|-----------------------------------------------------------------|
| 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
|-----------------------------------------------------------------|
|-------------------------------------------------------------------------------------------||
| BAYESIAN GAIN INPUT DRIFT DISTRIBUTION DEPENDENCE ||
|-------------------------------------------------------------------------------------------||
| ||
| Inputs L -> R: ||
| - Alpha Bar ||
| - Sigma ||
| - Nu ||
| ||
|-------------------------------------------------------------------------------------------||
| ||
| Outputs L -> R: ||
| ||
| - Phase #1 Outstanding Holdings ||
| - Phase #2 Outstanding Holdings ||
| - Phase #1 Instantaneous Trade Rate ||
| - Phase #2 Instantaneous Trade Rate ||
| - Phase #1 Drift Expectation Estimate ||
| - Phase #2 Drift Expectation Estimate ||
| - Phase #1 Drift Volatility Estimate ||
| - Phase #2 Drift Volatility Estimate ||
| ||
|-------------------------------------------------------------------------------------------||
|[ 0.2, 0.5, 0.5] => -0.144 | 0.776 || 2.287 | 0.448 || 0.161 | 0.412 || 017% | 012% ||
|[ 0.2, 0.5, 1.7] => -0.052 | 1.070 || 2.103 | -0.139 || 0.058 | -0.020 || 024% | 023% ||
|[ 0.2, 0.5, 2.9] => -0.113 | 0.846 || 2.226 | 0.307 || 0.126 | 0.298 || 025% | 024% ||
|[ 0.2, 1.0, 0.5] => -0.457 | 1.365 || 2.914 | -0.730 || 0.512 | 0.103 || 033% | 020% ||
|[ 0.2, 1.0, 1.7] => -0.531 | 1.167 || 3.062 | -0.333 || 0.595 | 0.408 || 085% | 074% ||
|[ 0.2, 1.0, 2.9] => -0.321 | 0.835 || 2.642 | 0.331 || 0.359 | 0.544 || 094% | 089% ||
|[ 0.2, 2.0, 0.5] => 0.524 | 0.998 || 0.953 | 0.004 || -0.586 | -0.584 || 044% | 024% ||
|[ 0.2, 2.0, 1.7] => 0.449 | -0.023 || 1.101 | 2.046 || -0.503 | 0.643 || 236% | 168% ||
|[ 0.2, 2.0, 2.9] => 0.313 | 0.695 || 1.374 | 0.610 || -0.351 | -0.009 || 323% | 271% ||
|[ 0.7, 0.5, 0.5] => -0.459 | 0.918 || 2.917 | 0.163 || 0.514 | 0.605 || 017% | 012% ||
|[ 0.7, 0.5, 1.7] => -0.728 | 1.000 || 3.456 | -0.000 || 0.816 | 0.815 || 024% | 023% ||
|[ 0.7, 0.5, 2.9] => -0.622 | 1.041 || 3.244 | -0.082 || 0.696 | 0.650 || 025% | 024% ||
|[ 0.7, 1.0, 0.5] => -0.509 | 0.987 || 3.018 | 0.026 || 0.570 | 0.584 || 033% | 020% ||
|[ 0.7, 1.0, 1.7] => -0.147 | 0.207 || 2.294 | 1.586 || 0.165 | 1.053 || 085% | 074% ||
|[ 0.7, 1.0, 2.9] => -0.368 | 1.062 || 2.736 | -0.125 || 0.412 | 0.342 || 094% | 089% ||
|[ 0.7, 2.0, 0.5] => 0.988 | 0.391 || 0.024 | 1.218 || -1.107 | -0.424 || 044% | 024% ||
|[ 0.7, 2.0, 1.7] => -0.274 | -1.281 || 2.547 | 4.562 || 0.306 | 2.861 || 236% | 168% ||
|[ 0.7, 2.0, 2.9] => -0.286 | 0.753 || 2.572 | 0.493 || 0.320 | 0.597 || 323% | 271% ||
