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Repository: tibkiss/huba-v1
Branch: main
Commit: 3996037cb496
Files: 354
Total size: 215.8 MB
Directory structure:
gitextract_setw68kq/
├── .gitignore
├── LICENSE
├── README.md
├── bin/
│ ├── create_virtualenv.sh
│ ├── google_intraday.sh
│ ├── huba_live_session.sh
│ ├── huba_mass_backtest.sh
│ ├── huba_run_tests.sh
│ ├── huba_start_paper.sh
│ ├── huba_start_real.sh
│ ├── huba_stop.sh
│ ├── ibgw_start_paper.sh
│ ├── screenshot.sh
│ ├── tws_start_paper.sh
│ ├── tws_start_real.sh
│ └── yahoo_earnings.sh
├── config.py
├── docs/
│ ├── candidates.txt
│ ├── companylist-nasdaq.csv
│ ├── companylist-nyse.csv
│ ├── costplus.txt
│ ├── google_intra_fetch/
│ │ ├── etfdb.all.noinv.nolev.symbols.filtered
│ │ ├── google_intra_fetch.1
│ │ ├── google_intra_fetch.2
│ │ ├── google_intra_fetch.3
│ │ ├── google_intra_fetch.4
│ │ ├── google_intra_fetch.5
│ │ ├── google_intra_fetch.full
│ │ ├── russell-3000.txt
│ │ └── sp-500.txt
│ ├── performance.txt
│ ├── selection_criteria.txt
│ └── stock-requirements.txt
├── etc/
│ ├── crontab.jahtpc
│ ├── huba.screenrc
│ ├── huba_bt_nasdaq.screenrc
│ ├── logstash-huba-run-log.conf
│ └── logstash-huba-test-log.conf
├── experiments/
│ ├── HUBA-KalmanFilter-Experiment.xlsx
│ ├── hurst_starke.py
│ ├── kalman/
│ │ ├── kalman.py
│ │ └── kalmanfilter_test.py
│ ├── kelly.py
│ ├── scratch.py
│ └── sql-console-20151011.sql
├── git-changes.log
├── huba.py
├── logs/
│ ├── HUBA-LogPriceExperiment.xlsx
│ ├── backtest-20151018.csv
│ ├── backtest-bti_pm_earnings_optimization.csv
│ ├── backtest-earnings-chk-disabled.csv
│ ├── backtest-earnings-chk-enabled.csv
│ ├── backtest-earnings_optimization-real.csv
│ ├── backtest-exp_log_prices_baseline.csv
│ ├── backtest-exp_log_prices_try1.csv
│ ├── backtest-exp_log_prices_try2.csv
│ ├── backtest-huba-all-pairs-optimize-20160731.csv
│ ├── backtest-lookbacktest.csv
│ ├── backtest-optimize-logPrices.csv
│ ├── backtest-optimize-zScoreEvalFreq.csv
│ ├── backtest-paper-pair-optimization-160730.csv
│ ├── backtest-paper-pairs.csv
│ ├── backtest-real-pair-optimization-160730.sorted.csv
│ ├── backtest.csv
│ ├── dailyROI-paper.csv
│ ├── dailyROI-real.csv
│ ├── equities-paper.csv
│ ├── equities-real.csv
│ ├── extract_uniq_pairs.sh
│ ├── pics/
│ │ └── .keep
│ ├── screenshots/
│ │ └── .keep
│ ├── trades-paper.csv
│ └── trades-real.csv
├── pairscan/
│ ├── 20141101-etfdb/
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-1.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-2.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-3.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-4.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-5.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-6.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-7.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-8.csv
│ │ ├── backtest-etfdb-1m-2014_nov.csv.sorted
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-1.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-10.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-11.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-2.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-3.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-4.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-5.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-6.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-7.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-8.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-9.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-1.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-2.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-3.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-4.csv
│ │ ├── etfdb.all.noinv.nolev.symbols.filtered.pairs
│ │ ├── etfdb.all.noinv.nolev.symbols.filtered.pairs-resume-141204_074653
│ │ └── sort.sh
│ ├── 20141101-yahoo.us+etfdb-above-0.75s-1m/
│ │ └── massbacktest-20141101-pairs.csv
│ ├── 20141116/
│ │ ├── backtest-etfdb-1M-scan-PoolWorker-1.csv
│ │ ├── backtest-etfdb-1M-scan-PoolWorker-2.csv
│ │ └── kanna.etfdb.1M.scan.InvalidState
│ ├── 20141201-yahoo.us/
│ │ ├── README
│ │ ├── basic_materials.pairs.filtered
│ │ ├── consumer_goods.pairs.filtered
│ │ ├── financial.pairs.filtered
│ │ ├── generate_filtered_pairs.py
│ │ ├── healthcare.pairs.filtered
│ │ ├── industrial_goods.pairs.filtered
│ │ ├── input/
│ │ │ ├── basic_materials.pairs
│ │ │ ├── consumer_goods.pairs
│ │ │ ├── financial.pairs
│ │ │ ├── healthcare.pairs
│ │ │ ├── industrial_goods.pairs
│ │ │ ├── services.pairs
│ │ │ ├── tech.pairs
│ │ │ ├── utilities.pairs
│ │ │ ├── yahoo.us.symbols.filtered
│ │ │ └── yahoo.us.symbols.filtered.pairs
│ │ ├── results/
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-1.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-2.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-3.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-4.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-5.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-6.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-7.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-8.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-9.csv
│ │ │ ├── backtest-bt-basic-materials.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-1.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-10.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-11.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-12.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-13.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-14.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-15.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-16.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-17.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-18.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-19.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-2.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-20.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-3.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-4.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-5.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-6.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-7.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-8.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-9.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-1.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-10.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-11.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-2.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-3.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-4.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-5.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-6.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-7.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-8.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-9.csv
│ │ │ ├── backtest-healthcare-PoolWorker-1.csv
│ │ │ ├── backtest-healthcare-PoolWorker-10.csv
│ │ │ ├── backtest-healthcare-PoolWorker-11.csv
│ │ │ ├── backtest-healthcare-PoolWorker-12.csv
│ │ │ ├── backtest-healthcare-PoolWorker-13.csv
│ │ │ ├── backtest-healthcare-PoolWorker-14.csv
│ │ │ ├── backtest-healthcare-PoolWorker-15.csv
│ │ │ ├── backtest-healthcare-PoolWorker-16.csv
│ │ │ ├── backtest-healthcare-PoolWorker-17.csv
│ │ │ ├── backtest-healthcare-PoolWorker-18.csv
│ │ │ ├── backtest-healthcare-PoolWorker-19.csv
│ │ │ ├── backtest-healthcare-PoolWorker-2.csv
│ │ │ ├── backtest-healthcare-PoolWorker-20.csv
│ │ │ ├── backtest-healthcare-PoolWorker-3.csv
│ │ │ ├── backtest-healthcare-PoolWorker-4.csv
│ │ │ ├── backtest-healthcare-PoolWorker-5.csv
│ │ │ ├── backtest-healthcare-PoolWorker-6.csv
│ │ │ ├── backtest-healthcare-PoolWorker-7.csv
│ │ │ ├── backtest-healthcare-PoolWorker-8.csv
│ │ │ ├── backtest-healthcare-PoolWorker-9.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-1.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-10.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-11.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-12.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-13.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-14.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-15.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-16.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-17.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-18.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-19.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-2.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-20.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-21.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-22.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-23.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-24.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-25.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-26.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-27.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-28.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-29.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-3.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-30.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-31.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-32.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-4.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-5.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-6.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-7.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-8.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-9.csv
│ │ │ ├── backtest-services-PoolWorker-1.csv
│ │ │ ├── backtest-services-PoolWorker-10.csv
│ │ │ ├── backtest-services-PoolWorker-11.csv
│ │ │ ├── backtest-services-PoolWorker-12.csv
│ │ │ ├── backtest-services-PoolWorker-13.csv
│ │ │ ├── backtest-services-PoolWorker-14.csv
│ │ │ ├── backtest-services-PoolWorker-15.csv
│ │ │ ├── backtest-services-PoolWorker-16.csv
│ │ │ ├── backtest-services-PoolWorker-2.csv
│ │ │ ├── backtest-services-PoolWorker-3.csv
│ │ │ ├── backtest-services-PoolWorker-4.csv
│ │ │ ├── backtest-services-PoolWorker-5.csv
│ │ │ ├── backtest-services-PoolWorker-6.csv
│ │ │ ├── backtest-services-PoolWorker-7.csv
│ │ │ ├── backtest-services-PoolWorker-8.csv
│ │ │ ├── backtest-services-PoolWorker-9.csv
│ │ │ ├── backtest-utilities-PoolWorker-1.csv
│ │ │ ├── backtest-utilities-PoolWorker-2.csv
│ │ │ ├── backtest-utilities-PoolWorker-3.csv
│ │ │ ├── backtest-utilities-PoolWorker-4.csv
│ │ │ ├── backtest-utilities-PoolWorker-5.csv
│ │ │ ├── backtest-utilities-PoolWorker-6.csv
│ │ │ ├── backtest.csv
│ │ │ └── extract_uniq_pairs.sh
│ │ ├── services.pairs.filtered
│ │ ├── tech.pairs.filtered
│ │ └── utilities.pairs.filtered
│ ├── 201607-iqfeed-1m-sp500-russell-etfs/
│ │ ├── action-items.txt
│ │ ├── companylist-nasdaq-20160704.csv
│ │ ├── companylist-nyse-20160704.csv
│ │ ├── results/
│ │ │ ├── RESULTS.md
│ │ │ ├── backtest-russell-3000-20160710-sorted.csv
│ │ │ ├── backtest-sp500-20160710-sorted.csv
│ │ │ ├── backtest-sp500-russell3000-20160710-top1000.csv
│ │ │ ├── backtest-sp500-russell3000-20160710-top1000.pairs
│ │ │ ├── backtest-sp500-russell3000-20160710-validation-top100.csv
│ │ │ ├── backtest-sp500-russell3000-20160710-validation-top100.pairs
│ │ │ ├── create-sorted.sh
│ │ │ └── create-top1000.sh
│ │ ├── russell-3000/
│ │ │ ├── russell-3000-20160704-filtered-Basic_Industries.lst
│ │ │ ├── russell-3000-20160704-filtered-Capital_Goods.lst
│ │ │ ├── russell-3000-20160704-filtered-Consumer_Durables.lst
│ │ │ ├── russell-3000-20160704-filtered-Consumer_Non-Durables.lst
│ │ │ ├── russell-3000-20160704-filtered-Consumer_Services.lst
│ │ │ ├── russell-3000-20160704-filtered-Energy.lst
│ │ │ ├── russell-3000-20160704-filtered-Finance.lst
│ │ │ ├── russell-3000-20160704-filtered-Health_Care.lst
│ │ │ ├── russell-3000-20160704-filtered-Miscellaneous.lst
│ │ │ ├── russell-3000-20160704-filtered-Public_Utilities.lst
│ │ │ ├── russell-3000-20160704-filtered-Technology.lst
│ │ │ ├── russell-3000-20160704-filtered-Transportation.lst
│ │ │ ├── russell-3000-20160704-filtered-n_a.lst
│ │ │ ├── russell-3000-20160704-filtered-unknownsector.lst
│ │ │ ├── russell-3000-20160704-filtered._lst
│ │ │ ├── russell-3000-20160704._lst
│ │ │ └── russell-3000-prefilter.log
│ │ └── sp500/
│ │ ├── sp500-20160704-Basic_Industries.lst
│ │ ├── sp500-20160704-Capital_Goods.lst
│ │ ├── sp500-20160704-Consumer_Durables.lst
│ │ ├── sp500-20160704-Consumer_Non-Durables.lst
│ │ ├── sp500-20160704-Consumer_Services.lst
│ │ ├── sp500-20160704-Energy.lst
│ │ ├── sp500-20160704-Finance.lst
│ │ ├── sp500-20160704-Health_Care.lst
│ │ ├── sp500-20160704-Miscellaneous.lst
│ │ ├── sp500-20160704-Public_Utilities.lst
│ │ ├── sp500-20160704-Technology.lst
│ │ ├── sp500-20160704-Transportation.lst
│ │ ├── sp500-20160704-n_a.lst
│ │ ├── sp500-20160704-unknownsector.lst
│ │ └── sp500-20160704._lst
│ ├── README.md
│ ├── filter-processed-pairs.py
│ ├── start-pairscan-plot-generation.sh
│ ├── start-pairscan-validation.sh
│ └── start-pairscan.sh
├── requirements-pypy.txt
├── requirements-python.txt
├── sql/
│ ├── edgar/
│ │ ├── edgar.ipynb
│ │ └── load_edgar_to_db.py
│ ├── huba_db_ddl.sql
│ └── huba_load_company_earnings.sql
├── strategy/
│ ├── __init__.py
│ ├── adfuller.py
│ ├── analyzer.py
│ ├── brokeragent.py
│ ├── buyandhold.py
│ ├── hurst.py
│ ├── kalmanfilter.py
│ ├── riskmanager.py
│ ├── statarb.py
│ └── statarb_params.py
├── testcases/
│ ├── .csvCache/
│ │ ├── HC-FOO-1D-2001.csv
│ │ ├── HC-FOO-1D-2002.csv
│ │ └── HC-FOO-1D-2003.csv
│ ├── __init__.py
│ ├── test_analyzer.py
│ ├── test_brokeragent.py
│ ├── test_config.py
│ ├── test_csv_tools.py
│ ├── test_db.py
│ ├── test_riskmanager.py
│ ├── test_statarb.py
│ ├── test_strategy.py
│ ├── test_system.py
│ ├── test_tools.py
│ └── test_tools_business_days.py
└── tools/
├── __init__.py
├── business_days.py
├── convert_old_iqfeed_csv_to_new.py
├── csv_fix_dst_error_huba_1m.py
├── csv_tools.py
├── csv_xform_google_intraday.py
├── csv_xform_huba_1m_daily_to_yearly.py
├── db.py
├── docopt.py
├── downscale_csv.py
├── filter_finished_backtests_from_batch.py
├── find_nontraded_pairs.py
├── generate-daterange.py
├── google_intraday.py
├── googlefinance.py
├── iqfeed.py
├── perfmon.py
├── plot_equity.py
├── quantquote_to_huba.py
├── scan/
│ ├── analyze_results.py
│ ├── create_pairs.py
│ ├── create_pairs_by_sector.py
│ ├── filter_backtest_results.py
│ └── prefilter_stocks.py
├── show_roi_per_pair.py
├── socks.py
├── summarize_csvexport.py
├── tickpilot.py
├── tracing.py
├── trending-tweets.py
├── workdays.py
├── yahoo_earnings.py
└── yahoofinance.py
================================================
FILE CONTENTS
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FILE: .gitignore
================================================
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FILE: LICENSE
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================================================
FILE: README.md
================================================
# What is this?
This repo holds the very first algo trading strategy I have developed and live traded from 2012 to 2016.
It was built using [PyAlgoTrade](https://github.com/gbeced/pyalgotrade) with the Pair Trading / Stat Arb
guidelines posted in [Ernie Chan's Quantitative Trading book](https://amzn.to/3arFQNz).
# Why are you releasing it?
It created lower-than-expected live trading returns, so I moved on. I think it might be useful for others as learning material.
Even though it made [some profits live](https://github.com/tibkiss/huba-v1/blob/master/logs/trades-real.csv), it wasn't up to my expectation:
The initial [capital](https://github.com/deltaray-io/huba-v1/blob/master/logs/equities-real.csv) trading this strategy was $40k.
While continuously adding savings to the account, it ended up making $6k over the 3-year period. Even if we ignore the fact that additional
was capital was deployed to the account the CAGR would be around 5%.
I made two other iterations of this strategy: [huba-v2](https://github.com/tibkiss/huba-v2) and [huba-v3](https://github.com/tibkiss/huba-v3/)
will be released shortly, with similar commentary.
# What was the approach?
Finding cointegrated pairs and trading them long/short when they drift too far apart from their expected fair price.
You can find all the details in Ernie's [first](https://amzn.to/3arFQNz) and [second](https://amzn.to/3OLJf8W) book on the subject.
# What did u do step by step?
1) Purchased minute data from iqfeed, ingested it
2) Implemented Statistical Arbitrage as discussed in [the book](https://amzn.to/3arFQNz)
3) Created a liquidity and price filter to filter out non-tradable stocks
4) Created pairs for each equity sector
5) Did a bruteforce on half of my data
6) Picked the best looking pairs, which *seemed* to make sense
7) Validated them on my other half of the data
8) Picked the ones which still remained reasonable and [put it](https://github.com/tibkiss/huba-v1/blob/main/config.py) into paper trading
9) After gaining confidence put the best pairs to live trading
10) Explored AD-Fuller tests, Hurst exponents, Earnings filters and bunch of other stup
11) Profit of 6k after 4 years
12) Moved on to zipline based implementation (huba-v2)
# What have you learned from this?
0) Max time in trade is a *must*. huba-v1 didn't have this implemented, but [huba-v2](https://github.com/tibkiss/huba-v3) has this feature.
1) Running this strategy for 3 years had a serious opportunity cost.
2) Getting intra-day data was challenging and expensive at the time.
3) Finding pairs by grid-search (even in the same industries) is expensive and often results from spurious discoveries.
# What others can learn from this?
Some pairs I [traded](https://github.com/deltaray-io/huba-v1/blob/master/config.py) might still show correlation.
# Why is the code not pythonic?
Coming from C/C++ background this was my first serious Python project.
# How did you search for pairs?
The whole solution was migrated to PyPy so that we have reasonable speed. Then machines were crunching data for weeks.
The pair-scan results are located [here](https://github.com/deltaray-io/huba-v1/tree/master/pairscan).
# What's next?
Over time I have created two additional iterations of the StatArb strategy:
- [huba-v2](https://github.com/tibkiss/huba-v2) : Using Zipline
- [huba-v3](https://github.com/tibkiss/huba-v3) : Using QuantConnect's Lean
After these iterations I gave up and moved to Mean Reversion and Momentum Strategies.
Most recently I learned Options Trading and created a [backtester service](https://deltaray.io) for income strategies.
# I made this work, what shall I do now?
If you don't mind sharing with me, that is awesome.
Drop me a mail at tibor (d0t) kiss (at-sign) gmail (d0t) com.
If you don't feel like sharing, that's also fine. Enjoy the ride! :)
# I have something to say publicly about this strategy.
Please use the [Discussion Board](https://github.com/tibkiss/huba-v1/discussions/).
# Can I buy you a coffee?
[Sure](https://ko-fi.com/tiborkiss), thank you for your consideration!
# What is HUBA?
It is a joke delivered as an acronym: Highly Unorthodox Broker Agent.
I must admit: nothing is unorthodox about this approach (it is well studied).
When I started developing this strategy Hungary's Minister of Economy [Huba Gyorgy, Matolcsy](https://hu.wikipedia.org/wiki/Matolcsy_Gy%C3%B6rgy_(k%C3%B6zgazd%C3%A1sz))
started campaigning with his 'Unorthodox' approaches.
I thought this project will be as qualified as his decisions, hence the name.
