36 lines
543 B
JSON
36 lines
543 B
JSON
{
|
|
"N_symbols": 149,
|
|
"T_days": 72,
|
|
"q_ratio": 0.48,
|
|
"mp_bound": 5.9466,
|
|
"n_signal_eigenvalues": 6,
|
|
"top_eigenvalues": [
|
|
38.3649,
|
|
19.6496,
|
|
16.599,
|
|
10.3877,
|
|
9.5385,
|
|
6.5538,
|
|
5.7046,
|
|
5.2692,
|
|
3.6853,
|
|
3.5121
|
|
],
|
|
"top_pct_variance": [
|
|
25.7,
|
|
13.2,
|
|
11.1,
|
|
7.0,
|
|
6.4,
|
|
4.4,
|
|
3.8,
|
|
3.5,
|
|
2.5,
|
|
2.4
|
|
],
|
|
"participation_ratio": 8.84,
|
|
"eigenvalues_for_80pct_var": 10,
|
|
"eigenvalues_for_90pct_var": 17,
|
|
"cumulative_var_top4": 57.0,
|
|
"cumulative_var_top10": 80.0
|
|
} |