|[ 1.2, 0.5, 0.5] => -0.674 | 0.540 || 3.347 | 0.919 || 0.755 | 1.269 || 017% | 012% ||
|[ 1.2, 0.5, 1.7] => -1.058 | 0.793 || 4.116 | 0.413 || 1.185 | 1.417 || 024% | 023% ||
|[ 1.2, 0.5, 2.9] => -1.044 | 0.898 || 4.089 | 0.204 || 1.170 | 1.284 || 025% | 024% ||
|[ 1.2, 1.0, 0.5] => -1.562 | 2.395 || 5.124 | -2.790 || 1.750 | 0.187 || 033% | 020% ||
|[ 1.2, 1.0, 1.7] => -0.869 | 0.903 || 3.738 | 0.193 || 0.974 | 1.082 || 085% | 074% ||
|[ 1.2, 1.0, 2.9] => -1.434 | 1.433 || 4.868 | -0.867 || 1.606 | 1.121 || 094% | 089% ||
|[ 1.2, 2.0, 0.5] => -0.325 | 0.232 || 2.651 | 1.535 || 0.364 | 1.224 || 044% | 024% ||
|[ 1.2, 2.0, 1.7] => -1.758 | 2.506 || 5.516 | -3.012 || 1.969 | 0.282 || 236% | 168% ||
|[ 1.2, 2.0, 2.9] => -1.213 | 2.511 || 4.425 | -3.022 || 1.358 | -0.334 || 323% | 271% ||
|-------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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
|-----------------------------------------------------------------|
|-------------------------------------------------------------------------------------------||
| BAYESIAN GAIN INPUT DRIFT DISTRIBUTION DEPENDENCE ||
|-------------------------------------------------------------------------------------------||
| ||
| Inputs L -> R: ||
| - Alpha Bar ||
| - Sigma ||
| - Nu ||
| ||
|-------------------------------------------------------------------------------------------||
| ||
| Outputs L -> R: ||
| ||
| - Phase #1 Transaction Cost Expectation ||
| - Phase #1 Transaction Cost Variance ||
| - Phase #1 Static Transaction Cost ||
| - Phase #1 Transaction Cost Gain ||
| - Phase #2 Transaction Cost Expectation ||
| - Phase #2 Transaction Cost Variance ||
| - Phase #2 Static Transaction Cost ||
| - Phase #2 Transaction Cost Gain ||
| ||
|-------------------------------------------------------------------------------------------||
|[ 0.2, 0.5, 0.5] => 0.170 | 0.040 | 0.169 | 0.001 || 0.002 | 0.001 | 0.001 | 0.001 ||
|[ 0.2, 0.5, 1.7] => 0.179 | 0.449 | 0.178 | 0.000 || -0.004 | 0.015 | -0.004 | 0.000 ||
|[ 0.2, 0.5, 2.9] => 0.201 | 1.251 | 0.201 | 0.000 || 0.010 | 0.064 | 0.010 | 0.000 ||
|[ 0.2, 1.0, 0.5] => 0.226 | 0.036 | 0.214 | 0.011 || 0.034 | 0.002 | 0.023 | 0.011 ||
|[ 0.2, 1.0, 1.7] => 0.023 | 0.585 | 0.021 | 0.002 || 0.076 | 0.034 | 0.075 | 0.002 ||
|[ 0.2, 1.0, 2.9] => 0.236 | 1.166 | 0.235 | 0.001 || -0.052 | 0.368 | -0.052 | 0.001 ||
|[ 0.2, 2.0, 0.5] => -0.325 | 0.087 | -0.439 | 0.113 || 0.081 | 0.141 | -0.032 | 0.113 ||
|[ 0.2, 2.0, 1.7] => 0.058 | 0.571 | 0.038 | 0.020 || 0.087 | 0.023 | 0.067 | 0.020 ||
|[ 0.2, 2.0, 2.9] => -0.218 | 2.347 | -0.226 | 0.008 || 0.445 | 1.069 | 0.437 | 0.008 ||
