date":"2026-06-11","realized":7.64717e-05,"forecast":0.0001972657,"baseline":0.000250152,"qlike_diff":-0.1555596012},{"symbol":"EWG","date":"2026-06-26","realized":0.000153972,"forecast":0.0001385475,"baseline":0.000178555,"qlike_diff":-0.0046758976},{"symbol":"EWG","date":"2026-07-13","realized":9.7181e-05,"forecast":0.0001342093,"baseline":0.0001710232,"qlike_diff":-0.0865312576},{"symbol":"EWG","date":"2026-07-27","realized":9.36231e-05,"forecast":0.0001305313,"baseline":0.0001644179,"qlike_diff":-0.0829734519},{"symbol":"EWG","date":"2026-08-10","realized":2.18877e-05,"forecast":0.0001008522,"baseline":0.0001325477,"qlike_diff":-0.2213900378}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 16
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWC","date":"2026-04-15","realized":5.35628e-05,"forecast":0.0001288023,"baseline":0.0001409488,"qlike_diff":-0.0542812782},{"symbol":"EWC","date":"2026-04-29","realized":0.0001129425,"forecast":6.97097e-05,"baseline":0.0001166713,"qlike_diff":0.1371220783},{"symbol":"EWC","date":"2026-05-13","realized":5.32897e-05,"forecast":8.84703e-05,"baseline":0.0001025039,"qlike_diff":-0.0647678895},{"symbol":"EWC","date":"2026-05-28","realized":0.000131227,"forecast":7.83112e-05,"baseline":9.8907e-05,"qlike_diff":0.1154506226},{"symbol":"EWC","date":"2026-06-11","realized":4.65434e-05,"forecast":9.8076e-05,"baseline":0.0001064075,"qlike_diff":-0.0443760078},{"symbol":"EWC","date":"2026-06-26","realized":2.08395e-05,"forecast":8.35747e-05,"baseline":7.59555e-05,"qlike_diff":0.0705798331},{"symbol":"EWC","date":"2026-07-13","realized":4.63473e-05,"forecast":4.24601e-05,"baseline":7.08394e-05,"qlike_diff":-0.0745593777},{"symbol":"EWC","date":"2026-07-27","realized":5.87054e-05,"forecast":4.06328e-05,"baseline":6.90908e-05,"qlike_diff":0.064247954},{"symbol":"EWC","date":"2026-08-10","realized":2.6784e-05,"forecast":5.10495e-05,"baseline":5.92029e-05,"qlike_diff":-0.075917136},{"symbol":"EWG","date":"2026-01-02","realized":3.2237e-05,"forecast":3.94671e-05,"baseline":6.78714e-05,"qlike_diff":-0.2003119849},{"symbol":"EWG","date":"2026-01-16","realized":0.0001042594,"forecast":3.19529e-05,"baseline":6.4177e-05,"qlike_diff":0.9409650788},{"symbol":"EWG","date":"2026-02-02","realized":7.29425e-05,"forecast":6.90272e-05,"baseline":7.24267e-05,"qlike_diff":0.0015250595},{"symbol":"EWG","date":"2026-02-17","realized":0.0002435412,"forecast":7.99145e-05,"baseline":6.18031e-05,"qlike_diff":-0.636072827}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 15
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EWA","date":"2026-05-28","realized":0.0002350904,"forecast":0.0001652529,"baseline":0.0002162129,"qlike_diff":0.0665133917},{"symbol":"EWA","date":"2026-06-11","realized":7.20993e-05,"forecast":0.000179107,"baseline":0.0002146873,"qlike_diff":-0.1144844782},{"symbol":"EWA","date":"2026-06-26","realized":7.15897e-05,"forecast":0.0001478043,"baseline":0.0001555646,"qlike_diff":-0.0270099108},{"symbol":"EWA","date":"2026-07-13","realized":6.18537e-05,"forecast":8.9493e-05,"baseline":0.0001397141,"qlike_diff":-0.1969968384},{"symbol":"EWA","date":"2026-07-27","realized":0.0001924729,"forecast":7.58939e-05,"baseline":0.0001354707,"qlike_diff":0.5358889649},{"symbol":"EWA","date":"2026-08-10","realized":4.42172e-05,"forecast":0.0001267793,"baseline":0.0001199213,"qlike