|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| ADAPTIVE OPTIMAL TRAJECTORY HOLDINGS ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 ||
|| 0.20 | 0.9944 | 0.9889 | 0.9808 | 0.9707 | 0.9445 | 0.9107 | 0.8693 ||
|| 0.40 | 0.9903 | 0.9798 | 0.9642 | 0.9446 | 0.8946 | 0.8319 | 0.7585 ||
|| 0.60 | 0.9856 | 0.9687 | 0.9436 | 0.9120 | 0.8332 | 0.7388 | 0.6358 ||
|| 0.80 | 0.9814 | 0.9582 | 0.9240 | 0.8813 | 0.7776 | 0.6599 | 0.5399 ||
|| 1.00 | 0.9770 | 0.9470 | 0.9031 | 0.8490 | 0.7217 | 0.5855 | 0.4559 ||
|| 1.20 | 0.9735 | 0.9379 | 0.8861 | 0.8232 | 0.6794 | 0.5326 | 0.4002 ||
|| 1.40 | 0.9686 | 0.9251 | 0.8625 | 0.7879 | 0.6241 | 0.4672 | 0.3349 ||
|| 1.60 | 0.9652 | 0.9160 | 0.8459 | 0.7635 | 0.5880 | 0.4271 | 0.2972 ||
|| 1.80 | 0.9608 | 0.9042 | 0.8247 | 0.7330 | 0.5448 | 0.3812 | 0.2558 ||
|| 2.00 | 0.9567 | 0.8934 | 0.8055 | 0.7061 | 0.5086 | 0.3447 | 0.2242 ||
|| 2.20 | 0.9527 | 0.8826 | 0.7866 | 0.6800 | 0.4750 | 0.3122 | 0.1972 ||
|| 2.40 | 0.9470 | 0.8674 | 0.7604 | 0.6447 | 0.4319 | 0.2723 | 0.1651 ||
|| 2.60 | 0.9375 | 0.8420 | 0.7178 | 0.5891 | 0.3682 | 0.2166 | 0.1225 ||
|| 2.80 | 0.9113 | 0.7726 | 0.6071 | 0.4532 | 0.2298 | 0.1064 | 0.0445 ||
|| 3.00 | 0.8834 | 0.7031 | 0.5076 | 0.3451 | 0.1433 | 0.0526 | 0.0164 ||
|| 3.20 | 0.8718 | 0.6759 | 0.4724 | 0.3107 | 0.1210 | 0.0417 | 0.0121 ||
|| 3.40 | 0.8622 | 0.6542 | 0.4454 | 0.2854 | 0.1058 | 0.0347 | 0.0096 ||
|| 3.60 | 0.8509 | 0.6294 | 0.4158 | 0.2586 | 0.0905 | 0.0280 | 0.0073 ||
|| 3.80 | 0.8312 | 0.5878 | 0.3685 | 0.2175 | 0.0685 | 0.0189 | 0.0043 ||
|| 4.00 | 0.8226 | 0.5706 | 0.3500 | 0.2023 | 0.0612 | 0.0162 | 0.0036 ||
|| 4.20 | 0.8151 | 0.5561 | 0.3350 | 0.1903 | 0.0557 | 0.0143 | 0.0030 ||
|| 4.40 | 0.8008 | 0.5288 | 0.3075 | 0.1688 | 0.0462 | 0.0110 | 0.0022 ||
|| 4.60 | 0.7825 | 0.4956 | 0.2755 | 0.1448 | 0.0363 | 0.0079 | 0.0014 ||
|| 4.80 | 0.7692 | 0.4728 | 0.2547 | 0.1299 | 0.0306 | 0.0062 | 0.0010 ||
|| 5.00 | 0.7364 | 0.4193 | 0.2083 | 0.0979 | 0.0193 | 0.0032 | 0.0004 ||
|| 5.20 | 0.7167 | 0.3899 | 0.1850 | 0.0831 | 0.0149 | 0.0022 | 0.0002 ||
|| 5.40 | 0.7098 | 0.3801 | 0.1776 | 0.0786 | 0.0137 | 0.0020 | 0.0002 ||
|| 5.60 | 0.7046 | 0.3730 | 0.1724 | 0.0755 | 0.0129 | 0.0018 | 0.0002 ||
|| 5.80 | 0.6991 | 0.3655 | 0.1668 | 0.0723 | 0.0120 | 0.0017 | 0.0002 ||
|| 6.00 | 0.6925 | 0.3567 | 0.1606 | 0.0686 | 0.0111 | 0.0015 | 0.0001 ||
|| 6.20 | 0.6870 | 0.3495 | 0.1554 | 0.0656 | 0.0104 | 0.0014 | 0.0001 ||
|| 6.40 | 0.6803 | 0.3408 | 0.1494 | 0.0622 | 0.0096 | 0.0012 | 0.0001 ||
|| 6.60 | 0.6710 | 0.3291 | 0.1413 | 0.0577 | 0.0086 | 0.0010 | 0.0001 ||
|| 6.80 | 0.6623 | 0.3185 | 0.1343 | 0.0539 | 0.0077 | 0.0009 | 0.0001 ||
|| 7.00 | 0.6487 | 0.3024 | 0.1237 | 0.0482 | 0.0065 | 0.0007 | 0.0001 ||
|| 7.20 | 0.6409 | 0.2935 | 0.1180 | 0.0452 | 0.0059 | 0.0006 | 0.0000 ||
|| 7.40 | 0.6280 | 0.2791 | 0.1091 | 0.0407 | 0.0050 | 0.0005 | 0.0000 ||
|| 7.60 | 0.6149 | 0.2650 | 0.1006 | 0.0364 | 0.0042 | 0.0004 | 0.0000 ||
|| 7.80 | 0.6040 | 0.2538 | 0.0941 | 0.0333 | 0.0037 | 0.0003 | 0.0000 ||
|| 8.00 | 0.5886 | 0.2385 | 0.0854 | 0.0292 | 0.0030 | 0.0002 | 0.0000 ||
|| 8.20 | 0.5741 | 0.2246 | 0.0778 | 0.0257 | 0.0025 | 0.0002 | 0.0000 ||
|| 8.40 | 0.5580 | 0.2101 | 0.0701 | 0.0223 | 0.0020 | 0.0001 | 0.0000 ||
|| 8.60 | 0.5491 | 0.2023 | 0.0662 | 0.0206 | 0.0017 | 0.0001 | 0.0000 ||
|| 8.80 | 0.5414 | 0.1958 | 0.0629 | 0.0193 | 0.0016 | 0.0001 | 0.0000 ||
|| 9.00 | 0.5364 | 0.1916 | 0.0609 | 0.0184 | 0.0015 | 0.0001 | 0.0000 ||
|| 9.20 | 0.5313 | 0.1874 | 0.0589 | 0.0176 | 0.0014 | 0.0001 | 0.0000 ||
|| 9.40 | 0.5250 | 0.1824 | 0.0565 | 0.0167 | 0.0013 | 0.0001 | 0.0000 ||
|| 9.60 | 0.5166 | 0.1758 | 0.0534 | 0.0155 | 0.0011 | 0.0001 | 0.0000 ||
|| 9.80 | 0.5078 | 0.1690 | 0.0503 | 0.0142 | 0.0010 | 0.0001 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 31 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| ADAPTIVE OPTIMAL TRAJECTORY TRADE RATE ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 ||
|| 0.20 | 0.1406 | 0.2924 | 0.5175 | 0.8047 | 1.5552 | 2.5383 | 3.7537 ||
|| 0.40 | 0.1192 | 0.2719 | 0.4791 | 0.7042 | 1.0738 | 1.1277 | 0.7068 ||
|| 0.60 | 0.1639 | 0.3878 | 0.6536 | 0.8834 | 1.0600 | 0.8526 | 0.4603 ||
|| 0.80 | 0.0604 | 0.1378 | 0.2117 | 0.2518 | 0.2163 | 0.1103 | 0.0232 ||
|| 1.00 | 0.0295 | 0.0663 | 0.0982 | 0.1116 | 0.0870 | 0.0405 | 0.0077 ||
|| 1.20 | 0.0447 | 0.1002 | 0.1452 | 0.1606 | 0.1189 | 0.0531 | 0.0097 ||
|| 1.40 | 0.0580 | 0.1286 | 0.1804 | 0.1921 | 0.1326 | 0.0559 | 0.0097 ||
|| 1.60 | 0.1109 | 0.2422 | 0.3241 | 0.3275 | 0.2066 | 0.0812 | 0.0132 ||
|| 1.80 | 0.1452 | 0.3035 | 0.3750 | 0.3487 | 0.1895 | 0.0647 | 0.0090 ||
|| 2.00 | 0.0502 | 0.0987 | 0.1118 | 0.0950 | 0.0432 | 0.0122 | 0.0013 ||
|| 2.20 | 0.0201 | 0.0386 | 0.0425 | 0.0351 | 0.0152 | 0.0041 | 0.0004 ||
|| 2.40 | 0.0171 | 0.0325 | 0.0353 | 0.0288 | 0.0123 | 0.0032 | 0.0003 ||
|| 2.60 | 0.0213 | 0.0401 | 0.0430 | 0.0348 | 0.0146 | 0.0038 | 0.0004 ||
|| 2.80 | 0.0171 | 0.0320 | 0.0339 | 0.0271 | 0.0111 | 0.0028 | 0.0003 ||
|| 3.00 | 0.0198 | 0.0366 | 0.0383 | 0.0303 | 0.0123 | 0.0031 | 0.0003 ||
|| 3.20 | 0.0394 | 0.0722 | 0.0744 | 0.0582 | 0.0231 | 0.0057 | 0.0006 ||
|| 3.40 | 0.0303 | 0.0544 | 0.0548 | 0.0420 | 0.0161 | 0.0038 | 0.0004 ||
|| 3.60 | 0.0482 | 0.0851 | 0.0839 | 0.0632 | 0.0235 | 0.0055 | 0.0005 ||
|| 3.80 | 0.0486 | 0.0836 | 0.0801 | 0.0588 | 0.0210 | 0.0047 | 0.0004 ||
|| 4.00 | 0.1180 | 0.1969 | 0.1822 | 0.1300 | 0.0443 | 0.0095 | 0.0008 ||
|| 4.20 | 0.1194 | 0.1871 | 0.1619 | 0.1088 | 0.0330 | 0.0062 | 0.0004 ||
|| 4.40 | 0.1170 | 0.1720 | 0.1393 | 0.0883 | 0.0238 | 0.0039 | 0.0002 ||
|| 4.60 | 0.2581 | 0.3514 | 0.2647 | 0.1580 | 0.0380 | 0.0055 | 0.0003 ||
|| 4.80 | 0.1605 | 0.1904 | 0.1246 | 0.0642 | 0.0107 | 0.0009 | 0.0000 ||
|| 5.00 | 0.1824 | 0.1968 | 0.1180 | 0.0560 | 0.0078 | 0.0005 | 0.0000 ||
|| 5.20 | 0.1599 | 0.1553 | 0.0844 | 0.0363 | 0.0040 | 0.0002 | 0.0000 ||
|| 5.40 | 0.1076 | 0.0954 | 0.0476 | 0.0187 | 0.0017 | 0.0001 | 0.0000 ||
|| 5.60 | 0.0685 | 0.0570 | 0.0269 | 0.0100 | 0.0008 | 0.0000 | 0.0000 ||
|| 5.80 | 0.0712 | 0.0568 | 0.0258 | 0.0093 | 0.0007 | 0.0000 | 0.0000 ||
|| 6.00 | 0.0435 | 0.0333 | 0.0146 | 0.0051 | 0.0003 | 0.0000 | 0.0000 ||
|| 6.20 | 0.0250 | 0.0187 | 0.0080 | 0.0027 | 0.0002 | 0.0000 | 0.0000 ||
|| 6.40 | 0.0235 | 0.0172 | 0.0073 | 0.0024 | 0.0002 | 0.0000 | 0.0000 ||
|| 6.60 | 0.0352 | 0.0254 | 0.0106 | 0.0035 | 0.0002 | 0.0000 | 0.0000 ||
|| 6.80 | 0.0298 | 0.0211 | 0.0086 | 0.0028 | 0.0002 | 0.0000 | 0.0000 ||
|| 7.00 | 0.0360 | 0.0250 | 0.0101 | 0.0032 | 0.0002 | 0.0000 | 0.0000 ||
|| 7.20 | 0.0352 | 0.0238 | 0.0094 | 0.0030 | 0.0002 | 0.0000 | 0.0000 ||
|| 7.40 | 0.0268 | 0.0178 | 0.0069 | 0.0021 | 0.0001 | 0.0000 | 0.0000 ||
|| 7.60 | 0.0359 | 0.0233 | 0.0089 | 0.0027 | 0.0001 | 0.0000 | 0.0000 ||
|| 7.80 | 0.0216 | 0.0137 | 0.0052 | 0.0015 | 0.0001 | 0.0000 | 0.0000 ||
|| 8.00 | 0.0585 | 0.0366 | 0.0136 | 0.0040 | 0.0002 | 0.0000 | 0.0000 ||
|| 8.20 | 0.0338 | 0.0204 | 0.0073 | 0.0021 | 0.0001 | 0.0000 | 0.0000 ||
|| 8.40 | 0.1013 | 0.0595 | 0.0209 | 0.0059 | 0.0003 | 0.0000 | 0.0000 ||
|| 8.60 | 0.0492 | 0.0270 | 0.0089 | 0.0023 | 0.0001 | 0.0000 | 0.0000 ||
|| 8.80 | 0.0297 | 0.0158 | 0.0051 | 0.0013 | 0.0000 | 0.0000 | 0.0000 ||
|| 9.00 | 0.0163 | 0.0085 | 0.0027 | 0.0007 | 0.0000 | 0.0000 | 0.0000 ||
|| 9.20 | 0.0187 | 0.0096 | 0.0030 | 0.0007 | 0.0000 | 0.0000 | 0.0000 ||
|| 9.40 | 0.0384 | 0.0195 | 0.0060 | 0.0015 | 0.0000 | 0.0000 | 0.0000 ||
|| 9.60 | 0.0211 | 0.0105 | 0.0032 | 0.0008 | 0.0000 | 0.0000 | 0.0000 ||
|| 9.80 | 0.0314 | 0.0153 | 0.0046 | 0.0011 | 0.0000 | 0.0000 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 9 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| ADAPTIVE OPTIMAL TRAJECTORY HOLDINGS ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 ||
|| 0.20 | 0.9992 | 0.9968 | 0.9928 | 0.9871 | 0.9710 | 0.9485 | 0.9196 ||