|[ 0.7, 0.5, 0.5] => 0.362 | 0.026 | 0.361 | 0.001 || -0.000 | 0.046 | -0.001 | 0.001 ||
|[ 0.7, 0.5, 1.7] => 0.287 | 0.358 | 0.287 | 0.000 || -0.017 | 0.220 | -0.017 | 0.000 ||
|[ 0.7, 0.5, 2.9] => 0.273 | 1.075 | 0.273 | 0.000 || -0.082 | 0.689 | -0.082 | 0.000 ||
|[ 0.7, 1.0, 0.5] => 0.143 | 0.042 | 0.132 | 0.011 || 0.011 | 0.000 | -0.000 | 0.011 ||
|[ 0.7, 1.0, 1.7] => 0.485 | 0.210 | 0.483 | 0.002 || 0.327 | 1.493 | 0.326 | 0.002 ||
|[ 0.7, 1.0, 2.9] => 0.365 | 0.860 | 0.365 | 0.001 || 0.099 | 1.352 | 0.098 | 0.001 ||
|[ 0.7, 2.0, 0.5] => 0.485 | 0.025 | 0.372 | 0.113 || 0.139 | 0.049 | 0.026 | 0.113 ||
|[ 0.7, 2.0, 1.7] => 0.286 | 0.376 | 0.265 | 0.020 || -0.063 | 0.219 | -0.083 | 0.020 ||
|[ 0.7, 2.0, 2.9] => 0.208 | 1.252 | 0.200 | 0.008 || -0.083 | 0.336 | -0.091 | 0.008 ||
|[ 1.2, 0.5, 0.5] => 0.366 | 0.026 | 0.365 | 0.001 || -0.041 | 0.051 | -0.042 | 0.001 ||
|[ 1.2, 0.5, 1.7] => 0.396 | 0.272 | 0.396 | 0.000 || -0.134 | 0.882 | -0.134 | 0.000 ||
|[ 1.2, 0.5, 2.9] => 0.391 | 0.801 | 0.391 | 0.000 || -0.158 | 2.527 | -0.158 | 0.000 ||
|[ 1.2, 1.0, 0.5] => 0.106 | 0.045 | 0.095 | 0.011 || 0.025 | 0.000 | 0.014 | 0.011 ||
|[ 1.2, 1.0, 1.7] => 0.372 | 0.291 | 0.370 | 0.002 || -0.193 | 0.758 | -0.194 | 0.002 ||
|[ 1.2, 1.0, 2.9] => 0.360 | 0.872 | 0.359 | 0.001 || -0.337 | 2.398 | -0.338 | 0.001 ||
|[ 1.2, 2.0, 0.5] => -0.284 | 0.083 | -0.398 | 0.113 || 0.477 | 0.095 | 0.363 | 0.113 ||
|[ 1.2, 2.0, 1.7] => 0.107 | 0.528 | 0.086 | 0.020 || 0.039 | 0.009 | 0.018 | 0.020 ||
|[ 1.2, 2.0, 2.9] => 0.456 | 0.681 | 0.448 | 0.008 || -0.638 | 5.375 | -0.646 | 0.008 ||
|-------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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
|-----------------------------------------------------------------|
|-----------------------------------------------------------------------||
| L -> R ||
|-----------------------------------------------------------------------||
| - Time ||
| - Realized Drift ||
| - Realized Price Change ||
| - Estimated Drift ||
| - Unconstrained Trade Rate ||
| - Unconstrained Holdings ||
| - Transaction Cost ||
| - Transaction Cost Gain ||
|-----------------------------------------------------------------------||
| 0.02 => 1.234 | 0.031 | 0.708 | 3.497 | 0.930 | 0.278 | 0.026 ||
| 0.04 => 1.121 | 0.412 | 0.868 | 3.944 | 0.851 | 0.252 | 0.024 ||
| 0.06 => 1.554 | -0.067 | 0.653 | 3.098 | 0.789 | 0.210 | 0.022 ||
| 0.08 => -0.475 | -0.186 | 0.596 | 2.817 | 0.733 | 0.181 | 0.020 ||
| 0.10 => 1.119 | 0.117 | 0.720 | 3.129 | 0.670 | 0.167 | 0.019 ||
| 0.12 => -0.767 | 0.301 | 0.791 | 3.249 | 0.605 | 0.142 | 0.017 ||
