A data scan found the following measurements for QLV90802 parents: there are three sets of measurements. The first set is for the train period of the symbol EEMV, which started on 2016-01-04 05:00:00+00:00 and ended on 2020-12-31 05:00:00+00:00, with 1259 data points, a return percentage of 45.821769624425144, a drawdown of 31.553030303030372, a volatility, or vol, of 15.922460685638947, a beta, which measures volatility compared to the market, of 0.7033458678408749, and an alpha zero rf percentage, which measures performance compared to a risk-free rate, of -1.3880790906602305. The second set is for the holdout period of the symbol EEMV, which started on 2021-01-04 05:00:00+00:00 and ended on 2025-12-31 05:00:00+00:00, with 1255 data points, a return percentage of 17.578673009516535, a drawdown of 21.98321091290668, a volatility of 11.292580415058678, a beta of 0.575905132450329, and an alpha zero rf percentage of 0.9193519969335949. The third set is for the recent period of the symbol EEMV, which started on 2026-01-02 05:00:00+00:00 and ended on 2026-09-04 04:00:00+00:00, with 170 data points, a return percentage of 19.618624067954656, a drawdown of 9.500909799844026, a volatility of 19.673823017656268, a beta of 0.6618607900581581, and an alpha zero rf percentage of 2.9341606844373804.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 lower_vol_crush = -1.9636900228368486
Options mispricing2026-09-08 02:21
A news scan found the headline about a conditional Monte Carlo target-overshoot stress test for PATH260911C00018000 with a lower_vol_crush scenario. The test started on September 8, using a NumPy seed of 20260908, with 20,000 paths and 4 or 5 daily checks. The test assumed a hypothetical entry on September 8, with a frozen price from September 4, and used a geometric Brownian motion model with a physical drift of 0. The test also considered fees of $0.20 and quoted implied volatility at exit, with a European value and half spread. The test capped each positive overshoot at 100 times the difference between the target and the ask price, minus $0.20. The results included a capped mean profit and loss in US dollars of -1.9636900228368486, with an occurrence of PATH260911C00018000, and a scenario of lower_vol_crush. Other results included 20,000 paths, 4 observations per path, a proportional volatility of 0.7109165969619561, an exit implied volatility of 0.6692, a stop of 0.01, a target of 0.055, a target probability of 0.0337, a stop probability of 0.9663, a win probability of 0.0337, an average win in US dollars of 11.95218213848602, an average loss in US dollars of 2.1472627784713327, a mean profit and loss in US dollars of -1.67211148476987, a quarter Kelly conditional of -0.03497502517522871, an actual option holdout of 0, and an allocation of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 parents measurements 7-9 = 3
Quant replication2026-09-08 02:21
A data scan found the following measurements for QLV90802 parents: there are three sets of measurements for the symbol EFAV. The first set is for the train period, which started on 2016-01-04 05:00:00+00:00 and ended on 2020-12-31 05:00:00+00:00, with 1259 data points, a return percentage of 33.15953860085068, a drawdown of 27.477904040404034, a volatility, or vol, of 14.410529549015987, a beta of 0.7323146376277618, and an alpha zero rf percentage, which is a measure of performance, of 0.0022413976551790595. The second set is for the holdout period, which started on 2021-01-04 05:00:00+00:00 and ended on 2025-12-31 05:00:00+00:00, with 1255 data points, a return percentage of 33.79928598845362, a drawdown of 27.455552317108744, a vol of 11.609403575519652, a beta of 0.6550401910661086, and an alpha zero rf percentage of 0.023990414613229483. The third set is for the recent period, which started on 2026-01-02 05:00:00+00:00 and ended on 2026-09-04 04:00:00+00:00, with 170 data points, a return percentage of 11.12620937256196, a drawdown of 6.658790677693027, a vol of 11.623275820360586, a beta of 0.5080862909065579, and an alpha zero rf percentage of 5.25408911044875.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 frozen = -1.281398091230042