|| 0.40 | 0.9975 | 0.9901 | 0.9778 | 0.9607 | 0.9130 | 0.8489 | 0.7708 ||
|| 0.60 | 0.9930 | 0.9721 | 0.9382 | 0.8924 | 0.7719 | 0.6267 | 0.4747 ||
|| 0.80 | 0.9825 | 0.9318 | 0.8529 | 0.7532 | 0.5269 | 0.3182 | 0.1657 ||
|| 1.00 | 0.9692 | 0.8831 | 0.7578 | 0.6142 | 0.3458 | 0.1623 | 0.0630 ||
|| 1.20 | 0.9585 | 0.8459 | 0.6914 | 0.5277 | 0.2598 | 0.1063 | 0.0357 ||
|| 1.40 | 0.9517 | 0.8231 | 0.6533 | 0.4819 | 0.2213 | 0.0847 | 0.0266 ||
|| 1.60 | 0.9361 | 0.7737 | 0.5757 | 0.3946 | 0.1557 | 0.0509 | 0.0133 ||
|| 1.80 | 0.9280 | 0.7495 | 0.5406 | 0.3586 | 0.1328 | 0.0409 | 0.0100 ||
|| 2.00 | 0.9144 | 0.7106 | 0.4874 | 0.3068 | 0.1026 | 0.0284 | 0.0062 ||
|| 2.20 | 0.8983 | 0.6675 | 0.4329 | 0.2573 | 0.0770 | 0.0189 | 0.0036 ||
|| 2.40 | 0.8796 | 0.6207 | 0.3784 | 0.2114 | 0.0559 | 0.0120 | 0.0020 ||
|| 2.60 | 0.8640 | 0.5845 | 0.3395 | 0.1809 | 0.0436 | 0.0085 | 0.0012 ||
|| 2.80 | 0.8495 | 0.5530 | 0.3077 | 0.1575 | 0.0350 | 0.0063 | 0.0008 ||
|| 3.00 | 0.8319 | 0.5170 | 0.2737 | 0.1335 | 0.0270 | 0.0043 | 0.0005 ||
|| 3.20 | 0.8201 | 0.4944 | 0.2536 | 0.1200 | 0.0229 | 0.0035 | 0.0004 ||
|| 3.40 | 0.8025 | 0.4624 | 0.2263 | 0.1025 | 0.0178 | 0.0024 | 0.0002 ||
|| 3.60 | 0.7965 | 0.4520 | 0.2180 | 0.0973 | 0.0165 | 0.0022 | 0.0002 ||
|| 3.80 | 0.7805 | 0.4255 | 0.1971 | 0.0847 | 0.0133 | 0.0016 | 0.0001 ||
|| 4.00 | 0.7678 | 0.4056 | 0.1823 | 0.0761 | 0.0112 | 0.0013 | 0.0001 ||
|| 4.20 | 0.7533 | 0.3838 | 0.1666 | 0.0673 | 0.0093 | 0.0010 | 0.0001 ||
|| 4.40 | 0.7371 | 0.3610 | 0.1508 | 0.0587 | 0.0075 | 0.0007 | 0.0001 ||
|| 4.60 | 0.7224 | 0.3413 | 0.1378 | 0.0519 | 0.0062 | 0.0006 | 0.0000 ||
|| 4.80 | 0.7000 | 0.3129 | 0.1199 | 0.0428 | 0.0046 | 0.0004 | 0.0000 ||
|| 5.00 | 0.6742 | 0.2828 | 0.1019 | 0.0343 | 0.0032 | 0.0002 | 0.0000 ||
|| 5.20 | 0.6379 | 0.2441 | 0.0804 | 0.0246 | 0.0018 | 0.0001 | 0.0000 ||
|| 5.40 | 0.5274 | 0.1443 | 0.0307 | 0.0043 | -0.0004 | -0.0001 | -0.0000 ||
|| 5.60 | 0.4990 | 0.1262 | 0.0248 | 0.0032 | -0.0003 | -0.0000 | -0.0000 ||
|| 5.80 | 0.4843 | 0.1176 | 0.0223 | 0.0028 | -0.0002 | -0.0000 | -0.0000 ||
|| 6.00 | 0.4743 | 0.1120 | 0.0207 | 0.0025 | -0.0002 | -0.0000 | -0.0000 ||
|| 6.20 | 0.4700 | 0.1098 | 0.0200 | 0.0024 | -0.0002 | -0.0000 | -0.0000 ||
|| 6.40 | 0.4625 | 0.1058 | 0.0189 | 0.0022 | -0.0002 | -0.0000 | -0.0000 ||
|| 6.60 | 0.4492 | 0.0989 | 0.0171 | 0.0019 | -0.0001 | -0.0000 | -0.0000 ||
|| 6.80 | 0.4359 | 0.0923 | 0.0154 | 0.0017 | -0.0001 | -0.0000 | -0.0000 ||
|| 7.00 | 0.4169 | 0.0835 | 0.0132 | 0.0014 | -0.0001 | -0.0000 | -0.0000 ||
|| 7.20 | 0.4059 | 0.0786 | 0.0120 | 0.0012 | -0.0001 | -0.0000 | -0.0000 ||
|| 7.40 | 0.3889 | 0.0714 | 0.0103 | 0.0010 | -0.0000 | -0.0000 | -0.0000 ||
|| 7.60 | 0.3788 | 0.0674 | 0.0095 | 0.0009 | -0.0000 | -0.0000 | -0.0000 ||
|| 7.80 | 0.3706 | 0.0642 | 0.0088 | 0.0008 | -0.0000 | -0.0000 | -0.0000 ||
|| 8.00 | 0.3673 | 0.0630 | 0.0086 | 0.0008 | -0.0000 | -0.0000 | -0.0000 ||
|| 8.20 | 0.3608 | 0.0606 | 0.0081 | 0.0007 | -0.0000 | -0.0000 | -0.0000 ||
|| 8.40 | 0.3577 | 0.0595 | 0.0078 | 0.0007 | -0.0000 | -0.0000 | -0.0000 ||
|| 8.60 | 0.3529 | 0.0578 | 0.0075 | 0.0006 | -0.0000 | -0.0000 | -0.0000 ||
|| 8.80 | 0.3514 | 0.0572 | 0.0074 | 0.0006 | -0.0000 | -0.0000 | -0.0000 ||
|| 9.00 | 0.3498 | 0.0567 | 0.0073 | 0.0006 | -0.0000 | -0.0000 | -0.0000 ||
|| 9.20 | 0.3473 | 0.0558 | 0.0071 | 0.0006 | -0.0000 | -0.0000 | -0.0000 ||
|| 9.40 | 0.3452 | 0.0551 | 0.0070 | 0.0006 | -0.0000 | -0.0000 | -0.0000 ||
|| 9.60 | 0.3369 | 0.0523 | 0.0065 | 0.0005 | -0.0000 | -0.0000 | -0.0000 ||
|| 9.80 | 0.3321 | 0.0507 | 0.0062 | 0.0005 | -0.0000 | -0.0000 | -0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 4 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| ADAPTIVE OPTIMAL TRAJECTORY TRADE RATE ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 ||
|| 0.20 | 0.0010 | 0.0041 | 0.0093 | 0.0165 | 0.0372 | 0.0661 | 0.1033 ||
|| 0.40 | 0.0076 | 0.0305 | 0.0686 | 0.1216 | 0.2718 | 0.4784 | 0.7380 ||
|| 0.60 | 0.0069 | 0.0273 | 0.0607 | 0.1060 | 0.2268 | 0.3751 | 0.5327 ||
|| 0.80 | 0.0065 | 0.0258 | 0.0567 | 0.0976 | 0.2002 | 0.3122 | 0.4115 ||
|| 1.00 | 0.0086 | 0.0336 | 0.0731 | 0.1238 | 0.2430 | 0.3575 | 0.4396 ||
|| 1.20 | 0.0146 | 0.0567 | 0.1212 | 0.2009 | 0.3715 | 0.5073 | 0.5742 ||
|| 1.40 | 0.0227 | 0.0867 | 0.1809 | 0.2897 | 0.4903 | 0.6027 | 0.6122 ||
|| 1.60 | 0.0160 | 0.0599 | 0.1211 | 0.1861 | 0.2839 | 0.3108 | 0.2816 ||
|| 1.80 | 0.0074 | 0.0273 | 0.0539 | 0.0806 | 0.1154 | 0.1184 | 0.1011 ||
|| 2.00 | 0.0079 | 0.0290 | 0.0567 | 0.0835 | 0.1157 | 0.1150 | 0.0958 ||
|| 2.20 | 0.0066 | 0.0242 | 0.0467 | 0.0677 | 0.0908 | 0.0877 | 0.0713 ||
|| 2.40 | 0.0111 | 0.0399 | 0.0761 | 0.1088 | 0.1413 | 0.1329 | 0.1059 ||
|| 2.60 | 0.0131 | 0.0468 | 0.0877 | 0.1227 | 0.1526 | 0.1384 | 0.1071 ||
|| 2.80 | 0.0204 | 0.0716 | 0.1312 | 0.1790 | 0.2116 | 0.1840 | 0.1378 ||
|| 3.00 | 0.0083 | 0.0286 | 0.0511 | 0.0678 | 0.0757 | 0.0626 | 0.0449 ||
|| 3.20 | 0.0120 | 0.0410 | 0.0723 | 0.0945 | 0.1027 | 0.0833 | 0.0587 ||
|| 3.40 | 0.0122 | 0.0413 | 0.0716 | 0.0919 | 0.0966 | 0.0762 | 0.0525 ||
|| 3.60 | 0.0078 | 0.0259 | 0.0443 | 0.0559 | 0.0570 | 0.0439 | 0.0296 ||
|| 3.80 | 0.0084 | 0.0277 | 0.0467 | 0.0583 | 0.0582 | 0.0442 | 0.0294 ||
|| 4.00 | 0.0105 | 0.0345 | 0.0575 | 0.0708 | 0.0693 | 0.0517 | 0.0340 ||
|| 4.20 | 0.0174 | 0.0564 | 0.0926 | 0.1122 | 0.1068 | 0.0781 | 0.0505 ||
|| 4.40 | 0.0189 | 0.0601 | 0.0964 | 0.1141 | 0.1045 | 0.0742 | 0.0467 ||
|| 4.60 | 0.0122 | 0.0383 | 0.0602 | 0.0698 | 0.0616 | 0.0424 | 0.0260 ||
|| 4.80 | 0.0120 | 0.0373 | 0.0577 | 0.0659 | 0.0569 | 0.0384 | 0.0231 ||
|| 5.00 | 0.0103 | 0.0314 | 0.0480 | 0.0541 | 0.0456 | 0.0303 | 0.0179 ||
|| 5.20 | 0.0115 | 0.0350 | 0.0527 | 0.0587 | 0.0486 | 0.0318 | 0.0186 ||
|| 5.40 | 0.0170 | 0.0507 | 0.0753 | 0.0827 | 0.0670 | 0.0432 | 0.0248 ||
|| 5.60 | 0.0213 | 0.0626 | 0.0911 | 0.0982 | 0.0773 | 0.0486 | 0.0274 ||
|| 5.80 | 0.0154 | 0.0444 | 0.0633 | 0.0668 | 0.0509 | 0.0311 | 0.0171 ||
|| 6.00 | 0.0245 | 0.0697 | 0.0974 | 0.1012 | 0.0752 | 0.0451 | 0.0243 ||
|| 6.20 | 0.0358 | 0.0993 | 0.1351 | 0.1370 | 0.0980 | 0.0571 | 0.0298 ||
|| 6.40 | 0.0452 | 0.1211 | 0.1588 | 0.1560 | 0.1061 | 0.0591 | 0.0295 ||
|| 6.60 | 0.1165 | 0.2960 | 0.3671 | 0.3446 | 0.2194 | 0.1156 | 0.0546 ||
|| 6.80 | 0.1124 | 0.2612 | 0.2947 | 0.2542 | 0.1383 | 0.0614 | 0.0237 ||
|| 7.00 | 0.1774 | 0.3737 | 0.3834 | 0.3055 | 0.1445 | 0.0552 | 0.0178 ||
|| 7.20 | 0.0921 | 0.1731 | 0.1582 | 0.1131 | 0.0423 | 0.0120 | 0.0025 ||
|| 7.40 | 0.0466 | 0.0825 | 0.0713 | 0.0486 | 0.0166 | 0.0042 | 0.0008 ||
|| 7.60 | 0.0447 | 0.0764 | 0.0642 | 0.0427 | 0.0139 | 0.0034 | 0.0006 ||
|| 7.80 | 0.0593 | 0.0976 | 0.0797 | 0.0518 | 0.0162 | 0.0038 | 0.0007 ||
|| 8.00 | 0.1197 | 0.1868 | 0.1465 | 0.0924 | 0.0274 | 0.0061 | 0.0010 ||
|| 8.20 | 0.0648 | 0.0939 | 0.0690 | 0.0411 | 0.0108 | 0.0021 | 0.0003 ||
|| 8.40 | 0.0512 | 0.0711 | 0.0505 | 0.0292 | 0.0072 | 0.0013 | 0.0002 ||
|| 8.60 | 0.0446 | 0.0598 | 0.0414 | 0.0234 | 0.0055 | 0.0010 | 0.0001 ||
|| 8.80 | 0.0301 | 0.0392 | 0.0265 | 0.0147 | 0.0033 | 0.0006 | 0.0001 ||
|| 9.00 | 0.0202 | 0.0258 | 0.0172 | 0.0094 | 0.0021 | 0.0003 | 0.0000 ||
|| 9.20 | 0.0187 | 0.0235 | 0.0155 | 0.0084 | 0.0018 | 0.0003 | 0.0000 ||
|| 9.40 | 0.0322 | 0.0399 | 0.0261 | 0.0140 | 0.0030 | 0.0005 | 0.0001 ||
|| 9.60 | 0.0380 | 0.0461 | 0.0296 | 0.0157 | 0.0033 | 0.0005 | 0.0001 ||
|| 9.80 | 0.0346 | 0.0409 | 0.0258 | 0.0135 | 0.0027 | 0.0004 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 2 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| ROLLING HORIZON OPTIMAL TRAJECTORY HOLDINGS ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 ||
|| 0.20 | 0.9645 | 0.9339 | 0.9011 | 0.8681 | 0.8022 | 0.7362 | 0.6703 ||
|| 0.40 | 0.9200 | 0.8497 | 0.7793 | 0.7117 | 0.5854 | 0.4709 | 0.3684 ||
|| 0.60 | 0.8924 | 0.8066 | 0.7208 | 0.6406 | 0.4977 | 0.3768 | 0.2764 ||
|| 0.80 | 0.8660 | 0.7670 | 0.6688 | 0.5791 | 0.4260 | 0.3045 | 0.2101 ||