================================================
FILE: bin/create_virtualenv.sh
================================================
#!/bin/bash
# Machine Health & Diagnostics VirtualEnv bootstrap script
# Use this script to create a virtual environment which contains
# all the dependencies for the project
# Safety mechanism:
# -e: Stop the script if any of the command fails in the script.
# -u: Stop the script if unset variables are accessed
# -o pipefail: Fail any of the command in a pipeline is failed.
set -euo pipefail
# Install location
VENV_LOCATION="venv-huba-pypy-2.6.1"
# Required Python version
REQD_PYTHON="pypy-2.6.1"
# Check if virtual env already exists
if [ -d ${VENV_LOCATION} ]; then
echo "Virtual environment directory (${VENV_LOCATION}) already exists!"
exit 1
fi
# Create a new virtual env directory
virtualenv --python=${REQD_PYTHON} ${VENV_LOCATION}
# Workaround venv's unbound ps1 bug
set +o nounset
# Install the required packages into virtual env
source ${VENV_LOCATION}/bin/activate
pip install -r requirements-pypy.txt
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FILE: bin/google_intraday.sh
================================================
#!/bin/bash
export PYTHONPATH=/Users/tiborkiss/devel/workspace/stocks/huba
cd /Users/tiborkiss/devel/workspace/stocks/huba
source venv-huba-pypy-2.6.1/bin/activate
./tools/google_intraday.py $*
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FILE: bin/huba_live_session.sh
================================================
#!/bin/bash
set -eio pipefail
set -x
HUBA_HOME="/Users/tiborkiss/devel/workspace/stocks/huba"
session="huba-live"
export PATH=/usr/local/bin:/sbin:/usr/sbin:/Users/tiborkiss/bin:/usr/bin:/bin:/usr/sbin:/sbin:/usr/local/bin:/usr/X11/bin
cmd_paper="${HUBA_HOME}/bin/huba_start_paper.sh"
cmd_real="${HUBA_HOME}/bin/huba_start_real.sh"
tmux -2 new-session -d -s ${session}
tmux split-window -v
tmux select-pane -t 0
tmux send-keys "${cmd_paper}" C-m
tmux select-pane -t 1
tmux send-keys "${cmd_real}" C-m
tmux -2 attach-session -t ${session}
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FILE: bin/huba_mass_backtest.sh
================================================
#!/bin/bash
if [ $# != 1 ]; then
echo "Usage: ./huba_mass_backtest.sh filename"
exit
fi
filename=$1
if [ ! -f $filename ]; then
echo "Input file does not exists: $filename"
exit
fi
HUBADIR=/home/tibkiss/devel/workspace/stocks/huba
for i in `cat $filename`; do
tag=`basename $filename`
${HUBADIR}/huba.py --action backtest --bt-start-date 20090101 --bt-end-date 20131231 --tag $tag --pairs $i
done
================================================
FILE: bin/huba_run_tests.sh
================================================
#!/bin/bash
# Safety mechanism:
# -e: Stop the script if any of the command fails in the script.
# -o pipefail: Fail any of the command in a pipeline is failed.
set -eo pipefail
timestamp=`date +%Y%m%d`
logfile="logs/huba-tests-${timestamp}.log"
cd /Users/tiborkiss/devel/workspace/stocks/huba
source venv-huba-pypy-2.6.1/bin/activate
export PYTHONPATH=../pyalgotrade
(time py.test -s -v testcases) >> ${logfile} 2>&1
================================================
FILE: bin/huba_start_paper.sh
================================================
#!/bin/bash
set -eio pipefail
set -x
export HUBA_HOME="/Users/tiborkiss/devel/workspace/stocks/huba"
pyenv="${HUBA_HOME}/venv-huba-pypy-2.6.1"
timestamp=`date +%Y%m%d`
error_log="logs/huba-paper-${timestamp}.err"
cd ${HUBA_HOME}
${pyenv}/bin/python huba.py live-trade --paper --debug --console 2> >(tee -a ${error_log})
================================================
FILE: bin/huba_start_real.sh
================================================
#!/bin/bash
set -eio pipefail
set -x
export HUBA_HOME="/Users/tiborkiss/devel/workspace/stocks/huba"
pyenv="${HUBA_HOME}/venv-huba-pypy-2.6.1"
timestamp=`date +%Y%m%d`
error_log="logs/huba-real-${timestamp}.err"
cd ${HUBA_HOME}
${pyenv}/bin/python huba.py live-trade --real --debug --trace 2> >(tee -a ${error_log})
================================================
FILE: bin/huba_stop.sh
================================================
#!/bin/sh
export PATH=/opt/local/bin:/opt/local/sbin:/usr/local/bin:/sbin:/usr/sbin:/Users/tiborkiss/bin:/usr/bin:/bin:/usr/sbin:/sbin:/usr/local/bin:/usr/X11/bin
tmux kill-session -t huba-live
for pid in `ps aux | grep -v "grep" | grep -v "huba_stop.sh" | grep -v "tmux" | grep "huba" | tr -s " " | cut -f 2 -d " "`; do
kill $pid
done
================================================
FILE: bin/ibgw_start_paper.sh
================================================
#!/bin/bash
timestamp=`date +%Y%m%d`
log="/Users/tiborkiss/devel/workspace/stocks/huba/logs/ibgw-paper-$timestamp.log"
config="/Users/tiborkiss/devel/workspace/stocks/huba/3rdparty/IBController/IBController-Paper.ini"
/Users/tiborkiss/devel/workspace/stocks/huba/3rdparty/IBController/IBControllerStart.sh GW $config 2>&1 | tee -a $log
================================================
FILE: bin/screenshot.sh
================================================
#!/bin/sh
currdate=`date +"%Y%m%d"`
currdatetime=`date +"%Y%m%d_%H%M"`
#dirname="/Users/tiborkiss/devel/workspace/stocks/huba/logs/screenshots/${currdate}"
dirname="/Users/tiborkiss/devel/workspace/stocks/huba/logs/screenshots/"
filename="${dirname}/${currdatetime}.png"
mkdir -p ${dirname}
/usr/sbin/screencapture ${filename}
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FILE: bin/tws_start_paper.sh
================================================
#!/bin/bash
timestamp=`date +%Y%m%d`
log="/Users/tiborkiss/devel/workspace/stocks/huba/logs/tws-paper-$timestamp.log"
config="/Users/tiborkiss/devel/workspace/stocks/huba/3rdparty/IBController/IBController-Paper.ini"
/Users/tiborkiss/devel/workspace/stocks/huba/3rdparty/IBController/IBControllerStart.sh TWS $config 2>&1 | tee -a $log
================================================
FILE: bin/tws_start_real.sh
================================================
#!/bin/bash
timestamp=`date +%Y%m%d`
log="/Users/tiborkiss/devel/workspace/stocks/huba/logs/tws-real-$timestamp.log"
config="/Users/tiborkiss/devel/workspace/stocks/huba/3rdparty/IBController/IBController-Real.ini"
/Users/tiborkiss/devel/workspace/stocks/huba/3rdparty/IBController/IBControllerStart.sh TWS $config 2>&1 | tee -a $log
================================================
FILE: bin/yahoo_earnings.sh
================================================
#!/bin/bash
export PYTHONPATH=/Users/tiborkiss/devel/workspace/stocks/huba
cd /Users/tiborkiss/devel/workspace/stocks/huba
source venv-huba-pypy-2.6.1/bin/activate
./tools/yahoo_earnings.py $*
================================================
FILE: config.py
================================================
import logging
log = logging.getLogger(__name__)
HUBA_DB_URI = 'postgresql://yyyy:XXXX@192.168.212.31/huba'
HUBA_TEST_DB_URI = 'postgresql://yyyy:XXXX@192.168.212.31/huba_test'
from strategy.statarb_params import StatArbParams
import itertools
from copy import deepcopy
StatArbConfig = dict()
# In order to match the paper trading size with the real trading size we need to consider
# the number of traded pairs in both account. The leverage of the accounts should be the
# same to have the similar interests on the borrowed shares.
# The freely available positions at IB is 100 (50 pairs), with quote booster this can be increase.
# The number of pairs traded in a real trading account is around 15.
# Assuming $100k as trading capital then each trade should hold $6.66k
# Therefore the equity in paper trading should be set to $666k (assuming 100 pairs w/ quote booster)
StatArbConfig['Paper'] = {'AccountCode': 'DU123456',
'TWSConnection': 'tws-paper:7500:53', # Host:Port:ConnectionId
'Leverage': 1.7,
'Pairs': ("DHR_WAT", "MVF_BHK", "PNR_DOX", "LH_STE", "RS_WCC", "SLF_AMWD", "ADBE_EFII",
"INSY_NBIX", "GII_BLV", "BTI_PM", "RWR_PUK", "STFC_AXS", "FFIC_FISI", "EGBN_JPM",
"BID_FOSL", "TRTN_CGI", "SSL_APD", "APU_SPH", "MAA_TITN", "KOF_FMX", "SASR_INDB",
"YORW_SJW", "KIRK_SPLS", "AVY_LYTS", "FHN_COBZ", "HAFC_AEGN", "EZA_EWH", "ACC_BIP",
"CXO_TCP", "ILG_FLY", "ACM_CRAI", "PFS_BANC", "WFC_MSFG", "DUG_PXH",
"HTGC_GAIN", "EBF_EQR", "DCI_DORM", "GILD_DVA", "ARCC_BKCC", "WFM_SBUX", "EOG_CLR",
"DGAS_NJR", "AVB_ESS", "ADC_RGC", "EXPO_PZZA", "ELS_FAST", "HOMB_OZRK", "CERN_CRM",
"HCP_LTC",
)
}
StatArbConfig['Real'] = {'AccountCode': 'U123456',
'TWSConnection': 'tws-real:7500:53', # Host:Port:ConnectionId
'Leverage': 0.5,
'Pairs': ("EZA_EWH", "WTS_CVCO", "CXO_TCP", "ADBE_EFII", "CRH_MLM", "MTW_TEX",
"BTI_PM", "KOF_FMX", "INSY_NBIX", "EGBN_JPM"
)
}
StatArbConfig['Test'] = {'AccountCode': 'DU476221',
'TWSConnection': '192.168.212.21:7500:77',
'Leverage': 1.0,
'Pairs': ()
}
# Configuration for the pairs. Use the optimizer to choose the best parameters for the given pair
StatArbPairsParamsShared = {
### Nasdaq screening 2013. 05. 01.
###################################
# 2016-07-31 14:04,v1.2-35-g789b1ec,ADSK_JNPR,2014-01-01,2016-12-31,1M,250695,649,0.62,14.27,41.01,15.64,319,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True)"
('ADSK', 'JNPR'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=True), # Unassigned
# 2016-07-31 14:56,v1.2-35-g789b1ec,ACC_WPC,2014-01-01,2016-12-31,1M,221230,649,0.63,14.26,40.96,13.98,225,"StatArbParams(lookbackWindow=40, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('ACC', 'WPC'): StatArbParams(lookbackWindow=40, entryZScore=0.5, logPrices=True), # Unassigned
### 2013. 05. 09
#################
# 2016-07-30 17:00,v1.2-10-gf0fb4f7,AZPN_MXIM,2014-01-01,2016-12-31,1M,240784,649,0.51,15.35,44.44,20.37,172,"StatArbParams(lookbackWindow=40, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('AZPN', 'MXIM'): StatArbParams(lookbackWindow=40, entryZScore=1.5, logPrices=False), # Paper
# 2016-07-30 16:23,v1.2-10-gf0fb4f7,DHR_WAT,2014-01-01,2016-12-31,1M,244016,649,0.37,10.51,29.35,12.12,273,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('DHR', 'WAT'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=True), # Paper
# 2016-07-31 14:07,v1.2-35-g789b1ec,MVF_BHK,2014-01-01,2016-12-31,1M,76522,649,0.47,9.23,25.52,3.94,210,"StatArbParams(lookbackWindow=40, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hur)"
('MVF', 'BHK'): StatArbParams(lookbackWindow=40, entryZScore=1.5, logPrices=True), # Paper
### 2013. 09. 16.
#################
# Unassigned
('GOOG', 'APH'): StatArbParams(lookbackWindow=40, entryZScore=1.5), # Unassigned
# 2016-07-31 15:44,v1.2-35-g789b1ec,MSM_MGRC,2014-01-01,2016-12-31,1M,198557,649,0.03,5.71,15.39,13.68,280,"StatArbParams(lookbackWindow=120, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('MSM', 'MGRC'): StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-07-31 15:45,v1.2-35-g789b1ec,MTW_TEX,2014-01-01,2016-12-31,1M,245629,649,1.04,59.89,234.91,40.56,99,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('MTW', 'TEX'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=False),
('KDN', 'CAS'): StatArbParams(lookbackWindow=75, entryZScore=1.0), # Unassigned
# 2016-07-31 14:53,v1.2-35-g789b1ec,MYD_BNA,2014-01-01,2016-12-31,1M,58511,672,-0.33,3.61,9.91,5.91,235,"StatArbParams(lookbackWindow=120, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hu)"
('MYD', 'BNA'): StatArbParams(lookbackWindow=120, entryZScore=0.5, logPrices=False), # Unassigned
# 2016-07-31 15:19,v1.2-35-g789b1ec,ADSK_RSTI,2014-01-01,2016-12-31,1M,248439,649,0.65,20.09,60.23,16.51,118,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fals)"
('ADSK', 'RSTI'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False), # Unassigned
('ISBC', 'SCBT'): StatArbParams(lookbackWindow=45, entryZScore=1.0), # Unassigned
# XXX: All backtest results are positive!
# 2016-07-31 13:59,v1.2-35-g789b1ec,DEL_CVCO,2014-01-01,2016-12-31,1M,53711,649,1.03,30.25,97.52,21.89,237,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('DEL', 'CVCO'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, 0.05)), # Unassigned
# 2016-07-31 14:38,v1.2-35-g789b1ec,IBM_GLD,2014-01-01,2016-12-31,1M,251676,649,0.62,14.86,42.89,14.60,175,"StatArbParams(lookbackWindow=40, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('IBM', 'GLD'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=False), # Paper
# 2016-07-31 15:22,v1.2-35-g789b1ec,CNX_BHI,2014-01-01,2016-12-31,1M,250798,649,0.58,26.98,85.00,31.61,282,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('CNX', 'BHI'): StatArbParams(lookbackWindow=20, entryZScore=2.0, logPrices=True), # Real
# 2016-07-30 16:12,v1.2-10-gf0fb4f7,MSCC_PRGS,2014-01-01,2016-12-31,1M,197036,649,-1.08,-15.51,-35.20,40.03,709,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Tr)"
('MSCC', 'PRGS'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper
# 2016-07-30 17:44,v1.2-10-gf0fb4f7,PPS_TITN,2014-01-01,2016-12-31,1M,183477,649,-1.24,-11.40,-26.79,28.83,741,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Tru)"
('PPS', 'TITN'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper
('MAA', 'TITN'): StatArbParams(lookbackWindow=60, entryZScore=1.0, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper
# 2014-11-10 09:36,PMCS_SPIL,2009-01-01,2013-12-31,1M,1254,0.43,13.37,86.71,29.37,289,60,2.00,0.00,600
# 2014-11-23 21:18,PMCS_SPIL,2013-11-07,2014-11-07,1M,252,0.17,6.26,6.26,17.08,173,60,2.00,0.00,600
# 2014-11-23 21:18,PMCS_SPIL,2013-11-07,2014-11-07,1M,252,0.58,14.41,14.41,15.73,118,120,2.00,0.00,600
('PMCS', 'SPIL'): StatArbParams(lookbackWindow=120, entryZScore=2.0), # Real
# 2016-07-30 15:34,v1.2-10-gf0fb4f7,PNR_DOX,2014-01-01,2016-12-31,1M,237635,649,0.44,11.41,32.07,10.66,93,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('PNR', 'DOX'): StatArbParams(lookbackWindow=20, entryZScore=1.5, logPrices=False), # Paper
# 2016-07-31 03:01,v1.2-10-gf0fb4f7,EZA_EWH,2014-01-01,2016-12-31,1M,209741,649,1.17,22.22,67.64,10.37,99,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('EZA', 'EWH'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False), # Real
# 2016-07-31 03:20,v1.2-10-gf0fb4f7,NX_IR,2014-01-01,2016-12-31,1M,242644,649,0.51,13.30,37.94,10.34,211,"StatArbParams(lookbackWindow=120, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('NX', 'IR'): StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=False, limitPriceIncrements=(0.05, None)),
# 2016-07-30 17:33,v1.2-10-gf0fb4f7,AMG_CFNL,2014-01-01,2016-12-31,1M,191275,649,-0.21,-0.01,-0.02,26.42,338,"StatArbParams(lookbackWindow=100, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fals)"
('AMG', 'CFNL'): StatArbParams(lookbackWindow=100, entryZScore=0.5, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-07-31 15:21,v1.2-35-g789b1ec,IILG_FLY,2014-01-01,2016-12-31,1M,157976,649,0.74,18.84,55.97,16.30,224,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
# IILG got renamed to ILG
('ILG', 'FLY'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False), # Paper
# 2016-07-31 16:38,v1.2-35-g789b1ec,ALKS_MNTA,2014-01-01,2016-12-31,1M,232498,649,-0.02,1.45,3.78,35.15,561,"StatArbParams(lookbackWindow=120, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fals)"
('ALKS', 'MNTA'): StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 16:50,v1.2-10-gf0fb4f7,BRKR_ININ,2014-01-01,2016-12-31,1M,207729,649,0.54,18.31,54.19,25.15,196,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fals)"
('BRKR', 'ININ'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=False), # Paper
# 2016-07-31 02:41,v1.2-10-gf0fb4f7,CEB_GPX,2014-01-01,2016-12-31,1M,130561,649,0.92,23.92,73.74,14.41,152,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('CEB', 'GPX'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 15:29,v1.2-10-gf0fb4f7,HOT_AAWW,2014-01-01,2016-12-31,1M,241940,649,0.83,20.58,61.93,17.62,243,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('HOT', 'AAWW'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-07-31 16:01,v1.2-35-g789b1ec,CRH_MLM,2014-01-01,2016-12-31,1M,219985,649,0.60,15.92,46.30,11.18,131,"StatArbParams(lookbackWindow=20, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('CRH', 'MLM'): StatArbParams(lookbackWindow=20, entryZScore=1.5, logPrices=False), # Real
# 2016-07-31 14:17,v1.2-35-g789b1ec,SSL_APD,2014-01-01,2016-12-31,1M,237678,649,0.63,18.12,53.57,27.20,190,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('SSL', 'APD'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=False), # Paper
# 2016-07-30 16:32,v1.2-10-gf0fb4f7,LH_STE,2014-01-01,2016-12-31,1M,227667,649,0.36,9.84,27.35,10.47,145,"StatArbParams(lookbackWindow=100, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hu)"
('LH', 'STE'): StatArbParams(lookbackWindow=100, entryZScore=0.5, logPrices=True), # Paper
# XXX: All backtest results are positive!
# 2016-07-31 15:43,v1.2-35-g789b1ec,CXO_TCP,2014-01-01,2016-12-31,1M,243806,649,1.28,52.98,198.91,51.66,239,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('CXO', 'TCP'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=False), # Real
# 2014-12-10 13:07,v1.1-1-g7e3df2b,TAL_CGI,2013-11-07,2014-11-07,1M,73752,252,2.12,42.30,42.30,7.05,134,20,2.00,0.00,600
# 2014-12-10 10:46,v1.1-1-g7e3df2b,TAL_CGI,2009-01-01,2013-12-31,1M,325893,1254,0.00,-16.93,-60.28,87.09,1288,20,2.00,0.00,600
('TAL', 'CGI'): StatArbParams(lookbackWindow=20, entryZScore=1.75, limitPriceIncrements=(None, 0.05)), # Obsolete: TAL merges with Triton as TRTN
# 2016-07-31 16:37,v1.2-35-g789b1ec,TRTN_CGI,2014-01-01,2016-12-31,1M,174974,649,0.74,24.61,76.23,21.97,216,"StatArbParams(lookbackWindow=100, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('TRTN', 'CGI'): StatArbParams(lookbackWindow=100, entryZScore=0.5, logPrices=False, limitPriceIncrements=(None, 0.05)), # Paper
### Yahoo+ETFDB Backtest 20131120
##################################
# 2016-07-30 15:40,v1.2-10-gf0fb4f7,CSCO_PKE,2014-01-01,2016-12-31,1M,245408,649,0.98,22.21,67.61,12.92,56,"StatArbParams(lookbackWindow=60, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('CSCO', 'PKE'): StatArbParams(lookbackWindow=60, entryZScore=1.0, limitPriceIncrements=(None, 0.05)), # Paper
# 2016-07-31 17:26,v1.2-35-g789b1ec,ACM_CRAI,2014-01-01,2016-12-31,1M,230547,649,1.31,31.50,102.45,10.84,71,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('ACM', 'CRAI'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05)), # Unassigned
# 2016-07-31 17:58,v1.2-35-g789b1ec,UNH_USPH,2014-01-01,2016-12-31,1M,251423,649,1.03,22.71,69.39,10.88,130,"StatArbParams(lookbackWindow=20, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('UNH', 'USPH'): StatArbParams(lookbackWindow=20, entryZScore=1.5, logPrices=False, limitPriceIncrements=(None, 0.05)), # Unassigned
# 2014-12-10 13:11,v1.1-1-g7e3df2b,TEVA_MR,2013-11-07,2014-11-07,1M,97426,252,-0.41,-3.58,-3.58,22.06,206,20,1.00,0.00,600
# 2014-12-10 11:08,v1.1-1-g7e3df2b,TEVA_MR,2009-01-01,2013-12-31,1M,487064,1254,1.07,26.48,221.82,14.75,185,20,1.00,0.00,600
