scenario_id int64 0 1,000k | asset_source_name stringclasses 24
values | garch_params_used_for_sim_str stringlengths 183 255 | strategy_params_str stringlengths 1.46k 1.49k | strategy_exit_rules_str stringlengths 237 251 |
|---|---|---|---|---|
0 | NIFTY50 | {'omega': 0.4058350530593112, 'alpha': [0.1157464337411367], 'beta': [0.8822535662588634], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04252307422214234, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 1023.1403076427198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.023689664313381122, 'max_pnl_target': 0.16762903776572965, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.011646820441018448, 'max_pnl_target': 0.13868475134874633, 'max_calls_for_rule': 117}} |
1 | BTCUSD | {'omega': 7.057241256669082, 'alpha': [0.13107182907481651], 'beta': [0.8245842815027662], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 739.2633121638421, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.0122266282446028, 'max_pnl_target': 0.06326105788349941, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.049181194784874274, 'max_pnl_target': 0.28103057016335237, 'max_calls_for_rule': 48}} |
2 | NIFTYIT | {'omega': 0.743037953103339, 'alpha': [0.13065454480666416], 'beta': [0.8086942702780096], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014007517697987519, 'historical_segment_start_price': 11567.95, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 194.25947251679764, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 277, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04116598943838541, 'max_pnl_target': 0.15088126724957157, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.03317877640418281, 'max_pnl_target': 0.1454577147222217, 'max_calls_for_rule': 171}} |
3 | BTCUSD | {'omega': 2.207151573336128, 'alpha': [0.10850893432890193], 'beta': [0.8894910656710981], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 409.74681009676647, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 495, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.010380940773520612, 'max_pnl_target': 0.0986700151362335, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.08972706122765452, 'max_pnl_target': 0.19428212459193211, 'max_calls_for_rule': 22}} |
4 | ETHUSD | {'omega': 0.6515261791732888, 'alpha': [0.057545291103046764], 'beta': [0.9404547088969533], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014103252985809691, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 592.119616450586, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 319, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.04257404774577033, 'max_pnl_target': 0.13256591499088757, 'max_calls_for_rule': 172}, 'moderate_calls': {'min_pnl_target': 0.06929553168158917, 'max_pnl_target': 0.3022189286319752, 'max_calls_for_rule': 241}} |
5 | NIFTYFMCG | {'omega': 1.5216107665577303, 'alpha': [0.19416195713122392], 'beta': [0.7176030222943505], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009892876379898307, 'historical_segment_start_price': 19337.25, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 215.69260553880216, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 227, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.02212570871582999, 'max_pnl_target': 0.14237202427137818, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.027547820807030686, 'max_pnl_target': 0.1509568003188464, 'max_calls_for_rule': 176}} |
6 | XRPUSD | {'omega': 1.0061145169884413, 'alpha': [0.11250928514276078], 'beta': [0.8441962644769017], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.20008, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 790.8394451329991, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 119, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.018280599155009115, 'max_pnl_target': 0.07413937390520414, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.0684515108189853, 'max_pnl_target': 0.2798426505433401, 'max_calls_for_rule': 113}} |
7 | NIFTY50 | {'omega': 0.1816855282829227, 'alpha': [0.08441509550399427], 'beta': [0.8369702354294485], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.260116640460627, 'historical_segment_start_price': 10937.1, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 1295.2909329079434, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03346733981623246, 'max_pnl_target': 0.12792522632649841, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.07071391061515296, 'max_pnl_target': 0.2333299865307112, 'max_calls_for_rule': 71}} |
8 | ADAUSD | {'omega': 5.9337794281320635, 'alpha': [0.08644114208406532], 'beta': [0.9115588579159346], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1178, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 848.6054184645026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 236, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.05111036871668868, 'max_pnl_target': 0.1633016846768171, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.07739123708960531, 'max_pnl_target': 0.29822512798747985, 'max_calls_for_rule': 24}} |
9 | BTCUSD | {'omega': 2.274862095177668, 'alpha': [0.09512994607579531], 'beta': [0.9028700539242047], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 609.1871764091007, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 114, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.012987137458722528, 'max_pnl_target': 0.08008194934860857, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.08992436537570955, 'max_pnl_target': 0.20509009260551042, 'max_calls_for_rule': 133}} |
10 | XRPUSD | {'omega': 0.5424345442950822, 'alpha': [0.073005540179377], 'beta': [0.8436823377318088], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029408906865309302, 'historical_segment_start_price': 0.4363, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 726.2741124174318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.03703187256011505, 'max_pnl_target': 0.17785941735503372, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.034781745614070464, 'max_pnl_target': 0.1353212201432848, 'max_calls_for_rule': 118}} |
11 | NIFTYIT | {'omega': 0.4735312774427668, 'alpha': [0.1017070513185048], 'beta': [0.8783924923937104], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.436720654137211, 'historical_segment_start_price': 25911.2, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 747.5103341451525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01614099240533273, 'max_pnl_target': 0.09803041979359212, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.07482407963570181, 'max_pnl_target': 0.28659537876065144, 'max_calls_for_rule': 112}} |