|| 1.00 | 0.8346 | 0.7163 | 0.6028 | 0.5029 | 0.3419 | 0.2244 | 0.1410 ||
|| 1.20 | 0.7990 | 0.6582 | 0.5296 | 0.4214 | 0.2588 | 0.1517 | 0.0839 ||
|| 1.40 | 0.7375 | 0.5571 | 0.4075 | 0.2919 | 0.1395 | 0.0585 | 0.0194 ||
|| 1.60 | 0.6977 | 0.4983 | 0.3430 | 0.2303 | 0.0954 | 0.0338 | 0.0092 ||
|| 1.80 | 0.6781 | 0.4786 | 0.3242 | 0.2137 | 0.0851 | 0.0290 | 0.0075 ||
|| 2.00 | 0.6595 | 0.4616 | 0.3089 | 0.2008 | 0.0775 | 0.0255 | 0.0064 ||
|| 2.20 | 0.6424 | 0.4483 | 0.2987 | 0.1930 | 0.0734 | 0.0238 | 0.0059 ||
|| 2.40 | 0.6257 | 0.4362 | 0.2901 | 0.1870 | 0.0707 | 0.0227 | 0.0056 ||
|| 2.60 | 0.6081 | 0.4216 | 0.2780 | 0.1774 | 0.0654 | 0.0204 | 0.0049 ||
|| 2.80 | 0.5895 | 0.4047 | 0.2632 | 0.1651 | 0.0587 | 0.0177 | 0.0040 ||
|| 3.00 | 0.5714 | 0.3889 | 0.2498 | 0.1544 | 0.0531 | 0.0154 | 0.0034 ||
|| 3.20 | 0.5546 | 0.3766 | 0.2409 | 0.1482 | 0.0503 | 0.0144 | 0.0031 ||
|| 3.40 | 0.5378 | 0.3642 | 0.2319 | 0.1418 | 0.0474 | 0.0133 | 0.0028 ||
|| 3.60 | 0.5198 | 0.3487 | 0.2191 | 0.1318 | 0.0425 | 0.0115 | 0.0023 ||
|| 3.80 | 0.5022 | 0.3344 | 0.2077 | 0.1233 | 0.0385 | 0.0100 | 0.0020 ||
|| 4.00 | 0.4802 | 0.3106 | 0.1861 | 0.1062 | 0.0305 | 0.0073 | 0.0013 ||
|| 4.20 | 0.4587 | 0.2881 | 0.1664 | 0.0913 | 0.0241 | 0.0052 | 0.0008 ||
|| 4.40 | 0.4379 | 0.2675 | 0.1491 | 0.0787 | 0.0191 | 0.0038 | 0.0005 ||
|| 4.60 | 0.4197 | 0.2521 | 0.1373 | 0.0705 | 0.0161 | 0.0030 | 0.0004 ||
|| 4.80 | 0.4003 | 0.2347 | 0.1238 | 0.0613 | 0.0130 | 0.0022 | 0.0003 ||
|| 5.00 | 0.3798 | 0.2155 | 0.1090 | 0.0516 | 0.0099 | 0.0015 | 0.0002 ||
|| 5.20 | 0.3621 | 0.2016 | 0.0993 | 0.0456 | 0.0082 | 0.0012 | 0.0001 ||
|| 5.40 | 0.3464 | 0.1919 | 0.0937 | 0.0426 | 0.0074 | 0.0010 | 0.0001 ||
|| 5.60 | 0.3310 | 0.1828 | 0.0889 | 0.0401 | 0.0069 | 0.0009 | 0.0001 ||
|| 5.80 | 0.3157 | 0.1739 | 0.0842 | 0.0378 | 0.0064 | 0.0008 | 0.0001 ||
|| 6.00 | 0.3004 | 0.1651 | 0.0796 | 0.0355 | 0.0059 | 0.0008 | 0.0001 ||
|| 6.20 | 0.2849 | 0.1558 | 0.0746 | 0.0330 | 0.0054 | 0.0007 | 0.0001 ||
|| 6.40 | 0.2697 | 0.1471 | 0.0701 | 0.0308 | 0.0049 | 0.0006 | 0.0001 ||
|| 6.60 | 0.2544 | 0.1384 | 0.0657 | 0.0287 | 0.0045 | 0.0005 | 0.0000 ||
|| 6.80 | 0.2390 | 0.1293 | 0.0608 | 0.0262 | 0.0040 | 0.0005 | 0.0000 ||
|| 7.00 | 0.2236 | 0.1201 | 0.0559 | 0.0238 | 0.0035 | 0.0004 | 0.0000 ||
|| 7.20 | 0.2080 | 0.1107 | 0.0508 | 0.0212 | 0.0030 | 0.0003 | 0.0000 ||
|| 7.40 | 0.1923 | 0.1011 | 0.0454 | 0.0185 | 0.0024 | 0.0002 | 0.0000 ||
|| 7.60 | 0.1765 | 0.0913 | 0.0400 | 0.0158 | 0.0019 | 0.0002 | 0.0000 ||
|| 7.80 | 0.1610 | 0.0820 | 0.0351 | 0.0134 | 0.0015 | 0.0001 | 0.0000 ||
|| 8.00 | 0.1459 | 0.0736 | 0.0310 | 0.0116 | 0.0013 | 0.0001 | 0.0000 ||
|| 8.20 | 0.1311 | 0.0659 | 0.0276 | 0.0102 | 0.0011 | 0.0001 | 0.0000 ||
|| 8.40 | 0.1164 | 0.0582 | 0.0242 | 0.0089 | 0.0009 | 0.0001 | 0.0000 ||
|| 8.60 | 0.1017 | 0.0507 | 0.0209 | 0.0076 | 0.0008 | 0.0001 | 0.0000 ||
|| 8.80 | 0.0871 | 0.0433 | 0.0178 | 0.0065 | 0.0006 | 0.0000 | 0.0000 ||
|| 9.00 | 0.0725 | 0.0360 | 0.0147 | 0.0053 | 0.0005 | 0.0000 | 0.0000 ||
|| 9.20 | 0.0579 | 0.0286 | 0.0117 | 0.0042 | 0.0004 | 0.0000 | 0.0000 ||
|| 9.40 | 0.0434 | 0.0214 | 0.0087 | 0.0031 | 0.0003 | 0.0000 | 0.0000 ||
|| 9.60 | 0.0289 | 0.0143 | 0.0058 | 0.0021 | 0.0002 | 0.0000 | 0.0000 ||
|| 9.80 | 0.0145 | 0.0071 | 0.0029 | 0.0010 | 0.0001 | 0.0000 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 8 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| ROLLING HORIZON OPTIMAL TRAJECTORY TRADE RATE ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 0.1775 | 0.3306 | 0.4947 | 0.6595 | 0.9892 | 1.3190 | 1.6487 ||
|| 0.20 | 0.1090 | 0.1340 | 0.1690 | 0.2079 | 0.2829 | 0.3456 | 0.3932 ||
|| 0.40 | 0.1133 | 0.1480 | 0.1931 | 0.2396 | 0.3218 | 0.3837 | 0.4254 ||
|| 0.60 | 0.1270 | 0.1892 | 0.2588 | 0.3226 | 0.4231 | 0.4888 | 0.5243 ||
|| 0.80 | 0.1027 | 0.1110 | 0.1235 | 0.1375 | 0.1623 | 0.1766 | 0.1796 ||
|| 1.00 | 0.1016 | 0.1073 | 0.1162 | 0.1265 | 0.1442 | 0.1532 | 0.1526 ||