| 0.14 => -0.510 | 0.418 | 0.834 | 3.265 | 0.540 | 0.115 | 0.016 ||
| 0.16 => -2.695 | -0.605 | 0.403 | 1.851 | 0.503 | 0.087 | 0.014 ||
| 0.18 => 0.193 | -0.020 | 0.640 | 2.488 | 0.453 | 0.086 | 0.013 ||
| 0.20 => -0.013 | -1.396 | 0.073 | 0.775 | 0.438 | 0.030 | 0.012 ||
| 0.22 => 0.411 | 0.482 | 0.833 | 2.881 | 0.380 | 0.061 | 0.011 ||
| 0.24 => 1.133 | -0.315 | 0.506 | 1.874 | 0.343 | 0.053 | 0.010 ||
| 0.26 => 1.402 | -0.621 | 0.380 | 1.468 | 0.313 | 0.042 | 0.009 ||
| 0.28 => 0.356 | -0.528 | 0.414 | 1.499 | 0.283 | 0.037 | 0.008 ||
| 0.30 => 2.942 | 0.187 | 0.691 | 2.132 | 0.241 | 0.028 | 0.007 ||
| 0.32 => 1.135 | -0.405 | 0.455 | 1.459 | 0.211 | 0.024 | 0.006 ||
| 0.34 => 0.861 | -0.954 | 0.240 | 0.886 | 0.194 | 0.017 | 0.006 ||
| 0.36 => 0.474 | -1.774 | -0.076 | 0.128 | 0.191 | -0.001 | 0.005 ||
| 0.38 => -0.039 | -1.872 | -0.113 | 0.059 | 0.190 | -0.003 | 0.004 ||
| 0.40 => 0.338 | -0.362 | 0.458 | 1.298 | 0.164 | 0.017 | 0.004 ||
| 0.42 => 0.705 | -1.315 | 0.097 | 0.484 | 0.154 | 0.007 | 0.003 ||
| 0.44 => 2.849 | -1.430 | 0.054 | 0.384 | 0.147 | 0.005 | 0.003 ||
| 0.46 => 0.713 | -0.066 | 0.557 | 1.346 | 0.120 | 0.010 | 0.003 ||
| 0.48 => 2.758 | 1.511 | 1.130 | 2.330 | 0.073 | -0.016 | 0.002 ||
| 0.50 => 0.016 | -0.365 | 0.440 | 0.932 | 0.055 | 0.002 | 0.002 ||
| 0.52 => -0.275 | -2.533 | -0.346 | -0.479 | 0.064 | -0.008 | 0.002 ||
| 0.54 => 0.301 | -0.703 | 0.313 | 0.653 | 0.051 | 0.002 | 0.001 ||
| 0.56 => 0.500 | 1.243 | 1.003 | 1.692 | 0.017 | -0.014 | 0.001 ||
| 0.58 => 1.327 | -0.629 | 0.334 | 0.542 | 0.006 | -0.001 | 0.001 ||
| 0.60 => -1.351 | 0.695 | 0.797 | 1.154 | -0.017 | -0.011 | 0.001 ||
| 0.62 => 1.152 | 0.177 | 0.610 | 0.784 | -0.032 | -0.008 | 0.001 ||
| 0.64 => 0.371 | 1.320 | 1.002 | 1.198 | -0.056 | -0.020 | 0.001 ||
| 0.66 => 2.531 | 0.419 | 0.685 | 0.666 | -0.070 | -0.011 | 0.000 ||
| 0.68 => 1.671 | 0.298 | 0.639 | 0.513 | -0.080 | -0.010 | 0.000 ||
| 0.70 => 1.014 | -1.169 | 0.138 | -0.119 | -0.078 | -0.000 | 0.000 ||
| 0.72 => 1.124 | 0.420 | 0.672 | 0.395 | -0.085 | -0.009 | 0.000 ||
| 0.74 => 0.904 | -0.082 | 0.499 | 0.135 | -0.088 | -0.005 | 0.000 ||
| 0.76 => 0.071 | 0.728 | 0.765 | 0.289 | -0.094 | -0.008 | 0.000 ||
| 0.78 => 1.120 | -1.301 | 0.090 | -0.356 | -0.087 | 0.002 | 0.000 ||
| 0.80 => -0.096 | 1.224 | 0.918 | 0.222 | -0.091 | -0.007 | 0.000 ||
| 0.82 => 2.369 | 1.960 | 1.152 | 0.234 | -0.096 | -0.009 | 0.000 ||
| 0.84 => 2.034 | -0.681 | 0.289 | -0.434 | -0.087 | 0.002 | 0.000 ||
| 0.86 => 0.692 | -1.719 | -0.046 | -0.646 | -0.074 | 0.004 | 0.000 ||
| 0.88 => -0.572 | -0.038 | 0.491 | -0.409 | -0.066 | 0.001 | 0.000 ||
| 0.90 => 1.376 | -0.612 | 0.306 | -0.552 | -0.055 | 0.002 | 0.000 ||