12 | BTCUSD | {'omega': 1.1932028734791649, 'alpha': [0.06875394132253272], 'beta': [0.9292460586774672], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008786865494231627, 'historical_segment_start_price': 56421.7, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 199.14632689361457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 289, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.017343795380855464, 'max_pnl_target': 0.1269785749417979, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.08641373066760472, 'max_pnl_target': 0.21057327516314478, 'max_calls_for_rule': 178}} |
13 | BNBUSD | {'omega': 3.394469810488684, 'alpha': [0.11076002451089216], 'beta': [0.784630329752186], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016789865305661827, 'historical_segment_start_price': 32.7197, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 113.39585596726172, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 287, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04832823066128472, 'max_pnl_target': 0.16351621400885882, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.0716228956813362, 'max_pnl_target': 0.22669971211181605, 'max_calls_for_rule': 33}} |
14 | BNBUSD | {'omega': 1.53522460612461, 'alpha': [0.058351410844445166], 'beta': [0.9396485891555548], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028247084592844657, 'historical_segment_start_price': 304.26, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 552.1159707746782, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.045984460082407086, 'max_pnl_target': 0.13633415659403983, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.0710511980362443, 'max_pnl_target': 0.17612334322297668, 'max_calls_for_rule': 226}} |
15 | GOOGLUSD | {'omega': 1.0010939542635326, 'alpha': [0.14487239458501402], 'beta': [0.8425332550187149], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 945.0, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 754.8629323495945, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 146, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.013316382821570175, 'max_pnl_target': 0.15459066060146498, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.022056844533074958, 'max_pnl_target': 0.16160846162349854, 'max_calls_for_rule': 133}} |
16 | BTCUSD | {'omega': 1.8318612736175628, 'alpha': [0.06623649439121411], 'beta': [0.8680671614476351], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02200035051958886, 'historical_segment_start_price': 57960.98, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 597.5832464185642, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 374, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.039771668447573585, 'max_pnl_target': 0.11221160883498034, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.03272884528886707, 'max_pnl_target': 0.21006323594187556, 'max_calls_for_rule': 290}} |
17 | NIFTYBANK | {'omega': 0.40702091802572415, 'alpha': [0.10218813062114276], 'beta': [0.8958118693788573], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.43117040857071, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 810.1112899889386, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 268, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.022640904319561034, 'max_pnl_target': 0.09705085386455459, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.068152118561358, 'max_pnl_target': 0.27918762627550464, 'max_calls_for_rule': 18}} |
18 | ADAUSD | {'omega': 0.7125989967224478, 'alpha': [0.06782756409708396], 'beta': [0.8748143762626254], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.1436786031717885, 'historical_segment_start_price': 0.3916, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 487.37735567449784, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 359, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.02407999228188484, 'max_pnl_target': 0.10877352216831015, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.08354970361686934, 'max_pnl_target': 0.18923120858345277, 'max_calls_for_rule': 24}} |
19 | NIFTY50 | {'omega': 0.13042345673890265, 'alpha': [0.07905710452078063], 'beta': [0.8755180077799524], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009548514673042791, 'historical_segment_start_price': 19790.9, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 1104.6986845580989, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 165, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.029033058990403617, 'max_pnl_target': 0.0853853263718421, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.04948524270998845, 'max_pnl_target': 0.25623387420511556, 'max_calls_for_rule': 44}} |
20 | XRPUSD | {'omega': 2.0124669893751976, 'alpha': [0.12530072711395307], 'beta': [0.8426130160845945], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27467, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 1266.1560107913751, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 49, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.010333615038358281, 'max_pnl_target': 0.06432455047646263, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.060766186238338946, 'max_pnl_target': 0.28607779625703134, 'max_calls_for_rule': 55}} |
21 | BTCUSD | {'omega': 1.4257214182189601, 'alpha': [0.08190237673032007], 'beta': [0.883960030383782], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.022533453170040577, 'historical_segment_start_price': 41068.43, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 860.8018754764198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.024616761860448515, 'max_pnl_target': 0.12512880556911155, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.04872153158114562, 'max_pnl_target': 0.18796977704024714, 'max_calls_for_rule': 141}} |
22 | ADAUSD | {'omega': 0.6086764694734705, 'alpha': [0.062354430464176804], 'beta': [0.9356455695358231], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022643751984918203, 'historical_segment_start_price': 0.3645, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 256.7234358272794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.029873167210657938, 'max_pnl_target': 0.11078894622841533, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.04050093080529438, 'max_pnl_target': 0.19145920400415975, 'max_calls_for_rule': 89}} |
