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Browse files- particle_filter_2026-05-08.json +661 -0
particle_filter_2026-05-08.json
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| 1 |
+
{
|
| 2 |
+
"run_date": "2026-05-08",
|
| 3 |
+
"config": {
|
| 4 |
+
"num_particles": 5000,
|
| 5 |
+
"state_noise_scale": 0.01,
|
| 6 |
+
"obs_noise_scale": 0.1,
|
| 7 |
+
"obs_df": 3,
|
| 8 |
+
"state_noise_type": "t"
|
| 9 |
+
},
|
| 10 |
+
"daily_trading": {
|
| 11 |
+
"universes": {
|
| 12 |
+
"FI_COMMODITIES": {
|
| 13 |
+
"TLT": {
|
| 14 |
+
"ticker": "TLT",
|
| 15 |
+
"forecast_mean": -0.002592464219767405,
|
| 16 |
+
"forecast_lower": -0.32555514187415163,
|
| 17 |
+
"forecast_upper": 0.31078709398440857,
|
| 18 |
+
"forecast_std": 0.16233220302514292
|
| 19 |
+
},
|
| 20 |
+
"VCIT": {
|
| 21 |
+
"ticker": "VCIT",
|
| 22 |
+
"forecast_mean": 0.00010778979737179451,
|
| 23 |
+
"forecast_lower": -0.2965188337525279,
|
| 24 |
+
"forecast_upper": 0.3317631890479192,
|
| 25 |
+
"forecast_std": 0.16027602622460385
|
| 26 |
+
},
|
| 27 |
+
"LQD": {
|
| 28 |
+
"ticker": "LQD",
|
| 29 |
+
"forecast_mean": -0.0008366660520415799,
|
| 30 |
+
"forecast_lower": -0.3185546976492361,
|
| 31 |
+
"forecast_upper": 0.3160480002745127,
|
| 32 |
+
"forecast_std": 0.1618884433478951
|
| 33 |
+
},
|
| 34 |
+
"HYG": {
|
| 35 |
+
"ticker": "HYG",
|
| 36 |
+
"forecast_mean": -0.0054707380586796256,
|
| 37 |
+
"forecast_lower": -0.3450822214367094,
|
| 38 |
+
"forecast_upper": 0.3195659547696074,
|
| 39 |
+
"forecast_std": 0.16955310617508082
|
| 40 |
+
},
|
| 41 |
+
"VNQ": {
|
| 42 |
+
"ticker": "VNQ",
|
| 43 |
+
"forecast_mean": -0.005040475037977863,
|
| 44 |
+
"forecast_lower": -0.33900006396150123,
|
| 45 |
+
"forecast_upper": 0.3044739249687953,
|
| 46 |
+
"forecast_std": 0.16415152778834094
|
| 47 |
+
},
|
| 48 |
+
"GLD": {
|
| 49 |
+
"ticker": "GLD",
|
| 50 |
+
"forecast_mean": 0.0033908255403279344,
|
| 51 |
+
"forecast_lower": -0.3223182152433012,
|
| 52 |
+
"forecast_upper": 0.3254379340052725,
|
| 53 |
+
"forecast_std": 0.16524391562463617
|
| 54 |
+
},
|
| 55 |
+
"SLV": {
|
| 56 |
+
"ticker": "SLV",
|
| 57 |
+
"forecast_mean": 0.008720471653967653,
|
| 58 |
+
"forecast_lower": -0.293754551629144,
|
| 59 |
+
"forecast_upper": 0.330252205386402,
|
| 60 |
+
"forecast_std": 0.15918539719784336
|
| 61 |
+
}
|
| 62 |
+
},
|
| 63 |
+
"EQUITY_SECTORS": {
|
| 64 |
+
"SPY": {
|
| 65 |
+
"ticker": "SPY",
|
| 66 |
+
"forecast_mean": 0.0006843795088007627,
|
| 67 |
+
"forecast_lower": -0.3470539794827249,
|
| 68 |
+
"forecast_upper": 0.331539302747893,
|
| 69 |
+
"forecast_std": 0.1731105311812801
|
| 70 |
+
},
|
| 71 |
+
"QQQ": {
|
| 72 |
+
"ticker": "QQQ",
|
| 73 |
+
"forecast_mean": 0.009752258193795936,
|
| 74 |
+
"forecast_lower": -0.3006611353249024,
|
| 75 |
+
"forecast_upper": 0.36613264983999116,
|
| 76 |
+
"forecast_std": 0.17010045539920754
|
| 77 |
+
},
|
| 78 |
+
"XLK": {
|
| 79 |
+
"ticker": "XLK",
|
| 80 |
+
"forecast_mean": 0.012593869145990233,
|
| 81 |
+
"forecast_lower": -0.2966824467647314,
|
| 82 |
+
"forecast_upper": 0.34459034655330295,
|
| 83 |
+
"forecast_std": 0.16358999829541693
|
| 84 |
+
},
|
| 85 |
+
"XLF": {
|
| 86 |
+
"ticker": "XLF",
|
| 87 |
+
"forecast_mean": 0.002021478975093371,
|
| 88 |
+
"forecast_lower": -0.32860137052880467,
|
| 89 |
+
"forecast_upper": 0.3238308324563873,
|
| 90 |
+
"forecast_std": 0.16643678647581425
|
| 91 |
+
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