# Crap in 2014
('TEVA', 'MR'): StatArbParams(lookbackWindow=20, entryZScore=1.0), # Unassigned
# XXX: All backtest results are negative! crap.
# 2016-07-31 17:09,v1.2-35-g789b1ec,DBE_MORN,2014-01-01,2016-12-31,1M,82846,649,-0.20,-4.29,-10.67,37.19,650,"StatArbParams(lookbackWindow=20, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('DBE', 'MORN'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=True), # Unassigned
# 2016-07-31 17:32,v1.2-35-g789b1ec,ABG_IX,2014-01-01,2016-12-31,1M,176154,649,0.44,15.74,45.72,22.87,168,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hu)"
('ABG', 'IX'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=True, limitPriceIncrements=(0.05, None)), # Paper
#2016-07-31 18:12,v1.2-35-g789b1ec,ACC_BIP,2014-01-01,2016-12-31,1M,221230,649,0.73,17.25,50.66,16.09,193,"StatArbParams(lookbackWindow=120, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('ACC', 'BIP'): StatArbParams(lookbackWindow=120, entryZScore=0.5, logPrices=True), # Real
# 2016-07-31 16:50,v1.2-35-g789b1ec,VT_EFT,2014-01-01,2016-12-31,1M,160309,649,-0.11,4.91,13.14,5.04,135,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, h)"
('VT', 'EFT'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False), # Paper
# 2016-07-31 17:06,v1.2-35-g789b1ec,SLX_IIVI,2014-01-01,2016-12-31,1M,148364,649,0.71,18.29,54.11,14.20,190,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('SLX', 'IIVI'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper
### Yahoo+ETFDB Backtest 20131120, Lilla selection
##################################################
# 2014-12-10 13:13,v1.1-1-g7e3df2b,NDSN_ROSE,2013-11-07,2014-11-07,1M,92655,252,0.11,5.65,5.65,11.25,77,20,1.00,0.00,600
# 2014-12-10 11:15,v1.1-1-g7e3df2b,NDSN_ROSE,2009-01-01,2013-12-31,1M,440005,1254,0.45,18.51,132.80,30.99,398,20,1.00,0.00,600
('NDSN', 'ROSE'): StatArbParams(lookbackWindow=10, entryZScore=1.0), # Paper
# 2016-07-31 02:51,v1.2-10-gf0fb4f7,IHF_USPH,2014-01-01,2016-12-31,1M,67564,649,1.26,20.48,61.57,7.78,267,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('IHF', 'USPH'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
### Yahoo+ETFDB Backtest 20131120, Tibi selection
#################################################
# 2016-07-30 15:56,v1.2-10-gf0fb4f7,HAFC_AEGN,2014-01-01,2016-12-31,1M,141171,649,0.96,24.54,75.96,16.05,389,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('HAFC', 'AEGN'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-31 17:55,v1.2-35-g789b1ec,ATMI_WOOF,2014-01-01,2016-12-31,1M,211894,665,0.70,20.28,62.80,21.45,192,"StatArbParams(lookbackWindow=100, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True)"
('ATMI', 'WOOF'): StatArbParams(lookbackWindow=100, entryZScore=2.0, logPrices=True),
('EPAY', 'CAM'): StatArbParams(lookbackWindow=40, entryZScore=1.5, limitPriceIncrements=(0.05, None)), #
('CLR', 'TRAK'): StatArbParams(lookbackWindow=40, entryZScore=1.0), #
('CMC', 'PRE'): StatArbParams(lookbackWindow=40, entryZScore=1.0), #
# 2014-12-10 13:11,v1.1-1-g7e3df2b,ADI_EFR,2013-11-07,2014-11-07,1M,96269,252,1.42,19.75,19.75,8.05,52,80,1.00,0.00,600
# 2014-12-10 11:08,v1.1-1-g7e3df2b,ADI_EFR,2009-01-01,2013-12-31,1M,484277,1254,0.15,5.20,28.70,49.41,1011,80,1.00,0.00,600
('ADI', 'EFR'): StatArbParams(lookbackWindow=80, entryZScore=1.0), # Paper
# 2016-07-30 16:02,v1.2-10-gf0fb4f7,HRC_AIN,2014-01-01,2016-12-31,1M,185461,649,0.80,21.10,63.73,17.99,278,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('HRC', 'AIN'): StatArbParams(lookbackWindow=10, entryZScore=0.5, limitPriceIncrements=(None, 0.05)), # Paper
# 2016-07-31 16:38,v1.2-35-g789b1ec,AJG_WSO,2014-01-01,2016-12-31,1M,229847,649,0.85,27.30,86.20,20.04,230,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('AJG', 'WSO'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=True), # Paper
# 2016-07-30 17:10,v1.2-10-gf0fb4f7,ALGN_CVG,2014-01-01,2016-12-31,1M,214992,649,1.59,34.56,114.80,10.08,127,"StatArbParams(lookbackWindow=120, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True)"
('ALGN', 'CVG'): StatArbParams(lookbackWindow=120, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper & Real
# 2016-07-31 17:59,v1.2-35-g789b1ec,SLF_AMWD,2014-01-01,2016-12-31,1M,197191,649,0.29,12.13,34.31,30.99,262,"StatArbParams(lookbackWindow=40, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('SLF', 'AMWD'): StatArbParams(lookbackWindow=40, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper
# 2016-07-31 18:20,v1.2-35-g789b1ec,AMX_CAC,2014-01-01,2016-12-31,1M,246913,649,0.00,4.86,12.99,28.36,208,"StatArbParams(lookbackWindow=100, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('AMX', 'CAC'): StatArbParams(lookbackWindow=100, entryZScore=1.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 15:42,v1.2-10-gf0fb4f7,BMTC_KEY,2014-01-01,2016-12-31,1M,244513,649,0.94,19.99,59.88,10.46,150,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('BMTC', 'KEY'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, None)), # Paper
### 20141023: Re-scan Yahoo+ETFDB Above Sharpe 0.75
###################################################
# 2016-07-31 17:23,v1.2-35-g789b1ec,BANC_STL,2014-01-01,2016-12-31,1M,179334,649,0.07,6.11,16.49,17.21,475,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('BANC', 'STL'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 16:07,v1.2-10-gf0fb4f7,AN_MYRG,2014-01-01,2016-12-31,1M,227356,649,1.51,34.96,116.42,11.07,75,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('AN', 'MYRG'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False, limitPriceIncrements=(None, 0.05)), # Paper
### 20141102: Re-scan Yahoo+ETFDB Above Sharpe 0.75, fwdtest
#############################################################
# 2016-07-30 18:06,v1.2-10-gf0fb4f7,BID_FOSL,2014-01-01,2016-12-31,1M,224910,649,1.45,40.31,139.23,22.57,243,"StatArbParams(lookbackWindow=120, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fal)"
('BID', 'FOSL'): StatArbParams(lookbackWindow=120, entryZScore=1.0, logPrices=False), # Paper
# 2016-07-30 15:53,v1.2-10-gf0fb4f7,ADBE_EFII,2014-01-01,2016-12-31,1M,243885,649,1.46,27.25,86.02,6.69,53,"StatArbParams(lookbackWindow=40, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('ADBE','EFII'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=True, limitPriceIncrements=(None, 0.05)), # Real & Paper
# 2014-12-10 13:15,v1.1-1-g7e3df2b,APH_EXLP,2013-11-07,2014-11-07,1M,83790,252,0.73,33.39,33.39,15.79,240,20,1.00,0.00,600
# 2014-12-10 11:24,v1.1-1-g7e3df2b,APH_EXLP,2009-01-01,2013-12-31,1M,462107,1254,0.28,2.88,15.19,67.67,950,20,1.00,0.00,600
('APH', 'EXLP'): StatArbParams(lookbackWindow=20, entryZScore=1.0), # Paper
# 2016-07-31 18:24,v1.2-35-g789b1ec,CLNE_MBT,2014-01-01,2016-12-31,1M,235452,649,1.11,44.06,156.03,38.65,202,"StatArbParams(lookbackWindow=100, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fal)"
('CLNE','MBT'): StatArbParams(lookbackWindow=100, entryZScore=1.5, logPrices=False), # Paper
# 2016-07-31 18:28,v1.2-35-g789b1ec,BJRI_SMTC,2014-01-01,2016-12-31,1M,189632,649,0.48,14.94,43.12,20.74,144,"StatArbParams(lookbackWindow=40, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('BJRI','SMTC'): StatArbParams(lookbackWindow=40, entryZScore=1.5, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 16:46,v1.2-10-gf0fb4f7,MAS_SENEA,2014-01-01,2016-12-31,1M,243757,649,-0.02,3.11,8.20,23.40,434,"StatArbParams(lookbackWindow=60, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('MAS', 'SENEA'): StatArbParams(lookbackWindow=60, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2014-12-10 13:18,v1.1-1-g7e3df2b,NIB_COV,2013-11-07,2014-11-07,1M,96844,252,2.20,55.54,55.54,5.85,31,80,1.00,0.00,600
# 2014-12-10 11:40,v1.1-1-g7e3df2b,NIB_COV,2009-01-01,2013-12-31,1M,484920,1254,0.40,10.60,65.12,25.14,268,20,1.00,0.00,600
# 2014-12-10 13:17,v1.1-1-g7e3df2b,NIB_COV,2013-11-07,2014-11-07,1M,96844,252,1.33,37.66,37.66,9.18,84,20,1.00,0.00,600
('NIB', 'COV'): StatArbParams(lookbackWindow=20, entryZScore=1.0), # COV is bought by MDT @ 2015. 01. 27.
# 2016-07-30 16:46,v1.2-10-gf0fb4f7,RS_WCC,2014-01-01,2016-12-31,1M,210542,649,0.40,11.68,32.91,15.23,297,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, h)"
('RS', 'WCC'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2014-12-10 13:19,v1.1-1-g7e3df2b,RWR_PUK,2013-11-07,2014-11-07,1M,60770,252,0.72,11.47,11.47,8.28,82,80,1.00,0.00,600
# 2014-12-10 11:54,v1.1-1-g7e3df2b,RWR_PUK,2009-01-01,2013-12-31,1M,354695,1254,0.38,10.49,64.24,23.17,546,80,1.00,0.00,600
('RWR', 'PUK'): StatArbParams(lookbackWindow=80, entryZScore=1.0), # Paper
# 2014-12-10 13:20,v1.1-1-g7e3df2b,ATW_GES,2013-11-07,2014-11-07,1M,88942,252,2.45,43.93,43.93,8.15,58,20,1.50,0.00,600
# 2014-12-10 11:59,v1.1-1-g7e3df2b,ATW_GES,2009-01-01,2013-12-31,1M,465053,1254,0.49,-1.90,-9.09,98.59,1301,20,1.50,0.00,600
('ATW', 'GES'): StatArbParams(lookbackWindow=20, entryZScore=1.5), # Paper
### 20141103: Re-scan Yahoo+ETFDB Above Sharpe 0.75, fwdtest + Lilla manual
###########################################################################
# 2016-07-30 16:46,v1.2-10-gf0fb4f7,INSY_NBIX,2014-01-01,2016-12-31,1M,213672,649,0.91,55.35,210.97,54.82,185,"StatArbParams(lookbackWindow=20, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fal)"
('INSY', 'NBIX'): StatArbParams(lookbackWindow=20, entryZScore=1.5, logPrices=False, limitPriceIncrements=(0.05, None)), # Paper
# 2014-12-10 13:21,v1.1-1-g7e3df2b,KB_LFC,2013-11-07,2014-11-07,1M,50228,252,1.91,23.66,23.66,3.81,52,60,2.00,0.00,600
# 2014-12-10 11:57,v1.1-1-g7e3df2b,KB_LFC,2009-01-01,2013-12-31,1M,387062,1254,0.61,15.29,102.96,10.09,161,60,2.00,0.00,600
('KB', 'LFC'): StatArbParams(lookbackWindow=60, entryZScore=2.0), # Paper
# 2014-12-10 13:22,v1.1-1-g7e3df2b,CMC_TRAK,2013-11-07,2014-11-07,1M,84860,252,1.79,38.59,38.59,11.23,56,60,2.00,0.00,600
# 2014-12-10 12:05,v1.1-1-g7e3df2b,CMC_TRAK,2009-01-01,2013-12-31,1M,460186,1254,1.12,29.31,259.28,18.59,162,60,2.00,0.00,600
('CMC', 'TRAK'): StatArbParams(lookbackWindow=60, entryZScore=2.0), # Paper
# 2014-12-10 12:11,v1.1-1-g7e3df2b,CRH_RRC,2009-01-01,2013-12-31,1M,483689,1254,0.74,21.88,167.68,19.47,222,40,1.50,0.00,600
# 2014-12-10 13:23,v1.1-1-g7e3df2b,CRH_RRC,2013-11-07,2014-11-07,1M,95846,252,2.32,42.78,42.78,6.19,30,40,1.50,0.00,600
('CRH', 'RRC'): StatArbParams(lookbackWindow=40, entryZScore=1.5), # Paper
### 20141118: 1M Scan ETFDB
######################################################################
# 2016-07-30 16:43,v1.2-10-gf0fb4f7,TOK_IOO,2014-01-01,2016-12-31,1M,38135,649,0.87,19.64,58.70,2.83,69,"StatArbParams(lookbackWindow=40, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hur)"
# More TOK Pairs: TOK_IOO, TOK_VT, TOK_GWL, TOK_VTV TOK_DIA, TOK_IVE
('TOK', 'IOO'): StatArbParams(lookbackWindow=40, entryZScore=0.5), # Paper
# 2016-07-30 17:03,v1.2-10-gf0fb4f7,GII_BLV,2014-01-01,2016-12-31,1M,74139,649,0.57,12.07,34.12,12.33,416,"StatArbParams(lookbackWindow=20, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('GII', 'BLV'): StatArbParams(lookbackWindow=20, entryZScore=1.5, logPrices=True), # Paper
# 2016-07-30 17:34,v1.2-10-gf0fb4f7,JXI_XRT,2014-01-01,2016-12-31,1M,237265,649,0.33,15.37,44.52,26.04,344,"StatArbParams(lookbackWindow=40, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('JXI', 'XRT'): StatArbParams(lookbackWindow=40, entryZScore=2.0, logPrices=True), # Paper
### 20141208: 1M Scan Yahoo.US
######################################################################
# 2014-12-04 08:31,v1.0-238-ge66b963,E_GRA,2008-01-01,2013-12-31,1M,516000,1506,0.98,21.82,225.30,17.06,235,60,1.00,0.00,600
# 2014-12-05 17:05,v1.0-238-ge66b963,FLS_NX,2008-01-01,2013-12-31,1M,548886,1506,1.25,52.92,1165.77,19.78,221,60,1.00,0.00,600
# 2014-12-06 19:41,v1.0-238-ge66b963,CRS_LDL,2008-01-01,2013-12-31,1M,508574,1506,1.21,39.99,646.60,39.54,359,60,1.00,0.00,600
# 2014-12-05 18:00,v1.0-238-ge66b963,FLR_MYRG,2008-01-01,2013-12-31,1M,580758,1506,1.49,45.63,845.23,30.16,133,60,1.00,0.00,600
# Healthcare
# 2014-12-26 22:02,v1.1-9-g55fca08,LIFE_MR,2008-01-01,2013-12-31,1M,571892,1506,1.30,41.11,683.13,13.48,124,60,1.00,0.00,600
# 2014-12-26 21:27,v1.1-9-g55fca08,COV_IPCM,2008-01-01,2013-12-31,1M,582438,1506,1.31,35.21,506.54,17.64,428,60,1.00,0.00,600
# 2014-12-24 02:07,v1.1-9-g55fca08,PKI_USPH,2008-01-01,2013-12-31,1M,550545,1506,1.33,37.70,576.44,37.02,481,60,1.00,0.00,600
# 2016-07-30 15:28,v1.2-10-gf0fb4f7,LEN_UFPI,2014-01-01,2016-12-31,1M,243542,649,0.80,22.51,68.68,21.16,169,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('LEN', 'UFPI'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)), # Paper
# 2014-12-10 16:16,v1.0-238-ge66b963,BTI_PM,2008-01-01,2013-12-31,1M,562021,1506,1.58,25.66,291.53,10.60,138,60,1.00,0.00,600
# 2014-12-10 18:59,v1.1-1-g7e3df2b,BTI_PM,2013-11-07,2014-11-07,1M,97702,252,1.00,14.18,14.18,6.94,48,20,1.00,0.00,600
# 2014-12-10 19:01,v1.1-1-g7e3df2b,BTI_PM,2009-01-01,2013-12-31,1M,487648,1254,1.63,24.98,203.30,11.66,136,20,1.00,0.00,600
('BTI', 'PM'): StatArbParams(lookbackWindow=20, entryZScore=1.0), # Real
# 2014-12-15 00:06,v1.0-238-ge66b963,KOF_FMX,2008-01-01,2013-12-31,1M,529040,1506,1.33,29.98,379.12,11.76,238,60,1.00,0.00,600
# 2014-12-15 07:38,v1.1-2-g621d4ef,KOF_FMX,2013-11-07,2014-11-07,1M,75835,252,1.29,19.62,19.62,5.82,82,20,1.00,0.00,600
# 2014-12-15 07:32,v1.1-2-g621d4ef,KOF_FMX,2009-01-01,2013-12-31,1M,435646,1254,0.80,17.38,121.99,11.91,442,20,1.00,0.00,600
('KOF', 'FMX'): StatArbParams(lookbackWindow=20, entryZScore=1.0), # Paper
# 2016-07-31 02:51,v1.2-10-gf0fb4f7,WTS_CVCO,2014-01-01,2016-12-31,1M,127001,649,1.62,56.59,217.38,25.80,102,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True)"
('WTS', 'CVCO'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=True, limitPriceIncrements=(0.05, 0.05)), # Paper
# 2016-07-30 17:27,v1.2-10-gf0fb4f7,MDT_USPH,2014-01-01,2016-12-31,1M,245570,649,1.50,28.32,90.06,9.74,112,"StatArbParams(lookbackWindow=60, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('MDT', 'USPH'): StatArbParams(lookbackWindow=60, entryZScore=2.0, logPrices=False, limitPriceIncrements=(None, 0.05)), # Paper
# 2014-12-31 12:00,v1.1-14-g880a0f0,XRAY_MR,2014-01-01,2014-12-31,1M,74981,216,1.54,36.57,30.62,10.05,60,40,1.00,0.00,600
# 2014-12-31 11:54,v1.1-14-g880a0f0,XRAY_MR,2008-01-01,2013-12-31,1M,554053,1506,1.25,34.79,495.54,23.14,178,40,1.00,0.00,600
('XRAY', 'MR'): StatArbParams(lookbackWindow=40, entryZScore=1.0), # Real
# 2015-01-01 21:53,v1.1-19-g01d9262,APU_SPH,2008-01-01,2013-12-31,1M,292153,1506,1.35,25.88,295.64,11.52,109,60,1.00,0.00,600
# 2015-01-01 23:23,v1.1-21-g276004e,APU_SPH,2008-01-01,2013-12-31,1M,292153,1506,1.87,37.74,577.62,18.64,704,20,1.00,0.00,600
# 2015-01-01 23:28,v1.1-21-g276004e,APU_SPH,2014-01-01,2014-12-31,1M,64500,251,1.74,22.97,22.87,4.00,67,20,1.00,0.00,600
('APU', 'SPH'): StatArbParams(lookbackWindow=20, entryZScore=1.0, limitPriceIncrements=(None, 0.05)), # Paper
# 2015-01-05 07:38,v1.1-26-g00323fd,AWK_MSEX,2014-01-01,2014-12-31,1M,88835,251,1.36,17.25,17.17,3.45,68,20,1.50,0.00,600
# 2015-01-05 07:34,v1.1-26-g00323fd,AWK_MSEX,2009-01-01,2013-12-31,1M,452484,1254,2.02,32.96,312.68,7.10,143,20,1.50,0.00,600
('AWK', 'MSEX'): StatArbParams(lookbackWindow=20, entryZScore=1.5, limitPriceIncrements=(None, 0.05)),
# 2016-07-31 03:09,v1.2-10-gf0fb4f7,XEL_ARTNA,2014-01-01,2016-12-31,1M,242949,649,0.98,16.24,47.35,8.13,76,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('XEL', 'ARTNA'): StatArbParams(lookbackWindow=20, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 17:18,v1.2-10-gf0fb4f7,ARTNA_MSEX,2014-01-01,2016-12-31,1M,50219,649,2.13,41.56,144.77,18.12,183,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True)"
('ARTNA', 'MSEX'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 18:06,v1.2-10-gf0fb4f7,CHCO_WASH,2014-01-01,2016-12-31,1M,56672,649,1.94,32.10,104.80,15.57,61,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('CHCO', 'WASH'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 17:31,v1.2-10-gf0fb4f7,SYBT_EMCI,2014-01-01,2016-12-31,1M,38310,649,1.05,36.02,120.85,16.99,443,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('SYBT', 'EMCI'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 18:34,v1.2-10-gf0fb4f7,WFC_MSFG,2014-01-01,2016-12-31,1M,246241,649,1.57,33.84,111.84,7.64,80,"StatArbParams(lookbackWindow=20, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('WFC', 'MSFG'): StatArbParams(lookbackWindow=20, entryZScore=1.0, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 19:06,v1.2-10-gf0fb4f7,STFC_AXS,2014-01-01,2016-12-31,1M,202643,649,1.60,36.52,122.96,11.66,65,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('STFC', 'AXS'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, None)),