| 0.92 => -0.895 | 0.310 | 0.595 | -0.519 | -0.045 | 0.001 | 0.000 ||
| 0.94 => -0.596 | 1.157 | 0.857 | -0.562 | -0.033 | 0.001 | 0.000 ||
| 0.96 => -0.709 | -0.950 | 0.195 | -0.809 | -0.017 | 0.002 | 0.000 ||
| 0.98 => 1.828 | 0.297 | 0.580 | -0.823 | -0.001 | 0.001 | 0.000 ||
|-----------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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
|-----------------------------------------------------------------|
|--------------------------------------------------||
| L -> R ||
|--------------------------------------------------||
| - Time ||
| - Realized Drift ||
| - Realized Price Volatility Swing ||
| - Realized Price ||
| - MAP Drift Estimate ||
| - Posterior Drift Volatility ||
|--------------------------------------------------||
| 0.04 => -0.79 | -0.24 | 099.72 | 0.57 | 0.98 ||
| 0.08 => 1.19 | -0.18 | 099.60 | 0.62 | 0.97 ||
| 0.12 => 0.70 | -0.58 | 099.04 | 0.43 | 0.95 ||
| 0.16 => 0.92 | -0.34 | 098.74 | 0.53 | 0.93 ||
| 0.20 => 0.49 | -0.00 | 098.76 | 0.65 | 0.92 ||
| 0.24 => 2.15 | -1.08 | 097.77 | 0.24 | 0.90 ||
| 0.28 => 0.19 | 0.38 | 098.15 | 0.77 | 0.89 ||
| 0.32 => 0.98 | 0.52 | 098.71 | 0.83 | 0.88 ||
| 0.36 => 0.43 | 1.28 | 100.01 | 1.10 | 0.86 ||
| 0.40 => 1.59 | 0.89 | 100.97 | 0.95 | 0.85 ||
| 0.44 => 2.77 | 0.12 | 101.20 | 0.67 | 0.84 ||
| 0.48 => -1.18 | 0.96 | 102.12 | 0.91 | 0.82 ||
| 0.52 => -0.72 | -1.67 | 100.41 | -0.05 | 0.81 ||
| 0.56 => 1.21 | 0.38 | 100.84 | 0.71 | 0.80 ||
| 0.60 => 0.58 | 0.61 | 101.48 | 0.78 | 0.79 ||
| 0.64 => 0.71 | -2.08 | 099.43 | -0.16 | 0.78 ||
| 0.68 => 0.65 | 0.63 | 100.08 | 0.76 | 0.77 ||
| 0.72 => 2.89 | 0.64 | 100.84 | 0.79 | 0.76 ||
| 0.76 => 3.28 | -0.09 | 100.88 | 0.54 | 0.75 ||
| 0.80 => 3.02 | 2.14 | 103.14 | 1.26 | 0.74 ||
| 0.84 => 2.50 | -0.28 | 102.96 | 0.45 | 0.73 ||
| 0.88 => 0.50 | 1.26 | 104.24 | 0.91 | 0.72 ||
| 0.92 => 0.69 | 1.31 | 105.58 | 0.92 | 0.71 ||
| 0.96 => 1.08 | -0.75 | 104.87 | 0.27 | 0.70 ||
| 1.00 => 0.73 | 0.50 | 105.40 | 0.65 | 0.69 ||
|--------------------------------------------------||
|-----------------------------------------------------------------|
| 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
|-----------------------------------------------------------------|
|-----------------------------------------------------------------------||
| L -> R ||
|-----------------------------------------------------------------------||
| - Time ||
| - Trade Start Time ||
| - Trade Finish Time ||
| - Critical Trade Rate ||
| - Constrained Trade Rate ||
| - Unconstrained Trade Rate ||
| - Constrained Holdings ||
| - Unconstrained Holdings ||
