Runway

Notes

32996 observations, newest first
Sep8 nonoverlap forecast validation windows batch 37
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IREN","date":"2026-04-29","realized":0.0054370944,"forecast":0.0029101983,"baseline":0.0040669404,"qlike_diff":0.1967198056},{"symbol":"IREN","date":"2026-05-13","realized":0.0059719573,"forecast":0.0042474666,"baseline":0.0036699528,"qlike_diff":-0.0751087939},{"symbol":"IREN","date":"2026-05-28","realized":0.0048568889,"forecast":0.0053287197,"baseline":0.0041742938,"qlike_diff":-0.0079025558},{"symbol":"IREN","date":"2026-06-11","realized":0.0019403612,"forecast":0.0054504897,"baseline":0.0041721262,"qlike_diff":0.1581999594},{"symbol":"IREN","date":"2026-06-26","realized":0.0050484774,"forecast":0.0035358886,"baseline":0.0039263769,"qlike_diff":0.0372441219},{"symbol":"IREN","date":"2026-07-13","realized":0.0051931829,"forecast":0.0038047867,"baseline":0.0043978294,"qlike_diff":0.039205217},{"symbol":"IREN","date":"2026-07-27","realized":0.0119043114,"forecast":0.0049371174,"baseline":0.0048138671,"qlike_diff":-0.0364531405},{"symbol":"IREN","date":"2026-08-10","realized":0.0018462764,"forecast":0.0081760144,"baseline":0.0058825176,"qlike_diff":0.2411779489},{"symbol":"KRE","date":"2026-01-02","realized":0.0001701767,"forecast":0.0001060517,"baseline":0.0002723752,"qlike_diff":0.0366161634},{"symbol":"KRE","date":"2026-01-16","realized":0.0004134717,"forecast":0.000126053,"baseline":0.000145728,"qlike_diff":0.2978191037},{"symbol":"KRE","date":"2026-02-02","realized":0.0001439795,"forecast":0.0002707383,"baseline":0.0001999012,"qlike_diff":0.1148792956},{"symbol":"KRE","date":"2026-02-17","realized":0.0005621768,"forecast":0.000240831,"baseline":0.0001849075,"qlike_diff":-0.4417529852}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Sep8 nonoverlap forecast validation windows batch 36
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IOT","date":"2026-06-26","realized":0.0009432678,"forecast":0.0018720934,"baseline":0.0016175288,"qlike_diff":0.0668613114},{"symbol":"IOT","date":"2026-07-13","realized":0.0022149275,"forecast":0.0012608837,"baseline":0.0014148414,"qlike_diff":0.0759470502},{"symbol":"IOT","date":"2026-07-27","realized":0.0019357969,"forecast":0.0017313884,"baseline":0.0016019246,"qlike_diff":-0.012641186},{"symbol":"IOT","date":"2026-08-10","realized":0.0005283118,"forecast":0.0020033483,"baseline":0.0017222233,"qlike_diff":0.1081567789},{"symbol":"IREN","date":"2026-01-02","realized":0.004481464,"forecast":0.004249559,"baseline":0.0047499746,"qlike_diff":-0.0002236647},{"symbol":"IREN","date":"2026-01-16","realized":0.0052730831,"forecast":0.0039607104,"baseline":0.0049418202,"qlike_diff":0.0430049218},{"symbol":"IREN","date":"2026-02-02","realized":0.0077079594,"forecast":0.0049425784,"baseline":0.0050967168,"qlike_diff":0.0164540848},{"symbol":"IREN","date":"2026-02-17","realized":0.0027273416,"forecast":0.0061405953,"baseline":0.0052624087,"qlike_diff":0.0802135464},{"symbol":"IREN","date":"2026-03-03","realized":0.0051577597,"forecast":0.0048039797,"baseline":0.0047212832,"qlike_diff":-0.0014415424},{"symbol":"IREN","date":"2026-03-17","realized":0.0033480802,"forecast":0.0043280507,"baseline":0.0048925885,"qlike_diff":-0.0333440505},{"symbol":"IREN","date":"2026-03-31","realized":0.0023531769,"forecast":0.0043349227,"baseline":0.0048500487,"qlike_diff":-0.0546294942},{"symbol":"IREN","date":"2026-04-15","realized":0.002776858,"forecast":0.0032457117,"baseline":0.0044948626,"qlike_diff":-0.0878385811}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 408/478 = 408
Quant replication2026-09-08 02:20
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IOT Sep8 nonoverlap forecast validation windows batch 35
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IOT","date":"2026-01-02","realized":0.0007847519,"forecast":0.0010539663,"baseline":0.0009156046,"qlike_diff":0.0282153375},{"symbol":"IOT","date":"2026-01-16","realized":0.0016678846,"forecast":0.0006847188,"baseline":0.0008242402,"qlike_diff":0.2268722441},{"symbol":"IOT","date":"2026-02-02","realized":0.0017879853,"forecast":0.0011530183,"baseline":0.0009718979,"qlike_diff":-0.1180968193},{"symbol":"IOT","date":"2026-02-17","realized":0.0015780023,"forecast":0.0015082191,"baseline":0.0012240595,"qlike_diff":-0.0341295492},{"symbol":"IOT","date":"2026-03-03","realized":0.0038055823,"forecast":0.0016035283,"baseline":0.0013816222,"qlike_diff":-0.2322269225},{"symbol":"IOT","date":"2026-03-17","realized":0.0008301193,"forecast":0.0024903644,"baseline":0.0016877421,"qlike_diff":0.2305179298},{"symbol":"IOT","date":"2026-03-31","realized":0.0020402428,"forecast":0.002051219,"baseline":0.0017706132,"qlike_diff":-0.0105230872},{"symbol":"IOT","date":"2026-04-15","realized":0.0011534608,"forecast":0.001698176,"baseline":0.0019745072,"qlike_diff":-0.0557055326},{"symbol":"IOT","date":"2026-04-29","realized":0.0010543673,"forecast":0.0016180165,"baseline":0.0018943363,"qlike_diff":-0.062614956},{"symbol":"IOT","date":"2026-05-13","realized":0.001370693,"forecast":0.0012334107,"baseline":0.0017724566,"qlike_diff":-0.0246097622},{"symbol":"IOT","date":"2026-05-28","realized":0.0024495354,"forecast":0.0013308956,"baseline":0.0017359077,"qlike_diff":0.1637405003},{"symbol":"IOT","date":"2026-06-11","realized":0.0014756314,"forecast":0.0018073976,"baseline":0.0015076605,"qlike_diff":0.0190129792}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 407/478 = 407
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
INTC Sep8 nonoverlap forecast validation windows batch 34
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"INTC","date":"2026-03-03","realized":0.0015072168,"forecast":0.0012984672,"baseline":0.0021369954,"qlike_diff":-0.0427473258},{"symbol":"INTC","date":"2026-03-17","realized":0.0020359692,"forecast":0.0014031941,"baseline":0.0021861478,"qlike_diff":0.0762590333},{"symbol":"INTC","date":"2026-03-31","realized":0.0027798414,"forecast":0.0018705773,"baseline":0.0024501108,"qlike_diff":0.0816234388},{"symbol":"INTC","date":"2026-04-15","realized":0.0064245015,"forecast":0.0021587456,"baseline":0.0024896252,"qlike_diff":0.2529202163},{"symbol":"INTC","date":"2026-04-29","realized":0.004530629,"forecast":0.0038761118,"baseline":0.0023255809,"qlike_diff":-0.2684489728},{"symbol":"INTC","date":"2026-05-13","realized":0.0012396941,"forecast":0.0046307753,"baseline":0.0028067703,"qlike_diff":0.3267175967},{"symbol":"INTC","date":"2026-05-28","realized":0.0041146236,"forecast":0.0029076648,"baseline":0.0028381389,"qlike_diff":-0.0104638333},{"symbol":"INTC","date":"2026-06-11","realized":0.0031744635,"forecast":0.0031973498,"baseline":0.0033113088,"qlike_diff":-0.0008524868},{"symbol":"INTC","date":"2026-06-26","realized":0.0031520119,"forecast":0.0035585348,"baseline":0.0034516769,"qlike_diff":0.0030670961},{"symbol":"INTC","date":"2026-07-13","realized":0.0023429786,"forecast":0.0032331261,"baseline":0.0037761901,"qlike_diff":-0.0510480655},{"symbol":"INTC","date":"2026-07-27","realized":0.0030843205,"forecast":0.0026986774,"baseline":0.0031445052,"qlike_diff":0.0091456716},{"symbol":"INTC","date":"2026-08-10","realized":0.0010667475,"forecast":0.0028320431,"baseline":0.002887237,"qlike_diff":-0.0121009818}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 406/478 = 406
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 nonoverlap forecast validation windows batch 33
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"INDA","date":"2026-04-29","realized":0.0001923777,"forecast":0.000162887,"baseline":0.0001689874,"qlike_diff":0.0058681445},{"symbol":"INDA","date":"2026-05-13","realized":5.97487e-05,"forecast":0.0001747202,"baseline":0.0001946046,"qlike_diff":-0.0728423273},{"symbol":"INDA","date":"2026-05-28","realized":9.27454e-05,"forecast":0.0001290513,"baseline":0.0001742271,"qlike_diff":-0.1138037456},{"symbol":"INDA","date":"2026-06-11","realized":0.0001154095,"forecast":9.50508e-05,"baseline":0.0001787245,"qlike_diff":-0.0629863013},{"symbol":"INDA","date":"2026-06-26","realized":6.95969e-05,"forecast":0.0001089674,"baseline":0.0001302667,"qlike_diff":-0.0741054863},{"symbol":"INDA","date":"2026-07-13","realized":7.72951e-05,"forecast":9.44535e-05,"baseline":0.0001111122,"qlike_diff":-0.0397416426},{"symbol":"INDA","date":"2026-07-27","realized":4.19677e-05,"forecast":8.44335e-05,"baseline":0.0001029084,"qlike_diff":-0.1086409101},{"symbol":"INDA","date":"2026-08-10","realized":1.05941e-05,"forecast":6.40874e-05,"baseline":7.68697e-05,"qlike_diff":-0.1543761143},{"symbol":"INTC","date":"2026-01-02","realized":0.0023931801,"forecast":0.0009408403,"baseline":0.0010605409,"qlike_diff":0.167335926},{"symbol":"INTC","date":"2026-01-16","realized":0.0068342111,"forecast":0.0014940197,"baseline":0.0013403833,"qlike_diff":-0.4158064107},{"symbol":"INTC","date":"2026-02-02","realized":0.0008973451,"forecast":0.0042815883,"baseline":0.0023066912,"qlike_diff":0.4390739151},{"symbol":"INTC","date":"2026-02-17","realized":0.0008093464,"forecast":0.0032741899,"baseline":0.0023420147,"qlike_diff":0.2366717697}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 405/478 = 405
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 nonoverlap forecast validation windows batch 32
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IBIT","date":"2026-06-26","realized":0.0004981636,"forecast":0.0008262335,"baseline":0.0005787162,"qlike_diff":0.098190277},{"symbol":"IBIT","date":"2026-07-13","realized":0.0002887735,"forecast":0.0006238758,"baseline":0.0005928177,"qlike_diff":0.0268142621},{"symbol":"IBIT","date":"2026-07-27","realized":0.000224707,"forecast":0.0004261764,"baseline":0.0005686709,"qlike_diff":-0.1563298239},{"symbol":"IBIT","date":"2026-08-10","realized":0.0011521681,"forecast":0.0003057409,"baseline":0.0005506078,"qlike_diff":1.0876224002},{"symbol":"INDA","date":"2026-01-02","realized":3.55843e-05,"forecast":5.11745e-05,"baseline":4.86418e-05,"qlike_diff":0.0145522627},{"symbol":"INDA","date":"2026-01-16","realized":0.0001535199,"forecast":4.65767e-05,"baseline":4.56444e-05,"qlike_diff":-0.0470995882},{"symbol":"INDA","date":"2026-02-02","realized":3.45218e-05,"forecast":9.87719e-05,"baseline":6.39061e-05,"qlike_diff":0.2447130785},{"symbol":"INDA","date":"2026-02