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1 | +[ |
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2 | +{ |
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3 | +"symbol": "AAPL", |
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4 | +"model_id": "msgarch2", |
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5 | +"dist": "normal", |
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6 | +"tier": "A", |
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7 | +"window": 1000, |
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14 | +"max_restarts": 3 |
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15 | +}, |
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16 | +{ |
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17 | +"symbol": "AAPL", |
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18 | +"model_id": "msgarch2", |
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19 | +"dist": "t", |
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20 | +"tier": "A", |
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21 | +"window": 1000, |
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22 | +"refit_every": 5, |
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24 | +"rm_proxy": "rv5ss_on", |
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27 | +"seed": 46, |
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28 | +"max_restarts": 3 |
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29 | +}, |
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30 | +{ |
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31 | +"symbol": "AMZN", |
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32 | +"model_id": "msgarch2", |
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33 | +"dist": "normal", |
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34 | +"tier": "A", |
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35 | +"window": 1000, |
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36 | +"refit_every": 5, |
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37 | +"expanding": false, |
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38 | +"rm_proxy": "rv5ss_on", |
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41 | +"seed": 46, |
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42 | +"max_restarts": 3 |
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43 | +}, |
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44 | +{ |
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45 | +"symbol": "AMZN", |
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46 | +"model_id": "msgarch2", |
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47 | +"dist": "t", |
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48 | +"tier": "A", |
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49 | +"window": 1000, |
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50 | +"refit_every": 5, |
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51 | +"expanding": false, |
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52 | +"rm_proxy": "rv5ss_on", |
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55 | +"seed": 46, |
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56 | +"max_restarts": 3 |
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57 | +}, |
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58 | +{ |
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59 | +"symbol": "AUDUSD", |
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60 | +"model_id": "msgarch2", |
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61 | +"dist": "normal", |
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62 | +"tier": "A", |
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63 | +"window": 1000, |
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64 | +"refit_every": 5, |
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65 | +"expanding": false, |
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66 | +"rm_proxy": "rv5ss_on", |
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67 | +"oos_start": "2012-01-03", |
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68 | +"oos_end": "2026-10-30", |
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69 | +"seed": 46, |
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70 | +"max_restarts": 3 |
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71 | +}, |
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72 | +{ |
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73 | +"symbol": "AUDUSD", |
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74 | +"model_id": "msgarch2", |
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75 | +"dist": "t", |
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76 | +"tier": "A", |
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77 | +"window": 1000, |
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78 | +"refit_every": 5, |
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79 | +"expanding": false, |
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80 | +"rm_proxy": "rv5ss_on", |
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81 | +"oos_start": "2012-01-03", |
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83 | +"seed": 46, |
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84 | +"max_restarts": 3 |
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85 | +}, |
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86 | +{ |
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87 | +"symbol": "BTC", |
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88 | +"model_id": "msgarch2", |
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89 | +"dist": "normal", |
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90 | +"tier": "A", |
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91 | +"window": 1000, |
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92 | +"refit_every": 5, |
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93 | +"expanding": false, |
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94 | +"rm_proxy": "rv5ss_on", |
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95 | +"oos_start": "2012-01-03", |
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97 | +"seed": 46, |
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98 | +"max_restarts": 3 |
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99 | +}, |
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100 | +{ |
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101 | +"symbol": "BTC", |
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102 | +"model_id": "msgarch2", |
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103 | +"dist": "t", |
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104 | +"tier": "A", |
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105 | +"window": 1000, |
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106 | +"refit_every": 5, |
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107 | +"expanding": false, |
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108 | +"rm_proxy": "rv5ss_on", |
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109 | +"oos_start": "2012-01-03", |
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110 | +"oos_end": "2026-10-30", |
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111 | +"seed": 46, |
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112 | +"max_restarts": 3 |
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113 | +}, |
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114 | +{ |
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115 | +"symbol": "CL", |
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116 | +"model_id": "msgarch2", |
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117 | +"dist": "normal", |
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118 | +"tier": "A", |
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119 | +"window": 1000, |
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120 | +"refit_every": 5, |
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121 | +"expanding": false, |
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122 | +"rm_proxy": "rv5ss_on", |
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123 | +"oos_start": "2012-01-03", |
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124 | +"oos_end": "2026-10-30", |
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125 | +"seed": 46, |
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126 | +"max_restarts": 3 |
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127 | +}, |