# 2016-07-30 17:42,v1.2-10-gf0fb4f7,SRCE_LKFN,2014-01-01,2016-12-31,1M,56115,649,2.43,47.13,170.32,6.68,64,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('SRCE', 'LKFN'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 17:47,v1.2-10-gf0fb4f7,SFNC_CAC,2014-01-01,2016-12-31,1M,77425,649,1.22,25.74,80.39,11.97,201,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('SFNC', 'CAC'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 19:02,v1.2-10-gf0fb4f7,SASR_INDB,2014-01-01,2016-12-31,1M,79372,649,2.40,46.01,165.07,5.27,109,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('SASR', 'INDB'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 19:20,v1.2-10-gf0fb4f7,RDC_NGS,2014-01-01,2016-12-31,1M,242649,649,2.00,65.76,267.51,16.01,101,"StatArbParams(lookbackWindow=100, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('RDC', 'NGS'): StatArbParams(lookbackWindow=100, entryZScore=1.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 18:27,v1.2-10-gf0fb4f7,PEBO_AJG,2014-01-01,2016-12-31,1M,223513,649,1.40,31.10,100.87,8.88,126,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('PEBO', 'AJG'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, None)),
# 2016-07-30 18:15,v1.2-10-gf0fb4f7,KMT_HAYN,2014-01-01,2016-12-31,1M,214374,649,1.90,72.25,305.71,26.23,63,"StatArbParams(lookbackWindow=100, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('KMT', 'HAYN'): StatArbParams(lookbackWindow=100, entryZScore=0.5, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 18:19,v1.2-10-gf0fb4f7,KIRK_SPLS,2014-01-01,2016-12-31,1M,245204,649,1.32,44.71,159.05,21.71,111,"StatArbParams(lookbackWindow=80, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=Fals)"
('KIRK', 'SPLS'): StatArbParams(lookbackWindow=80, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, None)),
# 2016-07-30 19:32,v1.2-10-gf0fb4f7,IJT_ENY,2014-01-01,2016-12-31,1M,106084,649,0.42,12.74,36.17,12.45,190,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('IJT', 'ENY'): StatArbParams(lookbackWindow=20, entryZScore=2.0, logPrices=False),
# 2016-07-30 18:42,v1.2-10-gf0fb4f7,FHN_COBZ,2014-01-01,2016-12-31,1M,231603,640,1.14,22.23,66.51,11.85,215,"StatArbParams(lookbackWindow=60, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('FHN', 'COBZ'): StatArbParams(lookbackWindow=60, entryZScore=1.5, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 15:43,v1.2-10-gf0fb4f7,FHCO_ABAX,2014-01-01,2016-12-31,1M,126824,649,0.77,39.16,134.20,94.71,643,"StatArbParams(lookbackWindow=80, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=Tru)"
('FHCO', 'ABAX'): StatArbParams(lookbackWindow=80, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 19:28,v1.2-10-gf0fb4f7,FGD_IDV,2014-01-01,2016-12-31,1M,201669,640,-0.28,4.63,12.18,4.97,264,"StatArbParams(lookbackWindow=120, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('FGD', 'IDC'): StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=True),
# 2016-07-30 18:11,v1.2-10-gf0fb4f7,FFIC_FISI,2014-01-01,2016-12-31,1M,76821,649,2.14,44.40,157.60,8.85,70,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('FFIC', 'FISI'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 18:45,v1.2-10-gf0fb4f7,EGBN_JPM,2014-01-01,2016-12-31,1M,245575,649,1.23,30.09,96.90,13.04,131,"StatArbParams(lookbackWindow=40, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('EGBN', 'JPM'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=True, limitPriceIncrements=(0.05, None)),
# 2016-07-30 17:34,v1.2-10-gf0fb4f7,CLC_ALG,2014-01-01,2016-12-31,1M,162380,649,1.01,20.37,61.21,14.49,185,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,
('CLC', 'ALG'): StatArbParams(lookbackWindow=20, entryZScore=2.0, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-07-30 18:18,v1.2-10-gf0fb4f7,BWINB_UVSP,2014-01-01,2016-12-31,1M,44202,649,1.79,36.53,122.97,8.02,90,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('BWINB','UVSP'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 18:28,v1.2-10-gf0fb4f7,BRKL_OCFC,2014-01-01,2016-12-31,1M,131247,649,1.11,37.41,126.68,12.52,164,"StatArbParams(lookbackWindow=20, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=Tru)"
('BRKL', 'OCFC'): StatArbParams(lookbackWindow=20, entryZScore=0.5, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 18:44,v1.2-10-gf0fb4f7,BHLB_NATL,2014-01-01,2016-12-31,1M,90992,649,1.22,34.33,113.85,11.07,193,"StatArbParams(lookbackWindow=40, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True,)"
('BHLB', 'NATL'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=True, limitPriceIncrements=(0.05, None)),
# 2016-07-30 19:11,v1.2-10-gf0fb4f7,BDGE_NBTB,2014-01-01,2016-12-31,1M,87377,649,1.94,33.19,109.21,8.40,87,"StatArbParams(lookbackWindow=10, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('BDGE', 'NBTB'): StatArbParams(lookbackWindow=10, entryZScore=1.5, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-30 18:50,v1.2-10-gf0fb4f7,AVY_LYTS,2014-01-01,2016-12-31,1M,225043,649,1.23,33.13,108.96,12.55,81,"StatArbParams(lookbackWindow=60, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('AVY', 'LYTS'): StatArbParams(lookbackWindow=60, entryZScore=1.5, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-07-31 03:24,v1.2-19-g4610b83,CVCO_GVA,2014-01-01,2016-12-31,1M,143102,649,1.48,44.21,156.71,20.27,94,"StatArbParams(lookbackWindow=40, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False)"
('CVCO', 'GVA'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-31 04:13,v1.2-22-gdbeb232,YORW_SJW,2014-01-01,2016-12-31,1M,69215,649,1.24,25.59,79.81,10.22,139,"StatArbParams(lookbackWindow=40, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('YORW', 'SJW'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-07-31 05:13,v1.2-22-gdbeb232,FIW_REM,2014-01-01,2016-12-31,1M,166828,649,0.22,7.68,20.99,8.53,405,"StatArbParams(lookbackWindow=100, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False,)"
('FIW', 'REM'): StatArbParams(lookbackWindow=100, entryZScore=0.5, logPrices=False),
# 2016-07-31 05:24,v1.2-22-gdbeb232,DUG_PXH,2014-01-01,2016-12-31,1M,103616,649,0.04,3.99,10.59,27.25,766,"StatArbParams(lookbackWindow=10, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, h)"
('DUG', 'PXH'): StatArbParams(lookbackWindow=10, entryZScore=1.5, logPrices=True),
# 2016-07-31 05:58,v1.2-22-gdbeb232,UYG_VV,2014-01-01,2016-12-31,1M,129302,649,0.57,22.03,66.98,15.98,374,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, h)"
('UYG', 'VV'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False),
# 2016-10-12 05:58,v1.2-120-g767e46e,AEP_ARTNA,2014-01-01,2016-12-31,1M,243980,700,0.50,1.48,9.73,29.43,6.84,146,191,126,65,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('AEP', 'ARTNA'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05)),
# 2016-10-12 03:29,v1.2-120-g767e46e,MAR_AAWW,2014-01-01,2016-12-31,1M,243520,700,0.72,1.43,20.50,67.86,23.19,540,380,237,143,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('MAR', 'AAWW'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-10-12 06:40,v1.2-120-g767e46e,PFS_BANC,2014-01-01,2016-12-31,1M,135388,700,-0.48,-0.01,-0.66,-1.83,22.77,958,207,113,94,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('PFS', 'BANC'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-10-12 07:14,v1.2-120-g767e46e,HTGC_GAIN,2014-01-01,2016-12-31,1M,165177,700,0.04,0.63,5.14,14.94,21.05,576,128,74,54,"StatArbParams(lookbackWindow=80, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('HTGC', 'GAIN'): StatArbParams(lookbackWindow=80, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, None)),
# 2016-10-12 07:31,v1.2-120-g767e46e,EBF_EQR,2014-01-01,2016-12-31,1M,239521,700,0.56,1.23,17.02,54.75,24.76,189,123,80,43,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('EBF', 'EQR'): StatArbParams(lookbackWindow=20, entryZScore=2.0, logPrices=True, limitPriceIncrements=(0.05, None)),
# 2016-10-12 06:21,v1.2-120-g767e46e,DCI_DORM,2014-01-01,2016-12-31,1M,202968,700,0.69,1.66,13.10,40.78,17.16,313,46,33,13,"StatArbParams(lookbackWindow=40, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('DCI', 'DORM'): StatArbParams(lookbackWindow=40, entryZScore=1.0, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-10-12 06:40,v1.2-120-g767e46e,FCBC_CVBF,2014-01-01,2016-12-31,1M,183806,700,1.21,2.37,17.98,58.31,10.62,217,510,299,211,"StatArbParams(lookbackWindow=10, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('FCBC', 'CVBF'): StatArbParams(lookbackWindow=10, entryZScore=1.5, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-10-12 07:19,v1.2-120-g767e46e,GILD_DVA,2014-01-01,2016-12-31,1M,245749,700,0.90,1.85,18.06,58.60,14.11,117,44,33,11,"StatArbParams(lookbackWindow=80, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('GILD', 'DVA'): StatArbParams(lookbackWindow=80, entryZScore=1.5, logPrices=True),
# 2016-10-12 07:55,v1.2-120-g767e46e,OHI_WPC,2014-01-01,2016-12-31,1M,235694,700,0.15,1.04,6.58,19.36,8.73,121,46,28,18,"StatArbParams(lookbackWindow=120, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('OHI', 'WPC'): StatArbParams(lookbackWindow=120, entryZScore=1.0, logPrices=False),
# 2016-10-12 06:20,v1.2-120-g767e46e,ARCC_BKCC,2014-01-01,2016-12-31,1M,233427,700,0.43,1.56,10.77,32.86,12.86,88,268,154,114,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('ARCC', 'BKCC'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False),
# 2016-10-12 06:51,v1.2-120-g767e46e,DGAS_NJR,2014-01-01,2016-12-31,1M,171628,700,0.42,1.71,24.11,82.20,58.11,292,97,64,33,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('DGAS', 'NJR'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-10-12 07:18,v1.2-120-g767e46e,GEOS_TRMB,2014-01-01,2016-12-31,1M,230960,700,0.37,0.70,12.72,39.47,24.78,311,28,18,10,"StatArbParams(lookbackWindow=60, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('GEOS', 'TRMB'): StatArbParams(lookbackWindow=60, entryZScore=2.0, logPrices=True, limitPriceIncrements=(0.05, None)),
# 2016-10-12 07:40,v1.2-120-g767e46e,ES_MSEX,2014-01-01,2016-12-31,1M,240381,700,0.35,1.21,8.77,26.31,16.08,136,83,59,24,"StatArbParams(lookbackWindow=40, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('ES', 'MSEX'): StatArbParams(lookbackWindow=40, entryZScore=1.5, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-10-12 06:20,v1.2-120-g767e46e,CFR_GABC,2014-01-01,2016-12-31,1M,202240,700,-0.29,0.23,1.62,4.56,14.08,288,132,71,61,"StatArbParams(lookbackWindow=10, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('CFR', 'GABC'): StatArbParams(lookbackWindow=10, entryZScore=2.0, logPrices=False, limitPriceIncrements=(None, 0.05)),
# 2016-10-12 07:02,v1.2-120-g767e46e,DCOM_CBU,2014-01-01,2016-12-31,1M,117905,700,1.08,2.03,21.63,72.26,11.67,297,70,43,27,"StatArbParams(lookbackWindow=120, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('DCOM', 'CBU'): StatArbParams(lookbackWindow=120, entryZScore=1.0, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-10-12 07:05,v1.2-120-g767e46e,AVB_ESS,2014-01-01,2016-12-31,1M,219480,700,0.95,2.48,11.76,36.18,6.63,91,612,367,245,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('AVB', 'ESS'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=True),
# 2016-10-12 06:44,v1.2-120-g767e46e,NLY_CMO,2014-01-01,2016-12-31,1M,244912,700,-0.27,0.63,3.03,8.66,14.54,349,104,64,40,"StatArbParams(lookbackWindow=120, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('NLY', 'CMO'): StatArbParams(lookbackWindow=120, entryZScore=0.5, logPrices=True),
# 2016-10-12 07:01,v1.2-120-g767e46e,ADC_RGC,2014-01-01,2016-12-31,1M,219924,700,0.16,0.96,6.76,19.91,12.69,134,30,22,8,"StatArbParams(lookbackWindow=60, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('ADC', 'RGC'): StatArbParams(lookbackWindow=60, entryZScore=1.0, logPrices=True),
# 2016-10-12 07:24,v1.2-120-g767e46e,HR_UBA,2014-01-01,2016-12-31,1M,205805,700,0.86,2.13,12.33,38.13,9.13,137,294,180,114,"StatArbParams(lookbackWindow=60, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('HR', 'UBA'): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=False),
# 2016-10-12 07:44,v1.2-120-g767e46e,EXPO_PZZA,2014-01-01,2016-12-31,1M,172808,700,0.64,1.77,17.86,57.83,19.07,259,66,41,25,"StatArbParams(lookbackWindow=20, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('EXPO', 'PZZA'): StatArbParams(lookbackWindow=20, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, 0.05)),
# 2016-10-12 06:32,v1.2-120-g767e46e,OEF_EPS,2014-01-01,2016-12-31,1M,194441,700,-0.11,2.85,4.41,12.73,5.47,163,84,44,40,"StatArbParams(lookbackWindow=60, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('OEF', 'EPS'): StatArbParams(lookbackWindow=60, entryZScore=2.0, logPrices=False),
# 2016-10-12 06:58,v1.2-120-g767e46e,EDE_UTL,2014-01-01,2016-12-31,1M,144677,700,0.09,0.89,5.98,17.50,20.50,384,28,15,13,"StatArbParams(lookbackWindow=80, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('EDE', 'UTL'): StatArbParams(lookbackWindow=80, entryZScore=2.0, logPrices=True, limitPriceIncrements=(0.05, 0.05)),
# 2016-10-12 07:34,v1.2-120-g767e46e,HCP_LTC,2014-01-01,2016-12-31,1M,244039,700,0.59,1.45,10.93,33.38,13.60,175,362,229,133,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('HCP', 'LTC'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=True),
# 2016-10-12 06:30,v1.2-120-g767e46e,CTWS_IDA,2014-01-01,2016-12-31,1M,160615,700,0.67,1.61,11.95,36.83,10.99,165,986,578,408,"StatArbParams(lookbackWindow=10, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('CTWS', 'IDA'): StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=False, limitPriceIncrements=(0.05, None)),
# 2016-10-12 07:05,v1.2-120-g767e46e,WFM_SBUX,2014-01-01,2016-12-31,1M,246120,700,0.27,1.31,11.65,35.81,34.64,328,16,10,6,"StatArbParams(lookbackWindow=40, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('WFM', 'SBUX'): StatArbParams(lookbackWindow=40, entryZScore=2.0, logPrices=False),
# 2016-10-12 07:28,v1.2-120-g767e46e,EOG_CLR,2014-01-01,2016-12-31,1M,246636,700,0.51,1.44,21.89,73.29,28.06,396,288,173,115,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('EOG', 'CLR'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=False),
# 2016-10-12 08:11,v1.2-120-g767e46e,BWA_CGNX,2014-01-01,2016-12-31,1M,239060,700,1.05,2.41,23.50,79.73,15.01,135,24,17,7,"StatArbParams(lookbackWindow=120, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('BWA', 'CGNX'): StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=False),
# 2016-10-12 07:44,v1.2-120-g767e46e,HOMB_OZRK,2014-01-01,2016-12-31,1M,194401,700,0.60,2.74,19.50,64.03,15.91,350,226,137,89,"StatArbParams(lookbackWindow=40, entryZScore=0.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('HOMB', 'OZRK'): StatArbParams(lookbackWindow=40, entryZScore=0.5, logPrices=False),
# 2016-10-12 08:11,v1.2-120-g767e46e,MD_CNC,2014-01-01,2016-12-31,1M,227755,700,0.46,4.92,10.23,31.05,89.63,278,12,8,4,"StatArbParams(lookbackWindow=100, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('MD', 'CNC'): StatArbParams(lookbackWindow=100, entryZScore=2.0, logPrices=False),
# 2016-10-12 08:17,v1.2-120-g767e46e,CERN_CRM,2014-01-01,2016-12-31,1M,244559,700,0.82,1.62,17.66,57.11,11.80,242,64,42,22,"StatArbParams(lookbackWindow=40, entryZScore=1.5, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('CERN', 'CRM'): StatArbParams(lookbackWindow=40, entryZScore=1.5, logPrices=False),
# 2016-10-12 07:06,v1.2-120-g767e46e,ELS_FAST,2014-01-01,2016-12-31,1M,240775,700,0.39,1.03,9.77,29.56,13.63,283,378,258,120,"StatArbParams(lookbackWindow=10, entryZScore=1.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=True, hurstEnabled=False, adfullerEnabled=False)"
('ELS', 'FAST'): StatArbParams(lookbackWindow=10, entryZScore=1.0, logPrices=True),
# 2016-10-12 07:56,v1.2-120-g767e46e,EQY_EGP,2014-01-01,2016-12-31,1M,203627,700,-0.82,0.10,0.32,0.88,11.10,489,14,8,6,"StatArbParams(lookbackWindow=120, entryZScore=2.0, exitZScore=0.0, earningsCeaseFire=False, logPrices=False, hurstEnabled=False, adfullerEnabled=False)"
('EQY', 'EGP'): StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=True),
# No optimization was done!!
('AQN', 'UTL'): StatArbParams(lookbackWindow=60, entryZScore=1.5, logPrices=False, limitPriceIncrements=(None, 0.05)),
# ('', ''): StatArbParams(lookbackWindow=60, entryZScore=0.5, logPrices=False),
}
# Create two separate lists from the shared to allow account based customization
StatArbPairsParams = { 'Real' : deepcopy(StatArbPairsParamsShared),
'Paper': deepcopy(StatArbPairsParamsShared),
'Test': deepcopy(StatArbPairsParamsShared) }
StatArbPairsParams['Paper'][('EZA', 'EWH')] = StatArbParams(lookbackWindow=80, entryZScore=1.5, logPrices=False)
StatArbPairsParams['Paper'][('KOF', 'FMX')] = StatArbParams(lookbackWindow=20, entryZScore=1.5)
StatArbPairsParams['Paper'][('BTI', 'PM')] = StatArbParams(lookbackWindow=20, entryZScore=1.5)
StatArbPairsParams['Paper'][('ADBE','EFII')] = StatArbParams(lookbackWindow=40, entryZScore=2.0, logPrices=True, limitPriceIncrements=(None, 0.05))
StatArbPairsParams['Paper'][('CXO', 'TCP')] = StatArbParams(lookbackWindow=60, entryZScore=2.0, logPrices=False)
StatArbPairsParams['Paper'][('ACC', 'BIP')] = StatArbParams(lookbackWindow=120, entryZScore=2.0, logPrices=True)
StatArbPairsParams['Paper'][('INSY', 'NBIX')] = StatArbParams(lookbackWindow=20, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, None)) # Lower z-score from 1.5 to 1.0
StatArbPairsParams['Paper'][('KIRK', 'SPLS')] = StatArbParams(lookbackWindow=80, entryZScore=1.0, logPrices=False, limitPriceIncrements=(0.05, None)) # Lower z-score from 1.0 to 0.5
StatArbPairsParams['Paper'][('MTW', 'TEX')] = StatArbParams(lookbackWindow=10, entryZScore=0.5, logPrices=False) # Change logPrices to False : this works indeed better!
