SPB Git

spb/wp41_uqo

Public
1.4 KB · 71 lines json
1{2 "config": {3  "synthetic": true4 },5 "instruments": [6  {7   "symbol": "SYN00",8   "asset_class": "stock",9   "role": "pooled",10   "adv_usd": 10000000.0,11   "adv_tercile": "low",12   "vol_tercile": "mid",13   "group": "synthetic",14   "delisted": false,15   "status": "active",16   "first_date": "2024-01-02",17   "last_date": "2024-05-31"18  },19  {20   "symbol": "SYN01",21   "asset_class": "stock",22   "role": "pooled",23   "adv_usd": 20000000.0,24   "adv_tercile": "mid",25   "vol_tercile": "high",26   "group": "synthetic",27   "delisted": false,28   "status": "active",29   "first_date": "2024-01-02",30   "last_date": "2024-05-31"31  },32  {33   "symbol": "SYN02",34   "asset_class": "stock",35   "role": "pooled",36   "adv_usd": 30000000.0,37   "adv_tercile": "high",38   "vol_tercile": "low",39   "group": "synthetic",40   "delisted": false,41   "status": "active",42   "first_date": "2024-01-02",43   "last_date": "2024-05-31"44  },45  {46   "symbol": "SYN03",47   "asset_class": "etf",48   "role": "heldout_instrument",49   "adv_usd": 40000000.0,50   "adv_tercile": "low",51   "vol_tercile": "mid",52   "group": "synthetic",53   "delisted": false,54   "status": "active",55   "first_date": "2024-01-02",56   "last_date": "2024-05-31"57  }58 ],59 "pilot_symbols": [60  "SYN00",61  "SYN01",62  "SYN02"63 ],64 "feasibility_symbols": [65  "SYN00",66  "SYN01",67  "SYN02"68 ],69 "n_selected": 4,70 "sha256": "73171c0475e7985c635dacb931910fe08ca977a507057a3bcee01fa345817a39"71}
Files · e976cfd0ab0ee7e59d46d9e75fd8b8fb0a861c50
Menu

Theme