1Every benchmark book
18 main books of 96 trades and 42 small tie books. The benchmark columns (point, capital, past-date share, ledger gap, questions answered, hedge libraries) are the frozen benchmark results. The Shapley, removal, amber-term and main-book tie-set columns were computed after the benchmark. Column headings sort each table.
| Book | Trades | Point | Capital K | Past-date share | Ledger gap | Answered | Hedge libraries | Shapley A−B gap | Max SE, A / B | Removal short of K | Removal non-additivity | Amber term, largest desk move | Marginal set |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ordinary · 94101tier_m_ordinary_94101 | 96 | smooth | 105.39 | 72.1% | 1.3 × 10⁻¹⁶ | M D A H Q | 40/40 | 2.4% | 0.03% / 0.25% | 111.5% | 39.4% | – | single point |
| Ordinary · 94202tier_m_ordinary_94202 | 96 | smooth | 127.56 | 56.8% | 1.1 × 10⁻¹⁶ | M D A H Q | 40/40 | 1.8% | 0.03% / 0.22% | 35.4% | −21.5% | 0.14% | single point |
| Ordinary · 94303tier_m_ordinary_94303 | 96 | smooth | 76.42 | 49.0% | 1.9 × 10⁻¹⁶ | M D A H Q | 40/40 | 2.2% | 0.10% / 0.25% | 71.1% | 22.1% | 2.87% | single point |
| Nonlinear · 94101tier_m_nonlinear_94101 | 96 | smooth | 95.42 | 48.8% | 1.5 × 10⁻¹⁶ | M D A H Q | 40/40 | 2.8% | 0.03% / 0.25% | 68.6% | 19.8% | 2.56% | single point |
| Nonlinear · 94202tier_m_nonlinear_94202 | 96 | smooth | 94.27 | 57.7% | 1.5 × 10⁻¹⁶ | M D A H Q | 40/40 | 3.1% | 0.05% / 0.29% | 63.6% | 5.8% | 2.25% | single point |
| Nonlinear · 94303tier_m_nonlinear_94303 | 96 | smooth | 79.59 | 56.0% | 0 | M D A H Q | 40/40 | 2.0% | 0.05% / 0.22% | 57.7% | 1.8% | 2.11% | single point |
| Tail-difficult · 94101tier_m_tail_difficult_94101 | 96 | smooth | 454.17 | 91.9% | 1.3 × 10⁻¹⁶ | M D A H Q | 40/40 | 3.3% | 0.14% / 0.36% | 87.7% | −4.2% | – | single point |
| Tail-difficult · 94202tier_m_tail_difficult_94202 | 96 | smooth | 352.53 | 64.3% | 0 | M D A H Q | 40/40 | 4.3% | 0.04% / 0.29% | 73.8% | 9.5% | 2.40% | single point |
| Tail-difficult · 94303tier_m_tail_difficult_94303 | 96 | smooth | 311.01 | 75.1% | 0 | M D A H Q | 40/40 | 3.5% | 0.17% / 0.32% | 73.6% | −1.5% | – | single point |
| Regulatory near-tie · 94101tier_m_regulatory_near_tie_94101 | 96 | tie | 66.57 | no answer | 4.3 × 10⁻¹⁶ | D A H Q | 40/40 | 4.1% | 0.22% / 0.34% | 52.9% | 29.9% | – | construction fails |
| Regulatory near-tie · 94202tier_m_regulatory_near_tie_94202 | 96 | tie | 84.15 | no answer | 0 | D A H Q | 40/40 | 2.0% | 0.14% / 0.21% | 101.6% | 78.7% | 3.77% | exact set, 4 vertices, spread 6.7% of K |
| Regulatory near-tie · 94303tier_m_regulatory_near_tie_94303 | 96 | tie | 138.16 | no answer | 2.1 × 10⁻¹⁶ | D A H Q | 40/40 | 2.4% | 0.03% / 0.23% | 59.7% | 37.8% | 4.18% | construction fails |
| History-heavy · 94101tier_m_history_heavy_94101 | 96 | smooth | 67.88 | 98.6% | 0 | M D A H Q | 40/40 | 3.8% | 0.03% / 0.40% | 99.2% | 0.6% | – | single point |
| History-heavy · 94202tier_m_history_heavy_94202 | 96 | smooth | 84.37 | 95.3% | 0 | M D A H Q | 40/40 | 4.3% | 0.03% / 0.42% | 95.7% | 0.4% | – | single point |
| History-heavy · 94303tier_m_history_heavy_94303 | 96 | smooth | 107.54 | 94.0% | 1.3 × 10⁻¹⁶ | M D A H Q | 40/40 | 2.7% | 0.02% / 0.34% | 94.1% | 0.1% | – | single point |
| Held-out · 94101tier_m_held_out_94101 | 96 | smooth | 97.29 | 47.5% | 1.5 × 10⁻¹⁶ | M D A H Q | 40/40 | 4.2% | 0.05% / 0.30% | 50.5% | 3.0% | 2.18% | single point |
| Held-out · 94202tier_m_held_out_94202 | 96 | smooth | 93.62 | 21.0% | 1.5 × 10⁻¹⁶ | M D A H Q | 40/40 | 2.0% | 0.05% / 0.16% | 23.4% | 2.4% | 2.71% | single point |
| Held-out · 94303tier_m_held_out_94303 | 96 | tie | 99.76 | no answer | 0 | D A H Q | 40/40 | 4.4% | 2.76% / 2.76% | 54.6% | 12.9% | 4.40% | construction fails |
| Smooth control · 101tier_s_smooth_unique_euler_N10_101 | 10 | smooth control | 21.68 | – | 3.3 × 10⁻¹⁶ | M D A H | 23/40 | 14.9% | exact | 75.9% | 8.8% | – | single point |
| Smooth control · 202tier_s_smooth_unique_euler_N10_202 | 10 | smooth control | 11.51 | – | 0 | M D A H | 22/40 | 25.0% | exact | 177.5% | 57.0% | – | single point |
| Smooth control · 303tier_s_smooth_unique_euler_N10_303 | 10 | smooth control | 20.09 | – | 1.8 × 10⁻¹⁶ | M D A H | 29/40 | 17.8% | exact | 74.3% | 5.6% | 0.40% | single point |
| Smooth control · 101tier_s_smooth_unique_euler_N12_101 | 12 | smooth control | 13.95 | – | 3.8 × 10⁻¹⁶ | M D A H | 26/40 | 20.7% | exact | 215.5% | 94.6% | – | single point |
| Smooth control · 202tier_s_smooth_unique_euler_N12_202 | 12 | smooth control | 23.14 | – | 0 | M D A H | 29/40 | 12.5% | exact | 62.4% | −1.5% | – | single point |
| Smooth control · 303tier_s_smooth_unique_euler_N12_303 | 12 | smooth control | 28.89 | – | 0 | M D A H | 30/40 | 9.3% | exact | 54.6% | 0.6% | – | single point |
| Expected-shortfall tie · 101tier_s_es_boundary_tie_N10_101 | 10 | tie (kink) | 13.28 | – | 1.3 × 10⁻¹⁶ | M D A H | 28/40 | 23.2% | exact | 166.9% | 45.5% | – | exact set, 2 vertices |
| Expected-shortfall tie · 202tier_s_es_boundary_tie_N10_202 | 10 | tie (kink) | 13.99 | – | 1.3 × 10⁻¹⁶ | M D A H | 25/40 | 20.6% | exact | 123.1% | 12.8% | – | exact set, 2 vertices |
| Expected-shortfall tie · 303tier_s_es_boundary_tie_N10_303 | 10 | tie (kink) | 19.83 | – | 1.8 × 10⁻¹⁶ | M D A H | 28/40 | 13.4% | exact | 58.4% | −5.0% | – | exact set, 2 vertices |
| Expected-shortfall tie · 101tier_s_es_boundary_tie_N12_101 | 12 | tie (kink) | 19.43 | – | 3.7 × 10⁻¹⁶ | M D A H | 32/40 | 14.9% | exact | 93.0% | 7.2% | – | exact set, 2 vertices |
| Expected-shortfall tie · 202tier_s_es_boundary_tie_N12_202 | 12 | tie (kink) | 23.35 | – | 0 | M D A H | 26/40 | 12.7% | exact | 84.7% | 11.5% | – | exact set, 2 vertices |
| Expected-shortfall tie · 303tier_s_es_boundary_tie_N12_303 | 12 | tie (kink) | 17.25 | – | 4.1 × 10⁻¹⁶ | M D A H | 26/40 | 20.3% | exact | 115.9% | 12.5% | – | exact set, 2 vertices |
| Stress-ratio floor tie · 101tier_s_ratio_floor_tie_N10_101 | 10 | tie (kink) | 16.16 | – | 0 | M D A H | 22/40 | 12.6% | exact | 47.7% | −41.0% | – | exact set, 2 vertices |
| Stress-ratio floor tie · 202tier_s_ratio_floor_tie_N10_202 | 10 | tie (kink) | 20.40 | – | 1.7 × 10⁻¹⁶ | M D A H | 28/40 | 11.6% | exact | 44.4% | −18.2% | – | exact set, 2 vertices |
| Stress-ratio floor tie · 303tier_s_ratio_floor_tie_N10_303 | 10 | tie (kink) | 22.80 | – | 0 | M D A H | 26/40 | 15.4% | exact | 85.6% | 2.7% | – | exact set, 2 vertices |
| Stress-ratio floor tie · 101tier_s_ratio_floor_tie_N12_101 | 12 | tie (kink) | 20.06 | – | 1.8 × 10⁻¹⁶ | M D A H | 24/40 | 15.5% | exact | 98.7% | 47.2% | 2.91% | exact set, 2 vertices |
| Stress-ratio floor tie · 202tier_s_ratio_floor_tie_N12_202 | 12 | tie (kink) | 28.56 | – | 1.2 × 10⁻¹⁶ | M D A H | 19/40 | 14.4% | exact | 62.7% | 3.9% | 1.59% | exact set, 2 vertices |
| Stress-ratio floor tie · 303tier_s_ratio_floor_tie_N12_303 | 12 | tie (kink) | 18.51 | – | 3.8 × 10⁻¹⁶ | M D A H | 26/40 | 18.3% | exact | 117.7% | 15.4% | – | exact set, 2 vertices |
| Stress-ratio floor tie · 101tier_s_ratio_floor_tie_N14_101 | 14 | tie (kink) | 34.17 | – | 0 | M D A H | 27/40 | 48.8% | exact | 30.8% | 30.8% | 3.47% | exact set, 2 vertices |
| Stress-ratio floor tie · 202tier_s_ratio_floor_tie_N14_202 | 14 | tie (kink) | 19.25 | – | 0 | M D A H | 25/40 | 18.3% | exact | 107.4% | 18.0% | – | exact set, 2 vertices |
| Stress-ratio floor tie · 303tier_s_ratio_floor_tie_N14_303 | 14 | tie (kink) | 19.78 | – | 0 | M D A H | 27/40 | 17.2% | exact | 108.5% | 1.4% | – | exact set, 2 vertices |
| History-maximum tie · 101tier_s_history_max_tie_N10_101 | 10 | tie (kink) | 22.27 | – | 0 | M D A H | 26/40 | 79.7% | exact | 48.9% | 24.2% | 5.69% | exact set, 2 vertices |
| History-maximum tie · 202tier_s_history_max_tie_N10_202 | 10 | tie (kink) | 18.26 | – | 1.9 × 10⁻¹⁶ | M D A H | 27/40 | 20.1% | exact | 57.8% | 27.6% | – | exact set, 2 vertices |
| History-maximum tie · 303tier_s_history_max_tie_N10_303 | 10 | tie (kink) | 23.06 | – | 0 | M D A H | 20/40 | 25.1% | exact | 65.3% | 39.6% | 3.13% | exact set, 2 vertices |
| History-maximum tie · 101tier_s_history_max_tie_N12_101 | 12 | tie (kink) | 32.97 | – | 0 | M D A H | 25/40 | 27.9% | exact | 71.0% | 45.3% | 2.94% | exact set, 2 vertices |
