spb/wp47_uqo

1{2 "n_minutes_overlap": 1540740,3 "first": "2011-01-03 09:31:00-05:00",4 "last": "2026-10-30 15:59:00-04:00",5 "corr_1m": {6  "dL": 0.6233,7  "dS": 0.1086,8  "dC": 0.16949 },10 "beta_fut_on_etf_1m": {11  "dL": 0.6222,12  "dS": 0.0159,13  "dC": 0.041714 },15 "corr_1m_by_period": {16  "2011_2015": {17   "dL": 0.5586,18   "dS": 0.0618,19   "dC": 0.117320  },21  "2016_2019": {22   "dL": 0.5859,23   "dS": 0.0789,24   "dC": 0.09725  },26  "2020_2021": {27   "dL": 0.634,28   "dS": 0.132,29   "dC": 0.209230  },31  "2022_2026": {32   "dL": 0.7202,33   "dS": 0.184,34   "dC": 0.263135  }36 },37 "sd_bp_1m": {38  "dL": {39   "etf": 0.213,40   "fut": 0.21341  },42  "dS": {43   "etf": 1.531,44   "fut": 0.22545  },46  "dC": {47   "etf": 2.437,48   "fut": 0.649  }50 },51 "corr_5m": {52  "dL": 0.7729,53  "dS": 0.3035,54  "dC": 0.334455 },56 "beta_fut_on_etf_5m": {57  "dL": 0.7474,58  "dS": 0.0664,59  "dC": 0.100660 },61 "corr_5m_by_period": {62  "2011_2015": {63   "dL": 0.6883,64   "dS": 0.2923,65   "dC": 0.238766  },67  "2016_2019": {68   "dL": 0.7273,69   "dS": 0.2366,70   "dC": 0.27471  },72  "2020_2021": {73   "dL": 0.777,74   "dS": 0.2849,75   "dC": 0.428976  },77  "2022_2026": {78   "dL": 0.894,79   "dS": 0.3913,80   "dC": 0.502681  }82 },83 "sd_bp_5m": {84  "dL": {85   "etf": 0.456,86   "fut": 0.44187  },88  "dS": {89   "etf": 2.095,90   "fut": 0.45891  },92  "dC": {93   "etf": 3.663,94   "fut": 1.10295  }96 },97 "corr_30m": {98  "dL": 0.8856,99  "dS": 0.5079,100  "dC": 0.5176101 },102 "beta_fut_on_etf_30m": {103  "dL": 0.8236,104  "dS": 0.1639,105  "dC": 0.2118106 },107 "corr_30m_by_period": {108  "2011_2015": {109   "dL": 0.8561,110   "dS": 0.5687,111   "dC": 0.4217112  },113  "2016_2019": {114   "dL": 0.8881,115   "dS": 0.3995,116   "dC": 0.5213117  },118  "2020_2021": {119   "dL": 0.871,120   "dS": 0.3739,121   "dC": 0.583122  },123  "2022_2026": {124   "dL": 0.956,125   "dS": 0.5695,126   "dC": 0.6722127  }128 },129 "sd_bp_30m": {130  "dL": {131   "etf": 1.088,132   "fut": 1.012133  },134  "dS": {135   "etf": 3.243,136   "fut": 1.047137  },138  "dC": {139   "etf": 6.116,140   "fut": 2.502141  }142 },143 "fomc_window_corr_etf_vs_fut": {144  "dL": 0.8875,145  "dS": 0.7556,146  "dC": 0.8383147 },148 "fomc_window_beta_fut_on_etf": {149  "dL": 0.8431,150  "dS": 0.2509,151  "dC": 0.4679152 },153 "fomc_windows_n": 126,154 "daily_regular_hours_corr": {155  "dL": 0.9524,156  "dS": 0.6721,157  "dC": 0.658158 }159}