|| 1.20 | 0.1003 | 0.1024 | 0.1068 | 0.1122 | 0.1217 | 0.1254 | 0.1221 ||
|| 1.40 | 0.1249 | 0.1803 | 0.2378 | 0.2847 | 0.3412 | 0.3575 | 0.3459 ||
|| 1.60 | 0.1107 | 0.1366 | 0.1658 | 0.1901 | 0.2152 | 0.2138 | 0.1957 ||
|| 1.80 | 0.1121 | 0.1402 | 0.1700 | 0.1928 | 0.2113 | 0.2024 | 0.1783 ||
|| 2.00 | 0.0980 | 0.0941 | 0.0905 | 0.0872 | 0.0799 | 0.0701 | 0.0583 ||
|| 2.20 | 0.0982 | 0.0950 | 0.0920 | 0.0892 | 0.0821 | 0.0717 | 0.0590 ||
|| 2.40 | 0.1104 | 0.1341 | 0.1578 | 0.1738 | 0.1790 | 0.1603 | 0.1315 ||
|| 2.60 | 0.1094 | 0.1305 | 0.1506 | 0.1625 | 0.1607 | 0.1380 | 0.1083 ||
|| 2.80 | 0.1087 | 0.1277 | 0.1447 | 0.1532 | 0.1455 | 0.1197 | 0.0899 ||
|| 3.00 | 0.0996 | 0.0992 | 0.0983 | 0.0955 | 0.0829 | 0.0646 | 0.0463 ||
|| 3.20 | 0.0977 | 0.0930 | 0.0876 | 0.0815 | 0.0666 | 0.0500 | 0.0347 ||
|| 3.40 | 0.1423 | 0.2122 | 0.2552 | 0.2671 | 0.2357 | 0.1775 | 0.1214 ||
|| 3.60 | 0.1415 | 0.2046 | 0.2359 | 0.2359 | 0.1885 | 0.1272 | 0.0769 ||
|| 3.80 | 0.1826 | 0.2775 | 0.3081 | 0.2937 | 0.2112 | 0.1267 | 0.0670 ||
|| 4.00 | 0.2185 | 0.3193 | 0.3296 | 0.2902 | 0.1742 | 0.0838 | 0.0333 ||
|| 4.20 | 0.3660 | 0.4950 | 0.4611 | 0.3619 | 0.1645 | 0.0537 | 0.0113 ||
|| 4.40 | 0.2226 | 0.2462 | 0.1795 | 0.1017 | 0.0106 | -0.0081 | -0.0041 ||
|| 4.60 | 0.1526 | 0.1455 | 0.0914 | 0.0435 | 0.0028 | -0.0008 | 0.0003 ||
|| 4.80 | 0.0838 | 0.0587 | 0.0322 | 0.0136 | 0.0007 | -0.0001 | 0.0000 ||
|| 5.00 | 0.0747 | 0.0451 | 0.0227 | 0.0091 | 0.0004 | -0.0001 | 0.0000 ||
|| 5.20 | 0.0655 | 0.0307 | 0.0125 | 0.0043 | 0.0002 | -0.0000 | 0.0000 ||
|| 5.40 | 0.0648 | 0.0297 | 0.0117 | 0.0039 | 0.0001 | -0.0000 | 0.0000 ||
|| 5.60 | 0.0663 | 0.0320 | 0.0134 | 0.0047 | 0.0002 | -0.0000 | 0.0000 ||
|| 5.80 | 0.0660 | 0.0315 | 0.0129 | 0.0045 | 0.0002 | -0.0000 | 0.0000 ||
|| 6.00 | 0.0651 | 0.0299 | 0.0118 | 0.0039 | 0.0001 | -0.0000 | 0.0000 ||
|| 6.20 | 0.0654 | 0.0304 | 0.0121 | 0.0040 | 0.0001 | -0.0000 | 0.0000 ||
|| 6.40 | 0.0703 | 0.0376 | 0.0168 | 0.0059 | 0.0002 | -0.0000 | 0.0000 ||
|| 6.60 | 0.0704 | 0.0374 | 0.0163 | 0.0056 | 0.0002 | -0.0000 | 0.0000 ||
|| 6.80 | 0.0625 | 0.0259 | 0.0088 | 0.0025 | 0.0001 | -0.0000 | 0.0000 ||
|| 7.00 | 0.0617 | 0.0246 | 0.0079 | 0.0021 | 0.0000 | -0.0000 | 0.0000 ||
|| 7.20 | 0.0647 | 0.0290 | 0.0109 | 0.0033 | 0.0001 | -0.0000 | 0.0000 ||
|| 7.40 | 0.0624 | 0.0256 | 0.0086 | 0.0024 | 0.0001 | -0.0000 | 0.0000 ||
|| 7.60 | 0.0614 | 0.0242 | 0.0076 | 0.0020 | 0.0000 | -0.0000 | 0.0000 ||
|| 7.80 | 0.0613 | 0.0240 | 0.0075 | 0.0019 | 0.0000 | -0.0000 | 0.0000 ||
|| 8.00 | 0.0611 | 0.0237 | 0.0073 | 0.0018 | 0.0000 | -0.0000 | 0.0000 ||
|| 8.20 | 0.0611 | 0.0237 | 0.0073 | 0.0018 | 0.0000 | -0.0000 | 0.0000 ||
|| 8.40 | 0.0608 | 0.0232 | 0.0070 | 0.0017 | 0.0000 | -0.0000 | 0.0000 ||
|| 8.60 | 0.0611 | 0.0236 | 0.0072 | 0.0018 | 0.0000 | -0.0000 | 0.0000 ||
|| 8.80 | 0.0607 | 0.0230 | 0.0068 | 0.0016 | 0.0000 | -0.0000 | 0.0000 ||
|| 9.00 | 0.0605 | 0.0227 | 0.0067 | 0.0016 | 0.0000 | -0.0000 | 0.0000 ||
|| 9.20 | 0.0606 | 0.0228 | 0.0067 | 0.0016 | 0.0000 | -0.0000 | 0.0000 ||
|| 9.40 | 0.0605 | 0.0227 | 0.0067 | 0.0016 | 0.0000 | -0.0000 | 0.0000 ||
|| 9.60 | 0.0602 | 0.0223 | 0.0064 | 0.0014 | 0.0000 | -0.0000 | 0.0000 ||
|| 9.80 | 0.0601 | 0.0222 | 0.0063 | 0.0014 | 0.0000 | -0.0000 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 7 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| STATIC OPTIMAL TRAJECTORY HOLDINGS ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 ||
|| 0.20 | 0.9739 | 0.9593 | 0.9415 | 0.9231 | 0.8869 | 0.8521 | 0.8187 ||
|| 0.40 | 0.9483 | 0.9201 | 0.8863 | 0.8520 | 0.7866 | 0.7261 | 0.6703 ||
|| 0.60 | 0.9230 | 0.8824 | 0.8344 | 0.7865 | 0.6977 | 0.6188 | 0.5488 ||
|| 0.80 | 0.8980 | 0.8461 | 0.7854 | 0.7259 | 0.6188 | 0.5273 | 0.4493 ||
|| 1.00 | 0.8735 | 0.8112 | 0.7393 | 0.6700 | 0.5488 | 0.4493 | 0.3679 ||
|| 1.20 | 0.8493 | 0.7776 | 0.6958 | 0.6184 | 0.4867 | 0.3829 | 0.3012 ||