|-----------------------------------------------------------------------||
| 0.02 => 0.000 | 0.585 | 0.280 | 3.417 | 3.881 | 0.932 | 0.922 ||
| 0.04 => 0.000 | 0.623 | 0.261 | 2.990 | 3.264 | 0.872 | 0.857 ||
| 0.06 => 0.000 | 0.528 | 0.244 | 3.303 | 3.853 | 0.806 | 0.780 ||
| 0.08 => 0.000 | 0.534 | 0.226 | 3.020 | 3.452 | 0.745 | 0.711 ||
| 0.10 => 0.000 | 0.720 | 0.209 | 2.070 | 2.083 | 0.704 | 0.669 ||
| 0.12 => 0.000 | 0.566 | 0.197 | 2.488 | 2.695 | 0.654 | 0.615 ||
| 0.14 => 0.000 | 0.727 | 0.183 | 1.800 | 1.781 | 0.618 | 0.580 ||
| 0.16 => 0.000 | 0.489 | 0.173 | 2.529 | 2.864 | 0.568 | 0.523 ||
| 0.18 => 0.000 | 0.754 | 0.159 | 1.506 | 1.457 | 0.538 | 0.493 ||
| 0.20 => 0.000 | 0.468 | 0.151 | 2.296 | 2.578 | 0.492 | 0.442 ||
| 0.22 => 0.000 | 0.536 | 0.138 | 1.835 | 1.902 | 0.455 | 0.404 ||
| 0.24 => 0.000 | 0.468 | 0.127 | 1.943 | 2.108 | 0.416 | 0.362 ||
| 0.26 => 0.000 | 0.694 | 0.116 | 1.199 | 1.128 | 0.392 | 0.339 ||
| 0.28 => 0.000 | 0.537 | 0.110 | 1.461 | 1.451 | 0.363 | 0.310 ||
| 0.30 => 0.000 | 0.310 | 0.102 | 2.338 | 3.080 | 0.316 | 0.248 ||
| 0.32 => 0.000 | 0.504 | 0.088 | 1.253 | 1.210 | 0.291 | 0.224 ||
| 0.34 => 0.000 | 0.252 | 0.081 | 2.314 | 3.375 | 0.245 | 0.157 ||
| 0.36 => 0.000 | 0.302 | 0.069 | 1.619 | 1.959 | 0.212 | 0.118 ||
| 0.38 => 0.000 | 0.283 | 0.059 | 1.501 | 1.835 | 0.182 | 0.081 ||
| 0.40 => 0.000 | 0.298 | 0.051 | 1.223 | 1.365 | 0.158 | 0.054 ||
| 0.42 => 0.000 | 0.272 | 0.044 | 1.162 | 1.333 | 0.135 | 0.027 ||
| 0.44 => 0.000 | 0.390 | 0.038 | 0.691 | 0.544 | 0.121 | 0.016 ||
| 0.46 => 0.000 | 0.350 | 0.034 | 0.691 | 0.563 | 0.107 | 0.005 ||
| 0.48 => 0.000 | 0.171 | 0.030 | 1.248 | 1.902 | 0.082 | -0.033 ||
| 0.50 => 0.000 | 0.237 | 0.023 | 0.691 | 0.662 | 0.068 | -0.047 ||
| 0.52 => 0.000 | 0.138 | 0.019 | 0.988 | 1.620 | 0.048 | -0.079 ||
| 0.54 => 0.000 | 0.127 | 0.014 | 0.765 | 1.220 | 0.033 | -0.103 ||
| 0.56 => 0.000 | 0.821 | 0.009 | 0.081 | -0.213 | 0.032 | -0.099 ||
| 0.58 => 0.000 | 0.126 | 0.009 | 0.501 | 0.601 | 0.021 | -0.111 ||
| 0.60 => 0.000 | 0.161 | 0.006 | 0.267 | 0.053 | 0.016 | -0.112 ||
| 0.62 => 0.000 | 0.090 | 0.005 | 0.358 | 0.460 | 0.009 | -0.121 ||
| 0.64 => 0.000 | 0.057 | 0.003 | 0.316 | 0.663 | 0.003 | -0.135 ||
| 0.66 => 0.000 | 1.000 | 0.001 | 0.000 | -0.606 | 0.003 | -0.123 ||
| 0.68 => 0.000 | 0.031 | 0.001 | 0.171 | 0.493 | 0.000 | -0.132 ||
| 0.70 => 0.000 | 0.000 | 0.000 | 0.000 | -0.155 | 0.000 | -0.129 ||
| 0.72 => 0.000 | 0.000 | 0.000 | 0.000 | 0.125 | 0.000 | -0.132 ||
| 0.74 => 0.000 | 0.000 | 0.000 | 0.000 | 0.242 | 0.000 | -0.137 ||
| 0.76 => 0.000 | 1.000 | 0.000 | 0.000 | -1.378 | 0.000 | -0.109 ||
| 0.78 => 0.000 | 1.000 | 0.000 | 0.000 | -0.831 | 0.000 | -0.092 ||
| 0.80 => 0.000 | 0.000 | 0.000 | 0.000 | -0.298 | 0.000 | -0.086 ||
| 0.82 => 0.000 | 0.000 | 0.000 | 0.000 | 0.026 | 0.000 | -0.087 ||
| 0.84 => 0.000 | 0.000 | 0.000 | 0.000 | -0.507 | 0.000 | -0.077 ||
| 0.86 => 0.000 | 0.000 | 0.000 | 0.000 | -0.252 | 0.000 | -0.072 ||
| 0.88 => 0.000 | 0.000 | 0.000 | 0.000 | -0.236 | 0.000 | -0.067 ||
| 0.90 => 0.000 | 0.000 | 0.000 | 0.000 | -0.462 | 0.000 | -0.058 ||
| 0.92 => 0.000 | 0.000 | 0.000 | 0.000 | -0.329 | 0.000 | -0.051 ||
| 0.94 => 0.000 | 0.000 | 0.000 | 0.000 | -0.776 | 0.000 | -0.036 ||
| 0.96 => 0.000 | 0.000 | 0.000 | 0.000 | -0.771 | 0.000 | -0.020 ||
| 0.98 => 0.000 | 0.000 | 0.000 | 0.000 | -1.003 | 0.000 | -0.000 ||
|-----------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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
|-----------------------------------------------------------------|
|--------------------------------------------------------------------------------||
| L -> R ||
|--------------------------------------------------------------------------------||
| - Time ||
| - Constrained Trade Rate Low Drift ||
| - Constrained Trade Rate Mid Drift ||
| - Constrained Trade Rate High Drift ||
| - Unconstrained Trade Rate ||
| - Constrained Holdings Low Drift ||
| - Constrained Holdings Mid Drift ||
| - Constrained Holdings High Drift ||
| - Unconstrained Holdings ||
|--------------------------------------------------------------------------------||
| 0.02 => 1.318 | 3.125 | 4.815 | 3.413 | 0.974 | 0.937 | 0.904 | 0.932 ||
| 0.04 => 2.841 | 3.371 | 3.989 | 3.880 | 0.917 | 0.870 | 0.824 | 0.854 ||
| 0.06 => 2.137 | 3.067 | 4.126 | 3.450 | 0.874 | 0.809 | 0.741 | 0.785 ||
| 0.08 => 2.785 | 2.718 | 3.631 | 2.954 | 0.818 | 0.754 | 0.669 | 0.726 ||
| 0.10 => -2.125 | 2.436 | 3.060 | 2.577 | 0.861 | 0.706 | 0.608 | 0.675 ||
| 0.12 => 1.552 | 2.756 | 3.565 | 3.134 | 0.830 | 0.651 | 0.536 | 0.612 ||
| 0.14 => 1.671 | 2.104 | 3.554 | 2.175 | 0.796 | 0.608 | 0.465 | 0.568 ||
| 0.16 => 0.000 | 1.569 | 3.167 | 1.526 | 0.796 | 0.577 | 0.402 | 0.538 ||
| 0.18 => -0.326 | 1.334 | 2.860 | 1.288 | 0.803 | 0.550 | 0.345 | 0.512 ||
| 0.20 => 1.734 | 2.214 | 2.772 | 2.421 | 0.768 | 0.506 | 0.289 | 0.464 ||
| 0.22 => 2.997 | 1.465 | 1.913 | 1.421 | 0.708 | 0.477 | 0.251 | 0.435 ||
| 0.24 => 0.000 | 2.315 | 2.367 | 2.708 | 0.708 | 0.431 | 0.204 | 0.381 ||
| 0.26 => 1.559 | 2.650 | 1.896 | 3.532 | 0.677 | 0.378 | 0.166 | 0.310 ||
| 0.28 => 0.000 | 1.900 | 1.441 | 2.152 | 0.677 | 0.340 | 0.137 | 0.267 ||
| 0.30 => 2.026 | 2.180 | 1.732 | 2.832 | 0.637 | 0.296 | 0.102 | 0.211 ||