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 frozen'. This is a report from a computer program that manages investments. It used a method called Monte Carlo, which is a way of making predictions using random numbers, to test a plan called PATH260911C00018000. The test started on September 8 and used 20,000 random scenarios, checking each one 4 or 5 times a day. The plan was to buy an option, which is a contract to buy or sell something at a set price, on September 8 if certain conditions were met. The option is for a stock with the ticker PATH260911C00018000. The program assumed that the price of the stock would move according to a pattern called geometric Brownian motion, which is a way of describing how stock prices change over time. The program also took into account fees of $0.20 per trade. If the investment made more money than expected, the profit was capped at $100 times the difference between the target price and the actual price, minus $0.20. The results of the test were: the average profit per trade was -$1.28, the option being tested was PATH260911C00018000, the test was run with the plan frozen, 20,000 random scenarios were used, each scenario was checked 4 times, the volatility, or risk, of the stock was 0.8886, the volatility used to exit the trade was 0.8365, the stop-loss, or maximum loss allowed, was $0.01, the target profit was $0.055, the probability of reaching the target was 14.83%, the probability of stopping the trade due to a loss was 85.165%, the average profit when the trade was successful was $13.95, and the average loss when the trade failed was $2.08. The overall average profit per trade was $0.30. The quarter Kelly criterion, which is a measure of how well the investment plan is working, was 0.0053. The actual number of options held was 0, and the allocation, or amount of money invested, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 parents measurements 4-6 = 3
Quant replication2026-09-08 02:21
A data scan found the following information about the USMV symbol: for the train period from 2016-01-04 05:00:00+00:00 to 2020-12-31 05:00:00+00:00, there were 1259 data points, with a return percentage of 81.40978398732332, a drawdown of 33.071748878923756, a volatility, or vol, of 16.02944078822933, a beta, which measures volatility compared to the market, of 0.8142454331781649, and an alpha zero rf percentage, which measures return compared to a risk-free rate, of 0.32799390477560497. For the holdout period from 2021-01-04 05:00:00+00:00 to 2025-12-31 05:00:00+00:00, there were 1255 data points, with a return percentage of 50.061487566146724, a drawdown of 17.9231485174845, a vol of 12.551699441804958, a beta of 0.6208620136411566, and an alpha zero rf percentage of -0.3070958535800599. For the recent period from 2026-01-02 05:00:00+00:00 to 2026-09-04 04:00:00+00:00, there were 170 data points, with a return percentage of 7.431227519116561, a drawdown of 6.4565956132221825, a vol of 8.873243704124901, a beta of 0.3292531940149217, and an alpha zero rf percentage of 4.52103915460995.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 exclude_last = -3.2775085073039882
Options mispricing2026-09-08 02:21
A news scan found the following trading data: on September 8, a conditional Monte Carlo simulation was run for RIOT260911P00019000 with the following parameters: 20,000 paths, 4 or 5 daily checks, and a frozen September 4 stock ask price as the hypothetical September 8 entry point. The simulation used a geometric Brownian motion model with physical drift of 0 and quoted implied volatility exit European value, with half spread and fees of $0.20. The simulation capped each positive overshoot at 100 times the difference between the target and ask prices, minus $0.20. The results of the simulation were: capped mean profit and loss in US dollars was -3.2775, the target price was $0.205, the target probability was 20.03%, the stop probability was 79.9%, the win probability was 20.07%, the average win in US dollars was $36.72, the average loss in US dollars was $7.19, and the mean profit and loss in US dollars was $1.63. The quarter Kelly conditional value was 0.0111, the actual option holdout was 0, and the allocation was 0. The implied volatility at exit was 0.9056, the stop price was $0.04, and the pvol was 0.9613.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 parents measurements 1-3 = 3
Quant replication2026-09-08 02:21
A data scan found the following measurements for the symbol SPLV: during the training period from 2016-01-04 05:00:00+00:00 to 2020-12-31 05:00:00+00:00, the return percentage was 63.73521465397104, the drawdown was 36.259259259259224, the volatility, or vol, which is a measure of how much the price of a security moves, was 17.26001505168495, the beta, which is a measure of how much a security's price moves compared to the overall market, was 0.8276159603911938, and the alpha zero rf percentage, which is a measure of a security's performance compared to a risk-free investment, was -1.696572505523388. During the holdout period from 2021-01-04 05:00:00+00:00 to 2025-12-31 05:00:00+00:00, the return percentage was 40.31848278624446, the drawdown was 17.26539009336918, the volatility was 12.550622383308896, the beta was 0.49404021338578047, and the alpha zero rf percentage was 0.23318053109773457. During the recent period from 2026-01-02 05:00:00+00:00 to 2026-09-04 04:00:00+00:00, the return percentage was 6.073193071622171, the drawdown was 7.416111763937794, the volatility was 10.941084687590791, the beta was 0.0029176813960540334, and the alpha zero rf percentage was 9.278272802473538.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 lower_vol_crush = -6.19370262888606