|| 1.40 | 0.8254 | 0.7452 | 0.6549 | 0.5708 | 0.4317 | 0.3263 | 0.2466 ||
|| 1.60 | 0.8018 | 0.7140 | 0.6163 | 0.5268 | 0.3829 | 0.2780 | 0.2019 ||
|| 1.80 | 0.7786 | 0.6840 | 0.5799 | 0.4862 | 0.3396 | 0.2369 | 0.1653 ||
|| 2.00 | 0.7557 | 0.6550 | 0.5456 | 0.4487 | 0.3012 | 0.2019 | 0.1353 ||
|| 2.20 | 0.7331 | 0.6271 | 0.5133 | 0.4141 | 0.2671 | 0.1720 | 0.1108 ||
|| 2.40 | 0.7108 | 0.6002 | 0.4829 | 0.3821 | 0.2369 | 0.1466 | 0.0907 ||
|| 2.60 | 0.6887 | 0.5742 | 0.4541 | 0.3526 | 0.2101 | 0.1249 | 0.0743 ||
|| 2.80 | 0.6670 | 0.5492 | 0.4270 | 0.3254 | 0.1863 | 0.1065 | 0.0608 ||
|| 3.00 | 0.6455 | 0.5251 | 0.4015 | 0.3002 | 0.1653 | 0.0907 | 0.0498 ||
|| 3.20 | 0.6243 | 0.5017 | 0.3774 | 0.2769 | 0.1466 | 0.0773 | 0.0408 ||
|| 3.40 | 0.6033 | 0.4792 | 0.3546 | 0.2554 | 0.1300 | 0.0659 | 0.0334 ||
|| 3.60 | 0.5825 | 0.4575 | 0.3331 | 0.2356 | 0.1153 | 0.0561 | 0.0273 ||
|| 3.80 | 0.5620 | 0.4365 | 0.3128 | 0.2173 | 0.1022 | 0.0478 | 0.0224 ||
|| 4.00 | 0.5417 | 0.4162 | 0.2937 | 0.2003 | 0.0907 | 0.0408 | 0.0183 ||
|| 4.20 | 0.5217 | 0.3965 | 0.2756 | 0.1846 | 0.0804 | 0.0347 | 0.0150 ||
|| 4.40 | 0.5018 | 0.3775 | 0.2585 | 0.1702 | 0.0713 | 0.0296 | 0.0123 ||
|| 4.60 | 0.4822 | 0.3591 | 0.2423 | 0.1568 | 0.0632 | 0.0252 | 0.0101 ||
|| 4.80 | 0.4627 | 0.3413 | 0.2270 | 0.1444 | 0.0560 | 0.0215 | 0.0082 ||
|| 5.00 | 0.4434 | 0.3240 | 0.2125 | 0.1329 | 0.0497 | 0.0183 | 0.0067 ||
|| 5.20 | 0.4243 | 0.3073 | 0.1988 | 0.1223 | 0.0440 | 0.0156 | 0.0055 ||
|| 5.40 | 0.4054 | 0.2910 | 0.1858 | 0.1125 | 0.0390 | 0.0133 | 0.0045 ||
|| 5.60 | 0.3866 | 0.2752 | 0.1735 | 0.1033 | 0.0346 | 0.0113 | 0.0037 ||
|| 5.80 | 0.3680 | 0.2598 | 0.1618 | 0.0949 | 0.0306 | 0.0096 | 0.0030 ||
|| 6.00 | 0.3495 | 0.2449 | 0.1507 | 0.0870 | 0.0271 | 0.0082 | 0.0025 ||
|| 6.20 | 0.3312 | 0.2303 | 0.1401 | 0.0798 | 0.0240 | 0.0070 | 0.0020 ||
|| 6.40 | 0.3130 | 0.2161 | 0.1300 | 0.0730 | 0.0212 | 0.0060 | 0.0017 ||
|| 6.60 | 0.2949 | 0.2023 | 0.1204 | 0.0667 | 0.0187 | 0.0051 | 0.0014 ||
|| 6.80 | 0.2770 | 0.1888 | 0.1112 | 0.0608 | 0.0165 | 0.0043 | 0.0011 ||
|| 7.00 | 0.2591 | 0.1755 | 0.1025 | 0.0553 | 0.0146 | 0.0037 | 0.0009 ||
|| 7.20 | 0.2414 | 0.1626 | 0.0941 | 0.0502 | 0.0128 | 0.0031 | 0.0007 ||
|| 7.40 | 0.2237 | 0.1499 | 0.0860 | 0.0454 | 0.0113 | 0.0026 | 0.0006 ||
|| 7.60 | 0.2062 | 0.1375 | 0.0782 | 0.0408 | 0.0099 | 0.0022 | 0.0005 ||
|| 7.80 | 0.1887 | 0.1253 | 0.0708 | 0.0366 | 0.0086 | 0.0019 | 0.0004 ||
|| 8.00 | 0.1713 | 0.1133 | 0.0636 | 0.0325 | 0.0075 | 0.0016 | 0.0003 ||
|| 8.20 | 0.1540 | 0.1014 | 0.0566 | 0.0287 | 0.0065 | 0.0013 | 0.0003 ||
|| 8.40 | 0.1367 | 0.0897 | 0.0498 | 0.0251 | 0.0055 | 0.0011 | 0.0002 ||
|| 8.60 | 0.1195 | 0.0782 | 0.0432 | 0.0216 | 0.0047 | 0.0009 | 0.0002 ||
|| 8.80 | 0.1024 | 0.0668 | 0.0367 | 0.0183 | 0.0039 | 0.0007 | 0.0001 ||
|| 9.00 | 0.0852 | 0.0555 | 0.0304 | 0.0151 | 0.0032 | 0.0006 | 0.0001 ||
|| 9.20 | 0.0681 | 0.0443 | 0.0242 | 0.0119 | 0.0025 | 0.0005 | 0.0001 ||
|| 9.40 | 0.0511 | 0.0332 | 0.0181 | 0.0089 | 0.0018 | 0.0003 | 0.0001 ||
|| 9.60 | 0.0340 | 0.0221 | 0.0120 | 0.0059 | 0.0012 | 0.0002 | 0.0000 ||
|| 9.80 | 0.0170 | 0.0110 | 0.0060 | 0.0029 | 0.0006 | 0.0001 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 2 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
||-----------------------------------------------------------------------------||
|| STATIC OPTIMAL TRAJECTORY TRADE RATE ||
||-----------------------------------------------------------------------------||
|| L -> R: ||
|| - Time ||
|| - Non Dimensional Risk Aversion => 0.10 ||
|| - Non Dimensional Risk Aversion => 0.20 ||
|| - Non Dimensional Risk Aversion => 0.30 ||
|| - Non Dimensional Risk Aversion => 0.40 ||
|| - Non Dimensional Risk Aversion => 0.60 ||
|| - Non Dimensional Risk Aversion => 0.80 ||
|| - Non Dimensional Risk Aversion => 1.00 ||
||-----------------------------------------------------------------------------||