_diff":0.0356666704},{"symbol":"EWC","date":"2026-01-02","realized":3.40796e-05,"forecast":4.91228e-05,"baseline":8.20932e-05,"qlike_diff":-0.2349021278},{"symbol":"EWC","date":"2026-01-16","realized":0.0001980511,"forecast":3.9794e-05,"baseline":6.91663e-05,"qlike_diff":1.5607044707},{"symbol":"EWC","date":"2026-02-02","realized":0.0001978763,"forecast":0.0001267946,"baseline":8.98158e-05,"qlike_diff":-0.2977225038},{"symbol":"EWC","date":"2026-02-17","realized":7.51878e-05,"forecast":0.0001863064,"baseline":0.0001003386,"qlike_diff":0.2730722174},{"symbol":"EWC","date":"2026-03-03","realized":8.46971e-05,"forecast":0.0001326179,"baseline":9.80175e-05,"qlike_diff":0.0768794022},{"symbol":"EWC","date":"2026-03-17","realized":0.0002239816,"forecast":9.67781e-05,"baseline":0.0001061852,"qlike_diff":0.1122706771},{"symbol":"EWC","date":"2026-03-31","realized":5.6225e-05,"forecast":0.0001602909,"baseline":0.0001379112,"qlike_diff":0.0934586858}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 14
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"ETHA","date":"2026-07-13","realized":0.0009104468,"forecast":0.0012459612,"baseline":0.0011168124,"qlike_diff":0.0249280482},{"symbol":"ETHA","date":"2026-07-27","realized":0.0002964968,"forecast":0.0009612222,"baseline":0.0011644869,"qlike_diff":-0.1379879499},{"symbol":"ETHA","date":"2026-08-10","realized":0.0021331547,"forecast":0.0006646604,"baseline":0.0011645725,"qlike_diff":0.8168511793},{"symbol":"EWA","date":"2026-01-02","realized":2.46068e-05,"forecast":6.10984e-05,"baseline":7.69252e-05,"qlike_diff":-0.1474866575},{"symbol":"EWA","date":"2026-01-16","realized":0.0001786576,"forecast":4.67987e-05,"baseline":6.7984e-05,"qlike_diff":0.816222429},{"symbol":"EWA","date":"2026-02-02","realized":0.0001721504,"forecast":0.0001049699,"baseline":8.40285e-05,"qlike_diff":-0.1861989295},{"symbol":"EWA","date":"2026-02-17","realized":0.000144307,"forecast":0.0001493555,"baseline":8.69773e-05,"qlike_diff":-0.1522536097},{"symbol":"EWA","date":"2026-03-03","realized":0.0002439816,"forecast":0.00015639,"baseline":0.0001023309,"qlike_diff":-0.4000155533},{"symbol":"EWA","date":"2026-03-17","realized":0.000420305,"forecast":0.0001984202,"baseline":0.0001382837,"qlike_diff":-0.560103448},{"symbol":"EWA","date":"2026-03-31","realized":0.0001614925,"forecast":0.0003150644,"baseline":0.0002000319,"qlike_diff":0.159536455},{"symbol":"EWA","date":"2026-04-15","realized":9.03714e-05,"forecast":0.0002618389,"baseline":0.0002195632,"qlike_diff":0.1096341988},{"symbol":"EWA","date":"2026-04-29","realized":0.0002816899,"forecast":0.0001462851,"baseline":0.0002087584,"qlike_diff":0.2206441627},{"symbol":"EWA","date":"2026-05-13","realized":7.78452e-05,"forecast":0.0001981268,"baseline":0.0002274703,"qlike_diff":-0.0874279145}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
ETHA Sep8 nonoverlap forecast validation windows batch 13
