Target ‘cumulative_residuals’ per symb. - cross-sect. study

‘SYMBRES’ or $PPS, profit per symbol. Peak prominent symbols (Top 1% symbs.) as example.

__CROSS_SECTIONAL_OBSERVED_TOP_17_SYMBOLS_PROMINENCE.pdf

MINIMIZING_BOUNDS_METH_SCATTER_CSV.png

EARLY EFFICACY MODEL - BTSIM Examples

BTSIM Early Efficacy in total algorithmic complexity and loc’s reduction! 100X improvement!100X improvement!

How?

Select via Top X% Symbols, adverse select accum. baskets, electronic eye ‘CUMRES’ per symbol or ‘SYMBRES’ ≥ 0.01 (or 0.02), or peak prominent symbols (scatter csv method v0) top 17 symbols (out of 472 symbols, top 1% peak prominent symbols) adversely select greater than ex. 0.01 or 0.05 (approx. mean) or main ‘CUMRES’ or ‘SYMBRES’ ≥ 2.0 (or 0.5) for selecting only Top 1% by ‘cumulative_residuals’ per symbol.

$PPS Profit Per Symbol; Success Metrics

BTSIM Synth .CSV Outputs, ***PRE’s ((pre-created//pre-generated)) algo(rithmic) key(s); is it tracking to forward exp. bt. sim. (?)

1m_aggs_temp_with_returns_pareto_cumulative_returns.csv

1m_aggs_temp_with_residuals_scatter.csv

Scatter .csv method v0

‘cumulative_residuals’ scatter method v0