| History-maximum tie · 202tier_s_history_max_tie_N12_202 | 12 | tie (kink) | 25.58 | – | 5.6 × 10⁻¹⁶ | M D A H | 25/40 | 42.6% | exact | 42.8% | −0.4% | – | exact set, 2 vertices |
| History-maximum tie · 303tier_s_history_max_tie_N12_303 | 12 | tie (kink) | 23.62 | – | 4.5 × 10⁻¹⁶ | M D A H | 21/40 | 15.9% | exact | 87.8% | 53.4% | – | exact set, 2 vertices |
| Default-risk tie · 101tier_s_drc_reachable_tie_N10_101 | 10 | tie (kink) | 22.27 | – | 1.6 × 10⁻¹⁶ | M D A H | 28/40 | 15.5% | exact | 70.9% | 11.3% | 2.32% | exact set, 2 vertices |
| Default-risk tie · 202tier_s_drc_reachable_tie_N10_202 | 10 | tie (kink) | 19.03 | – | 1.9 × 10⁻¹⁶ | M D A H | 24/40 | 16.9% | exact | 80.7% | 17.1% | – | exact set, 2 vertices |
| Default-risk tie · 303tier_s_drc_reachable_tie_N10_303 | 10 | tie (kink) | 19.31 | – | 0 | M D A H | 29/40 | 18.0% | exact | 79.8% | 6.8% | – | exact set, 2 vertices |
| Default-risk tie · 101tier_s_drc_reachable_tie_N12_101 | 12 | tie (kink) | 17.30 | – | 2.1 × 10⁻¹⁶ | M D A H | 21/40 | 15.7% | exact | 71.9% | 0.9% | – | exact set, 2 vertices |
| Default-risk tie · 202tier_s_drc_reachable_tie_N12_202 | 12 | tie (kink) | 20.64 | – | 0 | M D A H | 24/40 | 17.7% | exact | 97.9% | 12.5% | – | exact set, 2 vertices |
| Default-risk tie · 303tier_s_drc_reachable_tie_N12_303 | 12 | tie (kink) | 23.86 | – | 1.5 × 10⁻¹⁶ | M D A H | 26/40 | 12.3% | exact | 91.0% | 14.0% | – | exact set, 2 vertices |
| Final max/min tie · 101tier_s_final_minmax_tie_N10_101 | 10 | tie (kink) | 17.64 | – | 0 | M D A H | 27/40 | 16.4% | exact | −48.4% | −83.5% | 1.41% | exact set, 2 vertices |
| Final max/min tie · 202tier_s_final_minmax_tie_N10_202 | 10 | tie (kink) | 16.30 | – | 0 | M D A H | 27/40 | 18.6% | exact | 60.2% | 34.2% | 0.11% | exact set, 2 vertices |
| Final max/min tie · 303tier_s_final_minmax_tie_N10_303 | 10 | tie (kink) | 19.80 | – | 1.8 × 10⁻¹⁶ | M D A H | 28/40 | 21.9% | exact | 79.2% | 45.1% | 0.10% | exact set, 2 vertices |
| Final max/min tie · 101tier_s_final_minmax_tie_N12_101 | 12 | tie (kink) | 17.23 | – | 4.1 × 10⁻¹⁶ | M D A H | 24/40 | 18.8% | exact | 36.7% | 12.7% | 0.60% | exact set, 2 vertices |
| Final max/min tie · 202tier_s_final_minmax_tie_N12_202 | 12 | tie (kink) | 24.77 | – | 1.4 × 10⁻¹⁶ | M D A H | 28/40 | 17.0% | exact | 58.7% | 26.0% | 0.45% | exact set, 2 vertices |
| Final max/min tie · 303tier_s_final_minmax_tie_N12_303 | 12 | tie (kink) | 35.32 | – | 2.0 × 10⁻¹⁶ | M D A H | 26/40 | 30.3% | exact | 29.6% | 29.6% | 0.74% | exact set, 2 vertices |
| Final max/min tie · 101tier_s_final_minmax_tie_N14_101 | 14 | tie (kink) | 48.06 | – | 0 | M D A H | 33/40 | 35.1% | exact | −1.2% | −1.2% | 1.47% | exact set, 2 vertices |
| Final max/min tie · 202tier_s_final_minmax_tie_N14_202 | 14 | tie (kink) | 31.07 | – | 2.3 × 10⁻¹⁶ | M D A H | 32/40 | 39.9% | exact | 30.1% | 30.1% | 0.39% | exact set, 2 vertices |
| Final max/min tie · 303tier_s_final_minmax_tie_N14_303 | 14 | tie (kink) | 22.54 | – | 0 | M D A H | 30/40 | 17.3% | exact | 11.6% | −14.7% | 0.99% | exact set, 2 vertices |
What the columns mean
- Point
- Smooth: one marginal exists at today’s book. Tie: a node is tied there, so the marginal is a set; on tie books with a kink the benchmark built that set, and the smooth controls have none.
- Past-date share
- Capital on past observation dates over K, from the frozen remainder. The benchmark records it on the smooth main books; at a tie the marginal has no unique value, so there is no answer.
- Ledger gap
- Relative gap between the sum of the accounting ledger and K.
- Answered
- Questions the engine answers on the book: M marginal, D removal, A accounting, H origin, Q hedge choice. Coalition (Shapley) values have no answer on any book under the benchmark’s convention.
- Hedge libraries
- Action libraries whose every candidate lies inside the formula’s domain, over all libraries.
- Shapley A−B gap
- Largest per-trade difference between Shapley values under conventions A and B, over K. Exact on tie books, from 1,000 permutation pairs on main books.
- Max SE, A / B
- Largest standard error of any trade’s sampled Shapley value under each convention, over K. The standard error of the A−B difference itself was not recorded.
- Removal short of K
- (K − sum of removal effects) / K.
- Removal non-additivity
- (sum of today’s marginals − sum of removal effects) / K. At a tie, today’s marginal is the engine’s flagged element.
- Amber term
- Largest desk subtotal moved by the zero-sum amber-surcharge term, over K, where the term is non-zero.
- Marginal set
- The set of realisable marginals at today’s book, where it was constructed.
Download: books.csv · benchmark_cells.csv · shapley_books.csv · desk_shapley.csv
The second file gives every method’s status and error on every book and question.
2The 960-trade book after the benchmark
One synthetic book of 960 trades from the benchmark generator: marginal, removal, accounting and origin answers per trade, Shapley values under both conventions from 112 permutation pairs, and hedge choice in every action library.
Per trade
Per desk
| Desk | Status | Trades | Accounting | Marginal | Removal | Shapley A (exact) | Shapley B (exact) |
|---|---|---|---|---|---|---|---|
| D1 | green | 160 | 36.88 | 25.63 | 23.04 | 7.95 | 93.65 |
| D2 | green | 160 | 74.10 | 24.64 | 16.57 | 6.40 | 92.09 |
| D3 | green | 160 | 99.44 | 34.37 | 30.64 | 10.87 | 96.56 |
| D4 | amber | 160 | 105.22 | 42.41 | 31.84 | 10.86 | 96.56 |
| D5 | amber | 160 | 75.93 | 36.99 | 23.09 | 8.33 | 94.03 |
| D6 | ineligible | 160 | 253.50 | 190.44 | 173.33 | 172.74 | 172.18 |
Download: desk_shapley.csv
Hedge choice, 40 action libraries
| Library | Best action | Lowest K | Gap to second | Unique | Near tie scheduled | Top three | Outcome |
|---|---|---|---|---|---|---|---|
| 0 | 5 | 551.10 | 3.33% | yes | yes | 5 4 3 | answered |
| 1 | 5 | 475.30 | 3.60% | yes | no | 5 2 7 | answered |
| 2 | 3 | 449.72 | 1.46% | yes | no | 3 4 5 | answered |
| 3 | 4 | 451.18 | 13.98% | yes | yes | 4 6 3 | answered |
| 4 | 3 | 522.40 | 0.72% | yes | no | 3 7 6 | answered |
| 5 | 7 | 572.55 | 1.30% | yes | no | 7 6 3 | answered |
| 6 | 6 | 575.24 | 4.30% | yes | yes | 6 5 3 | answered |
| 7 | 3 | 472.95 | 27.51% | yes | no | 3 7 1 | answered |
| 8 | 4 | 429.08 | 40.20% | yes | no | 4 5 7 | answered |
| 9 | 2 | 445.92 | 18.23% | yes | yes | 2 4 6 | answered |
| 10 | 4 | 499.21 | 6.92% | yes | no | 4 6 2 | answered |
| 11 | 3 | 502.21 | 9.60% | yes | no | 3 2 4 | answered |
| 12 | 3 | 545.65 | 1.02% | yes | yes | 3 6 2 | answered |
| 13 | 2 | 441.29 | 37.26% | yes | no | 2 3 1 | answered |
| 14 | 3 | 423.29 | 28.09% | yes | no | 3 4 6 | answered |
| 15 | 5 | 534.86 | 0.40% | yes | yes | 5 7 6 | answered |
| 16 | 1 | 641.69 | 0.53% | yes | no | 1 0 6 | answered |
| 17 | 6 | 543.58 | 3.74% | yes | no | 6 5 3 | answered |
| 18 | 2 | 603.83 | 0.32% | yes | yes | 2 6 7 | answered |
| 19 | 7 | 513.36 | 7.25% | yes | no | 7 6 4 | answered |
| 20 | 3 | 556.74 | 1.24% | yes | no | 3 4 7 | answered |
| 21 | 4 | 543.13 | 1.39% | yes | yes | 4 3 5 | answered |
| 22 | 6 | 511.31 | 0.77% | yes | no | 6 3 4 | answered |
| 23 | 2 | 432.05 | 14.25% | yes | no | 2 4 6 | answered |
| 24 | 3 | 545.51 | 6.85% | yes | yes | 3 5 2 | answered |
| 25 | 5 | 526.21 | 10.73% | yes | no | 5 3 4 | answered |
| 26 | 6 | 483.19 | 9.36% | yes | no | 6 7 5 | answered |
| 27 | 5 | 547.20 | 6.64% | yes | yes | 5 2 7 | answered |
| 28 | 3 | 537.07 | 1.06% | yes | no | 3 2 4 | answered |
| 29 | 6 | 534.27 | 0.67% | yes | no | 6 5 7 | answered |
| 30 | 3 | 573.44 | 0.77% | yes | yes | 3 7 6 | answered |
| 31 | 4 | 427.24 | 5.44% | yes | no | 4 2 5 | answered |
| 32 | 2 | 412.27 | 15.25% | yes | no | 2 7 3 | answered |
| 33 | 2 | 552.18 | 5.91% | yes | yes | 2 5 4 | answered |
| 34 | 5 | 517.62 | 6.73% | yes | no | 5 7 2 | answered |
| 35 | 7 | 609.43 | 0.94% | yes | no | 7 4 1 | answered |
| 36 | 3 | 469.05 | 11.88% | yes | yes | 3 4 2 | answered |
| 37 | 3 | 491.91 | 1.75% | yes | no | 3 5 4 | answered |
| 38 | 7 | 410.08 | 13.77% | yes | no | 7 3 4 | answered |
| 39 | 4 | 582.62 | 2.68% | yes | yes | 4 2 1 | answered |
Download: q_libraries.csv
Origin ledger
57,600 entries, one per (observation date, trade) position; summed over dates they give the origin column of the per-trade table.