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"ETHA","date":"2026-01-16","realized":0.0039433704,"forecast":0.0010260383,"baseline":0.0020265488,"qlike_diff":1.2168131459},{"symbol":"ETHA","date":"2026-02-02","realized":0.0045997329,"forecast":0.0024892061,"baseline":0.0020813666,"qlike_diff":-0.1831474792},{"symbol":"ETHA","date":"2026-02-17","realized":0.002409175,"forecast":0.0036153516,"baseline":0.0024903593,"qlike_diff":0.0717351838},{"symbol":"ETHA","date":"2026-03-03","realized":0.0023235251,"forecast":0.0033062998,"baseline":0.0023325153,"qlike_diff":0.0554936958},{"symbol":"ETHA","date":"2026-03-17","realized":0.001143641,"forecast":0.0025516955,"baseline":0.0025229829,"qlike_diff":0.0062155781},{"symbol":"ETHA","date":"2026-03-31","realized":0.0006867316,"forecast":0.0018874782,"baseline":0.0025352895,"qlike_diff":-0.2020997868},{"symbol":"ETHA","date":"2026-04-15","realized":0.0007441418,"forecast":0.0011600592,"baseline":0.002530465,"qlike_diff":-0.4325363788},{"symbol":"ETHA","date":"2026-04-29","realized":0.0002694611,"forecast":0.0009025928,"baseline":0.002017722,"qlike_diff":-0.6394589353},{"symbol":"ETHA","date":"2026-05-13","realized":0.000576635,"forecast":0.0006115767,"baseline":0.0012799078,"qlike_diff":-0.2461653058},{"symbol":"ETHA","date":"2026-05-28","realized":0.0027019644,"forecast":0.0005185862,"baseline":0.0009734981,"qlike_diff":1.804940798},{"symbol":"ETHA","date":"2026-06-11","realized":0.0014790091,"forecast":0.0015477071,"baseline":0.0010082746,"qlike_diff":-0.0827242609},{"symbol":"ETHA","date":"2026-06-26","realized":0.0009637029,"forecast":0.001762258,"baseline":0.0010714266,"qlike_diff":0.145004098}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 12
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"EEM","date":"2026-03-17","realized":0.0005578524,"forecast":0.0003293749,"baseline":0.0001914161,"qlike_diff":-0.6779275015},{"symbol":"EEM","date":"2026-03-31","realized":0.0003575395,"forecast":0.000435149,"baseline":0.0002703022,"qlike_diff":-0.0249434494},{"symbol":"EEM","date":"2026-04-15","realized":0.0001842789,"forecast":0.0004304635,"baseline":0.0003198334,"qlike_diff":0.1489848808},{"symbol":"EEM","date":"2026-04-29","realized":0.0003789652,"forecast":0.0002755089,"baseline":0.0003271777,"qlike_diff":0.0453408367},{"symbol":"EEM","date":"2026-05-13","realized":0.00031907,"forecast":0.0003105444,"baseline":0.0003663981,"qlike_diff":-0.0087685909},{"symbol":"EEM","date":"2026-05-28","realized":0.0007864224,"forecast":0.0003367111,"baseline":0.000348107,"qlike_diff":0.0431754285},{"symbol":"EEM","date":"2026-06-11","realized":0.0006049195,"forecast":0.0005740051,"baseline":0.000432549,"qlike_diff":-0.0616993613},{"symbol":"EEM","date":"2026-06-26","realized":0.0004203589,"forecast":0.0006584384,"baseline":0.0004374831,"qlike_diff":0.0863934134},{"symbol":"EEM","date":"2026-07-13","realized":0.000223849,"forecast":0.0005269572,"baseline":0.0004561269,"qlike_diff":0.0783833078},{"symbol":"EEM","date":"2026-07-27","realized":0.0003485575,"forecast":0.0003554746,"baseline":0.0004632083,"qlike_diff":-0.0366672425},{"symbol":"EEM","date":"2026-08-10","realized":0.0001757568,"forecast":0.0003241391,"baseline":0.0004579805,"qlike_diff":-0.1871922199},{"symbol":"ETHA","date":"2026-01-02","realized":0.0008034238,"forecast":0.0014167813,"baseline":0.0021600905,"qlike_diff":-0.2266255905}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 11
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"DELL","date":"2026-05-13","realized":0.0030412047,"forecast":0.0021783219,"baseline":0.0019289896,"qlike_diff":-0.0588979138},{"symbol":"DELL","date":"2026-05-28","realized":0.010781338,"forecast":0.0027410907,"baseline":0.0016347077,"qlike_diff":-2.1451483398},{"symbol":"DELL","date":"2026-06-11","realized":0.0008500963,"forecast":0.006059689,"baseline":0.0033323422,"qlike_diff":0.4831654205},{"symbol":"DELL","date":"2026-06-26","realized":0.0015366577,"forecast":0.0046630538,"baseline":0.0032288557,"qlike_diff":0.2211676515},{"symbol":"DELL","date":"2026-07-13","realized":0.0031723076,"forecast":0.0018579619,"baseline":0.0032923735,"qlike_diff":0.1717519013},{"symbol":"DELL","date":"2026-07-27","realized":0.0034069932,"forecast":0.0025622094,"baseline":0.0036662115,"qlike_diff":0.0421248872},{"symbol":"DELL","date":"2026-08-10","realized":0.0017265899,"forecast":0.0031548246,"baseline":0.0037497805,"qlike_diff":-0.08592978},{"symbol":"EEM","date":"2026-01-02","realized":5.67783e-05,"forecast":8.41439e-05,"baseline":0.0001107301,"qlike_diff":-0.1125540704},{"symbol":"EEM","date":"2026-01-16","realized":0.0001443975,"forecast":6.96932e-05,"baseline":6.68546e-05,"qlike_diff":-0.0463894821},{"symbol":"EEM","date":"2026-02-02","realized":0.0001364782,"forecast":0.0001034098,"baseline":7.74489e-05,"qlike_diff":-0.1533095705},{"symbol":"EEM","date":"2026-02-17","realized":0.000400209,"forecast":0.0001294943,"baseline":8.54064e-05,"qlike_diff":-1.1791689973},{"symbol":"EEM","date":"2026-03-03","realized":0.0002992274,"forecast":0.000282712,"baseline":0.000149643,"qlike_diff":-0.3050145088}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 10
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"COIN","date":"2026-07-13","realized":0.0020541685,"forecast":0.001408787,"baseline":0.0016544169,"qlike_diff":0.0557650265},{"symbol":"COIN","date":"2026-07-27","realized":0.002109241,"forecast":0.0017355164,"baseline":0.0017237529,"qlike_diff":-0.001492733},{"symbol":"COIN","date":"2026-08-10","realized":0.0024720394,"forecast":0.0020350758,"baseline":0.0017839822,"qlike_diff":-0.0392849938},{"symbol":"DELL","date":"2026-01-02","realized":0.0002626267,"forecast":0.0006472149,"baseline":0.0008858234,"qlike_diff":-0.2045369642},{"symbol":"DELL","date":"2026-01-16","realized":0.0011346125,"forecast":0.0003751458,"baseline":0.0006761709,"qlike_diff":0.7573295201},{"symbol":"DELL","date":"2026-02-02","realized":0.0020290134,"forecast":0.0007231896,"baseline":0.0007951527,"qlike_diff":0.1590543354},{"symbol":"DELL","date":"2026-02-17","realized":0.0046786228,"forecast":0.0015092156,"baseline":0.0009383394,"qlike_diff":-1.410797112},{"symbol":"DELL","date":"2026-03-03","realized":0.0003098831,"forecast":0.0033167409,"baseline":0.0015807735,"qlike_diff":0.6384657504},{"symbol":"DELL","date":"2026-03-17","realized":0.0016130399,"forecast":0.0021558558,"baseline":0.0014706233,"qlike_diff":0.033873734},{"symbol":"DELL","date":"2026-03-31","realized":0.001192106,"forecast":0.0013566908,"baseline":0.0016813286,"qlike_diff":-0.0448754056},{"symbol":"DELL","date":"2026-04-15","realized":0.0013710576,"forecast":0.0014707055,"baseline":0.0018141563,"qlike_diff":-0.0333884189},{"symbol":"DELL","date":"2026-04-29","realized":0.0031420923,"forecast":0.001290235,"baseline":0.0018121837,"qlike_diff":0.3617078097}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
COIN Sep8 nonoverlap forecast validation windows batch 9