23 | ETHUSD | {'omega': 0.6689738957929099, 'alpha': [0.0808919053370477], 'beta': [0.8412222691874], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 206.67128479138046, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, 'MAX_CONCURRENT_UNITS': 103, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTO... | {'small_calls': {'min_pnl_target': 0.012157234960797444, 'max_pnl_target': 0.08877094191411777, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.04576532321498482, 'max_pnl_target': 0.28308832491196134, 'max_calls_for_rule': 154}} |
24 | NIFTYFIN | {'omega': 0.7825110944652336, 'alpha': [0.10848932886493778], 'beta': [0.8895106711350623], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015621408889143635, 'historical_segment_start_price': 6997.4, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 259.06246424684696, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.030971865697631672, 'max_pnl_target': 0.14328083960269133, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.06407180707091968, 'max_pnl_target': 0.31277399283370555, 'max_calls_for_rule': 153}} |
25 | NIFTYBANK | {'omega': 0.18154346643050703, 'alpha': [0.07132178061189577], 'beta': [0.852887288333311], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.23048005264052, 'historical_segment_start_price': 46858.05, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 159.72134756560482, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.033622090381897146, 'max_pnl_target': 0.08590846741963276, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.021415687722795375, 'max_pnl_target': 0.1737852054210188, 'max_calls_for_rule': 107}} |
26 | ETHUSD | {'omega': 1.9603840373983015, 'alpha': [0.07784830628463227], 'beta': [0.9201516937153678], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 297.31, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 491.3573639810303, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.006626562008950071, 'max_pnl_target': 0.05831453202293957, 'max_calls_for_rule': 166}, 'moderate_calls': {'min_pnl_target': 0.08956457285078881, 'max_pnl_target': 0.25292966404579775, 'max_calls_for_rule': 245}} |
27 | ADAUSD | {'omega': 2.1990991516147758, 'alpha': [0.08480119926650911], 'beta': [0.836829954197333], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15877, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 162.4085580240427, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03725041789223183, 'max_pnl_target': 0.0919407086097913, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09631831519593508, 'max_pnl_target': 0.258409352515675, 'max_calls_for_rule': 84}} |
28 | NIFTY50 | {'omega': 0.23383288169410538, 'alpha': [0.09298480232120077], 'beta': [0.8354067734255483], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009632595456284688, 'historical_segment_start_price': 16176.35, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 653.1299534752155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 48, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.0303654990161597, 'max_pnl_target': 0.13786642964647958, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.048288512570895926, 'max_pnl_target': 0.18404380746334267, 'max_calls_for_rule': 102}} |
29 | ADAUSD | {'omega': 0.364993624472492, 'alpha': [0.06678790172590719], 'beta': [0.9312120982740928], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.68868859418395, 'historical_segment_start_price': 0.384, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 108.88687072661253, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.018085334749157543, 'max_pnl_target': 0.09303240258073825, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.07688124569495386, 'max_pnl_target': 0.31262449925373104, 'max_calls_for_rule': 163}} |
30 | BTCUSD | {'omega': 6.502172661179316, 'alpha': [0.12501741793791013], 'beta': [0.7997158531182956], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.46, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 515.4039623458112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 288, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.049150937131032975, 'max_pnl_target': 0.11675593236535847, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.0646065377639971, 'max_pnl_target': 0.2800907964412368, 'max_calls_for_rule': 48}} |
31 | BTCUSD | {'omega': 2.8298886299157857, 'alpha': [0.10163944394227874], 'beta': [0.8425531523605823], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.628073074333729, 'historical_segment_start_price': 9288.62, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 659.1728333126272, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 193, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04355951801290663, 'max_pnl_target': 0.17356050397838196, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.04373224832989667, 'max_pnl_target': 0.23306781431416027, 'max_calls_for_rule': 37}} |
32 | NIFTY50 | {'omega': 0.16550782751157278, 'alpha': [0.10036979177633092], 'beta': [0.852375329631071], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019224917175632534, 'historical_segment_start_price': 8593.2, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 219.00761660381553, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 182, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04794074855953776, 'max_pnl_target': 0.16085702552390432, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.08906293634100376, 'max_pnl_target': 0.26348536602556866, 'max_calls_for_rule': 34}} |
33 | ADAUSD | {'omega': 0.816023517108212, 'alpha': [0.08094012002558898], 'beta': [0.9081587945191134], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010808773620294223, 'historical_segment_start_price': 0.2653, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 557.415395663025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 301, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.034734697332685235, 'max_pnl_target': 0.10489415187431572, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.03543113646605476, 'max_pnl_target': 0.28287157943348257, 'max_calls_for_rule': 241}} |
34 | NIFTYFIN | {'omega': 0.6783893306821556, 'alpha': [0.07587415123720512], 'beta': [0.9221258487627949], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.024331235505763785, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 748.7191194716224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 194, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.05067761764285171, 'max_pnl_target': 0.16480024593811715, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.03984026949615465, 'max_pnl_target': 0.2554423548751349, 'max_calls_for_rule': 143}} |
35 | NIFTYIT | {'omega': 0.5576622721722955, 'alpha': [0.09472401586004178], 'beta': [0.8416100444404818], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009488728862668648, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 184.3566420520155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.014532921537701152, 'max_pnl_target': 0.13827588654754658, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.022967777241223303, 'max_pnl_target': 0.2724983940819497, 'max_calls_for_rule': 83}} |
36 | ADAUSD | {'omega': 0.3947550289141585, 'alpha': [0.0684027096518968], 'beta': [0.8425890381995349], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021352235122965434, 'historical_segment_start_price': 0.3581, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 1709.9135862771395, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 167, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04859046807075134, 'max_pnl_target': 0.18346031536972368, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.07248659649872297, 'max_pnl_target': 0.2469193682483051, 'max_calls_for_rule': 39}} |
37 | ETHUSD | {'omega': 0.7545998066884803, 'alpha': [0.05851956725706935], 'beta': [0.8873416882663687], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 1074.7988133728277, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.03770606515719901, 'max_pnl_target': 0.11741576442218074, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.05683318341175593, 'max_pnl_target': 0.15910727839113825, 'max_calls_for_rule': 86}} |
38 | ADAUSD | {'omega': 0.5960826659130504, 'alpha': [0.08139662653728527], 'beta': [0.9166033734627146], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007448108357339062, 'historical_segment_start_price': 0.3991, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 431.318400765136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 399, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.03436478086086169, 'max_pnl_target': 0.09251969845608025, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.09480843680501165, 'max_pnl_target': 0.24077227989961575, 'max_calls_for_rule': 49}} |
39 | BTCUSD | {'omega': 4.589320685113943, 'alpha': [0.08696516407400269], 'beta': [0.9110348359259973], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 722.7240042204193, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 210, 'MAX_CONCURRENT_UNITS': 114, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04988691105709166, 'max_pnl_target': 0.12192573198992743, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.07014782382085176, 'max_pnl_target': 0.20685118641137756, 'max_calls_for_rule': 131}} |
40 | XRPUSD | {'omega': 1.2923852692940334, 'alpha': [0.09291072205514814], 'beta': [0.8173287913976034], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.301110159333281, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 890.3431174155901, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 379, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04676470328340764, 'max_pnl_target': 0.10937102896004078, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.09837011051251408, 'max_pnl_target': 0.24234004494600186, 'max_calls_for_rule': 26}} |
41 | BNBUSD | {'omega': 3.5387299578112668, 'alpha': [0.13125396912613266], 'beta': [0.8228560448791926], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.0455, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 796.5733533458156, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03813669729331882, 'max_pnl_target': 0.16258891146557772, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.058290521012124334, 'max_pnl_target': 0.23275236722676662, 'max_calls_for_rule': 104}} |
42 | NIFTYFMCG | {'omega': 0.4985744741642373, 'alpha': [0.11733973179520521], 'beta': [0.8806602682047948], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007455662643510228, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 752.9184299742986, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 380, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.013936225002066704, 'max_pnl_target': 0.06554988355689428, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.022206525208622884, 'max_pnl_target': 0.17512212066157806, 'max_calls_for_rule': 36}} |
43 | NIFTYFIN | {'omega': 0.24438184091879153, 'alpha': [0.08167958587356638], 'beta': [0.8780146540240623], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.742515106092049, 'historical_segment_start_price': 10199.0, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 738.8635815550967, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03318294065023826, 'max_pnl_target': 0.14407697938936176, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.06773568595311237, 'max_pnl_target': 0.23084763278699177, 'max_calls_for_rule': 63}} |
44 | TSLAUSD | {'omega': 2.298347232424498, 'alpha': [0.09341587392722543], 'beta': [0.8661728985460327], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022859446070904173, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'} | {'POSITION_SIZE_PER_UNIT': 413.0297770205435, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.022424134087080088, 'max_pnl_target': 0.12483638734879819, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.037906778011283365, 'max_pnl_target': 0.2715836802645562, 'max_calls_for_rule': 61}} |
45 | BTCUSD | {'omega': 2.76096078108234, 'alpha': [0.07713481683834057], 'beta': [0.8554021509623085], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020507406885714195, 'historical_segment_start_price': 33761.49, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 288.074871645401, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.02572374690793835, 'max_pnl_target': 0.13110207927938178, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.06159854292678251, 'max_pnl_target': 0.28519385507080197, 'max_calls_for_rule': 121}} |
46 | BTCUSD | {'omega': 2.244005676359515, 'alpha': [0.054213087623357914], 'beta': [0.8951001427008746], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01909108217318428, 'historical_segment_start_price': 10500.0, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 565.1608780898982, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 380, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.0422123306533523, 'max_pnl_target': 0.16560313903790908, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.05348303252181985, 'max_pnl_target': 0.16965568779162943, 'max_calls_for_rule': 35}} |
47 | TSLAUSD | {'omega': 2.7853447262380957, 'alpha': [0.062288184077476945], 'beta': [0.8345999429053412], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.518045394646728, 'historical_segment_start_price': 300.2, 'asset_source_name': 'TSLAUSD'} | {'POSITION_SIZE_PER_UNIT': 566.8940428006987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 225, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.014694922374096892, 'max_pnl_target': 0.09960922374287726, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.08985538060708552, 'max_pnl_target': 0.2956619412777283, 'max_calls_for_rule': 57}} |
48 | XRPUSD | {'omega': 1.055871928502441, 'alpha': [0.07697532725950709], 'beta': [0.9210246727404928], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01242529039432162, 'historical_segment_start_price': 0.4876, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 800.0026938371176, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.026196288243581268, 'max_pnl_target': 0.16597876449782994, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.08335036292828446, 'max_pnl_target': 0.239723008695036, 'max_calls_for_rule': 75}} |
49 | ETHUSD | {'omega': 1.1120329782564848, 'alpha': [0.08806043995659832], 'beta': [0.8714803181336319], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 877.1900752281878, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 502, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.026542150759582602, 'max_pnl_target': 0.13038282957822755, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.0780001333962742, 'max_pnl_target': 0.24957694501050587, 'max_calls_for_rule': 44}} |
50 | BNBUSD | {'omega': 2.6459829495015277, 'alpha': [0.11711488365409309], 'beta': [0.8491309415089863], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.289136103538604, 'historical_segment_start_price': 21.1848, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 1079.8288492341503, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.021519231073965146, 'max_pnl_target': 0.16335027675110772, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.06403607378455377, 'max_pnl_target': 0.30569865298242976, 'max_calls_for_rule': 121}} |
51 | BNBUSD | {'omega': 1.2014024484552042, 'alpha': [0.07565374646322495], 'beta': [0.9223462535367751], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011775524693436857, 'historical_segment_start_price': 422.0, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 769.4632231396829, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03369652760080796, 'max_pnl_target': 0.1294864383178399, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.026098138163938238, 'max_pnl_target': 0.2529372096078645, 'max_calls_for_rule': 104}} |
52 | GOOGLUSD | {'omega': 2.1699818598130256, 'alpha': [0.08777643864315633], 'beta': [0.9102235613568438], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.034164690348082116, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 1390.952348815899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04851652447135413, 'max_pnl_target': 0.17550501659310946, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.056123605427880384, 'max_pnl_target': 0.1744063850694183, 'max_calls_for_rule': 102}} |
53 | BNBUSD | {'omega': 0.3739229258356613, 'alpha': [0.054095409295687416], 'beta': [0.9439045907043124], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.630803742747676, 'historical_segment_start_price': 400.9, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 432.60822641184836, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 208, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0471626541468725, 'max_pnl_target': 0.1016084919918331, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.10046772093338921, 'max_pnl_target': 0.26903852936324285, 'max_calls_for_rule': 36}} |
54 | BNBUSD | {'omega': 0.6484069333338253, 'alpha': [0.06727684420111275], 'beta': [0.9307231557988873], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.040716480951480775, 'historical_segment_start_price': 432.0, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 432.636758042335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.01816717400878015, 'max_pnl_target': 0.07027412996153898, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.018534637383928264, 'max_pnl_target': 0.14958218439089385, 'max_calls_for_rule': 104}} |
55 | BTCUSD | {'omega': 2.787284323380325, 'alpha': [0.13325468155676828], 'beta': [0.7783257288507842], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 825.86, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 453.7862590618912, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 89, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.037042828873610364, 'max_pnl_target': 0.15689657337410418, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.05267165488761229, 'max_pnl_target': 0.25951025746600126, 'max_calls_for_rule': 114}} |
56 | ETHUSD | {'omega': 1.4289687316079127, 'alpha': [0.0661970542002859], 'beta': [0.9318029457997141], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2330.6, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 753.992498547361, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.049958523679305276, 'max_pnl_target': 0.14420736769221193, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.09974481568937586, 'max_pnl_target': 0.3264941285781417, 'max_calls_for_rule': 142}} |
57 | ADAUSD | {'omega': 2.164266297159007, 'alpha': [0.06467335345617625], 'beta': [0.9112153085718453], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8027990316076665, 'historical_segment_start_price': 0.04512, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 749.1645025168397, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, 'MAX_CONCURRENT_UNITS': 97, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.006586492837381381, 'max_pnl_target': 0.059847236065175155, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.04515541458455394, 'max_pnl_target': 0.244230500182518, 'max_calls_for_rule': 223}} |
58 | ADAUSD | {'omega': 1.0524060640401833, 'alpha': [0.05823894377071248], 'beta': [0.9069475119806296], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.83468959324716, 'historical_segment_start_price': 0.8554, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 923.7982240775756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.035430373313898554, 'max_pnl_target': 0.11933454308565597, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.042551303948817974, 'max_pnl_target': 0.2001747199420343, 'max_calls_for_rule': 78}} |
59 | NIFTYIT | {'omega': 0.265997491881435, 'alpha': [0.09986722184606203], 'beta': [0.8965346692815079], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.063185820348776, 'historical_segment_start_price': 28419.2, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 561.2022466298336, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.007622188900072612, 'max_pnl_target': 0.07588318736918595, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.0326194657697386, 'max_pnl_target': 0.19434698681256615, 'max_calls_for_rule': 83}} |
60 | BTCUSD | {'omega': 0.12803875114419314, 'alpha': [0.06629456589835792], 'beta': [0.9012450231464199], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 60147.0, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 167.89281757800794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 257, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.030420303732732815, 'max_pnl_target': 0.12694207623576098, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.03276856832093732, 'max_pnl_target': 0.24981852288032635, 'max_calls_for_rule': 39}} |
61 | ETHUSD | {'omega': 2.7752793663309805, 'alpha': [0.09879785953777553], 'beta': [0.8992021404622245], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 213.9998141161987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, 'MAX_CONCURRENT_UNITS': 154, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.025189536286873204, 'max_pnl_target': 0.1413230551424835, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.05327811939056814, 'max_pnl_target': 0.29129436684250853, 'max_calls_for_rule': 71}} |
62 | NIFTY500 | {'omega': 0.20576907788623022, 'alpha': [0.10576789996311428], 'beta': [0.8411237387727543], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015795955185299672, 'historical_segment_start_price': 10525.75, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 737.643387806765, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.03569217197018195, 'max_pnl_target': 0.1744596037122361, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.07649998215712496, 'max_pnl_target': 0.24618390459508888, 'max_calls_for_rule': 42}} |
63 | NIFTYENERGY | {'omega': 0.23556683408788193, 'alpha': [0.07552228620792704], 'beta': [0.922477713792073], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.008635411442635289, 'historical_segment_start_price': 39915.1, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 94.13559210480516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 289, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.026802825492880135, 'max_pnl_target': 0.09318956573462525, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.05033839023694714, 'max_pnl_target': 0.1601667005239188, 'max_calls_for_rule': 243}} |
64 | XRPUSD | {'omega': 0.95274040183289, 'alpha': [0.0834534162991078], 'beta': [0.9145465837008923], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.594391716766891, 'historical_segment_start_price': 0.7543, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 749.1665684951633, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 367, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.0238489916856406, 'max_pnl_target': 0.09227617325938009, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.10103167290563062, 'max_pnl_target': 0.24316292031741493, 'max_calls_for_rule': 277}} |
65 | GOOGLUSD | {'omega': 0.6035781270561823, 'alpha': [0.06610331131240092], 'beta': [0.9318966886875989], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.035603719658836845, 'historical_segment_start_price': 118.36, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 672.845843776561, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, 'MAX_CONCURRENT_UNITS': 89, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.017218618267740345, 'max_pnl_target': 0.14201433305890174, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.020082428962411435, 'max_pnl_target': 0.2160385975246736, 'max_calls_for_rule': 145}} |
66 | NIFTYBANK | {'omega': 0.340166735128051, 'alpha': [0.09469092474535329], 'beta': [0.8131048728840644], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.007944063805170654, 'historical_segment_start_price': 26819.35, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 804.3748087408821, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, 'MAX_CONCURRENT_UNITS': 74, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02635144162792459, 'max_pnl_target': 0.09228816887204874, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.01769475237157227, 'max_pnl_target': 0.16637028883644453, 'max_calls_for_rule': 236}} |
67 | NIFTYIT | {'omega': 0.5982197919315144, 'alpha': [0.09797988548627415], 'beta': [0.822960396153548], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.250242165044024, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 411.55629128246227, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04749216540773258, 'max_pnl_target': 0.11160737504718632, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.04603461968361863, 'max_pnl_target': 0.16839920112357015, 'max_calls_for_rule': 161}} |
68 | NIFTYFMCG | {'omega': 0.21018620782090952, 'alpha': [0.08124316695737917], 'beta': [0.9167568330426208], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.591201108102801, 'historical_segment_start_price': 50640.55, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 77.35051722866945, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.040501063474468676, 'max_pnl_target': 0.11795063955251167, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.03774919730610704, 'max_pnl_target': 0.16070840679020443, 'max_calls_for_rule': 109}} |
69 | BNBUSD | {'omega': 2.501676043829847, 'alpha': [0.09447351851949237], 'beta': [0.8522995857726521], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.2898, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 278.44838704768546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 358, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.02029065435586464, 'max_pnl_target': 0.07411211614126062, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.05831129670621109, 'max_pnl_target': 0.29464417395513265, 'max_calls_for_rule': 43}} |
70 | XRPUSD | {'omega': 2.0206326168889466, 'alpha': [0.07737861365162556], 'beta': [0.9206213863483745], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7343, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 312.2600826310394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.014217047143371197, 'max_pnl_target': 0.14513526232155916, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.027103844797000134, 'max_pnl_target': 0.14333356478751147, 'max_calls_for_rule': 42}} |
71 | BTCUSD | {'omega': 1.9598375441694318, 'alpha': [0.11174935605937499], 'beta': [0.8862506439406251], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023228229335645886, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 119.92164431133136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 301, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.016213930907539635, 'max_pnl_target': 0.16076138900614872, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.03180266612044724, 'max_pnl_target': 0.22303544400609793, 'max_calls_for_rule': 24}} |
72 | XRPUSD | {'omega': 0.5335646566900539, 'alpha': [0.07627524202095677], 'beta': [0.9217247579790433], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.6097, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 175.08793068069753, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 385, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04878601626513335, 'max_pnl_target': 0.107815169896827, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.020846906255617095, 'max_pnl_target': 0.14877010516553563, 'max_calls_for_rule': 41}} |
73 | BTCUSD | {'omega': 0.4506905560699575, 'alpha': [0.0648701629705759], 'beta': [0.8735587740384422], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0240314172230674, 'historical_segment_start_price': 11451.3, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 360.5208117707225, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 230, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.011880676225538336, 'max_pnl_target': 0.11817278986487324, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.09338572564936495, 'max_pnl_target': 0.3093828733768592, 'max_calls_for_rule': 52}} |
74 | BNBUSD | {'omega': 1.6888765560670862, 'alpha': [0.07818947895128786], 'beta': [0.9198105210487121], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04954285823988793, 'historical_segment_start_price': 392.2892, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 727.3730228559039, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.028632523832751583, 'max_pnl_target': 0.13035526423262533, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.08847046280385187, 'max_pnl_target': 0.23560963225226741, 'max_calls_for_rule': 61}} |
75 | BNBUSD | {'omega': 1.9047646286631905, 'alpha': [0.10333448532411829], 'beta': [0.8906740901463075], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.1186, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 735.262910682802, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, 'MAX_CONCURRENT_UNITS': 101, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02919751531294496, 'max_pnl_target': 0.10230078127082261, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.07565472179125525, 'max_pnl_target': 0.24677128013541255, 'max_calls_for_rule': 148}} |
76 | BTCUSD | {'omega': 3.5601528655492825, 'alpha': [0.08144026193064222], 'beta': [0.8250556323085712], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2360.12, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 236.77193648921005, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0377997509703559, 'max_pnl_target': 0.17700832913895645, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.0763279951578552, 'max_pnl_target': 0.2978045572497031, 'max_calls_for_rule': 154}} |
77 | NIFTYFIN | {'omega': 0.40574739729121023, 'alpha': [0.0654717808878699], 'beta': [0.837232056556144], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.042893331345034, 'historical_segment_start_price': 15124.4, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 1158.6418836741748, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 422, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.027605540258365948, 'max_pnl_target': 0.10759840080619956, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.0513084934737529, 'max_pnl_target': 0.26062938961158655, 'max_calls_for_rule': 32}} |
78 | ETHUSD | {'omega': 2.1545849846610423, 'alpha': [0.11034809227846909], 'beta': [0.8876519077215309], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 774.1431519023276, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 105, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.00876804493911113, 'max_pnl_target': 0.1577957899435478, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.01423910146473227, 'max_pnl_target': 0.13148511792761636, 'max_calls_for_rule': 53}} |
79 | BTCUSD | {'omega': 2.0609333335337894, 'alpha': [0.06015343352455011], 'beta': [0.9378465664754497], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4603.19, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 957.5538751651138, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02061188113799942, 'max_pnl_target': 0.09786631342319096, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.02223750679014762, 'max_pnl_target': 0.16754458375020637, 'max_calls_for_rule': 60}} |
80 | NIFTYFMCG | {'omega': 0.8956799782162547, 'alpha': [0.195575107568578], 'beta': [0.7973225743909246], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.4994371203326042, 'historical_segment_start_price': 21362.65, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 201.16921503022354, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04697272369331026, 'max_pnl_target': 0.1154060315356682, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.0985597385244475, 'max_pnl_target': 0.2203074416854405, 'max_calls_for_rule': 146}} |
