More Co Variance Matrix
1
2 |ExSan| C++ |ExSan| MSVSC2019_V16_11.19@09.14
3 Wed Oct 26 09:22:15 2022
4
5
6 exsan.plusplus@gmail.com https://twitter.com/#!/ExSan_com
7 JOB: hft2215
8 GLUTo Mon May 15, 2023
9 License Grant for: 165 days more StockCounterDB Number of files: 42
10
11 Read From File myInvestment: 2141 Savings: 10
12
13 pp_lastIN 0 ppnt_time 1 ppnt_data 2
14 stockCounterDB: 42 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
15 ******************
16 <--------E-x-S-a-n---------->
17 Generate Exsan ( 43 , 44 )
18
19 Total Number of assets allocated: 42
20
21 |<--------E-x-S-a-n---HFT------->|
22 :2312: Number of datum read: 3999 1375000000 nanoseconds since thread start-up
23 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
24 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [21, 21] ppCorr (ppAux)
25 WORKSHEET 0 @[21, 21] FLOAT
26 A M T U
27 >----------------------------<
28 1: 0.00 -0.43 0.62 -0.94
29 13: -0.43 0.00 -0.90 0.53
30 20: 0.62 -0.90 0.00 -0.63
31 21: -0.94 0.53 -0.63 0.00
32 <---------------------------->
33
34 :2312: Number of datum read: 4899 1937500000 nanoseconds since thread start-up
35 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
36 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [25, 25] ppCorr (ppAux)
37 WORKSHEET 0 @[25, 25] FLOAT
38 B L M P R S T U W Y
39 >----------------------------------------------------------------------<
40 2: 0.00 0.55 -0.92 0.31 0.17 0.49 -0.53 0.56 -0.31 -0.75
41 12: 0.55 0.00 -0.77 0.92 0.81 0.80 -0.86 0.88 -0.91 -0.86
42 13: -0.92 -0.77 0.00 -0.59 -0.47 -0.75 0.73 -0.77 0.60 0.90
43 16: 0.31 0.92 -0.59 0.00 0.91 0.74 -0.87 0.75 -0.97 -0.68
44 18: 0.17 0.81 -0.47 0.91 0.00 0.56 -0.90 0.57 -0.94 -0.52
45 19: 0.49 0.80 -0.75 0.74 0.56 0.00 -0.61 0.87 -0.69 -0.90
46 20: -0.53 -0.86 0.73 -0.87 -0.90 -0.61 0.00 -0.60 0.87 0.69
47 21: 0.56 0.88 -0.77 0.75 0.57 0.87 -0.60 0.00 -0.77 -0.90
48 23: -0.31 -0.91 0.60 -0.97 -0.94 -0.69 0.87 -0.77 0.00 0.65
49 25: -0.75 -0.86 0.90 -0.68 -0.52 -0.90 0.69 -0.90 0.65 0.00
50 <---------------------------------------------------------------------->
51
52 :2312: Number of datum read: 8499 3765625000 nanoseconds since thread start-up
53 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
54 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [16, 16] ppCorr (ppAux)
55 WORKSHEET 0 @[16, 16] FLOAT
56 A B E I L P
57 >------------------------------------------<
58 1: 0.00 -0.46 -0.38 0.46 0.37 -0.93
59 2: -0.46 0.00 0.88 -0.94 -0.91 0.60
60 5: -0.38 0.88 0.00 -0.93 -0.97 0.44
61 9: 0.46 -0.94 -0.93 0.00 0.97 -0.61
62 12: 0.37 -0.91 -0.97 0.97 0.00 -0.47
63 16: -0.93 0.60 0.44 -0.61 -0.47 0.00
64 <------------------------------------------>
65
66 :2312: Number of datum read: 9399 4390625000 nanoseconds since thread start-up
67 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
68 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [25, 25] ppCorr (ppAux)
69 WORKSHEET 0 @[25, 25] FLOAT
70 I N O Q T U Y
71 >-------------------------------------------------<
72 9: 0.00 -0.96 0.51 -0.64 0.88 0.47 0.97
73 14: -0.96 0.00 -0.53 0.71 -0.95 -0.51 -0.92
74 15: 0.51 -0.53 0.00 -0.91 0.67 0.85 0.59
75 17: -0.64 0.71 -0.91 0.00 -0.84 -0.91 -0.70
76 20: 0.88 -0.95 0.67 -0.84 0.00 0.72 0.88
77 21: 0.47 -0.51 0.85 -0.91 0.72 0.00 0.60
78 25: 0.97 -0.92 0.59 -0.70 0.88 0.60 0.00
