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Explore quantitative models, their original research, measured demo outputs and reproduction steps. Each tutorial distinguishes the publication from the Java adaptation and records whether its calculation completed. Data sources vary by demo; read the data mode on each page.
Run 39114360151, generated 2026-10-18 09:18 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
| 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 |
tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtilstech.nmfin.algoquant.demo.model.infantino2010.TestDatatech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategytech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturnstech.nmfin.algoquant.demo.model.technical.DemoSupporttech.nmfin.algoquant.demo.model.tutorial.TutorialStrategy
These results demonstrate the public obfuscated AlgoQuant library and its example APIs. All prices and volumes in this earlier technical-demo report are deterministic synthetic data, not historical observations. Stock symbols label the example configurations. These numbers do not establish real-market profitability.
Verified run: GitHub Actions run 38997285630, executed 2026-10-17 03:03 UTC (October 16, 23:03 in New York). Source commit: b2d3241bb9de428f1e43ab9054d44479449c2bad; the later comment-only commit b55a1e3 preserves executable tokens. Environment: Ubuntu, Temurin Java 8, Maven 3.9.9, tech.nmfin:algoquant-dist:3.3.0-SNAPSHOT.
P&L is the library's raw monetary result, not a percentage return. Amounts across different currency configurations are not directly comparable. Values below are rounded; individual pages retain captured output.
| Demo | Label | NAV observations | Executions | P&L | Trade information ratio | Trade Omega |
|---|---|---|---|---|---|---|
| SMA2Demo010 | ^HSCE | 1580 | 65 | 1015.941925 | 4.671747 | Infinity |
| SMA2Demo011 | META | 846 | 35 | 531.903015 | 5.120161 | Infinity |
| SMA2Demo020 | XOM | 263 | 11 | 168.880699 | 4.956692 | Infinity |
| AccumulationDistributionLineDemo | AAPL | 1304 | 103 | 320.358462 | 1.018946 | 20.224689 |
| ChaikinMoneyFlowDemo | FCX | 232 | 16 | -12.479865 | -0.328490 | -0.562450 |
| SMA2DynamicDemo | 000001.SS | 65 | 1 | -1.667327 | not reported | NaN |
- Data-and-methodology explains price generation, event inputs and metric limitations.
- Reproduce-the-results provides setup and run commands.
- DemoSupport explains the shared helper (it is not a seventh trading strategy).
Infinity and NaN are preserved from the library output. They are not finite performance scores. In particular, the reported trade-level information ratio is not labeled as an annualized portfolio Sharpe ratio. A successful run checks execution and finite NAV, not statistical validity of every metric.
These pages record one verified run. They do not claim to update automatically after subsequent code or dependency changes.