Notes

A news scan found the following data: the automated trading fund manager discovered a batch of broad dated-name chains, specifically two stocks, JBL and KMX. For JBL, the stock price was 299.57, with 518 legs and no cheap options. For KMX, the stock price was 57.21, with 50 legs and 8 cheap options. The cheap options for KMX included two specific options, KMX261016P00042500 and KMX261016P00040000, with details such as ask and bid prices, and a hurdle rate, which is a minimum rate of return required for an investment. These options had ask prices of 0.23 and 0.17, bid prices of 0.12 and 0.03, and hurdle rates of 0.2611431567907709 and 0.30379304317427025, respectively, with expiration dates of September 18, 2026. The discovery was for the date range of October 2 to November 6, and the quotes from September 18 are indicative, meaning they are not actual trades, but rather estimates. The manager noted that the nearest cheap options may expire before the event date plus 7 days, and that there is no final eligibility claim for early expiries of certain stocks, specifically NOK, MU, and NKE. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the following data: the automated trading fund manager discovered a broad dated-name chain in batch 9. The data includes three stocks: SCHL with a price of 34.75 dollars, NKE with a price of 35.51 dollars, and COST with a price of 895.31 dollars. For each stock, the number of legs, the number of cheap options, and the nearest options are listed. For NKE, the nearest options are NKE261002P00031000 with an ask price of 0.24 dollars and a bid price of 0.2 dollars, and NKE261009P00031000 with an ask price of 0.3 dollars and a bid price of 0.22 dollars. For COST, the nearest options are COST261002P00760000 with an ask price of 0.18 dollars and a bid price of 0.05 dollars, and COST261002P00750000 with an ask price of 0.22 dollars and a bid price of 0 dollars. The data covers the period from October 2 to November 6 and is for discovery only, meaning that the nearest cheap options may expire before the event plus 7 days, and there is no final eligibility claim for NOK, MU, and NKE early expiries. The quotes from September 18 are indicative and not fills, and further studies are needed for new names and same-kind studies. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the following data: a list of stocks with their prices and other information. The stocks are GRAL with a price of 80.77, MIRM with a price of 91.83, and BFRI with a price of 1.32. This data is for the period from October 2 to November 6. The discovery process only considers the nearest cheap option that may expire before an event plus 7 days. There is no final eligibility claim for early expiries of NOK, MU, and NKE. The quotes from September 18 are indicative and not actual fills. Further studies of the same kind are needed for new names and dates. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found a data line listing three stocks: SFIX, BB, and LW. For SFIX, the stock price, or the price at which the stock can be bought or sold, is 2.84 dollars. This stock has 6 legs, which refers to the number of parts in a trade, and 3 cheap options, which are options that are less expensive than others. The nearest options, or the options that are closest to being bought or sold, are SFIX261016P00002500 and SFIX261016C00005000, with ask prices of 0.28 and 0.03 dollars, and bid prices of 0.03 and 0 dollars, respectively. For BB, the stock price is 7.99 dollars, with 230 legs and 48 cheap options. The nearest options are BB261002P00007000 and BB261009P00007000, with ask prices of 0.2 and 0.24 dollars, and bid prices of 0.06 and 0.15 dollars, respectively. For LW, the stock price is 46.67 dollars, with 40 legs and 6 cheap options. The nearest options are LW261016P00037500 and LW261016C00057500, with ask prices of 0.23 and 0.22 dollars, and bid prices of 0.18 and 0.12 dollars, respectively. These quotes are from September 18 and are indicative, meaning they are examples, not actual trades. The discovery period is from October 2 to November 6, and only includes the nearest cheap options that may expire before the event date plus 7 days. There is no final eligibility claim for early expiries of NOK, MU, and NKE. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the following data: the system discovered a batch of broad dated-name chains. The batch includes three stocks: CNXC, NOK, and MU. For CNXC, the stock price is 27.87 dollars, it has 20 legs, and 2 are considered cheap. The nearest options are CNXC261016P00017500 and CNXC261016P00015000, with ask prices of 0.27 and 0.23 dollars, and bid prices of 0.08 and 0.07 dollars, respectively. For NOK, the stock price is 10.68 dollars, it has 304 legs, and 94 are considered cheap. The nearest options are NOK261002P00010000 and NOK261009P00010000, with ask prices of 0.23 and 0.28 dollars, and bid prices of 0.21 and 0.25 dollars, respectively. For MU, the stock price is 1015.8 dollars, it has 2710 legs, and 181 are considered cheap. The nearest options are MU261002P00585000 and MU261002P00580000, with ask prices of 0.3 and 0.27 dollars, and bid prices of 0.01 and 0.1 dollars, respectively. The discovery was made for the October 2 to November 6 range, and it only includes the nearest cheap options that may expire before the event plus 7 days. The quotes from September 18 are indicative and not actual fills. Further studies are needed for new names and to confirm the dates. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the headline 'TH R92002 venue contract identity and historical quote distinction'. This appears to be a query from September 20 about a specific stock option, TH261016C00027000, which is an American-style option that represents 100 shares with a multiplier of 100. On September 18, the option had a closing price of $0.09. At 19:57:59 on September 18, the bid price was $0.07 and the ask price was $0.18, with bid and ask sizes of 116 and 86, respectively. The premium was $18, not $9, according to the metadata. Another option, C26, had an open interest of 13, but its ask price was not provided and was not assumed to be affordable. Option C25 had an open interest of 533. Option C27 had a gross value of 19.89 times P80, with N4 as the next open study. A hypothetical stop-loss was set at $0.09 and a target price was set at $3.58, but no actual order was placed. option_contracts

A query on September 20 found that the HALO261016C00130000 contract is active and tradable, with an American standard of 100 shares and a multiplier of 100. The contract has an unknown open interest and metadata showing a close price of 0.35 as of September 15. On September 18, the indicative bid was 0 and the ask was 0.23, with a size of 0 and 15, and the latest trade was 0.33 on September 15. The system should not use the 0.35 USD metadata close price as the current price, or claim that the 0.23 USD ask price is a valid quote. The nearest contract, C125, has a metadata price of 0.53, which requires a chain reprice. The chosen contract, C130, has a current gross price of 7.968 times the 80th percentile, with a 50% stop at 1.15 times the 80th percentile and a target of 1.83 times the 80th percentile, based on hypothetical numbers. option_contracts

A news scan found the following data: this is a list of hypothetical option path sensitivity results for the ticker symbol TH. The results are as follows: for a call option, denoted by 'C' which means the buyer has the right to buy, with a strike price of 27, the buyer paid 0.18. The target price is 3.58. The iv_fit, which is a measure of volatility, is 0.6851261646420067, and the rv60, which is a measure of historical volatility, is 0.5840230132559768. Three different scale scenarios were tested: 0.75, 1, and 1.5. Each scenario had 30000 simulations, denoted by 'N'. The mean, or average, results were -3.5416888084229163, 7.279610427344152, and 28.750056236349923 respectively. The median, which is the middle value, results were -12.67875280774188, -13.012514945100495, and -13.165595817448121 respectively. The P05, which is the fifth percentile, results were -17.44907720862383, -18.473143180641515, and -18.850922253277254 respectively. The win, stop, target, and full loss percentages were also calculated. These results were generated using a NumPy seed of 92002, with 252 daily returns, and an IID bootstrap, which is a method of resampling, with 20 steps and 25 calendar days. The hypothetical entry date was September 21, with a constant BSM IV fit to ask, which is a method of calculating volatility, and an interest rate of 4%. The stop loss was set at 50%, and the targets were capped at the stated price, with an exit friction of 0.01 and a 1 USD fee. The model does not account for fills, which are executed trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a list of hypothetical option trading results for the stock HALO. The option is a