3The audited book
The ordinary main book with seed 94101 (capital 105.39), answered in the same way after the benchmark, with Shapley values from 4,000 permutation pairs. These are an independent run from the 1,000-pair values in the table of every book and in the per-trade files of section 4.
Per trade
Per desk
| Desk | Status | Trades | Accounting | Marginal | Removal | Shapley A (exact) | Shapley B (exact) |
|---|---|---|---|---|---|---|---|
| D1 | green | 16 | 12.90 | 0.25 | 0.09 | 0.19 | 4.59 |
| D2 | green | 16 | 11.41 | 0.33 | 0.37 | 0.38 | 17.76 |
| D3 | green | 16 | 1.61 | 0.19 | 0.18 | 0.22 | 17.60 |
| D4 | amber | 16 | 30.51 | 0.65 | 0.40 | 0.52 | 17.90 |
| D5 | amber | 16 | 4.42 | 0.08 | 0.07 | 0.13 | 17.50 |
| D6 | ineligible | 16 | 44.53 | 27.91 | 27.71 | 27.98 | 30.04 |
Download: desk_shapley.csv
Hedge choice, 40 action libraries
| Library | Best action | Lowest K | Gap to second | Unique | Near tie scheduled | Top three | Outcome |
|---|---|---|---|---|---|---|---|
| 0 | 4 | 92.48 | 4.20% | yes | yes | 4 2 3 | answered |
| 1 | 4 | 92.70 | 2.96% | yes | no | 4 3 6 | answered |
| 2 | 4 | 86.49 | 15.90% | yes | no | 4 2 7 | answered |
| 3 | 2 | 101.61 | 3.71% | yes | yes | 2 1 0 | answered |
| 4 | 4 | 88.32 | 7.16% | yes | no | 4 2 6 | answered |
| 5 | 4 | 94.87 | 11.09% | yes | no | 4 1 0 | answered |
| 6 | 5 | 93.56 | 1.24% | yes | yes | 5 6 4 | answered |
| 7 | 5 | 82.05 | 1.00% | yes | no | 5 4 7 | answered |
| 8 | 4 | 97.97 | 0.35% | yes | no | 4 3 5 | answered |
| 9 | 3 | 91.02 | 0.33% | yes | yes | 3 7 6 | answered |
| 10 | 4 | 96.63 | 1.97% | yes | no | 4 7 2 | answered |
| 11 | 3 | 99.45 | 2.75% | yes | no | 3 4 5 | answered |
| 12 | 2 | 97.59 | 6.97% | yes | yes | 2 5 1 | answered |
| 13 | 4 | 72.25 | 36.03% | yes | no | 4 2 3 | answered |
| 14 | 6 | 96.77 | 1.41% | yes | no | 6 3 2 | answered |
| 15 | 3 | 90.57 | 3.52% | yes | yes | 3 6 4 | answered |
| 16 | 6 | 91.48 | 14.74% | yes | no | 6 3 1 | answered |
| 17 | 4 | 68.99 | 44.52% | yes | no | 4 2 5 | answered |
| 18 | 2 | 104.28 | 1.06% | yes | yes | 2 1 0 | answered |
| 19 | 5 | 96.46 | 2.43% | yes | no | 5 2 1 | answered |
| 20 | 2 | 91.60 | 5.09% | yes | no | 2 4 3 | answered |
| 21 | 4 | 89.85 | 11.86% | yes | yes | 4 5 2 | answered |
| 22 | 6 | 83.65 | 9.02% | yes | no | 6 2 5 | answered |
| 23 | 4 | 88.53 | 1.13% | yes | no | 4 6 3 | answered |
| 24 | 6 | 95.23 | 3.35% | yes | yes | 6 4 1 | answered |
| 25 | 5 | 88.57 | 2.80% | yes | no | 5 3 7 | answered |
| 26 | 5 | 83.75 | 15.46% | yes | no | 5 6 4 | answered |
| 27 | 2 | 88.67 | 0.29% | yes | yes | 2 7 3 | answered |
| 28 | 6 | 78.91 | 12.94% | yes | no | 6 2 5 | answered |
| 29 | 5 | 99.28 | 1.84% | yes | no | 5 2 6 | answered |
| 30 | 5 | 76.68 | 12.51% | yes | yes | 5 3 7 | answered |
| 31 | 5 | 94.02 | 3.03% | yes | no | 5 4 2 | answered |
| 32 | 2 | 84.44 | 1.22% | yes | no | 2 4 3 | answered |
| 33 | 5 | 70.31 | 32.88% | yes | yes | 5 3 4 | answered |
| 34 | 2 | 78.21 | 7.53% | yes | no | 2 7 6 | answered |
| 35 | 3 | 74.82 | 23.97% | yes | no | 3 6 2 | answered |
| 36 | 6 | 95.39 | 2.68% | yes | yes | 6 3 4 | answered |
| 37 | 4 | 76.97 | 22.29% | yes | no | 4 2 3 | answered |
| 38 | 4 | 91.74 | 10.79% | yes | no | 4 6 1 | answered |
| 39 | 5 | 97.89 | 7.66% | yes | yes | 5 1 0 | answered |
Download: q_libraries.csv
Origin ledger
5,760 entries, one per (observation date, trade) position.
4Per-trade files, every book after the benchmark
For each of the 60 books: the accounting share, marginal, removal effect and Shapley values under both conventions per trade; removal effects under both conventions with domain walls; and, where the amber term is non-zero, its entry per trade. Per-date origin ledgers were kept for the two books above only.
Show all 60 books
| Book | Per trade | Removal, per trade | Amber term, per trade |
|---|---|---|---|
| Ordinary · 94101tier_m_ordinary_94101 | answers and Shapley values | removal effects | – |
| Ordinary · 94202tier_m_ordinary_94202 | answers and Shapley values | removal effects | amber term |
| Ordinary · 94303tier_m_ordinary_94303 | answers and Shapley values | removal effects | amber term |
| Nonlinear · 94101tier_m_nonlinear_94101 | answers and Shapley values | removal effects | amber term |
| Nonlinear · 94202tier_m_nonlinear_94202 | answers and Shapley values | removal effects | amber term |
| Nonlinear · 94303tier_m_nonlinear_94303 | answers and Shapley values | removal effects | amber term |
| Tail-difficult · 94101tier_m_tail_difficult_94101 | answers and Shapley values | removal effects | – |
| Tail-difficult · 94202tier_m_tail_difficult_94202 | answers and Shapley values | removal effects | amber term |
| Tail-difficult · 94303tier_m_tail_difficult_94303 | answers and Shapley values | removal effects | – |
| Regulatory near-tie · 94101tier_m_regulatory_near_tie_94101 | answers and Shapley values | removal effects | – |
| Regulatory near-tie · 94202tier_m_regulatory_near_tie_94202 | answers and Shapley values | removal effects | amber term |
| Regulatory near-tie · 94303tier_m_regulatory_near_tie_94303 | answers and Shapley values | removal effects | amber term |
| History-heavy · 94101tier_m_history_heavy_94101 | answers and Shapley values | removal effects | – |
| History-heavy · 94202tier_m_history_heavy_94202 | answers and Shapley values | removal effects | – |
| History-heavy · 94303tier_m_history_heavy_94303 | answers and Shapley values | removal effects | – |
| Held-out · 94101tier_m_held_out_94101 | answers and Shapley values | removal effects | amber term |
| Held-out · 94202tier_m_held_out_94202 | answers and Shapley values | removal effects | amber term |
| Held-out · 94303tier_m_held_out_94303 | answers and Shapley values | removal effects | amber term |
| Smooth control · 101tier_s_smooth_unique_euler_N10_101 | answers and Shapley values | removal effects | – |
| Smooth control · 202tier_s_smooth_unique_euler_N10_202 | answers and Shapley values | removal effects | – |
| Smooth control · 303tier_s_smooth_unique_euler_N10_303 | answers and Shapley values | removal effects | amber term |
| Smooth control · 101tier_s_smooth_unique_euler_N12_101 | answers and Shapley values | removal effects | – |
| Smooth control · 202tier_s_smooth_unique_euler_N12_202 | answers and Shapley values | removal effects | – |
| Smooth control · 303tier_s_smooth_unique_euler_N12_303 | answers and Shapley values | removal effects | – |
| Expected-shortfall tie · 101tier_s_es_boundary_tie_N10_101 | answers and Shapley values | removal effects | – |
| Expected-shortfall tie · 202tier_s_es_boundary_tie_N10_202 | answers and Shapley values | removal effects | – |
| Expected-shortfall tie · 303tier_s_es_boundary_tie_N10_303 | answers and Shapley values | removal effects | – |
| Expected-shortfall tie · 101tier_s_es_boundary_tie_N12_101 | answers and Shapley values | removal effects | – |
| Expected-shortfall tie · 202tier_s_es_boundary_tie_N12_202 | answers and Shapley values | removal effects | – |
| Expected-shortfall tie · 303tier_s_es_boundary_tie_N12_303 | answers and Shapley values | removal effects | – |
| Stress-ratio floor tie · 101tier_s_ratio_floor_tie_N10_101 | answers and Shapley values | removal effects | – |
| Stress-ratio floor tie · 202tier_s_ratio_floor_tie_N10_202 | answers and Shapley values | removal effects | – |
| Stress-ratio floor tie · 303tier_s_ratio_floor_tie_N10_303 | answers and Shapley values | removal effects | – |
| Stress-ratio floor tie · 101tier_s_ratio_floor_tie_N12_101 | answers and Shapley values | removal effects | amber term |
| Stress-ratio floor tie · 202tier_s_ratio_floor_tie_N12_202 | answers and Shapley values | removal effects | amber term |
| Stress-ratio floor tie · 303tier_s_ratio_floor_tie_N12_303 | answers and Shapley values | removal effects | – |
| Stress-ratio floor tie · 101tier_s_ratio_floor_tie_N14_101 | answers and Shapley values | removal effects | amber term |
| Stress-ratio floor tie · 202tier_s_ratio_floor_tie_N14_202 | answers and Shapley values | removal effects | – |
| Stress-ratio floor tie · 303tier_s_ratio_floor_tie_N14_303 | answers and Shapley values | removal effects | – |
| History-maximum tie · 101tier_s_history_max_tie_N10_101 | answers and Shapley values | removal effects | amber term |
| History-maximum tie · 202tier_s_history_max_tie_N10_202 | answers and Shapley values | removal effects | – |
| History-maximum tie · 303tier_s_history_max_tie_N10_303 | answers and Shapley values | removal effects | amber term |
| History-maximum tie · 101tier_s_history_max_tie_N12_101 | answers and Shapley values | removal effects | amber term |
| History-maximum tie · 202tier_s_history_max_tie_N12_202 | answers and Shapley values | removal effects | – |
| History-maximum tie · 303tier_s_history_max_tie_N12_303 | answers and Shapley values | removal effects | – |
| Default-risk tie · 101tier_s_drc_reachable_tie_N10_101 | answers and Shapley values | removal effects | amber term |
| Default-risk tie · 202tier_s_drc_reachable_tie_N10_202 | answers and Shapley values | removal effects | – |
| Default-risk tie · 303tier_s_drc_reachable_tie_N10_303 | answers and Shapley values | removal effects | – |
| Default-risk tie · 101tier_s_drc_reachable_tie_N12_101 | answers and Shapley values | removal effects | – |
| Default-risk tie · 202tier_s_drc_reachable_tie_N12_202 | answers and Shapley values | removal effects | – |
| Default-risk tie · 303tier_s_drc_reachable_tie_N12_303 | answers and Shapley values | removal effects | – |
| Final max/min tie · 101tier_s_final_minmax_tie_N10_101 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 202tier_s_final_minmax_tie_N10_202 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 303tier_s_final_minmax_tie_N10_303 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 101tier_s_final_minmax_tie_N12_101 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 202tier_s_final_minmax_tie_N12_202 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 303tier_s_final_minmax_tie_N12_303 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 101tier_s_final_minmax_tie_N14_101 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 202tier_s_final_minmax_tie_N14_202 | answers and Shapley values | removal effects | amber term |
| Final max/min tie · 303tier_s_final_minmax_tie_N14_303 | answers and Shapley values | removal effects | amber term |
5Multiplier and history sweep after the benchmark
Median past-date share over the main books that are smooth at each grid point (their number in brackets), for five ways of generating past positions and five multipliers. The benchmark uses the benchmark history at multiplier 1.5. The noise processes scale each past position by a log-normal factor; the random walk makes the past positions persistent over dates with the same average log-variance as σ 0.10.
| History process | Multiplier 1 | Multiplier 1.25 | Multiplier 1.5 | Multiplier 1.75 | Multiplier 2 |
|---|---|---|---|---|---|
| Benchmark history | 52% | 55% | 61% | 63% | 65% |
| Log-normal noise, σ 0.05 | 51% | 54% | 56% | 63% | 64% |
| Log-normal noise, σ 0.10 | 52% | 55% | 61% | 63% | 65% |
| Log-normal noise, σ 0.20 | 53% | 56% | 62% | 64% | 66% |
| Random walk | 53% | 56% | 58% | 64% | 66% |
Every book at every grid point
Download: sweep_points.csv · sweep_grid.csv · sweep_book_range.csv · sweep_reproduction.csv
6Finite-difference check of the origin ledger after the benchmark
Largest normalised difference between the origin ledger and central finite differences on each smooth main book (60 dates × 96 trades), and the number of positions above , at two relative steps.
| Book | Positions | Largest error, step 10⁻⁶ | Above 10⁻⁸, step 10⁻⁶ | Largest error, step 10⁻⁴ | Above 10⁻⁸, step 10⁻⁴ | Rebuilt K − frozen K |
|---|---|---|---|---|---|---|
| Ordinary · 94101 | 5,760 | 1.8 × 10⁻¹⁰ | 0 | 2.1 × 10⁻⁶ | 18 | 1.4 × 10⁻¹⁴ |
| Ordinary · 94202 | 5,760 | 1.7 × 10⁻¹⁰ | 0 | 3.7 × 10⁻⁶ | 7 | 0 |
| Ordinary · 94303 | 5,760 | 8.1 × 10⁻¹⁰ | 0 | 8.9 × 10⁻⁷ | 26 | 0 |
| Nonlinear · 94101 | 5,760 | 1.5 × 10⁻¹⁰ | 0 | 6.2 × 10⁻⁶ | 42 | 0 |
| Nonlinear · 94202 | 5,760 | 1.2 × 10⁻¹⁰ | 0 | 2.5 × 10⁻⁶ | 19 | 0 |
| Nonlinear · 94303 | 5,760 | 1.3 × 10⁻¹⁰ | 0 | 8.7 × 10⁻⁷ | 37 | 0 |
| Tail-difficult · 94101 | 5,760 | 5.4 × 10⁻⁸ | 3 | 3.9 × 10⁻⁶ | 33 | 0 |
| Tail-difficult · 94202 | 5,760 | 3.1 × 10⁻⁶ | 6 | 5.4 × 10⁻⁶ | 37 | 0 |
| Tail-difficult · 94303 | 5,760 | 1.7 × 10⁻¹⁰ | 0 | 2.4 × 10⁻⁶ | 6 | 0 |
| History-heavy · 94101 | 5,760 | 1.9 × 10⁻¹⁰ | 0 | 7.9 × 10⁻⁶ | 23 | 0 |
| History-heavy · 94202 | 5,760 | 1.7 × 10⁻¹⁰ | 0 | 1.9 × 10⁻³ | 24 | 0 |
| History-heavy · 94303 | 5,760 | 1.4 × 10⁻¹⁰ | 0 | 4.1 × 10⁻⁵ | 39 | 0 |
| Held-out · 94101 | 5,760 | 6.1 × 10⁻⁷ | 1 | 3.0 × 10⁻⁵ | 114 | 0 |
| Held-out · 94202 | 5,760 | 1.1 × 10⁻¹⁰ | 0 | 1.1 × 10⁻⁵ | 25 | 0 |
Download: fd_books.csv
7Tie sets on the main books after the benchmark
The 4 main books at a tie, with the tied nodes and the smallest margin of a stress-ratio node on today’s book.
| Book | Capital K | Tied nodes | Smallest stress-ratio margin today | Marginal set |
|---|---|---|---|---|
| Regulatory near-tie · 94101 | 66.57 | HIST/C_A | G/0: 1.2 × 10⁻¹⁶ (floor active) | construction fails: probe gradients fall outside the constructed set |
| Regulatory near-tie · 94202 | 84.15 | G/2, HIST/C_A | G/2: 0 (tie) | exact set: 4 vertices, dimension 2, largest spread 6.7% of K |
| Regulatory near-tie · 94303 | 138.16 | HIST/C_A | G/3: 1.5 × 10⁻¹⁶ (floor active) | construction fails: probe gradients fall outside the constructed set |
| Held-out · 94303 | 99.76 | G/4 | G/4: 0 (tie) | construction fails: a vertex is reached by no probe direction |
Vertices of the marginal set, regulatory near-tie book 94202, per trade
| Trade | Vertex 0 | Vertex 1 | Vertex 2 | Vertex 3 | Spread |
|---|---|---|---|---|---|
| 0 | −0.6502 | −0.5389 | −0.6502 | −0.5389 | 0.1113 |
| 1 | −8.1837 | −8.0643 | −8.0760 | −8.0616 | 0.1221 |
| 2 | −3.5372 | −2.1036 | −3.5372 | −2.1036 | 1.4335 |
| 3 | −4.2437 | −3.8005 | −4.2368 | −3.8003 | 0.4434 |
| 4 | 6.4409 | 0.8373 | 6.4409 | 0.8373 | 5.6036 |
| 5 | 5.4681 | 5.4956 | 5.4627 | 5.4954 | 0.0329 |
| 6 | 2.3576 | 1.9486 | 2.3576 | 1.9486 | 0.4090 |
| 7 | 0.6884 | 0.2692 | 0.6884 | 0.2692 | 0.4192 |
| 8 | 1.8908 | 0.9997 | 1.8908 | 0.9997 | 0.8910 |
| 9 | 3.9302 | 0.9208 | 3.9302 | 0.9208 | 3.0094 |
| 10 | 4.4517 | 3.2975 | 4.4517 | 3.2975 | 1.1542 |
| 11 | 1.0167 | 0.5383 | 1.0167 | 0.5383 | 0.4784 |
| 12 | −4.3489 | −3.9634 | −4.3489 | −3.9634 | 0.3855 |
| 13 | −2.1078 | −1.2944 | −2.1078 | −1.2944 | 0.8134 |
| 14 | 3.3907 | 2.1576 | 3.3907 | 2.1576 | 1.2331 |
| 15 | 2.4423 | 1.8339 | 2.2976 | 1.8303 | 0.6119 |
| 16 | 4.3478 | 2.7905 | 4.2691 | 2.7886 | 1.5592 |
| 17 | −2.7295 | −1.1141 | −2.7295 | −1.1141 | 1.6155 |
| 18 | −1.5595 | −0.3538 | −1.5595 | −0.3538 | 1.2057 |
| 19 | 1.2789 | 0.7780 | 1.2789 | 0.7780 | 0.5009 |
| 20 | −0.6430 | −0.3828 | −0.6430 | −0.3828 | 0.2602 |
| 21 | −0.4419 | −0.4925 | −0.4419 | −0.4925 | 0.0506 |
| 22 | 0.9852 | 0.5096 | 0.9852 | 0.5096 | 0.4757 |
| 23 | 3.3084 | 1.4294 | 3.3084 | 1.4294 | 1.8789 |
| 24 | −1.7885 | −0.7874 | −1.7294 | −0.7859 | 1.0026 |
| 25 | −5.5732 | −4.4286 | −5.5732 | −4.4286 | 1.1446 |
| 26 | −0.9230 | −0.6123 | −0.9273 | −0.6124 | 0.3150 |
| 27 | −0.1583 | −1.6786 | −0.1583 | −1.6786 | 1.5203 |
| 28 | 1.7145 | 1.0412 | 1.7145 | 1.0412 | 0.6733 |
| 29 | 2.0985 | 0.8511 | 2.0985 | 0.8511 | 1.2475 |
| 30 | −0.6181 | −0.2808 | −0.6181 | −0.2808 | 0.3373 |
| 31 | −1.7234 | −0.5548 | −1.7234 | −0.5548 | 1.1685 |
| 32 | −1.2527 | −0.7765 | −1.2527 | −0.7765 | 0.4762 |
| 33 | 0.5417 | 0.9434 | 0.5417 | 0.9434 | 0.4017 |
| 34 | −0.3553 | −0.9736 | −0.3525 | −0.9735 | 0.6211 |
| 35 | −2.6612 | −1.4930 | −2.6612 | −1.4930 | 1.1682 |
| 36 | 0.5267 | 0.4882 | 0.5267 | 0.4882 | 0.0385 |
| 37 | 2.6727 | 1.4761 | 2.6727 | 1.4761 | 1.1966 |
| 38 | 3.1923 | 1.0814 | 3.1923 | 1.0814 | 2.1109 |
| 39 | −0.8580 | −0.5211 | −0.8580 | −0.5211 | 0.3369 |
| 40 | −0.0268 | −0.4735 | −0.0243 | −0.4734 | 0.4492 |
| 41 | 0.3982 | 0.4698 | 0.3929 | 0.4697 | 0.0770 |
| 42 | 8.2637 | 7.4782 | 8.2637 | 7.4782 | 0.7855 |
| 43 | 3.4676 | 0.7793 | 3.4687 | 0.7793 | 2.6894 |
| 44 | 3.7618 | 3.2030 | 3.7618 | 3.2030 | 0.5589 |
| 45 | 0.9333 | 0.5588 | 0.9333 | 0.5588 | 0.3745 |
| 46 | 2.2262 | 1.0434 | 2.2262 | 1.0434 | 1.1828 |
| 47 | 0.6124 | 0.5894 | 0.6078 | 0.5893 | 0.0231 |
| 48 | 6.2839 | 6.4145 | 6.2839 | 6.4145 | 0.1306 |
| 49 | 1.0466 | 0.4933 | 1.0466 | 0.4933 | 0.5533 |
| 50 | 1.2004 | 1.1549 | 1.1863 | 1.1545 | 0.0459 |
| 51 | −1.4507 | −0.9618 | −1.4492 | −0.9617 | 0.4890 |
| 52 | 1.9157 | 1.1656 | 1.9157 | 1.1656 | 0.7501 |
| 53 | −0.4277 | −0.6727 | −0.4277 | −0.6727 | 0.2450 |
| 54 | 1.9617 | 1.4237 | 1.9617 | 1.4237 | 0.5381 |
| 55 | 0.5704 | 0.5341 | 0.5731 | 0.5342 | 0.0390 |
| 56 | 1.9013 | 1.0555 | 1.8954 | 1.0553 | 0.8459 |
| 57 | 3.5520 | 1.2625 | 3.5520 | 1.2625 | 2.2896 |
| 58 | −3.9785 | −1.7384 | −3.9785 | −1.7384 | 2.2401 |
| 59 | 1.8966 | 0.7349 | 1.8966 | 0.7349 | 1.1617 |
| 60 | 1.4230 | 1.0623 | 1.4230 | 1.0623 | 0.3606 |
| 61 | 1.0601 | 0.8318 | 1.0601 | 0.8318 | 0.2283 |
| 62 | 1.7223 | 1.0016 | 1.7250 | 1.0017 | 0.7234 |
| 63 | −0.2095 | −0.3784 | −0.2095 | −0.3784 | 0.1688 |
| 64 | −0.7446 | −0.6419 | −0.7446 | −0.6419 | 0.1028 |
| 65 | −1.4439 | −0.3299 | −1.4439 | −0.3299 | 1.1140 |
| 66 | 11.0858 | 6.9778 | 11.0858 | 6.9778 | 4.1080 |
| 67 | 1.9360 | 1.1935 | 1.9360 | 1.1935 | 0.7425 |
| 68 | 1.6163 | 0.7583 | 1.6163 | 0.7583 | 0.8580 |
| 69 | 3.0611 | 1.4293 | 3.0611 | 1.4293 | 1.6318 |
| 70 | 2.3845 | 0.8117 | 2.3939 | 0.8119 | 1.5822 |
| 71 | 1.6181 | 0.8842 | 1.6080 | 0.8839 | 0.7341 |
| 72 | 0.5411 | 0.7217 | 0.5411 | 0.7217 | 0.1806 |
| 73 | −2.3166 | −1.0971 | −2.3166 | −1.0971 | 1.2195 |
| 74 | −1.2575 | −0.6770 | −1.2526 | −0.6768 | 0.5806 |
| 75 | 0.4539 | 0.4754 | 0.4539 | 0.4754 | 0.0215 |
| 76 | −2.6193 | −1.0958 | −2.6193 | −1.0958 | 1.5235 |
| 77 | 1.2348 | 0.4683 | 1.2348 | 0.4683 | 0.7665 |
| 78 | −4.0421 | −3.3431 | −4.0863 | −3.3442 | 0.7432 |
| 79 | 1.9264 | 1.1099 | 1.9272 | 1.1099 | 0.8173 |
| 80 | 2.0869 | 0.9257 | 2.1569 | 0.9274 | 1.2312 |
| 81 | 3.5323 | 1.6807 | 3.5323 | 1.6807 | 1.8516 |
| 82 | 1.2539 | 0.7159 | 1.2489 | 0.7158 | 0.5382 |
| 83 | 2.5721 | 1.8211 | 2.5721 | 1.8211 | 0.7510 |
| 84 | 1.2533 | 0.4807 | 1.1512 | 0.4782 | 0.7752 |
| 85 | −1.3637 | −0.7774 | −1.2177 | −0.7737 | 0.5900 |
| 86 | 1.9268 | 0.7621 | 1.9268 | 0.7621 | 1.1647 |
| 87 | 7.9176 | 6.4513 | 7.9176 | 6.4513 | 1.4662 |
| 88 | 3.5723 | 3.3023 | 3.5622 | 3.3021 | 0.2702 |
| 89 | −5.0762 | −4.4140 | −5.0642 | −4.4137 | 0.6625 |
| 90 | −1.6687 | −0.3810 | −1.6687 | −0.3810 | 1.2877 |
| 91 | 1.2249 | 0.6110 | 1.2249 | 0.6110 | 0.6139 |
| 92 | −1.8829 | −1.7763 | −1.8829 | −1.7763 | 0.1066 |
| 93 | 1.0379 | 1.1272 | 1.0379 | 1.1272 | 0.0893 |
| 94 | 5.2427 | 3.8021 | 5.2427 | 3.8021 | 1.4406 |
| 95 | 2.6008 | 1.0997 | 2.6050 | 1.0998 | 1.5053 |
Download: tier_m_regulatory_near_tie_94202_vertices.csv · tieset_main.csv
8Certified selective repricing
Largest absolute difference from the exact engine’s marginal and origin allocations on each option book where certification applies.
| Book | Status | Marginal vs exact | Origin vs exact | Bit-identical | Certificate radius |
|---|---|---|---|---|---|
| F1 Favourable Convex 1-D · 94501 | certified | 0 | 0 | yes | 8.2 × 10⁻¹² |
| F1 Favourable Convex 1-D · 94502 | certified | 1.1 × 10⁻¹⁶ | 1.1 × 10⁻¹⁶ | no | 8.7 × 10⁻¹² |
| F1 Favourable Convex 1-D · 94503 | certified | 2.2 × 10⁻¹⁶ | 2.2 × 10⁻¹⁶ | no | 8.7 × 10⁻¹² |
| F2 Nonlinear 1-D · 94501 | certified | 1.4 × 10⁻¹⁷ | 1.4 × 10⁻¹⁷ | no | 7.1 × 10⁻¹² |
| F2 Nonlinear 1-D · 94502 | certified | 2.8 × 10⁻¹⁷ | 2.8 × 10⁻¹⁷ | no | 9.3 × 10⁻¹² |
| F2 Nonlinear 1-D · 94503 | certified | 2.2 × 10⁻¹⁶ | 2.2 × 10⁻¹⁶ | no | 7.9 × 10⁻¹² |
| F3 Multivariate B4 · 94501 | na | not applicable: family F3_MULTIVARIATE_B4 expensive kind 'basket_mf' is not in O3's frozen CERTIFIABLE_STYLES ('american',) | |||
| F3 Multivariate B4 · 94502 | na | not applicable: family F3_MULTIVARIATE_B4 expensive kind 'basket_mf' is not in O3's frozen CERTIFIABLE_STYLES ('american',) | |||
| F3 Multivariate B4 · 94503 | na | not applicable: family F3_MULTIVARIATE_B4 expensive kind 'basket_mf' is not in O3's frozen CERTIFIABLE_STYLES ('american',) | |||
| F4 Nonconvex Abstention · 94501 | na | not applicable: family F4_NONCONVEX_ABSTENTION expensive kind 'barrier' is not in O3's frozen CERTIFIABLE_STYLES ('american',) | |||
| F4 Nonconvex Abstention · 94502 | na | not applicable: family F4_NONCONVEX_ABSTENTION expensive kind 'barrier' is not in O3's frozen CERTIFIABLE_STYLES ('american',) | |||
| F4 Nonconvex Abstention · 94503 | na | not applicable: family F4_NONCONVEX_ABSTENTION expensive kind 'barrier' is not in O3's frozen CERTIFIABLE_STYLES ('american',) | |||
Download: option_books.csv
9Files and SHA-256
164 files are the frozen result files of the post-review analyses, unchanged, with the SHA-256 recorded when they were frozen. The tables under tables/ collect per-book values from the frozen benchmark and post-review files named below.
All 173 files
| File | Kind | Rows | Size | SHA-256 |
|---|---|---|---|---|
| fm2/fm2_books.csv | frozen | 60 | 22 kB | fc003a7f498b72475d15709b2afb16b32be366d2f6555b143004dd827abf66f7 |
| fm2/fm2_trades_tier_m_held_out_94101.csv | frozen | 96 | 11 kB | bbb08760097980f18cab8cd1fe962f0e0d81d93afb2ed0d3e5ca46dd3829e8f5 |
| fm2/fm2_trades_tier_m_held_out_94202.csv | frozen | 96 | 11 kB | e03d292fdd004f2f83c40c10be7b5750eeca07d5cdc9c996f6180f2fdaf4f3eb |
| fm2/fm2_trades_tier_m_held_out_94303.csv | frozen | 96 | 11 kB | 53645312bc70e7a9fd5e279a15f574b6fed3daf09ef1b14e97dd69f851e29676 |
| fm2/fm2_trades_tier_m_history_heavy_94101.csv | frozen | 96 | 12 kB | ab5798973c466a402a229ec4e2def17172d9c8d5c67481aad2eae86192716c44 |
| fm2/fm2_trades_tier_m_history_heavy_94202.csv | frozen | 96 | 12 kB | 9a042bb24f7d70f9871cc8212b4143c90841d351e4a809465ddef8f274c02760 |
| fm2/fm2_trades_tier_m_history_heavy_94303.csv | frozen | 96 | 11 kB | 1adef14e32ea642e85d90f12ee9192b803d7355ecaab9ff5d98d537e10bc6202 |
| fm2/fm2_trades_tier_m_nonlinear_94101.csv | frozen | 96 | 11 kB | 04ab7375ad0961e7437f35c61ba95117166b113ee199433cc0e0864b069726a6 |
| fm2/fm2_trades_tier_m_nonlinear_94202.csv | frozen | 96 | 11 kB | e0aa526b5cfc7d7108c8610252e108b307d87c108cabfa444d576eba608ae95c |
| fm2/fm2_trades_tier_m_nonlinear_94303.csv | frozen | 96 | 11 kB | cadef4e8e5ccd35c9ada6acd6800034bc0a0368835985c5c320bb38dd59e10e7 |
| fm2/fm2_trades_tier_m_ordinary_94101.csv | frozen | 96 | 11 kB | 9572be09a4d6de24c69acfbc610912bdc8fcb6dfd0fa4ebbd9df055949a9b73d |
| fm2/fm2_trades_tier_m_ordinary_94202.csv | frozen | 96 | 11 kB | 7c6d94f3d223768ffc4a7cd937948fcf5ced24ef5449a503550ab869b8743622 |
| fm2/fm2_trades_tier_m_ordinary_94303.csv | frozen | 96 | 11 kB | 47f3790b1ec0177e79f12058ccc53fd8510169709eb15172ee975c217c0e744b |
| fm2/fm2_trades_tier_m_regulatory_near_tie_94101.csv | frozen | 96 | 11 kB | 55bcdd7cfdb9bfe5d4e842c38e822ace77a9eb660594236951895cefb8f69340 |
| fm2/fm2_trades_tier_m_regulatory_near_tie_94202.csv | frozen | 96 | 11 kB | 75ded289335ab47bd8e3c6277b7f5ef386fe2d35378b0ffe50124a0ebf98aabd |
| fm2/fm2_trades_tier_m_regulatory_near_tie_94303.csv | frozen | 96 | 11 kB | 420b207c42a7c3dece927c538f598e1a18cf88ddef12d3811f38580c1304d3d7 |
| fm2/fm2_trades_tier_m_tail_difficult_94101.csv | frozen | 96 | 11 kB | d4c1f005906fee622277f9062f51ad4b3d90ac067fbd7de3201f14f1adbfd94b |
| fm2/fm2_trades_tier_m_tail_difficult_94202.csv | frozen | 96 | 11 kB | fb3d72a2c9a01a5e14285677e8167ba86bb873757fc4be414cc3c8cc809c274c |
| fm2/fm2_trades_tier_m_tail_difficult_94303.csv | frozen | 96 | 11 kB | 9b1c967b2e23d31e5757321512a907c12014155e20d7b4df183259217efd45f3 |
| fm2/fm2_trades_tier_s_drc_reachable_tie_N10_101.csv | frozen | 10 | 1 kB | 28471d27f5e877c7ff80560a62329a1736175c3b593a99c7709c6473aef0ecce |
| fm2/fm2_trades_tier_s_drc_reachable_tie_N10_202.csv | frozen | 10 | 1 kB | 94f5f0ed85b96f05ba33ecc9409e49cbe44e1d0865ac43acaf034632e30fcff5 |
| fm2/fm2_trades_tier_s_drc_reachable_tie_N10_303.csv | frozen | 10 | 1 kB | c85c7680464aa1bef52b37764008d285a7d2c44f1ae6e3dfbfef585ba462689c |
| fm2/fm2_trades_tier_s_drc_reachable_tie_N12_101.csv | frozen | 12 | 1 kB | 87585a71ba0623144a6aea1446265b31963dc91d8a4585f6952595ab5819652a |
| fm2/fm2_trades_tier_s_drc_reachable_tie_N12_202.csv | frozen | 12 | 1 kB | 06eeacae581be910d248d80db20a91312cb64a1b1d8b3d9df5d1dde2817a4107 |
| fm2/fm2_trades_tier_s_drc_reachable_tie_N12_303.csv | frozen | 12 | 1 kB | b62575bc75f9f510ce95b0522ad7db9e13f046b244bd78b04b1f5800a2a6e18d |
| fm2/fm2_trades_tier_s_es_boundary_tie_N10_101.csv | frozen | 10 | 1 kB | de367f03529d0c61fab658716e4f3c6181f7ae3d933bd85f53bc851a680424ae |
| fm2/fm2_trades_tier_s_es_boundary_tie_N10_202.csv | frozen | 10 | 1 kB | 4b9a7e24d55194d6013552fa3e2c0985a2d8d600371eef854e8d06066893e5e1 |
| fm2/fm2_trades_tier_s_es_boundary_tie_N10_303.csv | frozen | 10 | 1 kB | 27019e3759d95bdc8e09823088d2a84e4d0df7050b80624a9e59d0d9dccb4d33 |
| fm2/fm2_trades_tier_s_es_boundary_tie_N12_101.csv | frozen | 12 | 1 kB | 02a177bc45bc5a341b8aa86510610b4ab6090c673129c090e5a94da1cd38cacc |
| fm2/fm2_trades_tier_s_es_boundary_tie_N12_202.csv | frozen | 12 | 1 kB | 505ec6e8c88b5fc3a339a64fdd655dda9ec4d41588366fa9b64aa4fde46cfa07 |
| fm2/fm2_trades_tier_s_es_boundary_tie_N12_303.csv | frozen | 12 | 1 kB | 9f5966d927ce755b5338a42cdd599c1724782604a19efdfa81aec8d51a7b64dd |
| fm2/fm2_trades_tier_s_final_minmax_tie_N10_101.csv | frozen | 10 | 1 kB | 27d832e4457093caf00cc76c8374faab6c34877fa615d6f559b4e90b7eeb06b8 |
| fm2/fm2_trades_tier_s_final_minmax_tie_N10_202.csv | frozen | 10 | 1 kB | e889c1f7f1d23a1b248683953c2a5c6b01df57b8100a3d2d52072accc49a9294 |
| fm2/fm2_trades_tier_s_final_minmax_tie_N10_303.csv | frozen | 10 | 1 kB | 413e0f5df2095ce8317c4b0aad90ef376e5c80da9bf6279b1ca0005273b6dc12 |
| fm2/fm2_trades_tier_s_final_minmax_tie_N12_101.csv | frozen | 12 | 1 kB | a01c003d262d4d738e71731867e2c768a8af0f6f0751cd51428e4750cbad7e34 |
| fm2/fm2_trades_tier_s_final_minmax_tie_N12_202.csv | frozen | 12 | 1 kB | e4dde884f81b243a6d65062e46825770cee8f4923f18c828111754e2ca00e1dc |
| fm2/fm2_trades_tier_s_final_minmax_tie_N12_303.csv | frozen | 12 | 1 kB | 11754ec1f598a13799b5b9c332025f254e00c4db0267873b76890a89174c3446 |
| fm2/fm2_trades_tier_s_final_minmax_tie_N14_101.csv | frozen | 14 | 2 kB | dcbd51088d9ce32be6eb25cdf25eadb040015ce2c446ab7601fcfd9d580252af |
| fm2/fm2_trades_tier_s_final_minmax_tie_N14_202.csv | frozen | 14 | 2 kB | b7102f0400881d2ec94fb954c68c1805096a973b50d077bb4c02b3c26e6fe477 |
| fm2/fm2_trades_tier_s_final_minmax_tie_N14_303.csv | frozen | 14 | 2 kB | d55c5bbcab1e1a45af4d3683753b0b5539543a6235471045c1ba294cf38f5731 |
| fm2/fm2_trades_tier_s_history_max_tie_N10_101.csv | frozen | 10 | 1 kB | 5080d7307a19c137ef1be8c05e05f0803efe9f6a9ca7ae5514859f0c8dde970d |
| fm2/fm2_trades_tier_s_history_max_tie_N10_202.csv | frozen | 10 | 1 kB | 5a177dcf0802f835f89d9528ae8b9dc6a014e6dababc1425a658a4d206530ccb |
| fm2/fm2_trades_tier_s_history_max_tie_N10_303.csv | frozen | 10 | 1 kB | 97ae14db971cdf06bb8fde0b68351342eb6b68d4efba3ebbe239a0531434b9cb |
| fm2/fm2_trades_tier_s_history_max_tie_N12_101.csv | frozen | 12 | 1 kB | f1fb41b6b469ccb06a0208665d6ead539f7e8891a970c2d1bca21fd4c1e7c244 |
| fm2/fm2_trades_tier_s_history_max_tie_N12_202.csv | frozen | 12 | 1 kB | d06695c1b311724353c94d6e809c9432d5ffd48712cdd3e24a85872d85b15d41 |
| fm2/fm2_trades_tier_s_history_max_tie_N12_303.csv | frozen | 12 | 1 kB | 86f0541e7f1d5bf55e20d1fa1d06b1e0d8070f51eb67bd738f902de86972c986 |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N10_101.csv | frozen | 10 | 1 kB | 222b7ae7e741a43592db1a203ab318641628638bbd97149550b9a5c3f4066a2c |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N10_202.csv | frozen | 10 | 1 kB | e5c3a77aa6f61d8ea8ed72181ff4885f04ef7adf588f9e130f53c4dd104742cf |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N10_303.csv | frozen | 10 | 1 kB | f6bb63a9bd40aeef0a1636ffb1b020a5fc6853d7ca43d15f388ed603109c60cd |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N12_101.csv | frozen | 12 | 1 kB | 8bce133969e3d8afed0802839341518211fc55bc8b5efc905968970da2a69c1c |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N12_202.csv | frozen | 12 | 1 kB | 98ed9fa6a301422919802e63f8b2e1c2884ce0bf82ac9039d399d0663e586dd8 |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N12_303.csv | frozen | 12 | 1 kB | 82ae92c6a21b8607852616a367298033a1e4c878e258eb76784642eb5ce288e7 |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N14_101.csv | frozen | 14 | 2 kB | edd5dbbb1021857ab036828afc44dedf21db19eeabdac8f321cebd9410482c73 |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N14_202.csv | frozen | 14 | 2 kB | df807f4b4d4348c0d6e5a98e29c6c0f5c053cd1a6cd69825c365d24246c1c47c |
| fm2/fm2_trades_tier_s_ratio_floor_tie_N14_303.csv | frozen | 14 | 2 kB | 108e701e71321f9c6f2b103651c08d102ad85533195bf1f015a906e66ed36ebf |
| fm2/fm2_trades_tier_s_smooth_unique_euler_N10_101.csv | frozen | 10 | 1 kB | 6820f332ebd88f491e3890d5e6c64f865db485c02f1951156b1b2d7ae1d78d53 |
| fm2/fm2_trades_tier_s_smooth_unique_euler_N10_202.csv | frozen | 10 | 1 kB | db10eb3bf88a45add0a8f6b6226f96b524a861277f7d653e157a376f015cd6ac |
| fm2/fm2_trades_tier_s_smooth_unique_euler_N10_303.csv | frozen | 10 | 1 kB | f45a1483306d9c0c2fbc598219d44c41b41c8c681361b414753ae3cc532139f9 |
| fm2/fm2_trades_tier_s_smooth_unique_euler_N12_101.csv | frozen | 12 | 1 kB | 55ab5c9c972e330fc9bb88b6634439e7a02f8a05a72cea5cf8d7d3a37aa70a26 |
| fm2/fm2_trades_tier_s_smooth_unique_euler_N12_202.csv | frozen | 12 | 1 kB | 4baad15c7c4b720172448a2138d6517389888efaf9e97e04f681348763c91220 |
| fm2/fm2_trades_tier_s_smooth_unique_euler_N12_303.csv | frozen | 12 | 1 kB | f7ddc376b7052140bc6e329f60e54bd140b214d7dc5726337dc1aff421c03d2b |
| fm4/fm4_books.csv | frozen | 60 | 18 kB | 912d354844489fc839cd5d9e58c8863dad7b8ec24ecfb64e6ba6e52a193707b1 |
| fm4/fm4_desks.csv | frozen | 360 | 27 kB | b07071d09ea1910b1e138fbf77e777088c88917cd77532becc163a1ee3e4d683 |
| fm4/fm4_trades_tier_m_held_out_94101.csv | frozen | 96 | 8 kB | e487253bcb8435f1de98f73bb354d57eb8a854f719ed020468adecf0d0c21fb0 |
| fm4/fm4_trades_tier_m_held_out_94202.csv | frozen | 96 | 8 kB | 12f3413f28240140966ea223aa07b5174274cab15ce41b4caa3f1bb216fddd19 |
| fm4/fm4_trades_tier_m_held_out_94303.csv | frozen | 96 | 8 kB | 4226283a2a2cf2609504e289e59931c849533fa80a385f08366da2ee3662821e |
| fm4/fm4_trades_tier_m_nonlinear_94101.csv | frozen | 96 | 8 kB | 812ab53b1fbce35d1658a8f4236cd059075a96d2acb49f58eea5eb8c0901fd75 |
| fm4/fm4_trades_tier_m_nonlinear_94202.csv | frozen | 96 | 8 kB | 73771274a14fc5ffffe31ad7569d8f0a30126a14590554c9e8f541f908c6a4fb |
| fm4/fm4_trades_tier_m_nonlinear_94303.csv | frozen | 96 | 8 kB | 48000c5ec76f5c5a554a1fa9dbee2e9dd0b25d3bb0b030395d3a016eeba32a52 |
| fm4/fm4_trades_tier_m_ordinary_94202.csv | frozen | 96 | 9 kB | 9d6f6868c32e1e1023f135433f44650c1d98654dd6573fa0bc20e615febfcbd6 |
| fm4/fm4_trades_tier_m_ordinary_94303.csv | frozen | 96 | 8 kB | 8e7591070c264213d92c4658c69a8bad788a0c159ed5745a9582c51313b6a0b6 |
| fm4/fm4_trades_tier_m_regulatory_near_tie_94202.csv | frozen | 96 | 8 kB | 175d37e84e20fe34bcd6aed6a4ac0bfbb9f159742c83fa2a1bde85e811b7913d |
| fm4/fm4_trades_tier_m_regulatory_near_tie_94303.csv | frozen | 96 | 8 kB | f5db8a90054b58833e72af244bb9c3db6f1024f238fca9629e9b941cb0122ff0 |
| fm4/fm4_trades_tier_m_tail_difficult_94202.csv | frozen | 96 | 9 kB | 1a004ba59a04c5f295cf70a9ce4f5d0bf2dafd26d268d5208765a0a9576ac15e |
| fm4/fm4_trades_tier_s_drc_reachable_tie_N10_101.csv | frozen | 10 | 1 kB | 9b4830457bd724896a4fd03c1e274b9530287c05588f3e45fd6cb7e6463d792f |
| fm4/fm4_trades_tier_s_final_minmax_tie_N10_101.csv | frozen | 10 | 1 kB | e81cbd8868a10d12afbf23afa6d8bf8e496d5086f68d5a397b86c1fe5686428b |
| fm4/fm4_trades_tier_s_final_minmax_tie_N10_202.csv | frozen | 10 | 1 kB | 508a93c52020064a98867a531d730afd370f64014591c1418ecefbb83a4092bd |
| fm4/fm4_trades_tier_s_final_minmax_tie_N10_303.csv | frozen | 10 | 1 kB | 0e82e4a542117d8912a9085f64ced4a661a5d11352d53b3f1d4e481a8cc5cd93 |
| fm4/fm4_trades_tier_s_final_minmax_tie_N12_101.csv | frozen | 12 | 1 kB | ef7e931720ba60324714f1a836a1fdf3838209b645b730f4b1d4e57b1b8679d1 |
| fm4/fm4_trades_tier_s_final_minmax_tie_N12_202.csv | frozen | 12 | 1 kB | 34f744cc78ed563a28b07bd8e08447489ad6143ef259bc321918dc192d1e5cb1 |
| fm4/fm4_trades_tier_s_final_minmax_tie_N12_303.csv | frozen | 12 | 1 kB | 86960a343831e638ce17983ee044fd024cb7e00259f31f7e485563ad1f6b08dc |
| fm4/fm4_trades_tier_s_final_minmax_tie_N14_101.csv | frozen | 14 | 1 kB | 236e8416e350f08d79872726c517c94be1b2809732ebdbc881c2d7f104f1063d |
| fm4/fm4_trades_tier_s_final_minmax_tie_N14_202.csv | frozen | 14 | 1 kB | 80e07da63f10f655e523edaaff260471936fac619d32afd2b576ecea53b63a61 |
| fm4/fm4_trades_tier_s_final_minmax_tie_N14_303.csv | frozen | 14 | 1 kB | 85144566af7aa4d07e83cce4f1837c7e14af2cb257cf2b6646403863d0d13272 |
| fm4/fm4_trades_tier_s_history_max_tie_N10_101.csv | frozen | 10 | 1 kB | 206de02137d44ccb8e3edfdeb14d1a4dd1ca3d92202e17e15a2169505bdcea0c |
| fm4/fm4_trades_tier_s_history_max_tie_N10_303.csv | frozen | 10 | 1 kB | ab0dc0395d6bf3d9f91b95ff6b27e28cef2b9ba6de08a2a81ca32794ad2cd3cf |
| fm4/fm4_trades_tier_s_history_max_tie_N12_101.csv | frozen | 12 | 1 kB | 8dc54920c008c14aa82ae80afdd67de13d1fddf2bcf83763e9996917652be06e |
| fm4/fm4_trades_tier_s_ratio_floor_tie_N12_101.csv | frozen | 12 | 1 kB | 5cf1ec0c2affdad3d43091e8c1e80f5c86de914241659ea9c8cbf5193f427bce |
| fm4/fm4_trades_tier_s_ratio_floor_tie_N12_202.csv | frozen | 12 | 1 kB | b86455ad2e7e658154cdd266fe6b69968e763d251500e4031f0dc3f4a2fec020 |
| fm4/fm4_trades_tier_s_ratio_floor_tie_N14_101.csv | frozen | 14 | 1 kB | c9186b69e36ef70ec3c9a8639d1255ebe91406e439b7b436c616521e2b8663ba |
| fm4/fm4_trades_tier_s_smooth_unique_euler_N10_303.csv | frozen | 10 | 1 kB | c4c272d42f45a46631d291ec193d401473220b29bbc2a7b1f992cf053a6c40b8 |
| fullbook/n960_seed96001/desk_shapley.csv | frozen | 6 | 1 kB | 04ed106e00f93bb2fa0fcea62059fac90b9b37305fe3355e9a0cc917761de62b |
| fullbook/n960_seed96001/origin_ledger.csv | frozen | 57,600 | 1.8 MB | ad984c0fde2e69860fb33bbc946b4606a914b56cdc30d8cf5aceb23ee5361542 |
| fullbook/n960_seed96001/per_trade.csv | frozen | 960 | 227 kB | 417cba6f79238dc42fb1831ed9e390871ae85fe6c2004740a4951f8181754a03 |
| fullbook/n960_seed96001/q_libraries.csv | frozen | 40 | 4 kB | 8686c1b517f8ba81b1992eb67f65524affb4f6796fe37236616bc8086155ce76 |
| fullbook/n960_seed96001/q_table.csv | frozen | 320 | 14 kB | 3f9a14f8edd378a915c68de9f21cafb3f181195568c4590ce2c1bb5b241e4a05 |
| fullbook/tier_m_ordinary_94101/desk_shapley.csv | frozen | 6 | 1 kB | 1a665973b42f6b286dcd52be40e54ee7feb94136724e1d662236b23672be3afa |
| fullbook/tier_m_ordinary_94101/origin_ledger.csv | frozen | 5,760 | 172 kB | 41b01898a18386e5b185b5b7366d4b64b94a21a23a712cc21e91c38f47697346 |
| fullbook/tier_m_ordinary_94101/per_trade.csv | frozen | 96 | 23 kB | 99a5d71617b17856c89ab39f090fc25194a6dfb2f6e4ea2eb9d8c3b4e0237d29 |
| fullbook/tier_m_ordinary_94101/q_libraries.csv | frozen | 40 | 4 kB | 2da4479fc554f350ccf6a47a83926638c2b4c9399a1a1cfbbd3023a27f17e04a |
| fullbook/tier_m_ordinary_94101/q_table.csv | frozen | 320 | 14 kB | ee7b8a86d0ae1f201318b06c667e29163333378eeaded76ad9a3ae3ed1dbbd34 |
| shapley/per_book/tier_m_held_out_94101.csv | frozen | 96 | 14 kB | 18d002ac2c7a0040f89fd2128c3ad367e7cdc406d8b4d743061428b36641e095 |
| shapley/per_book/tier_m_held_out_94202.csv | frozen | 96 | 14 kB | 66fbade10c71e4b26292b0e6ea061346e27dc04fcde33971354c55f63917fd68 |
| shapley/per_book/tier_m_held_out_94303.csv | frozen | 96 | 14 kB | 029d630fb6e13838ac872d227b0e529d91e147c8efc62a512adc41e9ba559163 |
| shapley/per_book/tier_m_history_heavy_94101.csv | frozen | 96 | 14 kB | 43b178c52d6613da4ffb8946f541a12988e3a06dfd6c9637314d9eb463e4fbc5 |
| shapley/per_book/tier_m_history_heavy_94202.csv | frozen | 96 | 14 kB | d08f305540b7f4976a7cfbb48c5e87c0abf35be1d74f5c65efd740bcc3165e52 |
| shapley/per_book/tier_m_history_heavy_94303.csv | frozen | 96 | 14 kB | 8f3accbbf9cbf7e6ea7e98793aa5a82e95c5b20abbd86b49096dba84f5058235 |
| shapley/per_book/tier_m_nonlinear_94101.csv | frozen | 96 | 14 kB | 228fc4f784cb00f6be4dc9021eb811ed8efea218c0f2fbbfab3a7fade316fba2 |
| shapley/per_book/tier_m_nonlinear_94202.csv | frozen | 96 | 14 kB | f4028355de07b83cc73e896372a94756909854dbf11414df62faf2699c66f033 |
| shapley/per_book/tier_m_nonlinear_94303.csv | frozen | 96 | 14 kB | c08a54ed181abf55cd6fbaf932cd2f2a646c8a5e0fa5dc04b83b361975b73449 |
| shapley/per_book/tier_m_ordinary_94101.csv | frozen | 96 | 14 kB | bee4b072a2ece5fc64d94a58a244b4aca64dfce5eb680cefa6cf2fe9922d632e |
| shapley/per_book/tier_m_ordinary_94202.csv | frozen | 96 | 14 kB | 3d86bd9509464d5afd278d2f0c6b829b6d5b4e606cca6f294328bc0f835802ad |
| shapley/per_book/tier_m_ordinary_94303.csv | frozen | 96 | 14 kB | a376b77cbaa55dbebd89ea4bd2543f0a8781cc5b83984ceff92b9adcacbf9b01 |
| shapley/per_book/tier_m_regulatory_near_tie_94101.csv | frozen | 96 | 14 kB | a64068832405c1200f80aa966c08efcccc2e305e6b7ef88c5f29d59828f80c2a |
| shapley/per_book/tier_m_regulatory_near_tie_94202.csv | frozen | 96 | 14 kB | 3c4397d34745305864dd80fc3895fee9333a316bff2c33ae3167d1434c237b4c |
| shapley/per_book/tier_m_regulatory_near_tie_94303.csv | frozen | 96 | 14 kB | 29072d37c083834236a0c26868180f9e7fe654d84f2a7e7a9758e088aad33461 |
| shapley/per_book/tier_m_tail_difficult_94101.csv | frozen | 96 | 14 kB | 2e3034402dc3ffb2b5eea347f8e75f51404769d26abbb86f470ec7534132f05e |
| shapley/per_book/tier_m_tail_difficult_94202.csv | frozen | 96 | 14 kB | 65e3f8f71ace102483bb60d2ed48985a172b99eb6fc0ee04cb0f5c799d9f782c |
| shapley/per_book/tier_m_tail_difficult_94303.csv | frozen | 96 | 14 kB | ecd1bee958803c1f947434170f6a8ec43be93ee0cbaab1ca598890f57fda29ff |
| shapley/per_book/tier_s_drc_reachable_tie_N10_101.csv | frozen | 10 | 1 kB | 30b7cc265b9e2fe8dd329f21b49c60297d178e2d65dc7fcec357eecda0dd8fe0 |
| shapley/per_book/tier_s_drc_reachable_tie_N10_202.csv | frozen | 10 | 1 kB | 5b2234c0562e28ed7596332d044bb0423c922c351bfd1142bac9023c1adbe5cc |
| shapley/per_book/tier_s_drc_reachable_tie_N10_303.csv | frozen | 10 | 1 kB | 50fd0b362cd9ddfa8e84f0c1fdb9a7d6819a03139fefa7d73334f0864de6e569 |
| shapley/per_book/tier_s_drc_reachable_tie_N12_101.csv | frozen | 12 | 1 kB | 20504670f70bfadae3b005a2740ac7f6350de4d4eb8999decb1649fac7f37ea9 |
| shapley/per_book/tier_s_drc_reachable_tie_N12_202.csv | frozen | 12 | 1 kB | 63b90b04d000a37d76a8d5de9fb3e767f09b2d46900191554ea85b449cacafcf |
| shapley/per_book/tier_s_drc_reachable_tie_N12_303.csv | frozen | 12 | 1 kB | cbd98f555620f376b26d062f6d589a454213ba4f6eb655b82935463922968f15 |
| shapley/per_book/tier_s_es_boundary_tie_N10_101.csv | frozen | 10 | 1 kB | fc843e1ed81ea04be6b5cb48e3b6877882da4630e251f69120d46c0a769c0e6e |
| shapley/per_book/tier_s_es_boundary_tie_N10_202.csv | frozen | 10 | 1 kB | 5e2d0f6e5cc3cfc15e8f3a0bbc61f45c1c5c2d529296191ac4c22bf661c3ab89 |
| shapley/per_book/tier_s_es_boundary_tie_N10_303.csv | frozen | 10 | 1 kB | 746e4b08ad9f35f26dec9056e71234a0ade0725a6db3795230061c6677dba303 |
| shapley/per_book/tier_s_es_boundary_tie_N12_101.csv | frozen | 12 | 1 kB | bd6b21d86695f72c4c231399ec82bd2d1cced23ca03c741c1cef1c808f5edcc2 |
| shapley/per_book/tier_s_es_boundary_tie_N12_202.csv | frozen | 12 | 1 kB | 441c7c8d6e321575964efc681d4a347d82559a591b775a20e9d3a1e6dc7b395a |
| shapley/per_book/tier_s_es_boundary_tie_N12_303.csv | frozen | 12 | 1 kB | 6be2c32ace49110ba35954d087b6c9bb9c3eaba5ab48229970a97b46599b7627 |
| shapley/per_book/tier_s_final_minmax_tie_N10_101.csv | frozen | 10 | 1 kB | a8b7eeddbb3fc0ab76bffc3fadac0e8421281455d77ef8ef606839949da53765 |