Options mispricing2026-09-08 02:21
A news scan found the headline about a conditional Monte Carlo target-overshoot stress test for RIOT260911P00019000 with a lower_vol_crush scenario. The test started on September 8 with a NumPy seed of 20260908, running 20,000 paths with 4 or 5 daily checks. The test was based on a hypothetical entry on September 8, with a frozen stock ask price from September 4. It used a geometric Brownian motion model with zero physical drift and quoted implied volatility to calculate the European exit value, considering half of the spread as fees of 0.20 USD. The test capped each positive overshoot at 100 times the difference between the target and the ask price, minus 0.20 USD. The results included a capped mean profit and loss in USD of -6.19370262888606, with details on the scenario, number of paths, observations per path, and probabilities of reaching the target and stop-loss. The test also calculated the average win and loss in USD, mean profit and loss in USD, and a quarter Kelly conditional value.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 34-36 = 3
Quant replication2026-09-08 02:21
A data scan found the following crypto measurements: for XTZ/USD on 2026-09-07, the close price was 0.235071, with a 63-day momentum of -5.554149340083169, which is a measure of price change over time, a 63-day volume of 54.04873811626968, a 20-day daily value of 112.0793097446242, and 18 days with zero volume. For YFI/USD on 2026-09-07, the close price was 2281.015, with a 63-day momentum of -15.358240828526437, a 63-day volume of 70.31835459497161, a 20-day daily value of 142.96853020224324, and 47 days with zero volume. For USDG/USD on 2026-09-04, the close price was 1, with a 63-day momentum of 0, a 63-day volume of 0.9608461198971093, a 20-day daily value of 213.588125, and 44 days with zero volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 frozen = -3.3627548276088826
Options mispricing2026-09-08 02:21
A news scan found the headline 'RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 frozen'. This refers to a stress test of a trading strategy for the option RIOT260911P00019000. The test used a method called Monte Carlo, which is a way of simulating different outcomes, and it was run on September 8. The test used a random number generator with a seed, which is a starting point, of 20260908, and it ran 20,000 simulations, with 4 or 5 daily checks. The test assumed a hypothetical entry on September 8 and used a model called GBM, which stands for Geometric Brownian Motion, a way of modeling stock prices. The test also took into account fees of $0.20 and a cap on positive overshoots, which is when the price goes above a target, of 100 times the difference between the target and the ask price, minus $0.20. The results of the test included a mean profit and loss of $1.39, an average win of $36.63, and an average loss of $7.16. The test also calculated the probability of reaching the target, which was 19.45%, and the probability of stopping, which was 80.46%.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 31-33 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements on September 7, 2026: for USDT/USD, the closing price was 0.9995975, with a momentum, which is a measure of price change, of 0.06777316112744902 over 63 periods, a volume, which is the amount of trading, of 15.59872236786301 over 63 periods, a daily volume of 3527.613284485692 over 20 periods, and 8 days with zero volume. For WIF/USD, the closing price was 0.2161, with a momentum of 26.083024592315994 over 63 periods, a volume of 84.8031426059052 over 63 periods, a daily volume of 333.65603462133856 over 20 periods, and 30 days with zero volume. For XRP/USD, the closing price was 1.397, with a momentum of 22.11805327913634 over 63 periods, a volume of 68.56978931951157 over 63 periods, a daily volume of 47725.31008614472 over 20 periods, and 0 days with zero volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 exclude_last = -2.3754981313011654
Options mispricing2026-09-08 02:21