put, which is a type of option that gives the buyer the right to sell a stock at a certain price, known as the strike price. The results are based on a model that uses a constant volatility estimate, which is a measure of how much the stock price is expected to fluctuate, and a risk-free interest rate of 4%. The model also assumes that the option will be stopped out, or sold, if it loses 50% of its value, and that the target price is capped at 1.93. The results show three different scenarios, each with a different scale factor, which is a measure of the size of the trade. The scenarios have the following results: for a scale factor of 0.75, the mean return is -12.89%, the median return is -13.11%, and the probability of winning is 0.34%; for a scale factor of 1, the mean return is -10.21%, the median return is -13.57%, and the probability of winning is 2.05%; for a scale factor of 1.5, the mean return is -0.84%, the median return is -14.19%, and the probability of winning is 7.40%. The model uses a bootstrap method, which is a statistical technique for estimating the uncertainty of a result, and assumes that the daily returns are independent and identically distributed, which means that they are random and follow the same pattern. The results are based on 25 calendar days and 20 steps, and assume an exit friction of 0.01 and a fee of 1 USD. The model does not assume that all trades will be filled, which means that it takes into account the possibility that some trades may not be executed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a list of hypothetical option paths for the stock HALO. The option paths have the following characteristics: stock symbol is HALO, strike price is 130, premium paid is 0.23, call option, target price is 1.83, implied volatility fit is 0.33414218773462845, realized volatility over 60 days is 0.45299795674716264, and the number of simulations is 30000. The list includes three scenarios with different scale factors: 0.75, 1, and 1.5. For each scenario, the mean, median, and 5th percentile returns are calculated, as well as the win rate, stop rate, target rate, and full loss rate. The scenarios are based on a NumPy seed of 92002, 252 daily returns, and an IID bootstrap with 20 steps and 25 calendar days. The hypothetical entry date is September 21, with a constant BSM IV fit to ask, an interest rate of 4%, a stop loss at 50%, and targets capped at the stated price, with an exit friction of 0.01 and a fee of 1 USD. The model does not account for fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a list of hypothetical trading results for the stock ticker TH. Each result is based on a different scale factor. The results are as follows: for a scale of 0.75, the mean return was -7.886605283660142, the median return was -12.449135461811936, the 5th percentile return was -16.39025156937178, the win rate was 0.11056666666666666, the stop rate was 0.8893333333333333, the target rate was 0.11043333333333333, and the full loss rate was 0.019066666666666666. For a scale of 1, the mean return was -4.707827127715289, the median return was -12.536057013921312, the 5th percentile return was -17.007302142015455, the win rate was 0.1848, the stop rate was 0.8151333333333334, the target rate was 0.1846, and the full loss rate was 0.030133333333333335. For a scale of 1.5, the mean return was 0.022086684885183967, the median return was -12.293801554098174, the 5th percentile return was -17.515256510848108, the win rate was 0.29006666666666664, the stop rate was 0.7099333333333333, the target rate was 0.2900333333333333, and the full loss rate was 0.035333333333333335. These results were generated using a NumPy seed of 92002, 252 daily return IID bootstrap, and 20 steps over 25 calendar days, with a hypothetical entry date of September 21, a constant BSM IV fit to ask, an interest rate of 4%, a stop loss of 50%, targets capped at the stated price, an exit friction of 0.01, and a fee of 1 USD. The model does not fill orders. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data lines for HALO option path sensitivity: the option has a strike price of 95, a paid price of 0.18, and is a put option, which is a type of option that gives the buyer the right to sell a stock at a certain price. The data lines show different scenarios with varying scales: 0.75, 1, and 1.5. For each scenario, the data includes the mean, median, and 5th percentile of potential losses, as well as the probability of winning, stopping, and reaching the target. The data is based on a hypothetical entry on September 21, using a constant Black-Scholes Merton model, which is a mathematical model used to estimate the value of options, with an interest rate of 4% and a stop loss of 50%. The target prices are capped, and there is an exit friction of 0.01 and a fee of 1 USD. The model does not account for fills, which refers to the execution of a trade. The scenarios were generated using a NumPy seed of 92002, with 25 calendar days and 20 steps, and an IID bootstrap, which is a statistical method used to estimate the variability of a dataset. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: this is a list of hypothetical trading results for the stock HALO, which is a ticker symbol, a code used to identify a stock on an exchange. The results are based on a model that uses a constant volatility, or how much the price of a stock changes, estimate, and a specific set of rules to decide when to buy or sell. The rules include a stop loss, which is a price at which to automatically sell a stock to limit losses, of 50% and a target price, which is a price at which to automatically sell a stock to lock in profits, capped at the stated price. The model also includes a small fee, of 1 USD, and a small amount of friction, or cost, of 0.01, when buying or selling. The results are as follows: for a scale, which is a measure of how much to buy or sell, of 0.75, the mean, or average, result was a loss of 8.90, the median, or middle, result was a loss of 15.75, and the probability of winning, or making a profit, was 12.74%. For a scale of 1, the mean result was a loss of 3.58, the median result was a loss of 15.83, and the probability of winning was 22.20%. For a scale of 1.5, the mean result was a gain of 1.78, the median result was a loss of 15.46, and the probability of winning was 31.74%. These results are based on 30,000 simulations, or hypothetical trades, and use a random number generator with a seed, or starting point, of 92002. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the current values for TH are mom20 at 0.20192853091321616, dist50 at 0.21966662061979103, rv20 at 0.6891776758119668, and vr at 2.4195459251783733. The feature correlations are as follows: mom20 is correlated with mom20 at 1, dist50 at 0.8977127300149603, rv20 at 0.7105159936786607, and vr at 0.13502632778177204. Dist50 is correlated with mom20 at 0.8977127300149603, dist50 at 1, rv20 at 0.6668649570007068, and vr at 0.131037955488919. Rv20 is correlated with mom20 at 0.7105159936786607, dist50 at 0.6668649570007068, rv20 at 1, and vr at 0.18904551127485889. Vr is correlated with mom20 at 0.13502632778177204, dist50 at 0.131037955488919, rv20 at 0.18904551127485889, and vr at 1. The regressions are: for mom20, correlation is 1, coefficients are -5.530600393189074 and 16.616599375393537, and mean absolute error is 1.022149963179038. For dist50, correlation is -1, coefficients are 2.3667489028279944 and -4.610094218446491, and mean absolute error is 0.39992887413086303. For rv20, correlation is 1, coefficients are -1.140219872191624 and 1.1380365523318086, and mean absolute error is 0.5189002872732229. For vr, correlation is 1, coefficients are -0.4589668764592188 and 0.10109351163937304, and mean absolute error is 0.3051035897415185. The train size is 2, the test size is 2, and the null mean absolute error is 0.2884166750038654. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about HALO. The current values are: mom20 at 0.059649453448925804, dist50 at 0.17141395758741873, rv20 at 0.21406831671968268, and vr at 6.930643987473309. The feature correlations are as follows: mom20 is correlated with dist50 at 0.8850712730067118, rv20 at 0.5249851201273023, and vr at 0.105254746945394. Dist50 is correlated with mom20 at 0.8850712730067118, rv20 at 0.5071235840790429, and vr at 0.13199728261642732. Rv20 is correlated with mom20 at 0.5249851201273023, dist50 at 0.5071235840790429, and vr at -0.05656539178985633. Vr is correlated with mom20 at 0.105254746945394, dist50 at 0.13199728261642732, and rv20 at -0.05656539178985633. The chronological regressions are: for mom20, correlation is 0.40795209603685034, coefficients are -0.06365496346197759 and 0.5326273593405505, and mean absolute error is 0.2188841179140324. For dist50, correlation is 0.03323438800609336, coefficients are 0.004664532631087741 and 0.07204560149543948, and mean absolute error is 0.2078025596490262. For rv20, correlation is -0.008359939159144401, coefficients are 0.019453654318813747 and -0.00811489459415411, and mean absolute error is 0.20677990276481142. For vr, correlation is 0.07582688061273701, coefficients are 0.00795220055119001 and 0.0015628420922032004, and mean absolute error is 0.2089745022994224. The training period is 14 and the testing period is 3, with a null mean absolute error of 0.20722040709997258. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the symbol AMTX: the mean percentage is 0.30327760876345855, the stop percentage is 73.05, the target percentage is 26.195, and the loss percentage is 73.26. The lowest one percent of outcomes is -23.67041594800231 percent. This data is based on 20,000 paths per cell over the last 252 days, using a NumPy seed of 92002, and considering 5-day joint blocks of open, high, low, and close prices, as well as prior close prices, over 60 sessions. The strategy uses a stop-first approach, where a stop loss is triggered before a target is reached, and a gap-worse rule, where a trade is closed if a gap occurs. The target is capped at 20 basis points per side. The bracket is a required payoff, not a valuation. The historical bootstrap odds are not calibrated to future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock symbol AMTX: the window of time considered is all available data, with 20000 paths per cell. The average percentage change is 0.20836553225428178, the stop loss percentage is 73.9, the target percentage is 25.695, and the loss percentage is 74.005. The worst 1 percent of outcomes have a loss of 18.59102183865303 percent. This data uses a NumPy seed of 92002, and considers 5-day blocks of open, high, low, and close prices, as well as the prior day's close price, over 60 sessions. The strategy is to stop trading first if the stop loss is hit, and to consider a gap as a worse outcome, with a target that is capped, and a 20 basis point cost per trade. The bracket is the required payoff, not the valuation of the stock. The historical bootstrap odds are not calibrated to predict future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock symbol BTDR. The window of time considered is the last 252 days. The number of paths, or possible outcomes, is 20,000 per cell. The average percentage change is 2.0126%. The stop percentage, which is the percentage at which a trade is stopped, is 70.31%. The target percentage, or the desired return, is 28.46%. The loss percentage is 70.54%. The 1st percentile, meaning 1% of outcomes are worse, is a loss of 25.38%. A half Kelly capital grid, a method to determine bet size, is 0.152. This data uses a NumPy seed of 92002, and considers 5-day blocks of open, high, low, and close prices, as well as the prior day's close price, over 60 sessions. The strategy is to stop the trade first if it reaches the stop percentage, and if the gap is worse than expected. The target return is capped at 20 basis points per side. The bracket, or range of possible outcomes, is based on required payoff, not valuation. The historical bootstrap odds, which are calculated from past data, are not calibrated to predict future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock symbol BTDR: the window of time considered is all available data, with 20,000 paths per cell. The average percentage change is 4.463838222980229 percent, the stop loss percentage is 66.69500000000001 percent, and the target percentage is 32.684999999999995 percent. The loss percentage is 66.86 percent and the one percent percentile is -21.44237987658056 percent. This data uses a NumPy seed of 92002, considering 5-day blocks of open, high, low, and close prices, as well as the prior day's close price, over 60 sessions. The strategy is to stop at the first stop loss, consider gaps as worse, cap targets at 20 basis points per side. A bracket is required for payoff, not valuation. Historical bootstrap odds are not calibrated to future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IMOS R92002 60000? correction 20000 paths per cell last252'. The details are as follows: for the symbol IMOS, over the last 252 days, 20,000 paths were used per cell. The mean percentage change was 4.59%. The stop percentage was 58.59% and the target percentage was 41.35%. The loss percentage was 58.59% and the 1st percentile percentage change was -10.89%. This data used a NumPy seed of 92002, with 5-day joint blocks of open, high, low, and close prices, as well as prior