def generateStrategyParms(pairs, leverage=1.0, tag=''):
"""Generates parameters for the optimization"""
class myIterator:
def __init__(self, pairs):
# Fixed parameters
self._pairs = pairs
self._live = False
self._broker = None
self._leverage = leverage
self._tag = tag
# Optimizable parameters
parameters = {
'lookbackWindow': [10, 20, 40, 60, 80, 100, 120],
'entryZScore': [0.5, 1.0, 1.5, 2.0],
'zScoreUpdateBuffer': [1, 2, 5, 10],
'logPrices': [True, False]
}
# Create all the iterations for the parameters, Tuples are returned (live, broker, olsWin, entryZ, exitZ)
self._iterations = list(self._product(parameters))
self._iterationPos = 0
log.info("Parameters to optimize: %s", parameters)
log.info("%d possible configurations" % len(self._iterations))
def _product(self, dicts):
return (dict(itertools.izip(dicts, x)) for x in itertools.product(*dicts.itervalues()))
def __iter__(self):
return self
def next(self):
while self._iterationPos < len(self._iterations):
statArbParams = {}
for pair in self._pairs:
strategy_params = None
# Check if the config exists in the statarb config registry
for account_type in ['Real', 'Paper', 'Test']:
if pair in StatArbPairsParams[account_type]:
strategy_params = StatArbPairsParams[account_type][pair]
break
if strategy_params is None:
strategy_params = StatArbParams()
# Override config parameters: namedtuple is immutable, need to use
# _replace() to modify the parameters
strategy_params = strategy_params._replace(**self._iterations[self._iterationPos])
statArbParams[pair] = strategy_params
self._iterationPos += 1
# Return the input parameters for the BrokerAgent instance
return self._broker, self._live, statArbParams, self._leverage, self._tag
else:
raise StopIteration
return myIterator(pairs)
================================================
FILE: docs/candidates.txt
================================================
# Interesting:
# USPH_WWW XOP_CRH VGT_MR VAW_CAC UNH_USPH TX_WX TCB_TEVA SUPX_TCB SLX_IIVI SENEA_SLAB ROLL_TTC PRO_WLK
# PRO_THRM PH_PMTC OPLK_RDC NVO_PNR NUE_PKE
================================================
FILE: docs/companylist-nasdaq.csv
================================================
"Symbol","Name","LastSale","MarketCap","IPOyear","Sector","industry","Summary Quote",
"TFSC","1347 Capital Corp.","9.389","$55.85M","2014","Finance","Business Services","http://www.nasdaq.com/symbol/tfsc",
"TFSCR","1347 Capital Corp.","0.27","n/a","2014","Finance","Business Services","http://www.nasdaq.com/symbol/tfscr",
"TFSCU","1347 Capital Corp.","9.4","$39.29M","2014","Finance","Business Services","http://www.nasdaq.com/symbol/tfscu",
"TFSCW","1347 Capital Corp.","0.27","n/a","2014","Finance","Business Services","http://www.nasdaq.com/symbol/tfscw",
"PIH","1347 Property Insurance Holdings, Inc.","6.41","$39.15M","2014","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/pih",
"FLWS","1-800 FLOWERS.COM, Inc.","8.94","$584.96M","1999","Consumer Services","Other Specialty Stores","http://www.nasdaq.com/symbol/flws",
"FCCY","1st Constitution Bancorp (NJ)","11.89","$94.43M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/fccy",
"SRCE","1st Source Corporation","31.8","$822.01M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/srce",
"VNET","21Vianet Group, Inc.","9.64","$842.21M","2011","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/vnet",
"TWOU","2U, Inc.","29","$1.35B","2014","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/twou",
"JOBS","51job, Inc.","29.78","$1.77B","2004","Technology","Diversified Commercial Services","http://www.nasdaq.com/symbol/jobs",
"CAFD","8point3 Energy Partners LP","16.09","$1.14B","2015","Public Utilities","Electric Utilities: Central","http://www.nasdaq.com/symbol/cafd",
"EGHT","8x8 Inc","14.41","$1.29B","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/eght",
"AVHI","A V Homes, Inc.","11.94","$270.42M","n/a","Capital Goods","Homebuilding","http://www.nasdaq.com/symbol/avhi",
"SHLM","A. Schulman, Inc.","24.27","$714.25M","1972","Basic Industries","Major Chemicals","http://www.nasdaq.com/symbol/shlm",
"AAON","AAON, Inc.","26.99","$1.43B","n/a","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/aaon",
"ABAX","ABAXIS, Inc.","48.19","$1.08B","1992","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/abax",
"ABEO","Abeona Therapeutics Inc.","2.42","$79.37M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/abeo",
"ABEOW","Abeona Therapeutics Inc.","0.95","n/a","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/abeow",
"ABIL","Ability Inc.","4.1","$103.63M","2014","Finance","Business Services","http://www.nasdaq.com/symbol/abil",
"ABMD","ABIOMED, Inc.","109.83","$4.69B","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/abmd",
"AXAS","Abraxas Petroleum Corporation","1.1","$117.03M","n/a","Energy","Oil & Gas Production","http://www.nasdaq.com/symbol/axas",
"ACIA","Acacia Communications, Inc.","41.36","$1.47B","2016","Technology","Semiconductors","http://www.nasdaq.com/symbol/acia",
"ACTG","Acacia Research Corporation","4.25","$214.19M","n/a","Miscellaneous","Multi-Sector Companies","http://www.nasdaq.com/symbol/actg",
"ACHC","Acadia Healthcare Company, Inc.","52.5","$4.59B","n/a","Health Care","Medical Specialities","http://www.nasdaq.com/symbol/achc",
"ACAD","ACADIA Pharmaceuticals Inc.","32.64","$3.69B","1985","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/acad",
"ACST","Acasti Pharma, Inc.","1.374","$14.72M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/acst",
"AXDX","Accelerate Diagnostics, Inc.","16.26","$832.8M","n/a","Capital Goods","Biotechnology: Laboratory Analytical Instruments","http://www.nasdaq.com/symbol/axdx",
"XLRN","Acceleron Pharma Inc.","32.765","$1.22B","2013","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/xlrn",
"ANCX","Access National Corporation","19.13","$202.33M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/ancx",
"ARAY","Accuray Incorporated","4.94","$399.77M","2007","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/aray",
"OILD","AccuShares S&P GSCI Crude Oil Excess Return Down Shares","23.9","n/a","n/a","Finance","Finance/Investors Services","http://www.nasdaq.com/symbol/oild",
"OILU","AccuShares S&P GSCI Crude Oil Excess Return Up Shares","26.05","n/a","n/a","Finance","Finance/Investors Services","http://www.nasdaq.com/symbol/oilu",
"VXDN","AccuShares Spot CBOE VIX Down Shares","13.25","$187712.75","n/a","n/a","n/a","http://www.nasdaq.com/symbol/vxdn",
"VXUP","AccuShares Spot CBOE VIX Up Shares","9.4","$133169.8","n/a","n/a","n/a","http://www.nasdaq.com/symbol/vxup",
"ACRX","AcelRx Pharmaceuticals, Inc.","2.77","$125.51M","2011","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/acrx",
"ACET","Aceto Corporation","22.44","$663.89M","n/a","Health Care","Other Pharmaceuticals","http://www.nasdaq.com/symbol/acet",
"AKAO","Achaogen, Inc.","4.09","$75.29M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/akao",
"ACHN","Achillion Pharmaceuticals, Inc.","7.87","$1.08B","2006","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/achn",
"ACIW","ACI Worldwide, Inc.","19.07","$2.22B","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/aciw",
"ACRS","Aclaris Therapeutics, Inc.","18.96","$385.21M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/acrs",
"ACNB","ACNB Corporation","25.06","$151.47M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/acnb",
"ACOR","Acorda Therapeutics, Inc.","25.45","$1.17B","2006","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/acor",
"ACTS","Actions Semiconductor Co., Ltd.","1.96","$168.56M","2005","Technology","Semiconductors","http://www.nasdaq.com/symbol/acts",
"ACPW","Active Power, Inc.","0.39","$9.01M","2000","Public Utilities","Electric Utilities: Central","http://www.nasdaq.com/symbol/acpw",
"ATVI","Activision Blizzard, Inc","40.15","$29.64B","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/atvi",
"ACTA","Actua Corporation","8.79","$346.85M","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/acta",
"ACUR","Acura Pharmaceuticals, Inc.","1.86","$22.01M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/acur",
"ACXM","Acxiom Corporation","21.9","$1.7B","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/acxm",
"ADMS","Adamas Pharmaceuticals, Inc.","15.38","$332.63M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/adms",
"ADMP","Adamis Pharmaceuticals Corporation","3.19","$48.18M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/admp",
"ADAP","Adaptimmune Therapeutics plc","8.91","$630.7M","2015","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/adap",
"ADUS","Addus HomeCare Corporation","17.92","$205.15M","2009","Health Care","Medical/Nursing Services","http://www.nasdaq.com/symbol/adus",
"AEY","ADDvantage Technologies Group, Inc.","1.8","$18.24M","n/a","Consumer Services","Office Equipment/Supplies/Services","http://www.nasdaq.com/symbol/aey",
"IOTS","Adesto Technologies Corporation","3.26","$48.84M","2015","Technology","Semiconductors","http://www.nasdaq.com/symbol/iots",
"ADMA","ADMA Biologics Inc","6.26","$80.67M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/adma",
"ADBE","Adobe Systems Incorporated","94.73","$47.2B","1986","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/adbe",
"ADTN","ADTRAN, Inc.","18.43","$902.54M","1994","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/adtn",
"ADRO","Aduro Biotech, Inc.","11.91","$769.53M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/adro",
"AAAP","Advanced Accelerator Applications S.A.","31.2","$1.23B","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aaap",
"ADES","Advanced Emissions Solutions, Inc.","7.1","$154.28M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/ades",
"AEIS","Advanced Energy Industries, Inc.","37.24","$1.47B","1995","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/aeis",
"AITP","Advanced Inhalation Therapies (AIT) Ltd.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/aitp",
"AMD","Advanced Micro Devices, Inc.","4.96","$3.94B","n/a","Technology","Semiconductors","http://www.nasdaq.com/symbol/amd",
"ADXS","Advaxis, Inc.","8.08","$277.52M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/adxs",
"ADXSW","Advaxis, Inc.","4.521","n/a","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/adxsw",
"ADVM","Adverum Biotechnologies, Inc.","3.17","$86.01M","2014","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/advm",
"MAUI","AdvisorShares Market Adaptive Unconstrained Income ETF","23.2892","$2.33M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/maui",
"YPRO","AdvisorShares YieldPro ETF","23.7","$33.77M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/ypro",
"AEGR","Aegerion Pharmaceuticals, Inc.","1.47","$43.37M","2010","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aegr",
"AEGN","Aegion Corp","18.77","$658.97M","n/a","Basic Industries","Water Supply","http://www.nasdaq.com/symbol/aegn",
"AGLE","Aeglea BioTherapeutics, Inc.","4.58","$61.43M","2016","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/agle",
"AEHR","Aehr Test Systems","1.59","$20.93M","1997","Capital Goods","Electrical Products","http://www.nasdaq.com/symbol/aehr",
"AMTX","Aemetis, Inc","2.3099","$45.6M","n/a","Basic Industries","Major Chemicals","http://www.nasdaq.com/symbol/amtx",
"AEPI","AEP Industries Inc.","83.48","$426.9M","1986","Capital Goods","Specialty Chemicals","http://www.nasdaq.com/symbol/aepi",
"AERI","Aerie Pharmaceuticals, Inc.","17.35","$460.27M","2013","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/aeri",
"AVAV","AeroVironment, Inc.","26.93","$628.96M","2007","Capital Goods","Aerospace","http://www.nasdaq.com/symbol/avav",
"AEZS","AEterna Zentaris Inc.","3.39","$33.7M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aezs",
"AEMD","Aethlon Medical, Inc.","6.24","$47.56M","n/a","Capital Goods","Biotechnology: Laboratory Analytical Instruments","http://www.nasdaq.com/symbol/aemd",
"AFMD","Affimed N.V.","2.67","$88.8M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/afmd",
"UAVS","AgEagle Aerial Systems Inc.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/uavs",
"AGEN","Agenus Inc.","4.3","$373.59M","2000","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/agen",
"AGRX","Agile Therapeutics, Inc.","7.48","$215M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/agrx",
"AGYS","Agilysys, Inc.","10.29","$236.08M","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/agys",
"AGIO","Agios Pharmaceuticals, Inc.","41.47","$1.57B","2013","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/agio",
"AGFS","AgroFresh Solutions, Inc.","5.39","$268.97M","2014","Finance","Business Services","http://www.nasdaq.com/symbol/agfs",
"AGFSW","AgroFresh Solutions, Inc.","0.85","n/a","2014","Finance","Business Services","http://www.nasdaq.com/symbol/agfsw",
"AIMT","Aimmune Therapeutics, Inc.","10.47","$442.33M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aimt",
"AIRM","Air Methods Corporation","35.39","$1.36B","n/a","Transportation","Transportation Services","http://www.nasdaq.com/symbol/airm",
"AIRT","Air T, Inc.","20.22","$47.97M","n/a","Transportation","Air Freight/Delivery Services","http://www.nasdaq.com/symbol/airt",
"ATSG","Air Transport Services Group, Inc","12.97","$826.94M","n/a","Transportation","Air Freight/Delivery Services","http://www.nasdaq.com/symbol/atsg",
"AMCN","AirMedia Group Inc","3.12","$194.06M","2007","Technology","Advertising","http://www.nasdaq.com/symbol/amcn",
"AIXG","Aixtron SE","5.99","$668.37M","n/a","Technology","Industrial Machinery/Components","http://www.nasdaq.com/symbol/aixg",
"AKAM","Akamai Technologies, Inc.","54.25","$9.53B","1999","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/akam",
"AKTX","Akari Therapeutics Plc","12","$141.32M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aktx",
"AKBA","Akebia Therapeutics, Inc.","7.5","$284.83M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/akba",
"AKER","Akers Biosciences Inc","3.26","$17.69M","2014","Health Care","Biotechnology: In Vitro & In Vivo Diagnostic Substances","http://www.nasdaq.com/symbol/aker",
"AKRX","Akorn, Inc.","29.17","$3.48B","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/akrx",
"ALRM","Alarm.com Holdings, Inc.","26.3","$1.2B","2015","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/alrm",
"ALSK","Alaska Communications Systems Group, Inc.","1.69","$86.58M","1999","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/alsk",
"AMRI","Albany Molecular Research, Inc.","13.37","$477.35M","1999","Health Care","Biotechnology: Commercial Physical & Biological Resarch","http://www.nasdaq.com/symbol/amri",
"ABDC","Alcentra Capital Corp.","12.2","$164.78M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/abdc",
"ADHD","Alcobra Ltd.","4.7","$129.54M","2013","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/adhd",
"ALDR","Alder BioPharmaceuticals, Inc.","25.08","$1.25B","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aldr",
"ALDX","Aldeyra Therapeutics, Inc.","6.14","$59.63M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aldx",
"ALXN","Alexion Pharmaceuticals, Inc.","117.64","$26.35B","1996","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/alxn",
"ALCO","Alico, Inc.","29.94","$248.78M","n/a","Consumer Non-Durables","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/alco",
"ALGN","Align Technology, Inc.","80.87","$6.48B","2001","Health Care","Industrial Specialties","http://www.nasdaq.com/symbol/algn",
"ALIM","Alimera Sciences, Inc.","1.22","$55.02M","2010","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/alim",
"ALJJ","ALJ Regional Holdings, Inc.","4.8","$167.78M","n/a","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/aljj",
"ALKS","Alkermes plc","45.11","$6.82B","1991","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/alks",
"ABTX","Allegiance Bancshares, Inc.","23.49","$301.91M","2015","Finance","Major Banks","http://www.nasdaq.com/symbol/abtx",
"ALGT","Allegiant Travel Company","144.52","$2.39B","2006","Transportation","Air Freight/Delivery Services","http://www.nasdaq.com/symbol/algt",
"AIQ","Alliance HealthCare Services, Inc.","6.01","$64.51M","2001","Health Care","Medical Specialities","http://www.nasdaq.com/symbol/aiq",
"AHGP","Alliance Holdings GP, L.P.","21.11","$1.26B","2006","Energy","Coal Mining","http://www.nasdaq.com/symbol/ahgp",
"ARLP","Alliance Resource Partners, L.P.","15.95","$1.19B","1999","Energy","Coal Mining","http://www.nasdaq.com/symbol/arlp",
"AHPI","Allied Healthcare Products, Inc.","0.59","$4.74M","1992","Health Care","Industrial Specialties","http://www.nasdaq.com/symbol/ahpi",
"AMOT","Allied Motion Technologies, Inc.","21.28","$200.08M","n/a","Capital Goods","Electrical Products","http://www.nasdaq.com/symbol/amot",
"ALQA","Alliqua BioMedical, Inc.","1.12","$32.46M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/alqa",
"ALLT","Allot Communications Ltd.","4.85","$162.76M","2006","Technology","Computer Communications Equipment","http://www.nasdaq.com/symbol/allt",
"MDRX","Allscripts Healthcare Solutions, Inc.","12.78","$2.39B","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/mdrx",
"AFAM","Almost Family Inc","42.61","$442.13M","n/a","Health Care","Medical/Nursing Services","http://www.nasdaq.com/symbol/afam",
"ALNY","Alnylam Pharmaceuticals, Inc.","59.42","$5.08B","2004","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/alny",
"AOSL","Alpha and Omega Semiconductor Limited","13.53","$303.5M","2010","Technology","Semiconductors","http://www.nasdaq.com/symbol/aosl",
"GOOG","Alphabet Inc.","694.49","$476.81B","2004","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/goog",
"GOOGL","Alphabet Inc.","704.89","$483.95B","n/a","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/googl",
"SMCP","AlphaMark Actively Managed Small Cap ETF","20.9199","$21.97M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/smcp",
"ATEC","Alphatec Holdings, Inc.","0.3843","$39.27M","2006","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/atec",
"ASPS","Altisource Portfolio Solutions S.A.","24.76","$457.55M","n/a","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/asps",
"AIMC","Altra Industrial Motion Corp.","26.84","$697.03M","2006","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/aimc",
"AMAG","AMAG Pharmaceuticals, Inc.","24.04","$831.28M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/amag",
"AMRN","Amarin Corporation PLC","2.17","$401.72M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/amrn",
"AMRK","A-Mark Precious Metals, Inc.","16.5","$115.45M","n/a","Basic Industries","Other Specialty Stores","http://www.nasdaq.com/symbol/amrk",
"AYA","Amaya Inc.","15.03","$2.18B","n/a","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/aya",
"AMZN","Amazon.com, Inc.","728.1","$343.54B","1997","Consumer Services","Catalog/Specialty Distribution","http://www.nasdaq.com/symbol/amzn",
"AMBC","Ambac Financial Group, Inc.","15.82","$712.64M","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/ambc",
"AMBCW","Ambac Financial Group, Inc.","7.1537","n/a","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/ambcw",
"AMBA","Ambarella, Inc.","49.43","$1.62B","2012","Technology","Semiconductors","http://www.nasdaq.com/symbol/amba",
"AMCX","AMC Networks Inc.","58.32","$4.24B","n/a","Consumer Services","Television Services","http://www.nasdaq.com/symbol/amcx",
"DOX","Amdocs Limited","57.46","$8.61B","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/dox",
"AMDA","Amedica Corporation","0.919","$12.16M","2014","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/amda",
"AMED","Amedisys Inc","50.18","$1.68B","n/a","Health Care","Medical/Nursing Services","http://www.nasdaq.com/symbol/amed",
"UHAL","Amerco","368.62","$7.23B","n/a","Consumer Services","Rental/Leasing Companies","http://www.nasdaq.com/symbol/uhal",
"ATAX","America First Multifamily Investors, L.P.","5.54","$333.8M","n/a","Finance","Finance: Consumer Services","http://www.nasdaq.com/symbol/atax",
"AMOV","America Movil, S.A.B. de C.V.","12.1001","$39.93B","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/amov",
"AAL","American Airlines Group, Inc.","28.93","$16.73B","n/a","Transportation","Air Freight/Delivery Services","http://www.nasdaq.com/symbol/aal",
"AGNC","American Capital Agency Corp.","19.57","$6.48B","2008","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/agnc",
"AGNCB","American Capital Agency Corp.","25.5","$8.83B","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/agncb",
"AGNCP","American Capital Agency Corp.","26.155","n/a","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/agncp",
"MTGE","American Capital Mortgage Investment Corp.","15.54","$711.1M","2011","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/mtge",
"MTGEP","American Capital Mortgage Investment Corp.","24.64","$49.28M","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/mtgep",
"ACSF","American Capital Senior Floating, Ltd.","10.24","$102.4M","2014","n/a","n/a","http://www.nasdaq.com/symbol/acsf",
"ACAS","American Capital, Ltd.","15.93","$3.48B","1997","n/a","n/a","http://www.nasdaq.com/symbol/acas",
"AETI","American Electric Technologies, Inc.","2.64","$21.89M","n/a","Energy","Industrial Machinery/Components","http://www.nasdaq.com/symbol/aeti",
"AMIC","American Independence Corp.","24.53","$199.15M","n/a","Finance","Accident &Health Insurance","http://www.nasdaq.com/symbol/amic",
"AMNB","American National Bankshares, Inc.","25.05","$215.75M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/amnb",
"ANAT","American National Insurance Company","110.25","$2.97B","n/a","Finance","Life Insurance","http://www.nasdaq.com/symbol/anat",
"APEI","American Public Education, Inc.","26.69","$428.54M","2007","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/apei",
"ARII","American Railcar Industries, Inc.","38.57","$754.48M","2006","Capital Goods","Railroads","http://www.nasdaq.com/symbol/arii",
"AMRB","American River Bankshares","10.558","$71.8M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/amrb",
"ASEI","American Science and Engineering, Inc.","37.32","$266.16M","n/a","Health Care","Medical Electronics","http://www.nasdaq.com/symbol/asei",
"AMSWA","American Software, Inc.","10.48","$302.33M","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/amswa",
"AMSC","American Superconductor Corporation","8.36","$117.42M","1991","Consumer Durables","Metal Fabrications","http://www.nasdaq.com/symbol/amsc",
"AMWD","American Woodmark Corporation","67.63","$1.1B","1986","Basic Industries","Forest Products","http://www.nasdaq.com/symbol/amwd",
"CRMT","America's Car-Mart, Inc.","27.69","$221.98M","n/a","Consumer Durables","Automotive Aftermarket","http://www.nasdaq.com/symbol/crmt",
"ABCB","Ameris Bancorp","29.09","$1.01B","1994","Finance","Major Banks","http://www.nasdaq.com/symbol/abcb",
"AMSF","AMERISAFE, Inc.","61","$1.17B","2005","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/amsf",
"ASRV","AmeriServ Financial Inc.","3.04","$57.45M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/asrv",
"ASRVP","AmeriServ Financial Inc.","27.5","n/a","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/asrvp",
"ATLO","Ames National Corporation","26.41","$245.9M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/atlo",
"AMGN","Amgen Inc.","154.27","$115.89B","1983","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/amgn",
"FOLD","Amicus Therapeutics, Inc.","5.58","$708.94M","2007","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/fold",
"AMKR","Amkor Technology, Inc.","5.63","$1.34B","1998","Technology","Semiconductors","http://www.nasdaq.com/symbol/amkr",
"AMPH","Amphastar Pharmaceuticals, Inc.","16.33","$732.33M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/amph",
"IBUY","Amplify Online Retail ETF","24.37","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/ibuy",
"AMSG","Amsurg Corp.","74.25","$4.07B","n/a","Health Care","Medical/Nursing Services","http://www.nasdaq.com/symbol/amsg",
"AMSGP","Amsurg Corp.","138.365","$238.68M","n/a","Health Care","Medical/Nursing Services","http://www.nasdaq.com/symbol/amsgp",
"ASYS","Amtech Systems, Inc.","5.58","$73.51M","n/a","Technology","Industrial Machinery/Components","http://www.nasdaq.com/symbol/asys",
"AFSI","AmTrust Financial Services, Inc.","24.3","$4.22B","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/afsi",
"AMRS","Amyris, Inc.","0.4167","$88M","2010","Basic Industries","Major Chemicals","http://www.nasdaq.com/symbol/amrs",
"ADI","Analog Devices, Inc.","55.36","$17.01B","n/a","Technology","Semiconductors","http://www.nasdaq.com/symbol/adi",
"ALOG","Analogic Corporation","80.21","$992.67M","1972","Capital Goods","Electrical Products","http://www.nasdaq.com/symbol/alog",
"AVXL","Anavex Life Sciences Corp.","6.26","$223.55M","n/a","Health Care","Biotechnology: Commercial Physical & Biological Resarch","http://www.nasdaq.com/symbol/avxl",
"ANCB","Anchor Bancorp","23.11","$56.72M","2011","Finance","Banks","http://www.nasdaq.com/symbol/ancb",
"ANDA","Andina Acquisition Corp. II","9.73","$51.67M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/anda",
"ANDAR","Andina Acquisition Corp. II","0.1801","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/andar",
"ANDAU","Andina Acquisition Corp. II","10.1","$16.67M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/andau",
"ANDAW","Andina Acquisition Corp. II","0.0801","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/andaw",
"ANGI","Angie's List, Inc.","6.54","$383.47M","2011","Consumer Services","Advertising","http://www.nasdaq.com/symbol/angi",
"ANGO","AngioDynamics, Inc.","13.84","$503.32M","2004","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/ango",
"ANIP","ANI Pharmaceuticals, Inc.","56.89","$654.48M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/anip",
"ANIK","Anika Therapeutics Inc.","53.83","$771.42M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/anik",
"ANSS","ANSYS, Inc.","89.09","$7.84B","1996","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/anss",
"ATRS","Antares Pharma, Inc.","1.02","$158.03M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/atrs",
"ANTH","Anthera Pharmaceuticals, Inc.","3.24","$132.8M","2010","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/anth",
"ABAC","Aoxin Tianli Group, Inc.","0.85","$27.16M","n/a","Consumer Non-Durables","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/abac",
"ZLIG","Aperion Biologics, Inc.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/zlig",
"APIC","Apigee Corporation","11.97","$358.46M","2015","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/apic",
"APOG","Apogee Enterprises, Inc.","46.15","$1.32B","n/a","Capital Goods","Auto Parts:O.E.M.","http://www.nasdaq.com/symbol/apog",
"APOL","Apollo Education Group, Inc.","8.97","$974.53M","1994","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/apol",
"AINV","Apollo Investment Corporation","5.53","$1.25B","2004","n/a","n/a","http://www.nasdaq.com/symbol/ainv",
"AMEH","Apollo Medical Holdings, Inc.","5.2","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/ameh",
"APPF","AppFolio, Inc.","14.33","$481.58M","2015","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/appf",
"AAPL","Apple Inc.","94.99","$520.3B","1980","Technology","Computer Manufacturing","http://www.nasdaq.com/symbol/aapl",
"ARCI","Appliance Recycling Centers of America, Inc.","1.18","$6.96M","n/a","Consumer Services","Home Furnishings","http://www.nasdaq.com/symbol/arci",
"APDN","Applied DNA Sciences Inc","3.06","$73.67M","n/a","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/apdn",
"APDNW","Applied DNA Sciences Inc","1.145","n/a","n/a","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/apdnw",
"AGTC","Applied Genetic Technologies Corporation","14.72","$265.52M","2014","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/agtc",
"AMAT","Applied Materials, Inc.","23.84","$25.97B","1972","Technology","Semiconductors","http://www.nasdaq.com/symbol/amat",
"AMCC","Applied Micro Circuits Corporation","6.24","$527.78M","1997","Technology","Semiconductors","http://www.nasdaq.com/symbol/amcc",
"AAOI","Applied Optoelectronics, Inc.","10.6","$181.02M","2013","Technology","Semiconductors","http://www.nasdaq.com/symbol/aaoi",
"AREX","Approach Resources Inc.","1.97","$81.84M","2007","Energy","Oil & Gas Production","http://www.nasdaq.com/symbol/arex",
"APRI","Apricus Biosciences, Inc","0.395","$24.41M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/apri",
"APTO","Aptose Biosciences, Inc.","2.52","$30.88M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/apto",
"AQMS","Aqua Metals, Inc.","12.05","$170.36M","2015","Basic Industries","Metal Fabrications","http://www.nasdaq.com/symbol/aqms",
"AQXP","Aquinox Pharmaceuticals, Inc.","7.36","$126.68M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aqxp",
"AUMA","AR Capital Acquisition Corp.","9.91","$297.3M","2014","Finance","Business Services","http://www.nasdaq.com/symbol/auma",
"AUMAU","AR Capital Acquisition Corp.","9.95","n/a","2014","Finance","Business Services","http://www.nasdaq.com/symbol/aumau",
"AUMAW","AR Capital Acquisition Corp.","0.066","n/a","2014","Finance","Business Services","http://www.nasdaq.com/symbol/aumaw",
"ARDM","Aradigm Corporation","4.485","$67.02M","1996","Health Care","Biotechnology: Electromedical & Electrotherapeutic Apparatus","http://www.nasdaq.com/symbol/ardm",
"ARLZ","Aralez Pharmaceuticals Inc.","3.46","$221.3M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/arlz",
"PETX","Aratana Therapeutics, Inc.","6.45","$227.99M","2013","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/petx",
"ABUS","Arbutus Biopharma Corporation","3.78","$206.49M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/abus",
"ARCW","ARC Group Worldwide, Inc.","2.44","$45.86M","n/a","Capital Goods","Metal Fabrications","http://www.nasdaq.com/symbol/arcw",
"ABIO","ARCA biopharma, Inc.","3.08","$27.92M","n/a","Health Care","Biotechnology: In Vitro & In Vivo Diagnostic Substances","http://www.nasdaq.com/symbol/abio",
"RKDA","Arcadia Biosciences, Inc.","2.56","$113.29M","2015","Basic Industries","Agricultural Chemicals","http://www.nasdaq.com/symbol/rkda",
"ARCB","ArcBest Corporation","15.77","$405.87M","n/a","Transportation","Trucking Freight/Courier Services","http://www.nasdaq.com/symbol/arcb",
"ACGL","Arch Capital Group Ltd.","70.9","$8.66B","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/acgl",
"APLP","Archrock Partners, L.P.","13.94","$836.9M","n/a","Public Utilities","Natural Gas Distribution","http://www.nasdaq.com/symbol/aplp",
"ACAT","Arctic Cat Inc.","16.94","$221.12M","1990","Capital Goods","Industrial Specialties","http://www.nasdaq.com/symbol/acat",
"ARDX","Ardelyx, Inc.","8.59","$297.47M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/ardx",
"ARNA","Arena Pharmaceuticals, Inc.","1.6","$388.87M","2000","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/arna",
"ARCC","Ares Capital Corporation","14.16","$4.45B","2004","n/a","n/a","http://www.nasdaq.com/symbol/arcc",
"AGII","Argo Group International Holdings, Ltd.","52.29","$1.58B","n/a","Finance","Specialty Insurers","http://www.nasdaq.com/symbol/agii",
"AGIIL","Argo Group International Holdings, Ltd.","25.95","n/a","n/a","Finance","Specialty Insurers","http://www.nasdaq.com/symbol/agiil",
"ARGS","Argos Therapeutics, Inc.","5.9","$152.76M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/args",
"ARIS","ARI Network Services, Inc.","4.28","$73.9M","1991","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/aris",
"ARIA","ARIAD Pharmaceuticals, Inc.","7.26","$1.39B","1994","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/aria",
"ARKR","Ark Restaurants Corp.","23.41","$80.02M","n/a","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/arkr",
"ARMH","ARM Holdings plc","44.48","$20.94B","n/a","Technology","Semiconductors","http://www.nasdaq.com/symbol/armh",
"ARTX","Arotech Corporation","2.86","$75.95M","1994","Miscellaneous","Industrial Machinery/Components","http://www.nasdaq.com/symbol/artx",
"ARWA","Arowana Inc.","10.072","$109.37M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/arwa",
"ARWAR","Arowana Inc.","0.15","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/arwar",
"ARWAU","Arowana Inc.","10.2001","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/arwau",
"ARWAW","Arowana Inc.","0.0801","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/arwaw",
"ARQL","ArQule, Inc.","1.75","$124.36M","1996","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/arql",
"ARRY","Array BioPharma Inc.","3.62","$519.27M","2000","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/arry",
"ARRS","ARRIS International plc","22.53","$4.28B","n/a","Technology","Radio And Television Broadcasting And Communications Equipment","http://www.nasdaq.com/symbol/arrs",
"DWAT","Arrow DWA Tactical ETF","10.52","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/dwat",
"AROW","Arrow Financial Corporation","29.6","$384.01M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/arow",
"ARWR","Arrowhead Pharmaceuticals, Inc.","5.37","$321.99M","n/a","Health Care","Biotechnology: Commercial Physical & Biological Resarch","http://www.nasdaq.com/symbol/arwr",
"ARTNA","Artesian Resources Corporation","34.87","$316.41M","n/a","Public Utilities","Water Supply","http://www.nasdaq.com/symbol/artna",
"ARTW","Art's-Way Manufacturing Co., Inc.","2.95","$12.1M","n/a","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/artw",
"PUMP","Asante Solutions, Inc.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/pump",
"ASBB","ASB Bancorp, Inc.","24.97","$99.52M","2011","Finance","Savings Institutions","http://www.nasdaq.com/symbol/asbb",
"ASNA","Ascena Retail Group, Inc.","6.64","$1.29B","n/a","Consumer Services","Clothing/Shoe/Accessory Stores","http://www.nasdaq.com/symbol/asna",
"ASND","Ascendis Pharma A/S","13.27","$333.45M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/asnd",
"ASCMA","Ascent Capital Group, Inc.","14.92","$189.88M","n/a","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/ascma",
"APWC","Asia Pacific Wire & Cable Corporation Limited","2.1501","$29.71M","n/a","Basic Industries","Telecommunications Equipment","http://www.nasdaq.com/symbol/apwc",
"ASML","ASML Holding N.V.","95.34","$40.8B","1995","Technology","Industrial Machinery/Components","http://www.nasdaq.com/symbol/asml",
"AZPN","Aspen Technology, Inc.","39.68","$3.25B","1994","Technology","EDP Services","http://www.nasdaq.com/symbol/azpn",
"ASMB","Assembly Biosciences, Inc.","6.03","$103.87M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/asmb",
"ASFI","Asta Funding, Inc.","10.64","$127.9M","1995","Finance","Finance Companies","http://www.nasdaq.com/symbol/asfi",
"ASTE","Astec Industries, Inc.","55.52","$1.28B","1986","Capital Goods","Construction/Ag Equipment/Trucks","http://www.nasdaq.com/symbol/aste",
"ATRO","Astronics Corporation","32.26","$823.28M","n/a","Capital Goods","Military/Government/Technical","http://www.nasdaq.com/symbol/atro",
"ALOT","AstroNova, Inc.","15.2","$112.88M","1983","Technology","Computer peripheral equipment","http://www.nasdaq.com/symbol/alot",
"ASTC","Astrotech Corporation","1.7701","$36.55M","n/a","Capital Goods","Military/Government/Technical","http://www.nasdaq.com/symbol/astc",
"ASUR","Asure Software Inc","4.6355","$29.16M","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/asur",
"ATAI","ATA Inc.","4.53","$103.86M","2008","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/atai",
"ATRA","Atara Biotherapeutics, Inc.","22.51","$647.04M","2014","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/atra",
"ATHN","athenahealth, Inc.","137.53","$5.4B","2007","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/athn",
"ATHX","Athersys, Inc.","2.28","$192.35M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/athx",
"AAPC","Atlantic Alliance Partnership Corp.","10.3899","$107.93M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/aapc",
"AAME","Atlantic American Corporation","3.93","$80.25M","n/a","Finance","Life Insurance","http://www.nasdaq.com/symbol/aame",
"ACBI","Atlantic Capital Bancshares, Inc.","14.45","$355.47M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/acbi",
"ACFC","Atlantic Coast Financial Corporation","6.01","$93.21M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/acfc",
"ABY","Atlantica Yield plc","19.1","$1.91B","2014","Public Utilities","Electric Utilities: Central","http://www.nasdaq.com/symbol/aby",
"ATLC","Atlanticus Holdings Corporation","2.72","$41.7M","1995","Finance","Finance: Consumer Services","http://www.nasdaq.com/symbol/atlc",
"AAWW","Atlas Air Worldwide Holdings","39.84","$988.47M","n/a","Transportation","Transportation Services","http://www.nasdaq.com/symbol/aaww",
"AFH","Atlas Financial Holdings, Inc.","16.88","$202.95M","2013","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/afh",
"TEAM","Atlassian Corporation Plc","26.17","$5.58B","2015","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/team",
"ATNI","ATN International, Inc.","81.1","$1.31B","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/atni",
"ATOS","Atossa Genetics Inc.","0.28","$10.87M","2012","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/atos",
"ATRC","AtriCure, Inc.","14.48","$479.2M","2005","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/atrc",
"ATRI","ATRION Corporation","428.41","$779.88M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/atri",
"ATTU","Attunity Ltd.","9.27","$152.87M","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/attu",
"LIFE","aTyr Pharma, Inc.","2.81","$66.56M","2015","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/life",
"AUBN","Auburn National Bancorporation, Inc.","28.51","$103.88M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/aubn",
"AUDC","AudioCodes Ltd.","4.15","$157.04M","1999","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/audc",
"AUPH","Aurinia Pharmaceuticals Inc","2.93","$103.39M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/auph",
"EARS","Auris Medical Holding AG","4.3","$147.62M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/ears",
"ABTL","Autobytel Inc.","13.49","$144.16M","1999","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/abtl",
"ADSK","Autodesk, Inc.","52.8","$11.86B","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/adsk",
"AGMX","AutoGenomics, Inc.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/agmx",
"ADP","Automatic Data Processing, Inc.","93.31","$42.51B","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/adp",
"AVEO","AVEO Pharmaceuticals, Inc.","0.9349","$54.39M","2010","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/aveo",
"AVXS","AveXis, Inc.","36.02","$828.96M","2016","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/avxs",
"AVNW","Aviat Networks, Inc.","7.61","$3.34M","n/a","Technology","Radio And Television Broadcasting And Communications Equipment","http://www.nasdaq.com/symbol/avnw",
"AVID","Avid Technology, Inc.","5.72","$226.73M","1993","Miscellaneous","Industrial Machinery/Components","http://www.nasdaq.com/symbol/avid",
"AVGR","Avinger, Inc.","11.7","$148.51M","2015","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/avgr",
"AVIR","Aviragen Therapeutics, Inc.","1.42","$54.87M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/avir",
"CAR","Avis Budget Group, Inc.","31.24","$2.95B","n/a","Consumer Services","Rental/Leasing Companies","http://www.nasdaq.com/symbol/car",
"AWRE","Aware, Inc.","4.4699","$102.78M","1996","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/awre",
"ACLS","Axcelis Technologies, Inc.","10.11","$73.51M","2000","Technology","Industrial Machinery/Components","http://www.nasdaq.com/symbol/acls",
"AXGN","AxoGen, Inc.","7.12","$214.2M","n/a","Health Care","Biotechnology: Electromedical & Electrotherapeutic Apparatus","http://www.nasdaq.com/symbol/axgn",
"AXSM","Axsome Therapeutics, Inc.","7.18","$137.49M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/axsm",
"AXTI","AXT Inc","3.29","$106.4M","1998","Technology","Semiconductors","http://www.nasdaq.com/symbol/axti",
"BCOM","B Communications Ltd.","24.32","$727.17M","n/a","Consumer Services","Telecommunications Equipment","http://www.nasdaq.com/symbol/bcom",
"RILY","B. Riley Financial, Inc.","8.93","$169.99M","n/a","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/rily",
"BOSC","B.O.S. Better Online Solutions","3.12","$7.43M","n/a","Technology","Computer Communications Equipment","http://www.nasdaq.com/symbol/bosc",
"BEAV","B/E Aerospace, Inc.","45.15","$4.61B","1990","Consumer Durables","Industrial Specialties","http://www.nasdaq.com/symbol/beav",
"BIDU","Baidu, Inc.","161.87","$56.05B","2005","Technology","Computer Software: Programming, Data Processing","http://www.nasdaq.com/symbol/bidu",
"BCPC","Balchem Corporation","60.22","$1.9B","n/a","Basic Industries","Major Chemicals","http://www.nasdaq.com/symbol/bcpc",
"BWINA","Baldwin & Lyons, Inc.","23.36","$352.24M","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/bwina",
"BWINB","Baldwin & Lyons, Inc.","24.57","$370.48M","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/bwinb",
"BLDP","Ballard Power Systems, Inc.","1.25","$196.11M","n/a","Energy","Industrial Machinery/Components","http://www.nasdaq.com/symbol/bldp",
"BANF","BancFirst Corporation","59.22","$920.65M","1993","Finance","Major Banks","http://www.nasdaq.com/symbol/banf",
"BANFP","BancFirst Corporation","26.94","$26.94M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/banfp",
"BKMU","Bank Mutual Corporation","7.55","$343.91M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/bkmu",
"BOCH","Bank of Commerce Holdings (CA)","6.42","$86.3M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/boch",
"BMRC","Bank of Marin Bancorp","47.78","$292.25M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bmrc",
"BKSC","Bank of South Carolina Corp.","16.27","$80.19M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bksc",
"BOTJ","Bank of the James Financial Group, Inc.","12.7499","$55.82M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/botj",
"OZRK","Bank of the Ozarks","35.14","$3.19B","1997","Finance","Major Banks","http://www.nasdaq.com/symbol/ozrk",
"BFIN","BankFinancial Corporation","12","$239.27M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/bfin",
"BWFG","Bankwell Financial Group, Inc.","22.41","$168.77M","2014","Finance","Major Banks","http://www.nasdaq.com/symbol/bwfg",
"BANR","Banner Corporation","40.25","$1.38B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/banr",
"BZUN","Baozun Inc.","6.32","$312.9M","2015","Consumer Services","Catalog/Specialty Distribution","http://www.nasdaq.com/symbol/bzun",
"BHAC","Barington/Hilco Acquisition Corp.","10.03","$56.78M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/bhac",
"BHACR","Barington/Hilco Acquisition Corp.","0.14","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/bhacr",
"BHACU","Barington/Hilco Acquisition Corp.","10.17","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/bhacu",
"BHACW","Barington/Hilco Acquisition Corp.","0.08","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/bhacw",
"BBSI","Barrett Business Services, Inc.","39.25","$283M","1993","Technology","Professional Services","http://www.nasdaq.com/symbol/bbsi",
"BSET","Bassett Furniture Industries, Incorporated","24.35","$265.54M","n/a","Consumer Durables","Home Furnishings","http://www.nasdaq.com/symbol/bset",
"BYBK","Bay Bancorp, Inc.","5.0389","$55.9M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bybk",
"BV","Bazaarvoice, Inc.","4.03","$330.81M","2012","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/bv",
"BBCN","BBCN Bancorp, Inc.","14.41","$1.15B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bbcn",
"BCBP","BCB Bancorp, Inc. (NJ)","10.18","$114.24M","2005","Finance","Savings Institutions","http://www.nasdaq.com/symbol/bcbp",
"BECN","Beacon Roofing Supply, Inc.","46.18","$2.75B","2004","Consumer Services","RETAIL: Building Materials","http://www.nasdaq.com/symbol/becn",
"BSF","Bear State Financial, Inc.","9.08","$341.05M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bsf",