81 | BNBUSD | {'omega': 2.4966826695619817, 'alpha': [0.12504090554936095], 'beta': [0.8729590944506391], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01078010201410546, 'historical_segment_start_price': 27.8977, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 722.0728843105796, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.029986703089372117, 'max_pnl_target': 0.14608165881059207, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.10058427837175088, 'max_pnl_target': 0.22502964242194415, 'max_calls_for_rule': 156}} |
82 | BTCUSD | {'omega': 1.4915626582437091, 'alpha': [0.059505798143203], 'beta': [0.8950630858171645], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012621475502306967, 'historical_segment_start_price': 22711.87, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 164.32769907333235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 145, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTO... | {'small_calls': {'min_pnl_target': 0.008906500519148909, 'max_pnl_target': 0.15133931172673662, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.07795458395188426, 'max_pnl_target': 0.25534990000626373, 'max_calls_for_rule': 113}} |
83 | ADAUSD | {'omega': 1.4158101286269167, 'alpha': [0.04580348077000013], 'beta': [0.9521965192299999], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01575340103724388, 'historical_segment_start_price': 1.465, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 314.13544044133903, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 206, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0424174834392014, 'max_pnl_target': 0.14654618407403042, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.09898336996955152, 'max_pnl_target': 0.31335591096255316, 'max_calls_for_rule': 82}} |
84 | BTCUSD | {'omega': 1.1435268571706019, 'alpha': [0.060617312269155316], 'beta': [0.9373826877308447], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0086247811527945, 'historical_segment_start_price': 56421.7, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 1040.9348666868002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0393459927315419, 'max_pnl_target': 0.16419517273661113, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.029991123710926167, 'max_pnl_target': 0.1480188385571445, 'max_calls_for_rule': 167}} |
85 | XRPUSD | {'omega': 0.47873045685033655, 'alpha': [0.06915797072672178], 'beta': [0.9288420292732783], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3962, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 476.8483533973558, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04503473775408041, 'max_pnl_target': 0.11116965270484883, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.029672283419423552, 'max_pnl_target': 0.2591613502934989, 'max_calls_for_rule': 126}} |
86 | BTCUSD | {'omega': 6.284711976293335, 'alpha': [0.12978672009852082], 'beta': [0.8141184888983978], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 953.6529701687814, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04193360647816318, 'max_pnl_target': 0.12117654316756535, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.06307892014431861, 'max_pnl_target': 0.3003661541213065, 'max_calls_for_rule': 125}} |
87 | ETHUSD | {'omega': 0.6659901614307695, 'alpha': [0.06961578249833467], 'beta': [0.8327829924605911], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 304.47482253971674, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 313, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04417004115240001, 'max_pnl_target': 0.181093905944489, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.06234057091182374, 'max_pnl_target': 0.23779453093060682, 'max_calls_for_rule': 226}} |
88 | BNBUSD | {'omega': 1.548664282960683, 'alpha': [0.09412423930089273], 'beta': [0.8745693461725481], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.7127, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 138.27727339937343, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.028844776460903686, 'max_pnl_target': 0.1746250039848453, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.057861744328286974, 'max_pnl_target': 0.3015066170265012, 'max_calls_for_rule': 138}} |
89 | ADAUSD | {'omega': 3.66862020281068, 'alpha': [0.1197642878988697], 'beta': [0.8274452990287445], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0828, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 296.5867637264355, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04277840584995047, 'max_pnl_target': 0.14827769780891742, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.10110563824642077, 'max_pnl_target': 0.33726270350863485, 'max_calls_for_rule': 217}} |
90 | ADAUSD | {'omega': 0.8469673031513256, 'alpha': [0.08483885602036718], 'beta': [0.8428794116535212], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.933206347984265, 'historical_segment_start_price': 0.4667, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 930.1441040732841, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 352, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01627623743781382, 'max_pnl_target': 0.12469503832915882, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.048285089885320896, 'max_pnl_target': 0.27379329494076665, 'max_calls_for_rule': 25}} |
91 | BTCUSD | {'omega': 0.007060533510788815, 'alpha': [0.3420395474537917], 'beta': [0.6371396062273459], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.9197220381440987, 'historical_segment_start_price': 570.14, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 479.1656364806397, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 154, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.008821572091322925, 'max_pnl_target': 0.13420115079995867, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.08760966534950561, 'max_pnl_target': 0.2697552986484463, 'max_calls_for_rule': 152}} |
92 | NIFTY500 | {'omega': 0.39746446219487175, 'alpha': [0.11168624026652156], 'beta': [0.8736468778454407], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.434895921037038, 'historical_segment_start_price': 8034.2, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 158.19629766239265, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.039292653841496515, 'max_pnl_target': 0.10242898850607146, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.0554742652627701, 'max_pnl_target': 0.30278668279845056, 'max_calls_for_rule': 248}} |
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