| 0.32 => 2.879 | 1.929 | 1.566 | 2.447 | 0.579 | 0.257 | 0.071 | 0.162 ||
| 0.34 => 0.000 | 1.999 | 1.197 | 2.807 | 0.579 | 0.217 | 0.047 | 0.106 ||
| 0.36 => -1.386 | 1.669 | 1.025 | 2.215 | 0.607 | 0.184 | 0.027 | 0.061 ||
| 0.38 => 0.000 | 1.274 | 0.595 | 1.466 | 0.607 | 0.159 | 0.015 | 0.032 ||
| 0.40 => -1.168 | 1.171 | 0.419 | 1.351 | 0.630 | 0.135 | 0.006 | 0.005 ||
| 0.42 => 1.575 | 0.000 | 0.390 | -0.100 | 0.599 | 0.135 | 0.000 | 0.007 ||
| 0.44 => 2.993 | 0.697 | 0.000 | 0.517 | 0.539 | 0.121 | 0.000 | -0.003 ||
| 0.46 => 0.766 | 1.365 | 0.000 | 2.070 | 0.523 | 0.094 | 0.000 | -0.045 ||
| 0.48 => 1.141 | 1.188 | 0.000 | 1.868 | 0.501 | 0.070 | 0.000 | -0.082 ||
| 0.50 => 1.191 | 0.847 | 0.000 | 1.114 | 0.477 | 0.053 | 0.000 | -0.104 ||
| 0.52 => -1.278 | 0.672 | 0.000 | 0.803 | 0.502 | 0.040 | 0.000 | -0.120 ||
| 0.54 => 1.690 | 0.571 | 0.000 | 0.684 | 0.469 | 0.028 | 0.000 | -0.134 ||
| 0.56 => 0.000 | 0.583 | 0.000 | 1.016 | 0.469 | 0.017 | 0.000 | -0.154 ||
| 0.58 => 1.965 | 0.473 | 0.000 | 1.045 | 0.429 | 0.007 | 0.000 | -0.175 ||
| 0.60 => 0.000 | 0.201 | 0.000 | 0.125 | 0.429 | 0.003 | 0.000 | -0.178 ||
| 0.62 => 0.000 | 0.180 | 0.000 | 0.507 | 0.429 | 0.000 | 0.000 | -0.188 ||
| 0.64 => 0.000 | 0.000 | 0.000 | -0.074 | 0.429 | 0.000 | 0.000 | -0.186 ||
| 0.66 => 1.759 | 0.000 | 0.000 | -0.524 | 0.394 | 0.000 | 0.000 | -0.176 ||
| 0.68 => 1.395 | 0.000 | 0.000 | 0.387 | 0.366 | 0.000 | 0.000 | -0.184 ||
| 0.70 => 0.000 | 0.000 | 0.000 | 0.341 | 0.366 | 0.000 | 0.000 | -0.191 ||
| 0.72 => 0.000 | 0.000 | 0.000 | -0.450 | 0.366 | 0.000 | 0.000 | -0.182 ||
| 0.74 => 0.000 | 0.000 | 0.000 | 0.192 | 0.366 | 0.000 | 0.000 | -0.185 ||
| 0.76 => 1.415 | 0.000 | 0.000 | -0.535 | 0.338 | 0.000 | 0.000 | -0.175 ||
| 0.78 => 0.000 | 0.000 | 0.000 | 0.004 | 0.338 | 0.000 | 0.000 | -0.175 ||
| 0.80 => 0.763 | 0.000 | 0.000 | -0.194 | 0.323 | 0.000 | 0.000 | -0.171 ||
| 0.82 => 2.078 | 0.000 | 0.000 | -0.940 | 0.281 | 0.000 | 0.000 | -0.152 ||
| 0.84 => 0.938 | 0.000 | 0.000 | -0.692 | 0.262 | 0.000 | 0.000 | -0.138 ||
| 0.86 => 0.000 | 0.000 | 0.000 | -0.713 | 0.262 | 0.000 | 0.000 | -0.124 ||
| 0.88 => 0.000 | 0.000 | 0.000 | -0.752 | 0.262 | 0.000 | 0.000 | -0.109 ||
| 0.90 => 0.976 | 0.000 | 0.000 | -0.739 | 0.243 | 0.000 | 0.000 | -0.094 ||
| 0.92 => 0.988 | 0.000 | 0.000 | -1.215 | 0.223 | 0.000 | 0.000 | -0.070 ||
| 0.94 => -0.101 | 0.000 | 0.000 | -1.156 | 0.225 | 0.000 | 0.000 | -0.047 ||
| 0.96 => 0.000 | 0.000 | 0.000 | -1.166 | 0.225 | 0.000 | 0.000 | -0.023 ||
| 0.98 => 0.815 | 0.000 | 0.000 | -1.085 | 0.209 | 0.000 | 0.000 | -0.002 ||
|--------------------------------------------------------------------------------||