SPB Git

spb/wp27_uqo

Public
745 B · 12 lines latex
1\begin{tabular}{lrrrrrrrrrr}2\toprule3Cell & Mean $|P/V-1|$ (\%) & Time to absorb (ticks) & Quoted spread (bp) & Depth, 5 levels (lots) & Price impact (bp/100 lots) & Variance ratio (5) & ACF$_1$ of returns & Max drawdown & Realized LLM volume share & LLM valid-decision rate \\4\midrule5$N=100$, 0\% & 0.59 & 25.60 & 17.29 & 134.51 & 9.21 & 1.33 & 0.04 & 0.04 & 0.00 & -- \\6$N=100$, 25\% library & 0.52 & 26.40 & 11.93 & 190.24 & 6.36 & 1.55 & 0.16 & 0.03 & 0.26 & 0.72 \\7$N=1{,}000$, 0\% & 0.73 & 32.00 & 13.04 & 217.27 & 4.60 & 1.14 & -0.09 & 0.03 & 0.00 & -- \\8$N=1{,}000$, 25\% library & 0.61 & 40.80 & 5.45 & 1222.83 & 1.18 & 1.89 & 0.21 & 0.02 & 0.63 & 0.61 \\9\midrule10Seeds per cell & 5 & & & & & & & & & \\11\bottomrule12\end{tabular}
Files · d09ab0c71293588caf435dcaebf6e4bc03a129ff
Menu

Theme