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Pramit Dutta
16 lines
227 B
YAML
16 lines
227 B
YAML
trend:
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slope_threshold: 0.0005
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mr_band: 0.003
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volatility:
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low_quantile: 0.3
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high_quantile: 0.7
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stress_quantile: 0.9
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dollar:
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neutral_band: 0.2
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risk:
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stress_vol_threshold: 0.75
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risk_off_equity_threshold: -0.01
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