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Technical tutorial run 20261017
Start with the tutorials. These numbers are incidental teaching outputs and are irrelevant to assessing investment performance.
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.