|| 0.00 | 0.0263 | 0.0415 | 0.0603 | 0.0801 | 0.1200 | 0.1600 | 0.2000 ||
|| 0.20 | 0.0259 | 0.0399 | 0.0568 | 0.0739 | 0.1064 | 0.1363 | 0.1637 ||
|| 0.40 | 0.0255 | 0.0384 | 0.0535 | 0.0682 | 0.0944 | 0.1162 | 0.1341 ||
|| 0.60 | 0.0251 | 0.0370 | 0.0504 | 0.0630 | 0.0837 | 0.0990 | 0.1098 ||
|| 0.80 | 0.0247 | 0.0356 | 0.0475 | 0.0581 | 0.0743 | 0.0844 | 0.0899 ||
|| 1.00 | 0.0244 | 0.0343 | 0.0448 | 0.0537 | 0.0659 | 0.0719 | 0.0736 ||
|| 1.20 | 0.0240 | 0.0330 | 0.0422 | 0.0496 | 0.0584 | 0.0613 | 0.0602 ||
|| 1.40 | 0.0237 | 0.0318 | 0.0397 | 0.0458 | 0.0518 | 0.0522 | 0.0493 ||
|| 1.60 | 0.0234 | 0.0306 | 0.0375 | 0.0422 | 0.0459 | 0.0445 | 0.0404 ||
|| 1.80 | 0.0231 | 0.0295 | 0.0353 | 0.0390 | 0.0408 | 0.0379 | 0.0331 ||
|| 2.00 | 0.0228 | 0.0284 | 0.0333 | 0.0360 | 0.0361 | 0.0323 | 0.0271 ||
|| 2.20 | 0.0225 | 0.0274 | 0.0314 | 0.0333 | 0.0321 | 0.0275 | 0.0222 ||
|| 2.40 | 0.0222 | 0.0264 | 0.0296 | 0.0307 | 0.0284 | 0.0235 | 0.0181 ||
|| 2.60 | 0.0219 | 0.0255 | 0.0279 | 0.0284 | 0.0252 | 0.0200 | 0.0149 ||
|| 2.80 | 0.0216 | 0.0246 | 0.0263 | 0.0262 | 0.0224 | 0.0170 | 0.0122 ||
|| 3.00 | 0.0214 | 0.0237 | 0.0248 | 0.0242 | 0.0198 | 0.0145 | 0.0100 ||
|| 3.20 | 0.0211 | 0.0229 | 0.0234 | 0.0223 | 0.0176 | 0.0124 | 0.0082 ||
|| 3.40 | 0.0209 | 0.0221 | 0.0221 | 0.0206 | 0.0156 | 0.0105 | 0.0067 ||
|| 3.60 | 0.0206 | 0.0214 | 0.0209 | 0.0191 | 0.0138 | 0.0090 | 0.0055 ||
|| 3.80 | 0.0204 | 0.0207 | 0.0197 | 0.0176 | 0.0123 | 0.0077 | 0.0045 ||
|| 4.00 | 0.0202 | 0.0200 | 0.0186 | 0.0163 | 0.0109 | 0.0065 | 0.0037 ||
|| 4.20 | 0.0200 | 0.0193 | 0.0176 | 0.0151 | 0.0097 | 0.0056 | 0.0030 ||
|| 4.40 | 0.0198 | 0.0187 | 0.0166 | 0.0139 | 0.0086 | 0.0047 | 0.0025 ||
|| 4.60 | 0.0196 | 0.0181 | 0.0157 | 0.0129 | 0.0076 | 0.0040 | 0.0020 ||
|| 4.80 | 0.0194 | 0.0176 | 0.0149 | 0.0119 | 0.0067 | 0.0034 | 0.0016 ||
|| 5.00 | 0.0192 | 0.0170 | 0.0141 | 0.0110 | 0.0060 | 0.0029 | 0.0013 ||
|| 5.20 | 0.0190 | 0.0165 | 0.0133 | 0.0102 | 0.0053 | 0.0025 | 0.0011 ||
|| 5.40 | 0.0189 | 0.0160 | 0.0127 | 0.0095 | 0.0047 | 0.0021 | 0.0009 ||
|| 5.60 | 0.0187 | 0.0156 | 0.0120 | 0.0088 | 0.0042 | 0.0018 | 0.0007 ||
|| 5.80 | 0.0185 | 0.0152 | 0.0114 | 0.0081 | 0.0037 | 0.0015 | 0.0006 ||
|| 6.00 | 0.0184 | 0.0148 | 0.0108 | 0.0076 | 0.0033 | 0.0013 | 0.0005 ||
|| 6.20 | 0.0183 | 0.0144 | 0.0103 | 0.0070 | 0.0029 | 0.0011 | 0.0004 ||
|| 6.40 | 0.0181 | 0.0140 | 0.0098 | 0.0065 | 0.0026 | 0.0010 | 0.0003 ||
|| 6.60 | 0.0180 | 0.0137 | 0.0094 | 0.0061 | 0.0023 | 0.0008 | 0.0003 ||
|| 6.80 | 0.0179 | 0.0134 | 0.0090 | 0.0057 | 0.0021 | 0.0007 | 0.0002 ||
|| 7.00 | 0.0178 | 0.0131 | 0.0086 | 0.0053 | 0.0018 | 0.0006 | 0.0002 ||
|| 7.20 | 0.0177 | 0.0128 | 0.0082 | 0.0050 | 0.0017 | 0.0005 | 0.0001 ||
|| 7.40 | 0.0176 | 0.0126 | 0.0079 | 0.0047 | 0.0015 | 0.0004 | 0.0001 ||
|| 7.60 | 0.0175 | 0.0123 | 0.0076 | 0.0044 | 0.0013 | 0.0004 | 0.0001 ||
|| 7.80 | 0.0174 | 0.0121 | 0.0073 | 0.0041 | 0.0012 | 0.0003 | 0.0001 ||
|| 8.00 | 0.0174 | 0.0119 | 0.0071 | 0.0039 | 0.0011 | 0.0003 | 0.0001 ||
|| 8.20 | 0.0173 | 0.0118 | 0.0069 | 0.0037 | 0.0010 | 0.0002 | 0.0001 ||
|| 8.40 | 0.0172 | 0.0116 | 0.0067 | 0.0036 | 0.0009 | 0.0002 | 0.0000 ||
|| 8.60 | 0.0172 | 0.0115 | 0.0065 | 0.0034 | 0.0008 | 0.0002 | 0.0000 ||
|| 8.80 | 0.0171 | 0.0113 | 0.0064 | 0.0033 | 0.0008 | 0.0002 | 0.0000 ||
|| 9.00 | 0.0171 | 0.0113 | 0.0063 | 0.0032 | 0.0007 | 0.0001 | 0.0000 ||
|| 9.20 | 0.0171 | 0.0112 | 0.0062 | 0.0031 | 0.0007 | 0.0001 | 0.0000 ||
|| 9.40 | 0.0170 | 0.0111 | 0.0061 | 0.0030 | 0.0006 | 0.0001 | 0.0000 ||
|| 9.60 | 0.0170 | 0.0111 | 0.0060 | 0.0030 | 0.0006 | 0.0001 | 0.0000 ||
|| 9.80 | 0.0170 | 0.0110 | 0.0060 | 0.0029 | 0.0006 | 0.0001 | 0.0000 ||
||-----------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:36 EST 2020
| Setup Time => Mon Jan 27 00:35:36 EST 2020
| Finish Time => Mon Jan 27 00:35:36 EST 2020
| Setup Duration => 1 ms
| Run Duration => 2 ms
|-----------------------------------------------------------------|