"BBGI","Beasley Broadcast Group, Inc.","4.359","$101.64M","2000","Consumer Services","Broadcasting","http://www.nasdaq.com/symbol/bbgi",
"BEBE","bebe stores, inc.","0.5083","$40.68M","1998","Consumer Non-Durables","Apparel","http://www.nasdaq.com/symbol/bebe",
"BBBY","Bed Bath & Beyond Inc.","42.26","$6.59B","1992","Consumer Services","Home Furnishings","http://www.nasdaq.com/symbol/bbby",
"BGNE","BeiGene, Ltd.","29.32","$964.05M","2016","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bgne",
"BELFA","Bel Fuse Inc.","15.7499","$186.88M","n/a","Capital Goods","Electrical Products","http://www.nasdaq.com/symbol/belfa",
"BELFB","Bel Fuse Inc.","17.26","$204.8M","n/a","Capital Goods","Electrical Products","http://www.nasdaq.com/symbol/belfb",
"BLPH","Bellerophon Therapeutics, Inc.","1.65","$22.23M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/blph",
"BLCM","Bellicum Pharmaceuticals, Inc.","13.67","$368.88M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/blcm",
"BNCL","Beneficial Bancorp, Inc.","12.44","$938.31M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/bncl",
"BNFT","Benefitfocus, Inc.","36.61","$1.08B","2013","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/bnft",
"BNTC","Benitec Biopharma Limited","1.268","$9.29M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bntc",
"BNTCW","Benitec Biopharma Limited","0.47","n/a","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bntcw",
"BGCP","BGC Partners, Inc.","8.31","$2.28B","n/a","Finance","Investment Bankers/Brokers/Service","http://www.nasdaq.com/symbol/bgcp",
"BGFV","Big 5 Sporting Goods Corporation","9.22","$203.05M","2002","Consumer Services","Other Specialty Stores","http://www.nasdaq.com/symbol/bgfv",
"BIND","BIND Therapeutics, Inc.","0.73","$15.25M","2013","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bind",
"ORPN","Bio Blast Pharma Ltd.","1.7","$24.19M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/orpn",
"BASI","Bioanalytical Systems, Inc.","1.1968","$9.7M","1997","Health Care","Biotechnology: Commercial Physical & Biological Resarch","http://www.nasdaq.com/symbol/basi",
"BIOC","Biocept, Inc.","0.6201","$15.48M","2014","Health Care","Medical Specialities","http://www.nasdaq.com/symbol/bioc",
"BCRX","BioCryst Pharmaceuticals, Inc.","2.93","$215.92M","1994","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/bcrx",
"BIOD","Biodel Inc.","0.3078","$19.74M","2007","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/biod",
"BDSI","BioDelivery Sciences International, Inc.","2.35","$125.95M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bdsi",
"BIIB","Biogen Inc.","242.03","$53.02B","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/biib",
"BIOL","Biolase, Inc.","1.04","$60.59M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/biol",
"BLFS","BioLife Solutions, Inc.","1.6298","$20.69M","n/a","Health Care","Biotechnology: Electromedical & Electrotherapeutic Apparatus","http://www.nasdaq.com/symbol/blfs",
"BOLT","BioLight Life Sciences Ltd.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/bolt",
"BLRX","BioLineRx Ltd.","0.81","$45.7M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/blrx",
"BMRN","BioMarin Pharmaceutical Inc.","79.86","$12.96B","1999","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bmrn",
"BVXV","BiondVax Pharmaceuticals Ltd.","3.5","$11.82M","2015","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/bvxv",
"BVXVW","BiondVax Pharmaceuticals Ltd.","0.6","n/a","2015","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/bvxvw",
"BPTH","Bio-Path Holdings, Inc.","1.89","$169.65M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bpth",
"BIOS","BioScrip, Inc.","2.53","$174.01M","n/a","Health Care","Medical/Nursing Services","http://www.nasdaq.com/symbol/bios",
"BBC","BioShares Biotechnology Clinical Trials Fund","18.5","$20.35M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/bbc",
"BBP","BioShares Biotechnology Products Fund","27.6474","$24.88M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/bbp",
"BSTC","BioSpecifics Technologies Corp","39.92","$280.22M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bstc",
"BSTG","Biostage, Inc.","1.14","$16.09M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/bstg",
"BSPM","Biostar Pharmaceuticals, Inc.","4.53","$10.02M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bspm",
"TECH","Bio-Techne Corp","112.46","$4.19B","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/tech",
"BEAT","BioTelemetry, Inc.","16.08","$448.55M","2008","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/beat",
"BJRI","BJ's Restaurants, Inc.","42.93","$1.04B","n/a","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/bjri",
"BBOX","Black Box Corporation","12.73","$191.19M","n/a","Technology","Computer Communications Equipment","http://www.nasdaq.com/symbol/bbox",
"BDE","Black Diamond, Inc.","4.21","$129.87M","n/a","Consumer Non-Durables","Recreational Products/Toys","http://www.nasdaq.com/symbol/bde",
"BLKB","Blackbaud, Inc.","67.31","$3.2B","2004","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/blkb",
"BBRY","BlackBerry Limited","6.54","$3.42B","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/bbry",
"HAWK","Blackhawk Network Holdings, Inc.","32.59","$1.83B","2013","Finance","Finance: Consumer Services","http://www.nasdaq.com/symbol/hawk",
"BKCC","BlackRock Capital Investment Corporation","7.88","$574.96M","2007","n/a","n/a","http://www.nasdaq.com/symbol/bkcc",
"ADRA","BLDRS Asia 50 ADR Index Fund","25.12","$22.61M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/adra",
"ADRD","BLDRS Developed Markets 100 ADR Index Fund","19.25","$60.64M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/adrd",
"ADRE","BLDRS Emerging Markets 50 ADR Index Fund","31","$151.9M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/adre",
"ADRU","BLDRS Europe 100 ADR Index Fund","19.0201","$14.27M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/adru",
"BLMN","Bloomin' Brands, Inc.","17.42","$2.01B","2012","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/blmn",
"BCOR","Blucora, Inc.","11.05","$457.04M","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/bcor",
"BLBD","Blue Bird Corporation","11.8","$247.75M","2014","Capital Goods","Construction/Ag Equipment/Trucks","http://www.nasdaq.com/symbol/blbd",
"BUFF","Blue Buffalo Pet Products, Inc.","23.62","$4.64B","2015","Consumer Non-Durables","Packaged Foods","http://www.nasdaq.com/symbol/buff",
"BHBK","Blue Hills Bancorp, Inc.","14.42","$399.86M","2014","Finance","Major Banks","http://www.nasdaq.com/symbol/bhbk",
"NILE","Blue Nile, Inc.","27.72","$321.8M","2004","Consumer Services","Consumer Specialties","http://www.nasdaq.com/symbol/nile",
"BLUE","bluebird bio, Inc.","44.53","$1.65B","2013","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/blue",
"BKEP","Blueknight Energy Partners L.P., L.L.C.","5.14","$170.66M","2011","Energy","Natural Gas Distribution","http://www.nasdaq.com/symbol/bkep",
"BKEPP","Blueknight Energy Partners L.P., L.L.C.","7.7","$232.22M","n/a","Energy","Natural Gas Distribution","http://www.nasdaq.com/symbol/bkepp",
"BPMC","Blueprint Medicines Corporation","19.72","$537.15M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/bpmc",
"ITEQ","BlueStar TA-BIGITech Israel Technology ETF","23.8372","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/iteq",
"BMCH","BMC Stock Holdings, Inc.","17.66","$1.16B","2013","Consumer Services","RETAIL: Building Materials","http://www.nasdaq.com/symbol/bmch",
"BNCN","BNC Bancorp","22.15","$904.58M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bncn",
"BOBE","Bob Evans Farms, Inc.","37.49","$740.52M","n/a","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/bobe",
"BOFI","BofI Holding, Inc.","16.81","$1.06B","2005","Finance","Savings Institutions","http://www.nasdaq.com/symbol/bofi",
"BOFIL","BofI Holding, Inc.","26.15","n/a","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/bofil",
"WIFI","Boingo Wireless, Inc.","8.9","$337.08M","2011","Consumer Services","Telecommunications Equipment","http://www.nasdaq.com/symbol/wifi",
"BOJA","Bojangles', Inc.","16.76","$605.23M","2015","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/boja",
"BOKF","BOK Financial Corporation","58.87","$3.89B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bokf",
"BOKFL","BOK Financial Corporation","25","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/bokfl",
"BNSO","Bonso Electronics International, Inc.","1.4","$7.35M","n/a","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/bnso",
"BPFH","Boston Private Financial Holdings, Inc.","11.39","$944.71M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bpfh",
"BPFHP","Boston Private Financial Holdings, Inc.","26.05","n/a","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bpfhp",
"BPFHW","Boston Private Financial Holdings, Inc.","5","n/a","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bpfhw",
"EPAY","Bottomline Technologies, Inc.","21.39","$875.4M","1999","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/epay",
"BLVD","Boulevard Acquisition Corp. II","9.75","$450.94M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/blvd",
"BLVDU","Boulevard Acquisition Corp. II","9.8792","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/blvdu",
"BLVDW","Boulevard Acquisition Corp. II","0.4","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/blvdw",
"BOXL","Boxlight Corporation","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/boxl",
"BCLI","Brainstorm Cell Therapeutics Inc.","2.47","$46.08M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/bcli",
"BBRG","Bravo Brio Restaurant Group, Inc.","8.15","$119.77M","2010","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/bbrg",
"BDGE","Bridge Bancorp, Inc.","27.8","$485.35M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bdge",
"BLIN ","Bridgeline Digital, Inc.","1.05","$5.71M","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/blin",
"BRID","Bridgford Foods Corporation","12.7","$115.28M","n/a","Consumer Non-Durables","Specialty Foods","http://www.nasdaq.com/symbol/brid",
"BCOV","Brightcove Inc.","8.77","$287.37M","2012","Technology","EDP Services","http://www.nasdaq.com/symbol/bcov",
"AVGO","Broadcom Limited","150.76","$59.63B","2009","Technology","Semiconductors","http://www.nasdaq.com/symbol/avgo",
"BSFT","BroadSoft, Inc.","41.04","$1.2B","2010","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/bsft",
"BVSN","BroadVision, Inc.","6.56","$32.25M","1996","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/bvsn",
"BYFC","Broadway Financial Corporation","1.8699","$54.37M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/byfc",
"BWEN","Broadwind Energy, Inc.","4.285","$64.66M","n/a","Capital Goods","Metal Fabrications","http://www.nasdaq.com/symbol/bwen",
"BRCD","Brocade Communications Systems, Inc.","9.07","$3.62B","1999","Technology","Computer Communications Equipment","http://www.nasdaq.com/symbol/brcd",
"BRKL","Brookline Bancorp, Inc.","10.75","$756.78M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/brkl",
"BRKS","Brooks Automation, Inc.","11.05","$758.21M","1995","Technology","Industrial Machinery/Components","http://www.nasdaq.com/symbol/brks",
"BRKR","Bruker Corporation","22.35","$3.61B","n/a","Capital Goods","Biotechnology: Laboratory Analytical Instruments","http://www.nasdaq.com/symbol/brkr",
"BMTC","Bryn Mawr Bank Corporation","28.43","$477.83M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/bmtc",
"BLMT","BSB Bancorp, Inc.","22.65","$205.98M","2011","Finance","Major Banks","http://www.nasdaq.com/symbol/blmt",
"BSQR","BSQUARE Corporation","5.6","$67.9M","1999","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/bsqr",
"BWLD","Buffalo Wild Wings, Inc.","137.52","$2.59B","2003","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/bwld",
"BLDR","Builders FirstSource, Inc.","11.26","$1.24B","2005","Consumer Services","RETAIL: Building Materials","http://www.nasdaq.com/symbol/bldr",
"BMLA","BullMark LatAm Select Leaders ETF","26.71","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/bmla",
"BUR","Burcon Nutrascience Corp","1.76","$63.07M","n/a","Consumer Non-Durables","Packaged Foods","http://www.nasdaq.com/symbol/bur",
"CFFI","C&F Financial Corporation","44.53","$153.71M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cffi",
"CHRW","C.H. Robinson Worldwide, Inc.","75.03","$10.71B","1997","Transportation","Oil Refining/Marketing","http://www.nasdaq.com/symbol/chrw",
"CA","CA Inc.","32.83","$13.68B","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/ca",
"CCMP","Cabot Microelectronics Corporation","41.75","$1B","2000","Technology","Semiconductors","http://www.nasdaq.com/symbol/ccmp",
"CDNS","Cadence Design Systems, Inc.","24.4","$7.34B","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/cdns",
"CDZI","Cadiz, Inc.","5.89","$105.71M","n/a","Public Utilities","Water Supply","http://www.nasdaq.com/symbol/cdzi",
"CACQ","Caesars Acquisition Company","10.96","$1.51B","n/a","Consumer Services","Hotels/Resorts","http://www.nasdaq.com/symbol/cacq",
"CZR","Caesars Entertainment Corporation","6.65","$968.64M","2012","Consumer Services","Hotels/Resorts","http://www.nasdaq.com/symbol/czr",
"CSTE","Caesarstone Ltd.","33.51","$1.18B","2012","Capital Goods","Building Materials","http://www.nasdaq.com/symbol/cste",
"PRSS","CafePress Inc.","3.18","$53.17M","2012","Consumer Services","Other Specialty Stores","http://www.nasdaq.com/symbol/prss",
"CLBS","Caladrius Biosciences, Inc.","0.628","$37.07M","n/a","Health Care","Hospital/Nursing Management","http://www.nasdaq.com/symbol/clbs",
"CLMS","Calamos Asset Management, Inc.","7.08","$145.36M","2004","Finance","Investment Bankers/Brokers/Service","http://www.nasdaq.com/symbol/clms",
"CHY","Calamos Convertible and High Income Fund","10.73","$778.02M","2003","n/a","n/a","http://www.nasdaq.com/symbol/chy",
"CHI","Calamos Convertible Opportunities and Income Fund","9.98","$683.2M","2002","n/a","n/a","http://www.nasdaq.com/symbol/chi",
"CCD","Calamos Dynamic Convertible & Income Fund","18.22","$444.29M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/ccd",
"CFGE","Calamos Focus Growth ETF","10","$26M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/cfge",
"CHW","Calamos Global Dynamic Income Fund","6.98","$411.87M","2007","n/a","n/a","http://www.nasdaq.com/symbol/chw",
"CGO","Calamos Global Total Return Fund","10.85","$91.85M","2005","n/a","n/a","http://www.nasdaq.com/symbol/cgo",
"CSQ","Calamos Strategic Total Return Fund","9.95","$1.54B","2004","n/a","n/a","http://www.nasdaq.com/symbol/csq",
"CAMP","CalAmp Corp.","13.86","$509.36M","1983","Technology","Radio And Television Broadcasting And Communications Equipment","http://www.nasdaq.com/symbol/camp",
"CVGW","Calavo Growers, Inc.","66.71","$1.16B","n/a","Consumer Non-Durables","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/cvgw",
"CFNB","California First National Bancorp","14.61","$150.19M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cfnb",
"CALA","Calithera Biosciences, Inc.","3.83","$72.6M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cala",
"CALD","Callidus Software, Inc.","19.96","$1.13B","2003","Technology","EDP Services","http://www.nasdaq.com/symbol/cald",
"CALM","Cal-Maine Foods, Inc.","44.48","$2.16B","1996","Consumer Non-Durables","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/calm",
"CLMT","Calumet Specialty Products Partners, L.P.","4.65","$353.7M","2006","Energy","Integrated oil Companies","http://www.nasdaq.com/symbol/clmt",
"ABCD","Cambium Learning Group, Inc.","4.43","$202.72M","n/a","Consumer Services","Publishing","http://www.nasdaq.com/symbol/abcd",
"CAC","Camden National Corporation","41.87","$430.09M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cac",
"CAMT","Camtek Ltd.","2.0327","$71.85M","2000","Capital Goods","Electronic Components","http://www.nasdaq.com/symbol/camt",
"CSIQ","Canadian Solar Inc.","14.82","$829.41M","2006","Technology","Semiconductors","http://www.nasdaq.com/symbol/csiq",
"CGIX","Cancer Genetics, Inc.","1.94","$26.49M","n/a","Health Care","Medical Specialities","http://www.nasdaq.com/symbol/cgix",
"CPHC","Canterbury Park Holding Corporation","11.0011","$47.04M","n/a","Consumer Services","Services-Misc. Amusement & Recreation","http://www.nasdaq.com/symbol/cphc",
"CPLA","Capella Education Company","52.16","$609.07M","2006","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/cpla",
"CBF","Capital Bank Financial Corp.","28.05","$1.21B","2012","Finance","Major Banks","http://www.nasdaq.com/symbol/cbf",
"CCBG","Capital City Bank Group","13.55","$233.35M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/ccbg",
"CPLP","Capital Product Partners L.P.","2.87","$352.58M","2007","Transportation","Marine Transportation","http://www.nasdaq.com/symbol/cplp",
"CSWC","Capital Southwest Corporation","14.06","$221.11M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/cswc",
"CPTA","Capitala Finance Corp.","14.16","$223.82M","2013","n/a","n/a","http://www.nasdaq.com/symbol/cpta",
"CLAC","Capitol Acquisition Corp. III","9.7","$394.06M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/clac",
"CLACU","Capitol Acquisition Corp. III","9.92","$248M","2015","Finance","Business Services","http://www.nasdaq.com/symbol/clacu",
"CLACW","Capitol Acquisition Corp. III","0.4","n/a","2015","Finance","Business Services","http://www.nasdaq.com/symbol/clacw",
"CFFN","Capitol Federal Financial, Inc.","13.82","$1.9B","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/cffn",
"CAPN","Capnia, Inc.","1.18","$18.24M","2014","Health Care","Biotechnology: Electromedical & Electrotherapeutic Apparatus","http://www.nasdaq.com/symbol/capn",
"CAPNW","Capnia, Inc.","0.26","n/a","2014","Health Care","Biotechnology: Electromedical & Electrotherapeutic Apparatus","http://www.nasdaq.com/symbol/capnw",
"CAPR","Capricor Therapeutics, Inc.","4.26","$76.48M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/capr",
"CPST","Capstone Turbine Corporation","1.33","$37.63M","2000","Energy","Industrial Machinery/Components","http://www.nasdaq.com/symbol/cpst",
"CARA","Cara Therapeutics, Inc.","4.93","$134.5M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cara",
"CARB","Carbonite, Inc.","9.54","$257.07M","2011","Technology","EDP Services","http://www.nasdaq.com/symbol/carb",
"CBYL","Carbylan Therapeutics, Inc.","0.6891","$18.15M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cbyl",
"CFNL","Cardinal Financial Corporation","21.13","$684.94M","1998","Finance","Major Banks","http://www.nasdaq.com/symbol/cfnl",
"CRME","Cardiome Pharma Corporation","5.22","$104M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/crme",
"CSII","Cardiovascular Systems, Inc.","18.47","$603.48M","1981","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/csii",
"CATM","Cardtronics plc","40.8","$1.84B","2007","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/catm",
"CDNA","CareDx, Inc.","4.735","$67.69M","2014","Health Care","Medical Specialities","http://www.nasdaq.com/symbol/cdna",
"CECO","Career Education Corporation","6.06","$414.19M","1998","Consumer Services","Other Consumer Services","http://www.nasdaq.com/symbol/ceco",
"CTRE","CareTrust REIT, Inc.","14.3","$828.17M","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/ctre",
"CKEC","Carmike Cinemas, Inc.","29.84","$732.65M","n/a","Consumer Services","Movies/Entertainment","http://www.nasdaq.com/symbol/ckec",
"CLBH","Carolina Bank Holdings Inc.","17.92","$90.26M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/clbh",
"CARO","Carolina Financial Corporation","18.535","$223.07M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/caro",
"CART","Carolina Trust Bank","5.9","$27.41M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/cart",
"CRZO","Carrizo Oil & Gas, Inc.","35.32","$2.08B","1997","Energy","Oil & Gas Production","http://www.nasdaq.com/symbol/crzo",
"TAST","Carrols Restaurant Group, Inc.","12.33","$441.76M","2006","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/tast",
"CRTN","Cartesian, Inc.","0.9001","$8M","n/a","Consumer Services","Professional Services","http://www.nasdaq.com/symbol/crtn",
"CARV","Carver Bancorp, Inc.","3.3301","$12.31M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/carv",
"CASM","CAS Medical Systems, Inc.","1.82","$49.74M","n/a","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/casm",
"CACB","Cascade Bancorp","5.42","$394.61M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cacb",
"CASC","Cascadian Therapeutics, Inc.","0.9452","$89.76M","n/a","Health Care","Biotechnology: Commercial Physical & Biological Resarch","http://www.nasdaq.com/symbol/casc",
"CWST","Casella Waste Systems, Inc.","7.89","$325.32M","1997","Public Utilities","Environmental Services","http://www.nasdaq.com/symbol/cwst",
"CASY","Caseys General Stores, Inc.","131.17","$5.13B","1983","Consumer Durables","Automotive Aftermarket","http://www.nasdaq.com/symbol/casy",
"CASI","CASI Pharmaceuticals, Inc.","1.1","$46.84M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/casi",
"CASS","Cass Information Systems, Inc","51.61","$580.22M","n/a","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/cass",
"CATB","Catabasis Pharmaceuticals, Inc.","3.54","$54.42M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/catb",
"CBIO","Catalyst Biosciences, Inc. ","1.53","$17.49M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cbio",
"CPRX","Catalyst Pharmaceuticals, Inc.","0.7367","$61.05M","2006","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cprx",
"CATY","Cathay General Bancorp","26.79","$2.11B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/caty",
"CATYW","Cathay General Bancorp","7.5","n/a","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/catyw",
"CVCO","Cavco Industries, Inc.","92.03","$822.66M","n/a","Basic Industries","Homebuilding","http://www.nasdaq.com/symbol/cvco",
"CAVM","Cavium, Inc.","36.61","$2.1B","2007","Technology","Semiconductors","http://www.nasdaq.com/symbol/cavm",
"CBFV","CB Financial Services, Inc.","21.34","$87.09M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cbfv",