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128 | +{ |
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129 | +"symbol": "CL", |
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130 | +"model_id": "msgarch2", |
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131 | +"dist": "t", |
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132 | +"tier": "A", |
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133 | +"window": 1000, |
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134 | +"refit_every": 5, |
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135 | +"expanding": false, |
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136 | +"rm_proxy": "rv5ss_on", |
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137 | +"oos_start": "2012-01-03", |
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139 | +"seed": 46, |
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140 | +"max_restarts": 3 |
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141 | +}, |
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142 | +{ |
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143 | +"symbol": "DIA", |
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144 | +"model_id": "msgarch2", |
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145 | +"dist": "normal", |
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146 | +"tier": "A", |
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147 | +"window": 1000, |
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148 | +"refit_every": 5, |
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149 | +"expanding": false, |
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150 | +"rm_proxy": "rv5ss_on", |
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151 | +"oos_start": "2012-01-03", |
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152 | +"oos_end": "2026-10-30", |
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153 | +"seed": 46, |
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154 | +"max_restarts": 3 |
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155 | +}, |
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156 | +{ |
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157 | +"symbol": "DIA", |
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158 | +"model_id": "msgarch2", |
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159 | +"dist": "t", |
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160 | +"tier": "A", |
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161 | +"window": 1000, |
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162 | +"refit_every": 5, |
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163 | +"expanding": false, |
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164 | +"rm_proxy": "rv5ss_on", |
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165 | +"oos_start": "2012-01-03", |
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166 | +"oos_end": "2026-10-30", |
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167 | +"seed": 46, |
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168 | +"max_restarts": 3 |
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169 | +}, |
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170 | +{ |
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171 | +"symbol": "EEM", |
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172 | +"model_id": "msgarch2", |
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173 | +"dist": "normal", |
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174 | +"tier": "A", |
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175 | +"window": 1000, |
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177 | +"expanding": false, |
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178 | +"rm_proxy": "rv5ss_on", |
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181 | +"seed": 46, |
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183 | +}, |
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184 | +{ |
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185 | +"symbol": "EEM", |
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186 | +"model_id": "msgarch2", |
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187 | +"dist": "t", |
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188 | +"tier": "A", |
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189 | +"window": 1000, |
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190 | +"refit_every": 5, |
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191 | +"expanding": false, |
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192 | +"rm_proxy": "rv5ss_on", |
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193 | +"oos_start": "2012-01-03", |
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195 | +"seed": 46, |
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196 | +"max_restarts": 3 |
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197 | +}, |
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198 | +{ |
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199 | +"symbol": "EFA", |
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200 | +"model_id": "msgarch2", |
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201 | +"dist": "normal", |
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202 | +"tier": "A", |
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203 | +"window": 1000, |
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207 | +"oos_start": "2012-01-03", |
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209 | +"seed": 46, |
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210 | +"max_restarts": 3 |
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211 | +}, |
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212 | +{ |
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213 | +"symbol": "EFA", |
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214 | +"model_id": "msgarch2", |
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215 | +"dist": "t", |
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216 | +"tier": "A", |
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217 | +"window": 1000, |
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218 | +"refit_every": 5, |
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219 | +"expanding": false, |
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220 | +"rm_proxy": "rv5ss_on", |
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221 | +"oos_start": "2012-01-03", |
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223 | +"seed": 46, |
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224 | +"max_restarts": 3 |
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225 | +}, |
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226 | +{ |
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227 | +"symbol": "ES", |
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228 | +"model_id": "msgarch2", |
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229 | +"dist": "normal", |
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230 | +"tier": "A", |
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231 | +"window": 1000, |
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232 | +"refit_every": 5, |
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233 | +"expanding": false, |
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234 | +"rm_proxy": "rv5ss_on", |
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237 | +"seed": 46, |
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238 | +"max_restarts": 3 |
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239 | +}, |
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240 | +{ |
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241 | +"symbol": "ES", |
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242 | +"model_id": "msgarch2", |
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243 | +"dist": "t", |
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244 | +"tier": "A", |
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245 | +"window": 1000, |
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246 | +"refit_every": 5, |
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247 | +"expanding": false, |
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248 | +"rm_proxy": "rv5ss_on", |
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249 | +"oos_start": "2012-01-03", |
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250 | +"oos_end": "2026-10-30", |
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251 | +"seed": 46, |