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"COIN","date":"2026-01-16","realized":0.0009146428,"forecast":0.0010215589,"baseline":0.0015114532,"qlike_diff":-0.1015428489},{"symbol":"COIN","date":"2026-02-02","realized":0.0076058611,"forecast":0.00101977,"baseline":0.0012006858,"qlike_diff":0.960494979},{"symbol":"COIN","date":"2026-02-17","realized":0.0026058731,"forecast":0.0040961563,"baseline":0.002109584,"qlike_diff":0.0644790031},{"symbol":"COIN","date":"2026-03-03","realized":0.0024615089,"forecast":0.0043932859,"baseline":0.0022546099,"qlike_diff":0.1356222008},{"symbol":"COIN","date":"2026-03-17","realized":0.0027075347,"forecast":0.0026479937,"baseline":0.0025974834,"qlike_diff":-0.0006239019},{"symbol":"COIN","date":"2026-03-31","realized":0.0010042674,"forecast":0.0027759061,"baseline":0.0029556999,"qlike_diff":-0.0407513516},{"symbol":"COIN","date":"2026-04-15","realized":0.0017139273,"forecast":0.002010132,"baseline":0.0029199508,"qlike_diff":-0.1076935083},{"symbol":"COIN","date":"2026-04-29","realized":0.0016094545,"forecast":0.0016748832,"baseline":0.0030673116,"qlike_diff":-0.1688344327},{"symbol":"COIN","date":"2026-05-13","realized":0.0017041024,"forecast":0.0017773593,"baseline":0.0020405222,"qlike_diff":-0.0144242819},{"symbol":"COIN","date":"2026-05-28","realized":0.002181358,"forecast":0.0017297309,"baseline":0.0018984398,"qlike_diff":0.0190035011},{"symbol":"COIN","date":"2026-06-11","realized":0.0013614374,"forecast":0.0019138905,"baseline":0.0018303109,"qlike_diff":0.0121692509},{"symbol":"COIN","date":"2026-06-26","realized":0.0012707184,"forecast":0.0017320948,"baseline":0.0016157342,"qlike_diff":0.0167080514}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 8
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"COHR","date":"2026-03-17","realized":0.0047691047,"forecast":0.0028481163,"baseline":0.0021418064,"qlike_diff":-0.2671889561},{"symbol":"COHR","date":"2026-03-31","realized":0.0020457555,"forecast":0.0036212276,"baseline":0.0028409957,"qlike_diff":0.0875087723},{"symbol":"COHR","date":"2026-04-15","realized":0.0013503887,"forecast":0.0031745765,"baseline":0.0027555018,"qlike_diff":0.0768807104},{"symbol":"COHR","date":"2026-04-29","realized":0.003401501,"forecast":0.0018928626,"baseline":0.0027987108,"qlike_diff":0.1905642429},{"symbol":"COHR","date":"2026-05-13","realized":0.0009882614,"forecast":0.0026031297,"baseline":0.0028878302,"qlike_diff":-0.0663633203},{"symbol":"COHR","date":"2026-05-28","realized":0.0060912743,"forecast":0.002078655,"baseline":0.0024658946,"qlike_diff":0.2893497992},{"symbol":"COHR","date":"2026-06-11","realized":0.0042099709,"forecast":0.0037430711,"baseline":0.0031170943,"qlike_diff":-0.0428652266},{"symbol":"COHR","date":"2026-06-26","realized":0.0024090237,"forecast":0.0047018695,"baseline":0.0030036178,"qlike_diff":0.1584564376},{"symbol":"COHR","date":"2026-07-13","realized":0.0032124389,"forecast":0.0033133504,"baseline":0.0031271879,"qlike_diff":0.0001084519},{"symbol":"COHR","date":"2026-07-27","realized":0.0098298876,"forecast":0.002976722,"baseline":0.0034389365,"qlike_diff":0.299503758},{"symbol":"COHR","date":"2026-08-10","realized":0.0044197632,"forecast":0.0066615976,"baseline":0.0045191189,"qlike_diff":0.0734968889},{"symbol":"COIN","date":"2026-01-02","realized":0.0012967496,"forecast":0.0007668255,"baseline":0.0014499186,"qlike_diff":0.1596985029}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 7