A news scan found the headline is not available, but a data line was found with the following information: On September 8, a simulation was run with a NumPy seed of 20260908, 20,000 paths, and 4 or 5 daily checks. The simulation was frozen on September 4 and had a hypothetical entry on September 8. It used a geometric Brownian motion model with physical drift of 0 and quoted implied volatility exit for European value, with half spread and fees of $0.20. Each positive overshoot was capped at 100 times the difference between the target and the ask, minus $0.20. The results included the following metrics: capped mean profit and loss in USD was -2.3754981313011654, the scenario was exclude last for the PATH261016P00011000 option, 20,000 paths were used, with 5 observations per path, and a proportional volatility of 0.5850790140390076. The exit implied volatility was 0.6237, the stop was 0.03, the target was 0.18000000000000005, the target probability was 0.06475, the stop probability was 0.6286, and the win probability was 0.20655. The average win in USD was 7.154116513094608, the average loss in USD was 4.532849691353772, the mean profit and loss in USD was -2.1189068218249596, and the quarter Kelly conditional was -0.07404502072151736. The actual option holdout was 0 and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 28-30 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements from September 7, 2026: RENDER traded at 1.543915 USD with a momentum of -4.4045076003839 over 63 periods, volume of 52.40885566689431 over 63 periods, and daily volume of 371.326730464864 over 20 periods, with 17 days of zero volume. SHIB traded at 0.000005435 USD with a momentum of 23.66325369738338 over 63 periods, volume of 84.48008372014574 over 63 periods, and daily volume of 886.3974320222555 over 20 periods, with 2 days of zero volume. SKY traded at 0.0688726 USD with a momentum of 22.62329523199089 over 63 periods, volume of 61.965628191498475 over 63 periods, and daily volume of 213.15506839782984 over 20 periods, with 13 days of zero volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 lower_vol_crush = -5.98696745277244
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 lower_vol_crush'. This is a trading scenario summary. On September 8, a trading simulation started with a hypothetical entry based on the ask price on September 4. The simulation used a geometric Brownian motion model with no physical drift and European exit values based on half of the spread, including fees of 0.20 USD. The simulation had 20,000 paths with 4 or 5 daily checks. Each positive overshoot was capped at 100 times the difference between the target and the ask price, minus 0.20 USD. The results included a capped mean profit and loss of -5.98696745277244 USD for the option PATH261016P00011000, with a scenario of lower volatility crush. The simulation had the following parameters: volatility of 0.7109165969619561, exit volatility of 0.49896000000000007, stop loss of 0.03, target of 0.18000000000000005, target probability of 0.014, stop probability of 0.96585, and win probability of 0.02375. The average win was 12.015438997521638 USD and the average loss was 6.32698107972301 USD, resulting in a mean profit and loss of -5.891348602888449 USD. The quarter Kelly conditional value was -0.1225787215120402. The actual option holdout was 0 and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 25-27 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements from September 7, 2026: three cryptocurrencies were measured, which are USDC, PEPE, and POL, traded against the US dollar. The measurements for each cryptocurrency are as follows: for USDC, the closing price was 0.999755, the 63-day momentum was 0, the 63-day volume was 0.10940155862601662, the 20-day daily value was 1206524.4085819235, and there were 4 days with zero volume. For PEPE, the closing price was 0.00000362, the 63-day momentum, which is a measure of the speed of price changes, was 32.3583180987203, the 63-day volume was 97.19565761635212, the 20-day daily value was 1303.992048436356, and there was 1 day with zero volume. For POL, the closing price was 0.09500555, the 63-day momentum was 27.074775793000594, the 63-day volume was 76.10285693887606, the 20-day daily value was 225.53814492180447, and there were 36 days with zero volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 frozen = -1.3030207307048867
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 frozen'. This refers to a stress test of an investment strategy. The test used 20,000 paths, which is a way to simulate different possible outcomes, and 4 or 5 daily checks, which is a way to monitor the investment's performance. The test started on September 8, with a hypothetical entry price, and used a model called GBM, or Geometric Brownian Motion, which is a way to predict stock prices. The test also included fees of $0.20. The results of the test are as follows: the average profit and loss in US dollars was -1.30, the target price was $0.18, and the probability of reaching the target was 19.15%. The test also calculated the average win and loss in US dollars, which were $13.27 and $5.16 respectively. The overall profit and loss in US dollars was -$0.05. The test used a method called quarter Kelly criterion, which is a way to determine the optimal amount to invest, and the result was -0.0009. The allocation, or amount invested, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 22-24 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements for September 7, 2026: the SUSHI/USD symbol had a close price of 0.23825, the TRUMP/USD symbol had a close price of 2.30346, and the UNI/USD symbol had a close price of 6.85844, with various other measurements including momentum, volume, and zero volume counts.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 exclude_last = -5.617151897796834
Options mispricing2026-09-08 02:21
A news scan found the headline is not available, but a data line was found with the following information: On September 8, a simulation was run with a NumPy seed of 20260908, using 20000 paths and 4 or 5 daily checks. The simulation was frozen on September 4 and used a hypothetical entry on September 8. It used a geometric Brownian motion model with a physical drift of 0 and quoted implied volatility to calculate the European exit value, with half spread and fees of 0.20 USD. Each positive overshoot was capped at 100 times the difference between the target and the ask, minus 0.20 USD. The results included a capped mean profit and loss of -5.617151897796834 USD for the option PATH261002P00012000, with a scenario of exclude last, 20000 paths, and 5 observations per path. The probability of volatility was 0.5850790140390076, the exit implied volatility was 0.5529, the stop was 0.03, the target was 0.18000000000000005, the target probability was 0.0324, the stop probability was 0.93265, and the win probability was 0.0506. The average win was 12.481896756038966 USD and the average loss was 6.365936457806022 USD, with a mean profit and loss of -5.412236097185466 USD and a quarter Kelly conditional of -0.10840171576020545.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 19-21 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements for September 7, 2026: FIL/USD closed at 0.836525, PAXG/USD closed at 4424.4795, and SOL/USD closed at 103.8095. The measurements include momentum, or mom63, which is a measure of price change over time, and volume, or vol63, which is a measure of trading activity over time. The details are as follows: FIL/USD had a mom63 of 5.316664463455023, a vol63 of 74.20599988598984, a daily volume, or dv20, of 261.6134279458918, and 16 days with zero volume. PAXG/USD had a mom63 of 6.622532196262032, a vol63 of 25.07650993234783, a dv20 of 12186.77108336868, and 7 days with zero volume. SOL/USD had a mom63 of 26.769326584318943, a vol63 of 52.70607412390411, a dv20 of 56553.77584743187, and 0 days with zero volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 lower_vol_crush = -6.900353387056496
Options mispricing2026-09-08 02:21
A news scan found the headline about a conditional Monte Carlo simulation for PATH261002P00012000 with a lower_vol_crush scenario. The simulation started on September 8 with a NumPy seed of 20260908, running 20,000 paths with 4 or 5 daily checks. The simulation used a frozen stock ask price from September 4 as the hypothetical entry point on September 8. It assumed a geometric Brownian motion physical drift of 0, with quoted implied volatility exit and European value, considering half of the spread and fees of 0.20 USD. The simulation capped each positive overshoot at 100 times the difference between the target and the ask price, minus 0.20 USD. The results showed a capped mean profit and loss in USD of -6.900353387056496, with an occurrence of PATH261002P00012000, and a scenario of lower_vol_crush. The simulation ran 20,000 paths with 5 observations per path, a historical volatility of 0.7109165969619561, an exit implied volatility of 0.44232, a stop loss of 0.03, a target of 0.18000000000000005, a target probability of 0.0083, a stop probability of 0.9898, and a win probability of 0.0094. The average win in USD was 19.182502159242492, the average loss in USD was 7.061350817384814, the mean profit and loss in USD was -6.814658599404516, and the quarter Kelly conditional was -0.08881347363906181. The actual option holdout was 0, and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 16-18 = 3
Quant replication2026-09-08 02:21