close prices, over 60 sessions. The strategy used was stop-first, with a gap-worse and target-capped approach, and a 20 basis point cost per side. A bracket is required for payoff, but it is not the same as valuation. The historical bootstrap odds are not the same as future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock symbol IMOS: the window is all, the number of paths is 20000, the mean percentage is 1.1556, the stop percentage is 63.64, the target percentage is 23.395, and the loss percentage is 65.66. The lowest 1 percent of returns is -11.304. This data uses a NumPy seed of 92002, and is based on 5-day blocks of open, high, low, and close prices, as well as the prior day's close price, over 60 sessions. The strategy is to stop at the first loss, and the target is capped at 20 basis points per side. A bracket is required for the payoff, but it is not a valuation. The historical data is based on bootstrapping, which means it is resampling with replacement, and the odds are not calibrated to predict future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the symbol CE: the window is last 252 days, with 20,000 paths per cell. The mean percentage is 0.10697995547923225, the stop percentage is 72.82, the target percentage is 24.115000000000002, and the loss percentage is 73.355. The p01 percentage is -9.199993841260012. The half Kelly capital grid is 0.03. This data uses a NumPy seed of 92002, with 5-day joint OHLC and prior-close blocks, over 60 sessions, using a stop-first strategy, with gap-worse and target-capped rules, and a 20 basis points per side fee. The bracket is a required payoff, not a valuation. The historical bootstrap odds are not calibrated to future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the symbol CE: the window is all, with 20000 paths per cell. The mean percentage is 0.6824674275400909, the stop percentage is 61.94499999999999, the target percentage is 18.834999999999997, and the loss percentage is 64.97. The p01 percentage is -18.516060747994437. The half Kelly capital grid is 0.2135. This data uses a NumPy seed of 92002, with 5-day joint OHLC and prior-close blocks, 60 sessions, stop-first, gap-worse, target-capped, and 20 basis points per side. The bracket is a required payoff, not valuation. Historical bootstrap odds are not calibrated future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for AMTX: the symbol is AMTX, with 2692 daily observations, a mean of -0.00006887192545741574, and a standard deviation of 0.06766354625945427. The first quartile is -0.1606169872306013 and the 99th quartile is 0.1943071479777326. The entry point is 2.16 and the stop point is 1.9045400000000003. The net three times risk hurdle is 2.9610092324930615, with a risk per share of 0.2635892715949999 and a gap of 50 one share loss of 1.0864808100000003. This data is based on a NumPy seed of 92002, using 5-day joint open, high, low, and close, or OHLC, blocks, which is a way to look at stock prices, and prior close blocks, over 60 sessions, with a stop-first strategy, which means stopping losses first, and a gap-worse strategy, which considers the worst-case scenario, with a target-capped approach, which limits potential gains, and a 20 basis points per side fee, which is a small cost. The bracket is a required payoff, not a valuation, and historical bootstrap odds, which are a way to estimate probabilities, are not calibrated to future probabilities, meaning they may not accurately predict future outcomes. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock symbol BTDR. The daily number is 860, the mean is 0.0007121538284950934, and the standard deviation, which is a measure of how much the numbers vary, is 0.07478903672118868. The first quartile, or q01, is -0.1945471959983933, and the 99th quartile, or q99, is 0.21237700485171. The entry point is 12.97 and the stop point is 11.111830000000001. The net 3R hurdle, which is a target for the investment return, is 18.75244571547917. The risk per share is 1.906335053627501, and the gap 50 one share loss is 6.523914863750002. This data was generated using a NumPy seed of 92002, with 5-day joint OHLC, or open, high, low, close, and prior close blocks, over 60 sessions, with a stop-first and gap-worse strategy, and a target-capped at 20 basis points per side. The bracket is a required payoff, not a valuation, and historical bootstrap odds are not the same as future probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars