Skip to content

Quantitative model charts from recorded run 39114360151

Choose a tag to compare

Quantitative model demo run results

Run 39114360151, generated 2026-10-18 09:54 UTC. Source: 355aa9242fc2a247b256aecc8406cbb409aa5ff3.

This run attempted 41 runnable demos; 7 support classes have no main entry point.

Outcome Count
completed 31
failed 6
resource-limit 1
timeout 3

Technical demos use documented synthetic --quick inputs. Other demos use their original main defaults. Each process uses a virtual display, a valid external starter license, a bounded heap and a time limit; no tests are run. Legacy MySQL access is blocked before authentication because no database account is configured.

A completed main is an execution observation, not proof of model validity or investment performance. Timeout/failed runs can contain partial outputs; these are labelled and must not be treated as completed backtests. Generated random inputs may be unseeded, and provider data/caches can change.

Permanent raw outputs and charts · Model literature guide

Charts derived from recorded CSV/log data using generator commit 169cc2751e1afd0ab122425aea91900b084b1bb9. Each derived figure includes a source file reference, source checksum and downloadable plotted data. No simulations were rerun to generate these figures.

Demo tutorial Status Seconds Data mode
BootstrapSimulationDemo completed 54.29 original main defaults
Dai2011LongOnlyDemo completed 25.78 original main defaults
KagiMRBasketSimulationDemo failed 105.92 original main defaults
MultiPeriodKagiMRStrategyDemo timeout 180.16 original main defaults
Elliott2005StrategyDemo1 completed 7.43 original main defaults
Elliott2005StrategyDemo2 completed 10.19 original main defaults
MeanReversionBasedOnSpreadQuantileDemo completed 16.12 original main defaults
EconomicModelStrategyDemo resource-limit 65.95 original main defaults
FundamentalModelStrategyDemo timeout 180.02 original main defaults
Infantino2010ParamAnalysisDemo completed 103.86 original main defaults
Infantino2010PredictionAnalysisDemo failed 4.25 original main defaults
JanuaryEffectStrategyDemo completed 9.13 original main defaults
OULogSpreadCRRASignalDemo completed 4.84 original main defaults
GMA12Demo completed 2.94 original main defaults
KnightSatchellTran1995MLEDemo completed 1.23 original main defaults
Corvalan2005Demo completed 3.03 original main defaults
CovarianceComparisonDemo failed 1.54 original main defaults
Lai2010NPEBModelDemo completed 15.89 original main defaults
MarkowitzBigDemo completed 39.14 original main defaults
MarkowitzDemo completed 18.11 original main defaults
PerformanceOptimizedYahooEODPortfolioDemo completed 12.74 original main defaults
PortfolioOptimComparisons1Demo failed 0.72 original main defaults
PortfolioOptimComparisons2Demo completed 7.27 original main defaults
PortfolioOptimizationAlgorithmDemo completed 53.71 original main defaults
PortfolioOptimizationBacktestDemo completed 5.81 original main defaults
SOCPMarkowitzComparisonDemo completed 1.23 original main defaults
CoinBacktestDemo failed 0.99 original main defaults
CSI300SimulationDemo timeout 180.01 original main defaults
AccumulationDistributionLineDemo completed 0.93 synthetic --quick
ChaikinMoneyFlowDemo completed 1.70 synthetic --quick
SMA2Demo010 completed 0.78 synthetic --quick
SMA2Demo011 completed 1.19 synthetic --quick
SMA2Demo020 completed 1.59 synthetic --quick
SMA2DynamicDemo completed 4.65 synthetic --quick
TutorialStrategyDemo completed 3.65 original main defaults
MRModelFixedGridDemo completed 4.31 original main defaults
MRModelFixedGridOnSGXDataDemo completed 20.17 original main defaults
MRModelPeriodicDemo completed 2.94 original main defaults
MRModelRanged1Demo completed 6.21 original main defaults
MRModelRanged2Demo failed 1.25 original main defaults
MeanReversionPortfolioDemo completed 2.29 original main defaults

Support classes (not standalone demos)

  • tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500
  • tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtils
  • tech.nmfin.algoquant.demo.model.infantino2010.TestData
  • tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategy
  • tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns
  • tech.nmfin.algoquant.demo.model.technical.DemoSupport
  • tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategy