Model ID | Model Name | Version | Description | Status | Performance | Actions |
---|---|---|---|---|---|---|
1 | Momentum Strategy | v1.2 | Tracks price momentum to identify buy/sell signals | Active | Sharpe Ratio: 1.2, Return: 15% | |
2 | Mean Reversion | v2.0 | Identifies overbought/oversold conditions | Inactive | Sharpe Ratio: 0.8, Return: 8% |
Check Name | Data Source | Timestamp | Result | Message |
---|---|---|---|---|
Missing Values Check | Yahoo Finance | 2024-01-01 12:00:00 | Pass | No missing values found |
Data Drift Detection | Alternative Data Provider | 2024-01-01 12:00:00 | Warning | Data drift detected in sentiment scores |
Timestamp | Stock Code | Operation Type | Price | Volume | Slippage | Impact Cost |
---|---|---|---|---|---|---|
2024-01-01 10:00:00 | AAPL | Buy | 150.00 | 100 | 0.01 | 0.005 |
2024-01-01 10:05:00 | MSFT | Sell | 300.00 | 50 | 0.02 | 0.01 |