| shapley/per_book/tier_s_final_minmax_tie_N10_202.csv | frozen | 10 | 1 kB | 88e234a9f117334d640f3408653fc1e6f96c5f20a43bb0e0c0d6cd3e81c5b13c |
| shapley/per_book/tier_s_final_minmax_tie_N10_303.csv | frozen | 10 | 1 kB | 4aace32892312b35167a77fb58dc924c66fda25a31d15d8da99faeafadf9e448 |
| shapley/per_book/tier_s_final_minmax_tie_N12_101.csv | frozen | 12 | 1 kB | ae66e978e2d52688bf330352f27f60b1706cd5ffd694599652190a406642c76f |
| shapley/per_book/tier_s_final_minmax_tie_N12_202.csv | frozen | 12 | 1 kB | 506f98514680ef2cf59a0749158dd375ce3df5e4cec4d022f03a9a095911c415 |
| shapley/per_book/tier_s_final_minmax_tie_N12_303.csv | frozen | 12 | 1 kB | e1ccf7fb6bf5e0fe9d2d4375401b165ba795632ced5d59aa784d5462dd22b740 |
| shapley/per_book/tier_s_final_minmax_tie_N14_101.csv | frozen | 14 | 2 kB | 370ab0d7fc886be881898ff9064e50cac0e466ce499ea2092633bfeb19ec2860 |
| shapley/per_book/tier_s_final_minmax_tie_N14_202.csv | frozen | 14 | 2 kB | 17e8688b4127353918d8390076d38a93f2efa207c7b3013fe75fd00573a061b9 |
| shapley/per_book/tier_s_final_minmax_tie_N14_303.csv | frozen | 14 | 2 kB | 189291c050d61a9a4daa36a104f7f0996ffb82370075f7ee6829cd70156580fd |
| shapley/per_book/tier_s_history_max_tie_N10_101.csv | frozen | 10 | 1 kB | a02ed7cb041cbf485b05c2a371a607afccc6e69f2d11ad09a6faa60392a799b8 |
| shapley/per_book/tier_s_history_max_tie_N10_202.csv | frozen | 10 | 1 kB | 5fe15a919ca89177273c6d85c764e025c7b8799ffd2aaeec298cec2a985d7532 |
| shapley/per_book/tier_s_history_max_tie_N10_303.csv | frozen | 10 | 1 kB | fe82955061fe24b48cf969a4f2dcfd353b237b2aa11fdcac080323c6ac4973a2 |
| shapley/per_book/tier_s_history_max_tie_N12_101.csv | frozen | 12 | 1 kB | 1af4def977c94e1956cea70a43348a3c486f2584cacaae09d64b818e45eb5fb5 |
| shapley/per_book/tier_s_history_max_tie_N12_202.csv | frozen | 12 | 1 kB | f3a151b2b6db805495ea47faf45bf2174f732dd4d39d77f7c5da1572c5a2394a |
| shapley/per_book/tier_s_history_max_tie_N12_303.csv | frozen | 12 | 1 kB | b44b252a21f5a09e72f15b9c8ebaa7be97d9f2d42efc78f3a9c56ad2d8392049 |
| shapley/per_book/tier_s_ratio_floor_tie_N10_101.csv | frozen | 10 | 1 kB | 82846b576c569af7790b6359b6a3ee4094354e58b52e58e439f86a0822fe4a31 |
| shapley/per_book/tier_s_ratio_floor_tie_N10_202.csv | frozen | 10 | 1 kB | 98f0381f0907800b6a680791b9178708675cd0d407c5bf86406b2a10cb0914c2 |
| shapley/per_book/tier_s_ratio_floor_tie_N10_303.csv | frozen | 10 | 1 kB | 7310e53aebb602899b8672ffb792cee5b9ba4d38a5875b1d73404c477da442d4 |
| shapley/per_book/tier_s_ratio_floor_tie_N12_101.csv | frozen | 12 | 1 kB | 3f2c8dace14f3708a0087d2a076806af3b3c2b3f42833d7cb77eb72e6757c7be |
| shapley/per_book/tier_s_ratio_floor_tie_N12_202.csv | frozen | 12 | 1 kB | c30268b19dffa867f360c423d4f59db58ec17e47ac5472f1dee568ce48b8af26 |
| shapley/per_book/tier_s_ratio_floor_tie_N12_303.csv | frozen | 12 | 1 kB | 5f2a01a049c0062289603be87dffec192db8b962196f40255a10d0b838da9e46 |
| shapley/per_book/tier_s_ratio_floor_tie_N14_101.csv | frozen | 14 | 2 kB | 9d151bfea61f9f36da3ac5e331ed1d58f2090c764246fe5e0ef13e5cf4bfef99 |
| shapley/per_book/tier_s_ratio_floor_tie_N14_202.csv | frozen | 14 | 2 kB | 186cc55af3ffd04bd7d6ad1b6e30b796ee7a2bebc24bca9c141dce7942850e72 |
| shapley/per_book/tier_s_ratio_floor_tie_N14_303.csv | frozen | 14 | 2 kB | 2f0ea38a4e1cf9ce1dc3c8799b1454c072b9cfe9c97f05bdbc1cb7e7d4a27953 |
| shapley/per_book/tier_s_smooth_unique_euler_N10_101.csv | frozen | 10 | 1 kB | 5f105b084c3592bf128cbcc3d7fb633bbcc00721d2bac7daf7ee78ce20050f0a |
| shapley/per_book/tier_s_smooth_unique_euler_N10_202.csv | frozen | 10 | 1 kB | 5a4de87e480574e1e2e040761565ff299c7161eee26ce01cdc2ce55a51c604e6 |
| shapley/per_book/tier_s_smooth_unique_euler_N10_303.csv | frozen | 10 | 1 kB | c01f9fe4b0b7bae8242a440c6e3857d61eee9d96a7fc362a6f79ce93854fdd05 |
| shapley/per_book/tier_s_smooth_unique_euler_N12_101.csv | frozen | 12 | 1 kB | 1f71de4884c3d118361c5befb51fc7807ea6e537ce60cef58ea15347b664c02f |
| shapley/per_book/tier_s_smooth_unique_euler_N12_202.csv | frozen | 12 | 1 kB | 66c4bc1ca6c00edab72b9f6431d1153a537c29c61e6553db19932d77cd199ee7 |
| shapley/per_book/tier_s_smooth_unique_euler_N12_303.csv | frozen | 12 | 1 kB | b12020e2c5ed1bc643ee8b4481d05f952910ed5e9bd0d676653c597956ced748 |
| sweep/sweep_points.csv | frozen | 450 | 122 kB | 7a909e15b7aa3ed98f9447ccd6b21c910ad1402d101acc27bc8ba4e508c0ce87 |
| sweep/sweep_reproduction.csv | frozen | 18 | 3 kB | 9142e1711acad0649e50f44cd6814bea10b60ae029b51b38a344020ffa439c68 |
| tieset/tier_m_regulatory_near_tie_94202_vertices.csv | frozen | 4 | 8 kB | 157228d70d44100b4e1b0aeb92e08e98b2e5ef09f68a8f5dbd7356fbf672092b |
| tables/books.csv | derived | 60 | 22 kB | 0ee5f9ac75d6fae48ae8a8423b3512d7b57dddcfe85b3a625756fe038cdc4152 |
| tables/benchmark_cells.csv | derived | 2,880 | 201 kB | 111c7f99a9a1724a25404cad4dfa70f6a205eefb5e4098668bd5caa4f7e73fc6 |
| tables/option_books.csv | derived | 12 | 3 kB | 6252ef917ef453248a23fcc124f7f654ade20ebf32f64c76533eb5b20ae45b93 |
| tables/fd_books.csv | derived | 14 | 3 kB | 7d808f5b5965fc90499c889cb23c260698a63d264a860699d0f8a655f7b3a0e7 |
| tables/tieset_main.csv | derived | 4 | 1 kB | 9c992560c95823908800b2135c40b0eb10cb91a92597d77ac97f4600ed1923ef |
| tables/shapley_books.csv | derived | 60 | 17 kB | f3244ccf96b1fea94f6df0ec7807f59c7f18f27993e94734e9a2ed3abcabd7a0 |
| tables/desk_shapley.csv | derived | 360 | 42 kB | b6d3ab7be4af1495f199735d3b5ba8f32012b3bd19e8702a909f16588118aa85 |
| tables/sweep_grid.csv | derived | 25 | 4 kB | 314c8b4f13c8b5d7390b39bf3939968d4009b63fbf4f3e24dcd2ea6bd380c673 |
| tables/sweep_book_range.csv | derived | 18 | 1 kB | 8309d455abe9507a785764284a7b18b27cdbf9bbdd4b22ca3423945756111f87 |
Source files of each table, with SHA-256
- tables/books.csv: CORE_RESULTS_V1_TIER_M.json 717cdf51753bb683e995066874cf53e887dae7ed2783095099c2fcb0acd692b1; CORE_RESULTS_V1_TIER_S.json 8747184bd4eef7eb11a324a75d5d884970052ac94f4de0da5162445b82f13bdc; shapley/SHAPLEY_SUMMARY.json 3b5c03c486024af59324e789b2104332b2862a648e51162062be2e42e3e758e3; fm2/fm2_books.csv fc003a7f498b72475d15709b2afb16b32be366d2f6555b143004dd827abf66f7; fm4/fm4_books.csv 912d354844489fc839cd5d9e58c8863dad7b8ec24ecfb64e6ba6e52a193707b1; tieset/TIESET_MAIN.json af54f3f6a5a5d5c9b007b2b39c26c28751f8889ca9152efe2e7c3c159dbc697d
- tables/benchmark_cells.csv: CORE_RESULTS_V1_TIER_M.json 717cdf51753bb683e995066874cf53e887dae7ed2783095099c2fcb0acd692b1; CORE_RESULTS_V1_TIER_S.json 8747184bd4eef7eb11a324a75d5d884970052ac94f4de0da5162445b82f13bdc
- tables/option_books.csv: O3_RESULTS_V1.json 37d6d63eb383a235487b35783db6364b5acf5fe7c64914632bd782f549b0fb05
- tables/fd_books.csv: SUMMARY.json 074389bebd01a32f9dd5dc6ae213bb4ae8333c2ae7cafc71bee4c3c753fef383
- tables/tieset_main.csv: tieset/TIESET_MAIN.json af54f3f6a5a5d5c9b007b2b39c26c28751f8889ca9152efe2e7c3c159dbc697d
- tables/shapley_books.csv: shapley/SHAPLEY_SUMMARY.json 3b5c03c486024af59324e789b2104332b2862a648e51162062be2e42e3e758e3
- tables/desk_shapley.csv: shapley/DESK_SHAPLEY.json 0acdb5e8a4c45ce13ea903e0d7dd0234ea4bd6eea46a4df562b02dc12dece45f
- tables/sweep_grid.csv: sweep/sweep_summary.json f7518b6a8304684a9b9d2e745fba7be7853e2b9dc3041146b10e3e982c4a9124
- tables/sweep_book_range.csv: sweep/sweep_summary.json f7518b6a8304684a9b9d2e745fba7be7853e2b9dc3041146b10e3e982c4a9124