A data scan found the following crypto measurements from September 7, 2026: the symbol LINK/USD had a close price of 12.75, a momentum, which is a measure of price change, of 59.05004088521642 over 63 periods, a volume, which is the amount of trading, of 64.75658608989168 over 63 periods, a daily volume, which is the amount of trading in one day, of 15099.990571150549 over 20 days, and zero trading days with no volume. The symbol LTC/USD had a close price of 55.20535, a momentum of 23.253739674034392, a volume of 45.77595649870827, a daily volume of 2676.788656190998, and zero trading days with no volume. The symbol ONDO/USD had a close price of 0.38375, a momentum of 15.316771791489248, a volume of 82.71119250459252, a daily volume of 727.9276222806034, and 16 trading days with no volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 frozen = -4.504421125575187
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 frozen'. This is a report from a trading simulation. The simulation started on September 8, using a random number generator with a seed from September 8, 2026, and ran 20,000 paths with 4 or 5 daily checks. The simulation was frozen as of September 4, with a hypothetical entry on September 8. It used a geometric Brownian motion model with no physical drift, and exit values were based on European options with half-spread quotes, including fees of $0.20. The simulation capped each positive overshoot at 100 times the difference between the target and the ask price, minus $0.20. The results include the following metrics: capped mean profit and loss in US dollars was -4.50, the scenario was frozen, and the simulation used 20,000 paths with 5 observations per path. The implied volatility was 0.89, the exit volatility was 0.55, the stop loss was 0.03, the target was 0.18, and the probability of reaching the target was 0.11. The probability of stopping the trade was 0.87, and the probability of winning was 0.12. The average win was $19.85, and the average loss was $6.52. The mean profit and loss was -3.33, and the quarter Kelly conditional metric was -0.04. The actual option holdout was 0, and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
QLV90802 crypto measurements 13-15 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements from September 7, 2026: for GRT/USD, the closing price was 0.01934395, with a momentum, which is a measure of price change, of 5.104458148822277 over 63 periods, a volume, which is the amount of trading, of 70.3370115135175 over 63 periods, a daily value, which is a measure of daily trading activity, of 1492.5883276251059 over 20 days, and 4 days with zero volume. For HYPE/USD, the closing price was 85.155, with a momentum of 20.647761807272435, a volume of 76.3642385387001, a daily value of 4277.093606806461, and 16 days with zero volume. For LDO/USD, the closing price was 0.39325, with a momentum of 39.901810807926275, a volume of 86.30708897261424, a daily value of 112.10539289378184, and 37 days with zero volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
QLV90802 crypto measurements 10-12 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements on September 7, 2026: for DOGE/USD, the closing price was 0.09049485, with a momentum, which is a measure of price change, of 18.13802570333658 over 63 periods, a volume, which is the amount of trading, of 60.07709215852073 over 63 periods, and a daily volume, which is the amount of trading in one day, of 6755.9124688149 over 20 days, with no days of zero trading volume. For DOT/USD, the closing price was 1.0625, with a momentum of 20.16036460895576 over 63 periods, a volume of 62.16448294318104 over 63 periods, and a daily volume of 4588.3383733969395 over 20 days, with no days of zero trading volume. For ETH/USD, the closing price was 2490.4615, with a momentum of 38.48218289772816 over 63 periods, a volume of 59.02281276075806 over 63 periods, and a daily volume of 76239.74850463506 over 20 days, with no days of zero trading volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
QLV90802 crypto measurements 7-9 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements on September 7, 2026: AVAX/USD closed at 8.0753, BAT/USD closed at 0.0743235, and BTC/USD closed at 79096.805. The measurements include momentum, or mom63, which is a measure of price change over time, and volume, or vol63, which is a measure of trading activity over time. The details are as follows: AVAX/USD had a mom63 of 16.63651562257393, vol63 of 56.39718086633246, dv20 of 4839.549621845136, and zero_volume of 0. BAT/USD had a mom63 of -16.41061688129112, vol63 of 53.07959531310891, dv20 of 99.84217131498059, and zero_volume of 23. BTC/USD had a mom63 of 23.55645938178972, vol63 of 39.23515989196104, dv20 of 230180.5406333001, and zero_volume of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support