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252 | +"max_restarts": 3 |
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253 | +}, |
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254 | +{ |
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255 | +"symbol": "ETH", |
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256 | +"model_id": "msgarch2", |
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257 | +"dist": "normal", |
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258 | +"tier": "A", |
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259 | +"window": 1000, |
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260 | +"refit_every": 5, |
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261 | +"expanding": false, |
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262 | +"rm_proxy": "rv5ss_on", |
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263 | +"oos_start": "2012-01-03", |
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264 | +"oos_end": "2026-10-30", |
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265 | +"seed": 46, |
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266 | +"max_restarts": 3 |
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267 | +}, |
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268 | +{ |
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269 | +"symbol": "ETH", |
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270 | +"model_id": "msgarch2", |
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271 | +"dist": "t", |
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272 | +"tier": "A", |
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273 | +"window": 1000, |
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275 | +"expanding": false, |
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276 | +"rm_proxy": "rv5ss_on", |
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277 | +"oos_start": "2012-01-03", |
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278 | +"oos_end": "2026-10-30", |
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279 | +"seed": 46, |
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280 | +"max_restarts": 3 |
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281 | +}, |
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282 | +{ |
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283 | +"symbol": "EURUSD", |
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284 | +"model_id": "msgarch2", |
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285 | +"dist": "normal", |
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286 | +"tier": "A", |
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287 | +"window": 1000, |
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288 | +"refit_every": 5, |
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289 | +"expanding": false, |
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290 | +"rm_proxy": "rv5ss_on", |
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291 | +"oos_start": "2012-01-03", |
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292 | +"oos_end": "2026-10-30", |
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293 | +"seed": 46, |
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294 | +"max_restarts": 3 |
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295 | +}, |
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296 | +{ |
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297 | +"symbol": "EURUSD", |
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298 | +"model_id": "msgarch2", |
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299 | +"dist": "t", |
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300 | +"tier": "A", |
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301 | +"window": 1000, |
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303 | +"expanding": false, |
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304 | +"rm_proxy": "rv5ss_on", |
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305 | +"oos_start": "2012-01-03", |
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306 | +"oos_end": "2026-10-30", |
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307 | +"seed": 46, |
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308 | +"max_restarts": 3 |
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309 | +}, |
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310 | +{ |
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311 | +"symbol": "GBPUSD", |
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312 | +"model_id": "msgarch2", |
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313 | +"dist": "normal", |
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314 | +"tier": "A", |
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315 | +"window": 1000, |
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316 | +"refit_every": 5, |
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317 | +"expanding": false, |
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318 | +"rm_proxy": "rv5ss_on", |
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319 | +"oos_start": "2012-01-03", |
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320 | +"oos_end": "2026-10-30", |
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321 | +"seed": 46, |
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322 | +"max_restarts": 3 |
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323 | +}, |
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324 | +{ |
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325 | +"symbol": "GBPUSD", |
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326 | +"model_id": "msgarch2", |
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327 | +"dist": "t", |
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328 | +"tier": "A", |
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329 | +"window": 1000, |
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330 | +"refit_every": 5, |
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331 | +"expanding": false, |
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332 | +"rm_proxy": "rv5ss_on", |
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333 | +"oos_start": "2012-01-03", |
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334 | +"oos_end": "2026-10-30", |
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335 | +"seed": 46, |
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336 | +"max_restarts": 3 |
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337 | +}, |
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338 | +{ |
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339 | +"symbol": "GC", |
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340 | +"model_id": "msgarch2", |
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341 | +"dist": "normal", |
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342 | +"tier": "A", |
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343 | +"window": 1000, |
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344 | +"refit_every": 5, |
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345 | +"expanding": false, |
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346 | +"rm_proxy": "rv5ss_on", |
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347 | +"oos_start": "2012-01-03", |
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348 | +"oos_end": "2026-10-30", |
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349 | +"seed": 46, |
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350 | +"max_restarts": 3 |
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351 | +}, |
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352 | +{ |
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353 | +"symbol": "GC", |
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354 | +"model_id": "msgarch2", |
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355 | +"dist": "t", |
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356 | +"tier": "A", |
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357 | +"window": 1000, |
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358 | +"refit_every": 5, |
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359 | +"expanding": false, |
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360 | +"rm_proxy": "rv5ss_on", |
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361 | +"oos_start": "2012-01-03", |
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362 | +"oos_end": "2026-10-30", |
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363 | +"seed": 46, |
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364 | +"max_restarts": 3 |
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365 | +}, |
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366 | +{ |
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367 | +"symbol": "GLD", |
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368 | +"model_id": "msgarch2", |
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369 | +"dist": "normal", |
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370 | +"tier": "A", |
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371 | +"window": 1000, |
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372 | +"refit_every": 5, |
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373 | +"expanding": false, |
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374 | +"rm_proxy": "rv5ss_on", |
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375 | +"oos_start": "2012-01-03", |
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376 | +"oos_end": "2026-10-30", |
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377 | +"seed": 46, |
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378 | +"max_restarts": 3 |
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379 | +}, |
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380 | +{ |
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381 | +"symbol": "GLD", |
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382 | +"model_id": "msgarch2", |
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383 | +"dist": "t", |
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384 | +"tier": "A", |
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385 | +"window": 1000, |
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386 | +"refit_every": 5, |
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387 | +"expanding": false, |
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388 | +"rm_proxy": "rv5ss_on", |
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389 | +"oos_start": "2012-01-03", |
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390 | +"oos_end": "2026-10-30", |
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391 | +"seed": 46, |
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392 | +"max_restarts": 3 |
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393 | +}, |
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394 | +{ |
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395 | +"symbol": "HG", |
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396 | +"model_id": "msgarch2", |
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397 | +"dist": "normal", |
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398 | +"tier": "A", |
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399 | +"window": 1000, |
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400 | +"refit_every": 5, |
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401 | +"expanding": false, |
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402 | +"rm_proxy": "rv5ss_on", |
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403 | +"oos_start": "2012-01-03", |
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404 | +"oos_end": "2026-10-30", |
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405 | +"seed": 46, |
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406 | +"max_restarts": 3 |
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407 | +}, |
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408 | +{ |
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409 | +"symbol": "HG", |
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410 | +"model_id": "msgarch2", |
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411 | +"dist": "t", |
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412 | +"tier": "A", |
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413 | +"window": 1000, |
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414 | +"refit_every": 5, |
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415 | +"expanding": false, |
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416 | +"rm_proxy": "rv5ss_on", |
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417 | +"oos_start": "2012-01-03", |
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419 | +"seed": 46, |
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420 | +"max_restarts": 3 |
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421 | +}, |
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422 | +{ |
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423 | +"symbol": "HYG", |
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424 | +"model_id": "msgarch2", |
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425 | +"dist": "normal", |
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426 | +"tier": "A", |
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427 | +"window": 1000, |
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428 | +"refit_every": 5, |
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429 | +"expanding": false, |
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430 | +"rm_proxy": "rv5ss_on", |
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431 | +"oos_start": "2012-01-03", |
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432 | +"oos_end": "2026-10-30", |
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433 | +"seed": 46, |
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434 | +"max_restarts": 3 |
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435 | +}, |
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436 | +{ |
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437 | +"symbol": "HYG", |
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438 | +"model_id": "msgarch2", |
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439 | +"dist": "t", |
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440 | +"tier": "A", |
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441 | +"window": 1000, |
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442 | +"refit_every": 5, |
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443 | +"expanding": false, |
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444 | +"rm_proxy": "rv5ss_on", |
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445 | +"oos_start": "2012-01-03", |
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446 | +"oos_end": "2026-10-30", |
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447 | +"seed": 46, |
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448 | +"max_restarts": 3 |
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449 | +}, |
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450 | +{ |
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451 | +"symbol": "IEF", |
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452 | +"model_id": "msgarch2", |
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453 | +"dist": "normal", |
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454 | +"tier": "A", |
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455 | +"window": 1000, |
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456 | +"refit_every": 5, |
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457 | +"expanding": false, |
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458 | +"rm_proxy": "rv5ss_on", |
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459 | +"oos_start": "2012-01-03", |
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460 | +"oos_end": "2026-10-30", |
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461 | +"seed": 46, |
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462 | +"max_restarts": 3 |
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463 | +}, |
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464 | +{ |
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465 | +"symbol": "IEF", |
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466 | +"model_id": "msgarch2", |
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467 | +"dist": "t", |
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468 | +"tier": "A", |
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469 | +"window": 1000, |
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472 | +"rm_proxy": "rv5ss_on", |
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473 | +"oos_start": "2012-01-03", |
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474 | +"oos_end": "2026-10-30", |
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