-17","realized":0.0001966121,"forecast":8.42737e-05,"baseline":6.15196e-05,"qlike_diff":-0.5481945613},{"symbol":"INDA","date":"2026-03-03","realized":6.74231e-05,"forecast":0.0001213311,"baseline":8.79221e-05,"qlike_diff":0.1109166442},{"symbol":"INDA","date":"2026-03-17","realized":0.0003963829,"forecast":0.0001097589,"baseline":9.08042e-05,"qlike_diff":-0.5642702913},{"symbol":"INDA","date":"2026-03-31","realized":0.0001869512,"forecast":0.0002386606,"baseline":0.0001432629,"qlike_diff":-0.0112559612},{"symbol":"INDA","date":"2026-04-15","realized":0.0001266517,"forecast":0.0002599627,"baseline":0.0001746127,"qlike_diff":0.1598302977}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 404/478 = 404
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 nonoverlap forecast validation windows batch 31
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"IBIT","date":"2026-01-02","realized":0.0006170427,"forecast":0.0005346337,"baseline":0.0007898422,"qlike_diff":-0.0173330722},{"symbol":"IBIT","date":"2026-01-16","realized":0.0013961073,"forecast":0.0005188392,"baseline":0.0008174271,"qlike_diff":0.5283318948},{"symbol":"IBIT","date":"2026-02-02","realized":0.003606899,"forecast":0.0010079145,"baseline":0.0008613789,"qlike_diff":-0.4516742126},{"symbol":"IBIT","date":"2026-02-17","realized":0.0012706612,"forecast":0.0021786089,"baseline":0.0013333231,"qlike_diff":0.1212532179},{"symbol":"IBIT","date":"2026-03-03","realized":0.000951235,"forecast":0.0021131551,"baseline":0.0012893137,"qlike_diff":0.2064372811},{"symbol":"IBIT","date":"2026-03-17","realized":0.0006415137,"forecast":0.001220939,"baseline":0.0013695426,"qlike_diff":-0.0578446213},{"symbol":"IBIT","date":"2026-03-31","realized":0.0003819694,"forecast":0.0009112877,"baseline":0.0014153988,"qlike_diff":-0.2910214357},{"symbol":"IBIT","date":"2026-04-15","realized":0.0004531204,"forecast":0.0006157152,"baseline":0.001381419,"qlike_diff":-0.4001674648},{"symbol":"IBIT","date":"2026-04-29","realized":0.0002888684,"forecast":0.0004893846,"baseline":0.0012378803,"qlike_diff":-0.5710957793},{"symbol":"IBIT","date":"2026-05-13","realized":0.0003570153,"forecast":0.0004084094,"baseline":0.0006684546,"qlike_diff":-0.1526285972},{"symbol":"IBIT","date":"2026-05-28","realized":0.0012705768,"forecast":0.0003629564,"baseline":0.0005195338,"qlike_diff":0.6963735815},{"symbol":"IBIT","date":"2026-06-11","realized":0.0006896047,"forecast":0.0007517223,"baseline":0.0005679387,"qlike_diff":-0.0165040321}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 403/478 = 403
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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
SPLV QLV90802 archive 402/478 = 402
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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
SPLV QLV90802 archive 401/478 = 401
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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
SPLV QLV90802 archive 400/478 = 400
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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
SPLV QLV90802 archive 399/478 = 399
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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
SPLV QLV90802 archive 398/478 = 398
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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
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