run_date timestamp[s]date 2026-04-19 00:00:00 2026-06-05 00:00:00 | config dict | universes dict |
|---|---|---|
2026-04-19T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
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"Date": "2026-04-17T00:00:00",
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"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-04-20T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
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"Date": "2026-04-20T00:00:00",
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"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-04-21T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-21T00:00:00",
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"es_99": 0.016955234038550506,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date"... |
2026-04-22T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-22T00:00:00",
"tail_shape": -0.22969652013461359,
"tail_shape_smooth": -0.006835842392343869,
"var_99": 0.014926505347913314,
"es_99": 0.016955194643408736,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date... |
2026-04-23T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-23T00:00:00",
"tail_shape": -0.2297500485405201,
"tail_shape_smooth": -0.014053177953372596,
"var_99": 0.01492635102332538,
"es_99": 0.016954778030596907,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-04-24T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-24T00:00:00",
"tail_shape": -0.22968870093149518,
"tail_shape_smooth": -0.021060065719128294,
"var_99": 0.014926302006190922,
"es_99": 0.016954926730549758,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date... |
2026-04-27T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-27T00:00:00",
"tail_shape": -0.18714131446401866,
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"var_99": 0.014758689814105158,
"es_99": 0.01694910589409864,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date"... |
2026-04-28T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-28T00:00:00",
"tail_shape": -0.18716718721193276,
"tail_shape_smooth": -0.03165819964933703,
"var_99": 0.014758483888957393,
"es_99": 0.01694875077792775,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-04-29T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-29T00:00:00",
"tail_shape": -0.1455025012195554,
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"var_99": 0.014647453420831204,
"es_99": 0.017004249753420863,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date"... |
2026-04-30T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-04-30T00:00:00",
"tail_shape": -0.15835427969984478,
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"var_99": 0.014676425796166164,
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"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date"... |
2026-05-01T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-01T00:00:00",
"tail_shape": -0.15841534821702852,
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"var_99": 0.014676084286749444,
"es_99": 0.016977314119366784,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date... |
2026-05-04T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-04T00:00:00",
"tail_shape": -0.15704341057531784,
"tail_shape_smooth": -0.047640911439692714,
"var_99": 0.014700462655836643,
"es_99": 0.016932397761972546,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date... |
2026-05-05T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-05T00:00:00",
"tail_shape": -0.14399181390418875,
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"var_99": 0.014645203291826349,
"es_99": 0.016984065549105365,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-05-06T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-06T00:00:00",
"tail_shape": -0.144032125335227,
"tail_shape_smooth": -0.05306198330433143,
"var_99": 0.01464503285085994,
"es_99": 0.01698369543550152,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date": "2... |
2026-05-07T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-07T00:00:00",
"tail_shape": -0.1663906481397287,
"tail_shape_smooth": -0.05674613490281625,
"var_99": 0.01469534560972549,
"es_99": 0.016964146129783565,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date": ... |
2026-05-08T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-08T00:00:00",
"tail_shape": -0.11595104227574958,
"tail_shape_smooth": -0.058681893307959206,
"var_99": 0.013912173824633962,
"es_99": 0.01618181757756923,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date"... |
2026-05-11T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-11T00:00:00",
"tail_shape": -0.11595871704825655,
"tail_shape_smooth": -0.06056017291094768,
"var_99": 0.013912584153301991,
"es_99": 0.01618239219677697,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-05-12T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-12T00:00:00",
"tail_shape": -0.11588439886975385,
"tail_shape_smooth": -0.062352809813031325,
"var_99": 0.01391232700919761,
"es_99": 0.01618232411456781,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
2026-05-13T00:00:00 | {
"threshold_quantile": 0.9,
"rolling_window": 252,
"tail_shape_warning_threshold": 0.3,
"ewma_halflife": 21
} | {
"FI_COMMODITIES": {
"TLT": {
"Date": "2026-05-13T00:00:00",
"tail_shape": -0.11588439886975385,
"tail_shape_smooth": -0.06407618674331451,
"var_99": 0.013912345503714348,
"es_99": 0.01618234260908455,
"tail_warning": 0,
"ticker": "TLT"
},
"VCIT": {
"Date":... |
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