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"CDNS","date":"2026-05-13","realized":0.0005243151,"forecast":0.0006016978,"baseline":0.0007321034,"qlike_diff":-0.0409499454},{"symbol":"CDNS","date":"2026-05-28","realized":0.0021065324,"forecast":0.0004823045,"baseline":0.0006049426,"qlike_diff":0.6588801095},{"symbol":"CDNS","date":"2026-06-11","realized":0.000267364,"forecast":0.0012894113,"baseline":0.0009269472,"qlike_diff":0.2489630155},{"symbol":"CDNS","date":"2026-06-26","realized":0.0001928844,"forecast":0.0010153239,"baseline":0.000899687,"qlike_diff":0.0964987719},{"symbol":"CDNS","date":"2026-07-13","realized":0.0014798103,"forecast":0.0003796233,"baseline":0.0007120554,"qlike_diff":1.1909020211},{"symbol":"CDNS","date":"2026-07-27","realized":0.0002939084,"forecast":0.0008931905,"baseline":0.0008187676,"qlike_diff":0.0570898027},{"symbol":"CDNS","date":"2026-08-10","realized":0.0001296313,"forecast":0.0007592644,"baseline":0.0008233149,"qlike_diff":-0.0677063599},{"symbol":"COHR","date":"2026-01-02","realized":0.0022380232,"forecast":0.0013755621,"baseline":0.0021227684,"qlike_diff":0.1388349346},{"symbol":"COHR","date":"2026-01-16","realized":0.0013108648,"forecast":0.0016829896,"baseline":0.0021888821,"qlike_diff":-0.0828027147},{"symbol":"COHR","date":"2026-02-02","realized":0.0024269283,"forecast":0.0017099018,"baseline":0.0021557521,"qlike_diff":0.0618421722},{"symbol":"COHR","date":"2026-02-17","realized":0.0039477854,"forecast":0.0018963772,"baseline":0.0016959611,"qlike_diff":-0.134310136},{"symbol":"COHR","date":"2026-03-03","realized":0.0021382528,"forecast":0.0031443641,"baseline":0.0020349133,"qlike_diff":0.0644023153}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 6
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"BITO","date":"2026-07-13","realized":0.0002705535,"forecast":0.0005878524,"baseline":0.0005659069,"qlike_diff":0.0201985009},{"symbol":"BITO","date":"2026-07-27","realized":0.0002260707,"forecast":0.0004026569,"baseline":0.000541782,"qlike_diff":-0.1526039142},{"symbol":"BITO","date":"2026-08-10","realized":0.0011406714,"forecast":0.0002960089,"baseline":0.0005234231,"qlike_diff":1.1042497687},{"symbol":"CDNS","date":"2026-01-02","realized":0.0005571453,"forecast":0.000161526,"baseline":0.000297565,"qlike_diff":0.9659455399},{"symbol":"CDNS","date":"2026-01-16","realized":0.0006351083,"forecast":0.0003293693,"baseline":0.0003056225,"qlike_diff":-0.0749962811},{"symbol":"CDNS","date":"2026-02-02","realized":0.00153378,"forecast":0.0005558023,"baseline":0.000363557,"qlike_diff":-1.0347609998},{"symbol":"CDNS","date":"2026-02-17","realized":0.0012788371,"forecast":0.0010359655,"baseline":0.0005856675,"qlike_diff":-0.3787780758},{"symbol":"CDNS","date":"2026-03-03","realized":0.0001668679,"forecast":0.0012504593,"baseline":0.0007188101,"qlike_diff":0.454969706},{"symbol":"CDNS","date":"2026-03-17","realized":0.0003913606,"forecast":0.0006922685,"baseline":0.0007116639,"qlike_diff":-0.0122245459},{"symbol":"CDNS","date":"2026-03-31","realized":0.0013770572,"forecast":0.000401048,"baseline":0.0007699444,"qlike_diff":0.9928943781},{"symbol":"CDNS","date":"2026-04-15","realized":0.0009278072,"forecast":0.0009616202,"baseline":0.0009118533,"qlike_diff":0.00048179},{"symbol":"CDNS","date":"2026-04-29","realized":0.0002609412,"forecast":0.0010597533,"baseline":0.0009570733,"qlike_diff":0.0754947012}]
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all