79 <------------------------------------------------->
80
81 :2312: Number of datum read: 11099 5109375000 nanoseconds since thread start-up
82 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
83 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [31, 31] ppCorr (ppAux)
84 WORKSHEET 0 @[31, 31] FLOAT
85 I M O Q U AE AF
86 >-------------------------------------------------<
87 9: 0.00 -0.27 0.61 0.31 -0.94 -0.33 -0.74
88 13: -0.27 0.00 -0.87 -0.96 0.41 0.94 0.79
89 15: 0.61 -0.87 0.00 0.84 -0.73 -0.83 -0.95
90 17: 0.31 -0.96 0.84 0.00 -0.41 -0.97 -0.75
91 21: -0.94 0.41 -0.73 -0.41 0.00 0.44 0.83
92 30: -0.33 0.94 -0.83 -0.97 0.44 0.00 0.74
93 31: -0.74 0.79 -0.95 -0.75 0.83 0.74 0.00
94 <------------------------------------------------->
95
96 :2312: Number of datum read: 11699 5203125000 nanoseconds since thread start-up
97 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
98 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [29, 29] ppCorr (ppAux)
99 WORKSHEET 0 @[29, 29] FLOAT
100 N T Y AC AD
101 >-----------------------------------<
102 14: 0.00 -0.70 0.51 0.59 -0.90
103 20: -0.70 0.00 -0.90 -0.90 0.58
104 25: 0.51 -0.90 0.00 0.93 -0.30
105 28: 0.59 -0.90 0.93 0.00 -0.39
106 29: -0.90 0.58 -0.30 -0.39 0.00
107 <----------------------------------->
108
109 :2312: Number of datum read: 11799 5265625000 nanoseconds since thread start-up
110 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
111 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [31, 31] ppCorr (ppAux)
112 WORKSHEET 0 @[31, 31] FLOAT
113 G T X AC AF
114 >-----------------------------------<
115 7: 0.00 0.89 -0.90 -0.93 0.95
116 20: 0.89 0.00 -0.96 -0.90 0.89
117 24: -0.90 -0.96 0.00 0.87 -0.92
118 28: -0.93 -0.90 0.87 0.00 -0.95
119 31: 0.95 0.89 -0.92 -0.95 0.00
120 <----------------------------------->
121
122 :2312: Number of datum read: 12099 5453125000 nanoseconds since thread start-up
123 :2313: -Algorithm has selected those stocks that are compatible in terms of Volatility
124 :2314: -AT THIS INSTANT- Sparce Co-Variance Matrix [31, 31] ppCorr (ppAux)
125 WORKSHEET 0 @[31, 31] FLOAT
126 A G H I M N S X Y AD AF
127 >-----------------------------------------------------------------------------<
128 1: 0.00 -0.95 0.80 -0.71 -0.59 0.78 -0.52 0.65 0.88 0.71 -0.85
129 7: -0.95 0.00 -0.91 0.84 0.72 -0.85 0.55 -0.64 -0.96 -0.87 0.95
130 8: 0.80 -0.91 0.00 -0.82 -0.76 0.87 -0.66 0.66 0.95 0.93 -0.94
131 9: -0.71 0.84 -0.82 0.00 0.94 -0.87 0.43 -0.52 -0.89 -0.91 0.86
132 13: -0.59 0.72 -0.76 0.94 0.00 -0.91 0.23 -0.28 -0.78 -0.84 0.72
133 14: 0.78 -0.85 0.87 -0.87 -0.91 0.00 -0.42 0.47 0.87 0.85 -0.82
134 19: -0.52 0.55 -0.66 0.43 0.23 -0.42 0.00 -0.93 -0.63 -0.57 0.66
135 24: 0.65 -0.64 0.66 -0.52 -0.28 0.47 -0.93 0.00 0.67 0.53 -0.70
136 25: 0.88 -0.96 0.95 -0.89 -0.78 0.87 -0.63 0.67 0.00 0.94 -0.99
137 29: 0.71 -0.87 0.93 -0.91 -0.84 0.85 -0.57 0.53 0.94 0.00 -0.95
138 31: -0.85 0.95 -0.94 0.86 0.72 -0.82 0.66 -0.70 -0.99 -0.95 0.00
139 <----------------------------------------------------------------------------->
140
141
142 :4291: Normal exit geNSTOCKS:-> 0
143
144 :4282: Beep ExSan has been killed
145 hft2215 Elapsed Time: 10 sec CHRONO START: Wed Oct 26 09:22:15 2022
146 STOP: Wed Oct 26 09:22:26 2022
147
148
149 Boost version: 1.80.0
150
151 EXIT FROM EXSAN
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