"CBOE","CBOE Holdings, Inc.","67.41","$5.49B","2010","Finance","Investment Bankers/Brokers/Service","http://www.nasdaq.com/symbol/cboe",
"CDK","CDK Global, Inc.","54.71","$8.5B","n/a","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/cdk",
"CDW","CDW Corporation","39.85","$6.6B","2013","Consumer Services","Catalog/Specialty Distribution","http://www.nasdaq.com/symbol/cdw",
"CECE","CECO Environmental Corp.","8.59","$292.87M","n/a","Capital Goods","Pollution Control Equipment","http://www.nasdaq.com/symbol/cece",
"CPXX","Celator Pharmaceuticals Inc.","30.2","$1.28B","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cpxx",
"CELG","Celgene Corporation","100.25","$77.65B","1987","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/celg",
"CELGZ","Celgene Corporation","1.35","n/a","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/celgz",
"CLDX","Celldex Therapeutics, Inc.","4.52","$446.21M","n/a","Health Care","Biotechnology: In Vitro & In Vivo Diagnostic Substances","http://www.nasdaq.com/symbol/cldx",
"CLRB","Cellectar Biosciences, Inc.","3.34","$12.8M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clrb",
"CLRBW","Cellectar Biosciences, Inc.","0.4401","n/a","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clrbw",
"CLRBZ","Cellectar Biosciences, Inc.","0.87","n/a","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clrbz",
"CLLS","Cellectis S.A.","26.52","$934.26M","2015","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/clls",
"CBMG","Cellular Biomedicine Group, Inc.","12.58","$177.23M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/cbmg",
"CLSN","Celsion Corporation","1.325","$31.05M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clsn",
"CYAD","Celyad SA","25.61","$238.52M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cyad",
"CEMP","Cempra, Inc.","16.93","$816.04M","2012","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cemp",
"CETX","Cemtrex Inc.","3.71","$31.68M","n/a","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/cetx",
"CSFL","CenterState Banks, Inc.","15.56","$746.23M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/csfl",
"CETV","Central European Media Enterprises Ltd.","2.08","$282.67M","1994","Consumer Services","Broadcasting","http://www.nasdaq.com/symbol/cetv",
"CFBK","Central Federal Corporation","1.35","$21.63M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/cfbk",
"CENT","Central Garden & Pet Company","23.11","$1.16B","1993","Consumer Durables","Consumer Specialties","http://www.nasdaq.com/symbol/cent",
"CENTA","Central Garden & Pet Company","21.82","$1.1B","n/a","Consumer Durables","Consumer Specialties","http://www.nasdaq.com/symbol/centa",
"CVCY","Central Valley Community Bancorp","13.39","$147.66M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cvcy",
"CFCB","Centrue Financial Corporation","17.25","$112.36M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cfcb",
"CENX","Century Aluminum Company","6.49","$565.02M","1996","Basic Industries","Aluminum","http://www.nasdaq.com/symbol/cenx",
"CNBKA","Century Bancorp, Inc.","41.77","$232.57M","1987","Finance","Major Banks","http://www.nasdaq.com/symbol/cnbka",
"CNTY","Century Casinos, Inc.","6.36","$155.38M","n/a","Consumer Services","Hotels/Resorts","http://www.nasdaq.com/symbol/cnty",
"CPHD","CEPHEID","31.95","$2.33B","2000","Capital Goods","Biotechnology: Laboratory Analytical Instruments","http://www.nasdaq.com/symbol/cphd",
"CRNT","Ceragon Networks Ltd.","1.65","$128.1M","n/a","Technology","Radio And Television Broadcasting And Communications Equipment","http://www.nasdaq.com/symbol/crnt",
"CERC","Cerecor Inc.","2.21","$19.12M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cerc",
"CERCW","Cerecor Inc.","0.6","n/a","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cercw",
"CERCZ","Cerecor Inc.","0.39","n/a","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cercz",
"CERE","Ceres, Inc.","0.392","$7.37M","2012","Consumer Non-Durables","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/cere",
"CERN","Cerner Corporation","58.26","$19.7B","1986","Technology","EDP Services","http://www.nasdaq.com/symbol/cern",
"CERU","Cerulean Pharma Inc.","2.15","$58.83M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/ceru",
"CERS","Cerus Corporation","6.27","$637.73M","1997","Health Care","Medical/Dental Instruments","http://www.nasdaq.com/symbol/cers",
"KOOL","Cesca Therapeutics Inc.","2.89","$8.69M","n/a","Capital Goods","Medical Specialities","http://www.nasdaq.com/symbol/kool",
"CEVA","CEVA, Inc.","26.4","$539.62M","n/a","Technology","Semiconductors","http://www.nasdaq.com/symbol/ceva",
"CFCOU","CF Corporation","9.92","n/a","2016","n/a","n/a","http://www.nasdaq.com/symbol/cfcou",
"CSBR","Champions Oncology, Inc.","2.15","$18.71M","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/csbr",
"CYOU","Changyou.com Limited","19.74","$1.03B","2009","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/cyou",
"HOTR","Chanticleer Holdings, Inc.","0.43","$9.18M","n/a","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/hotr",
"HOTRW","Chanticleer Holdings, Inc.","0.034","n/a","n/a","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/hotrw",
"CTHR","Charles & Colvard Ltd","1.09","$23.44M","1997","Consumer Durables","Consumer Specialties","http://www.nasdaq.com/symbol/cthr",
"GTLS","Chart Industries, Inc.","23.43","$716.77M","2006","Capital Goods","Metal Fabrications","http://www.nasdaq.com/symbol/gtls",
"CHTR","Charter Communications, Inc.","231.77","$23.57B","n/a","Consumer Services","Television Services","http://www.nasdaq.com/symbol/chtr",
"CHFN","Charter Financial Corp.","13.06","$196.37M","2010","Finance","Savings Institutions","http://www.nasdaq.com/symbol/chfn",
"CHKP","Check Point Software Technologies Ltd.","79.74","$13.95B","1996","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/chkp",
"CHEK","Check-Cap Ltd.","1.4499","$17.69M","2015","Health Care","Medical Electronics","http://www.nasdaq.com/symbol/chek",
"CHEKW","Check-Cap Ltd.","0.15","n/a","2015","Health Care","Medical Electronics","http://www.nasdaq.com/symbol/chekw",
"CEMI","Chembio Diagnostics, Inc.","8.34","$80.65M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cemi",
"CHFC","Chemical Financial Corporation","36.02","$1.38B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/chfc",
"CCXI","ChemoCentryx, Inc.","4.63","$205.07M","2012","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/ccxi",
"CHMG","Chemung Financial Corp","29.15","$136.82M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/chmg",
"CHKE","Cherokee Inc.","11.26","$98.19M","n/a","Consumer Non-Durables","Apparel","http://www.nasdaq.com/symbol/chke",
"CHMA","Chiasma, Inc.","2.84","$69.02M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/chma",
"CBNK","Chicopee Bancorp, Inc.","18.11","$94.58M","n/a","Finance","Banks","http://www.nasdaq.com/symbol/cbnk",
"PLCE","Children's Place, Inc. (The)","79.98","$1.51B","1997","Consumer Services","Clothing/Shoe/Accessory Stores","http://www.nasdaq.com/symbol/plce",
"CMRX","Chimerix, Inc.","3.84","$177.46M","2013","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cmrx",
"CADC","China Advanced Construction Materials Group, Inc.","2.48","$5.41M","n/a","Basic Industries","Engineering & Construction","http://www.nasdaq.com/symbol/cadc",
"CALI","China Auto Logistics Inc.","1.65","$6.66M","n/a","Consumer Services","Motor Vehicles","http://www.nasdaq.com/symbol/cali",
"CAAS","China Automotive Systems, Inc.","3.18","$102.14M","n/a","Capital Goods","Auto Parts:O.E.M.","http://www.nasdaq.com/symbol/caas",
"CBAK","China BAK Battery, Inc.","2.74","$47.37M","n/a","Miscellaneous","Industrial Machinery/Components","http://www.nasdaq.com/symbol/cbak",
"CBPO","China Biologic Products, Inc.","108.15","$2.88B","n/a","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/cbpo",
"CCCL","China Ceramics Co., Ltd.","2.19","$5.98M","n/a","Capital Goods","Building Materials","http://www.nasdaq.com/symbol/cccl",
"CCCR","China Commercial Credit, Inc.","1.81","$24.25M","2013","Finance","Major Banks","http://www.nasdaq.com/symbol/cccr",
"CCRC","China Customer Relations Centers, Inc.","10.39","$190.44M","2015","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/ccrc",
"JRJC","China Finance Online Co. Limited","4.29","$101.33M","2004","Finance","Investment Bankers/Brokers/Service","http://www.nasdaq.com/symbol/jrjc",
"HGSH","China HGS Real Estate, Inc.","1.7","$76.59M","n/a","Finance","Real Estate","http://www.nasdaq.com/symbol/hgsh",
"CNIT","China Information Technology, Inc.","1.14","$44.84M","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/cnit",
"CJJD","China Jo-Jo Drugstores, Inc.","1.84","$35.65M","n/a","Consumer Durables","Specialty Chemicals","http://www.nasdaq.com/symbol/cjjd",
"HTHT","China Lodging Group, Limited","37.78","$2.37B","2010","Consumer Services","Hotels/Resorts","http://www.nasdaq.com/symbol/htht",
"CHNR","China Natural Resources, Inc.","1.32","$32.88M","n/a","Basic Industries","Precious Metals","http://www.nasdaq.com/symbol/chnr",
"CREG","China Recycling Energy Corporation","2.24","$1.86M","n/a","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/creg",
"CNTF","China TechFaith Wireless Communication Technology Limited","1.7499","$18.53M","2005","n/a","n/a","http://www.nasdaq.com/symbol/cntf",
"CXDC","China XD Plastics Company Limited","3.21","$158.59M","n/a","Capital Goods","Containers/Packaging","http://www.nasdaq.com/symbol/cxdc",
"CNYD","China Yida Holding, Co.","3.0999","$12.13M","n/a","Consumer Services","Advertising","http://www.nasdaq.com/symbol/cnyd",
"CCIH","ChinaCache International Holdings Ltd.","6.3","$157.53M","2010","Technology","EDP Services","http://www.nasdaq.com/symbol/ccih",
"CNET","ChinaNet Online Holdings, Inc.","0.5485","$16.65M","n/a","Technology","Advertising","http://www.nasdaq.com/symbol/cnet",
"IMOS","ChipMOS TECHNOLOGIES (Bermuda) LTD.","17.85","$487.13M","n/a","Technology","Semiconductors","http://www.nasdaq.com/symbol/imos",
"CDXC","ChromaDex Corporation","3.98","$145.49M","n/a","Consumer Durables","Specialty Chemicals","http://www.nasdaq.com/symbol/cdxc",
"CHSCL","CHS Inc","28.68","n/a","n/a","Consumer Services","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/chscl",
"CHSCM","CHS Inc","28.48","$541.12M","n/a","Consumer Services","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/chscm",
"CHSCN","CHS Inc","29.1","$488.88M","n/a","Consumer Services","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/chscn",
"CHSCO","CHS Inc","29.24","$330.97M","n/a","Consumer Services","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/chsco",
"CHSCP","CHS Inc","32.99","$238.59M","n/a","Consumer Services","Farming/Seeds/Milling","http://www.nasdaq.com/symbol/chscp",
"CHDN","Churchill Downs, Incorporated","122.63","$2.05B","n/a","Consumer Services","Services-Misc. Amusement & Recreation","http://www.nasdaq.com/symbol/chdn",
"CHUY","Chuy's Holdings, Inc.","34.28","$566.98M","2012","Consumer Services","Restaurants","http://www.nasdaq.com/symbol/chuy",
"CDTX","Cidara Therapeutics, Inc.","10.81","$149.77M","2015","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/cdtx",
"CIFC","CIFC LLC","6.802","$173.44M","n/a","Finance","Finance: Consumer Services","http://www.nasdaq.com/symbol/cifc",
"CMCT","CIM Commercial Trust Corporation","15.94","$1.56B","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/cmct",
"CMPR","Cimpress N.V","90.99","$2.86B","n/a","Miscellaneous","Publishing","http://www.nasdaq.com/symbol/cmpr",
"CINF","Cincinnati Financial Corporation","74.8","$12.3B","n/a","Finance","Property-Casualty Insurers","http://www.nasdaq.com/symbol/cinf",
"CIDM","Cinedigm Corp","1.12","$878869.6","n/a","Consumer Services","Consumer Electronics/Video Chains","http://www.nasdaq.com/symbol/cidm",
"CTAS","Cintas Corporation","99.5","$10.65B","1983","Consumer Non-Durables","Apparel","http://www.nasdaq.com/symbol/ctas",
"CPHR","Cipher Pharmaceuticals Inc.","5.3","$138.69M","n/a","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cphr",
"CRUS","Cirrus Logic, Inc.","35.76","$2.23B","1989","Technology","Semiconductors","http://www.nasdaq.com/symbol/crus",
"CSCO","Cisco Systems, Inc.","28.33","$142.49B","1990","Technology","Computer Communications Equipment","http://www.nasdaq.com/symbol/csco",
"CTRN","Citi Trends, Inc.","15.51","$231.18M","2005","Consumer Services","Clothing/Shoe/Accessory Stores","http://www.nasdaq.com/symbol/ctrn",
"CZNC","Citizens & Northern Corp","20.05","$241.56M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cznc",
"CZWI","Citizens Community Bancorp, Inc.","10.56","$55.39M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/czwi",
"CZFC","Citizens First Corporation","14.5","$28.99M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/czfc",
"CIZN","Citizens Holding Company","22.78","$111.05M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cizn",
"CTXS","Citrix Systems, Inc.","79.26","$12.29B","1995","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/ctxs",
"CHCO","City Holding Company","44.53","$667.61M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/chco",
"CIVB","Civista Bancshares, Inc. ","13.23","$104.35M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/civb",
"CIVBP","Civista Bancshares, Inc. ","42.1","n/a","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/civbp",
"CDTI","Clean Diesel Technologies, Inc.","0.4698","$9.15M","n/a","Capital Goods","Pollution Control Equipment","http://www.nasdaq.com/symbol/cdti",
"CLNE","Clean Energy Fuels Corp.","3.38","$356.24M","2007","Public Utilities","Natural Gas Distribution","http://www.nasdaq.com/symbol/clne",
"CLNT","Cleantech Solutions International, Inc.","0.96","$4.23M","n/a","Technology","Industrial Machinery/Components","http://www.nasdaq.com/symbol/clnt",
"CLFD","Clearfield, Inc.","17.38","$239.68M","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/clfd",
"CLRO","ClearOne, Inc.","11.05","$102.25M","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/clro",
"CLSD","Clearside Biomedical, Inc.","6.9","$135.19M","2016","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clsd",
"CLIR","ClearSign Combustion Corporation","4.61","$59.67M","2012","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/clir",
"CBLI","Cleveland BioLabs, Inc.","3.13","$34.39M","2006","Health Care","Biotechnology: Commercial Physical & Biological Resarch","http://www.nasdaq.com/symbol/cbli",
"CSBK","Clifton Bancorp Inc.","14.94","$355.93M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/csbk",
"CLVS","Clovis Oncology, Inc.","14.24","$546.61M","2011","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clvs",
"CMFN","CM Finance Inc","9.11","$124.62M","2014","n/a","n/a","http://www.nasdaq.com/symbol/cmfn",
"CME","CME Group Inc.","97.88","$33.15B","2002","Finance","Investment Bankers/Brokers/Service","http://www.nasdaq.com/symbol/cme",
"CCNE","CNB Financial Corporation","17.58","$254.19M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/ccne",
"CISG","CNinsure Inc.","7.24","$418.13M","2007","Finance","Specialty Insurers","http://www.nasdaq.com/symbol/cisg",
"CNV","Cnova N.V.","4.98","$2.2B","2014","Consumer Services","Catalog/Specialty Distribution","http://www.nasdaq.com/symbol/cnv",
"CWAY","Coastway Bancorp, Inc.","12.39","$59.14M","2014","Finance","Savings Institutions","http://www.nasdaq.com/symbol/cway",
"COBZ","CoBiz Financial Inc.","11.74","$485.69M","1998","Finance","Major Banks","http://www.nasdaq.com/symbol/cobz",
"COKE","Coca-Cola Bottling Co. Consolidated","145.44","$1.35B","1972","Consumer Non-Durables","Beverages (Production/Distribution)","http://www.nasdaq.com/symbol/coke",
"CDXS","Codexis, Inc.","4.15","$169.27M","2010","Basic Industries","Major Chemicals","http://www.nasdaq.com/symbol/cdxs",
"CVLY","Codorus Valley Bancorp, Inc","20.23","$161.08M","n/a","Finance","Savings Institutions","http://www.nasdaq.com/symbol/cvly",
"JVA","Coffee Holding Co., Inc.","5.7","$34.59M","2005","Consumer Non-Durables","Food Distributors","http://www.nasdaq.com/symbol/jva",
"CCOI","Cogent Communications Holdings, Inc.","39.49","$1.79B","n/a","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/ccoi",
"CGNT","Cogentix Medical, Inc.","1.04","$26.99M","n/a","Health Care","Biotechnology: Electromedical & Electrotherapeutic Apparatus","http://www.nasdaq.com/symbol/cgnt",
"CGNX","Cognex Corporation","42.49","$3.61B","1989","Capital Goods","Industrial Machinery/Components","http://www.nasdaq.com/symbol/cgnx",
"CTSH","Cognizant Technology Solutions Corporation","56.4","$34.17B","1998","Technology","EDP Services","http://www.nasdaq.com/symbol/ctsh",
"COHR","Coherent, Inc.","89.43","$2.17B","n/a","Capital Goods","Biotechnology: Laboratory Analytical Instruments","http://www.nasdaq.com/symbol/cohr",
"CHRS","Coherus BioSciences, Inc.","16.66","$652.1M","2014","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/chrs",
"COHU","Cohu, Inc.","10.52","$279.71M","n/a","Capital Goods","Electrical Products","http://www.nasdaq.com/symbol/cohu",
"CLCT","Collectors Universe, Inc.","19.81","$176.27M","1999","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/clct",
"COLL","Collegium Pharmaceutical, Inc.","12.45","$292.92M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/coll",
"CIGI","Colliers International Group Inc. ","33.68","$1.26B","n/a","Finance","Real Estate","http://www.nasdaq.com/symbol/cigi",
"CBAN","Colony Bankcorp, Inc.","9.5","$80.17M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cban",
"CLCD","CoLucid Pharmaceuticals, Inc.","9.12","$139.31M","2015","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/clcd",
"COLB","Columbia Banking System, Inc.","26.76","$1.55B","1992","Finance","Major Banks","http://www.nasdaq.com/symbol/colb",
"COLM","Columbia Sportswear Company","56.45","$3.93B","1998","Consumer Non-Durables","Apparel","http://www.nasdaq.com/symbol/colm",
"CMCO","Columbus McKinnon Corporation","14.34","$289.15M","1996","Capital Goods","Construction/Ag Equipment/Trucks","http://www.nasdaq.com/symbol/cmco",
"CBMX","CombiMatrix Corporation","3.08","$4.11M","n/a","Health Care","Hospital/Nursing Management","http://www.nasdaq.com/symbol/cbmx",
"CBMXW","CombiMatrix Corporation","0.95","n/a","n/a","Health Care","Hospital/Nursing Management","http://www.nasdaq.com/symbol/cbmxw",
"CMCSA","Comcast Corporation","65.01","$157.79B","n/a","Consumer Services","Television Services","http://www.nasdaq.com/symbol/cmcsa",
"CBSH","Commerce Bancshares, Inc.","46.21","$4.46B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cbsh",
"CBSHP","Commerce Bancshares, Inc.","28.06","$2.57B","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cbshp",
"CUBN","Commerce Union Bancshares, Inc.","15.4516","$117.07M","n/a","n/a","n/a","http://www.nasdaq.com/symbol/cubn",
"CVGI","Commercial Vehicle Group, Inc.","5","$153.11M","2004","Capital Goods","Auto Parts:O.E.M.","http://www.nasdaq.com/symbol/cvgi",
"COMM","CommScope Holding Company, Inc.","30.14","$5.78B","2013","Technology","Radio And Television Broadcasting And Communications Equipment","http://www.nasdaq.com/symbol/comm",
"CSAL","Communications Sales & Leasing,Inc.","29.42","$4.46B","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/csal",
"JCS","Communications Systems, Inc.","7.15","$63.15M","n/a","Public Utilities","Telecommunications Equipment","http://www.nasdaq.com/symbol/jcs",
"ESXB","Community Bankers Trust Corporation.","5.21","$114.03M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/esxb",
"CCFI","Community Choice Financial Inc.","n/a","n/a","n/a","n/a","n/a","http://www.nasdaq.com/symbol/ccfi",
"CYHHZ","Community Health Systems, Inc.","0.004","n/a","n/a","Health Care","Hospital/Nursing Management","http://www.nasdaq.com/symbol/cyhhz",
"CTBI","Community Trust Bancorp, Inc.","33.9","$595.28M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/ctbi",
"CWBC","Community West Bancshares","7.4","$59.97M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cwbc",
"COB","CommunityOne Bancorp","12.32","$299.29M","n/a","Finance","Major Banks","http://www.nasdaq.com/symbol/cob",
"CVLT","CommVault Systems, Inc.","42.41","$1.88B","2006","Technology","Computer Software: Prepackaged Software","http://www.nasdaq.com/symbol/cvlt",
"CGEN","Compugen Ltd.","6.5","$328.72M","2000","Health Care","Biotechnology: Biological Products (No Diagnostic Substances)","http://www.nasdaq.com/symbol/cgen",
"CPSI","Computer Programs and Systems, Inc.","39.61","$535.75M","2002","Technology","EDP Services","http://www.nasdaq.com/symbol/cpsi",
"CTG","Computer Task Group, Incorporated","5.03","$95.92M","n/a","Technology","EDP Services","http://www.nasdaq.com/symbol/ctg",
"SCOR","comScore, Inc.","24.2","$942.7M","2007","Miscellaneous","Business Services","http://www.nasdaq.com/symbol/scor",
"CHCI","Comstock Holding Companies, Inc.","1.67","$5.68M","2004","Capital Goods","Homebuilding","http://www.nasdaq.com/symbol/chci",
"CMTL","Comtech Telecommunications Corp.","12.31","$199.07M","n/a","Technology","Radio And Television Broadcasting And Communications Equipment","http://www.nasdaq.com/symbol/cmtl",
"CNAT","Conatus Pharmaceuticals Inc.","2.2","$46.74M","2013","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cnat",
"CNCE","Concert Pharmaceuticals, Inc.","11.46","$254.6M","2014","Health Care","Major Pharmaceuticals","http://www.nasdaq.com/symbol/cnce",
"CXRX","Concordia International Corp.","21.06","$1.07B","n/a","n/a","n/a","http://www.nasdaq.com/symbol/cxrx",
"CCUR","Concurrent Computer Corporation","5.31","$50.71M","n/a","Technology","Computer Manufacturing","http://www.nasdaq.com/symbol/ccur",
"CDOR","Condor Hospitality Trust, Inc.","1.79","$8.85M","n/a","Consumer Services","Real Estate Investment Trusts","http://www.nasdaq.com/symbol/cdor",
"CFMS","ConforMIS, Inc.","7.01","$292.96M","2015","Health Care","Industrial Specialties","http://www.nasdaq.com/symbol/cfms",
"CONG","congatec Holding AG","n/a","n/a",
gitextract_setw68kq/
├── .gitignore
├── LICENSE
├── README.md
├── bin/
│ ├── create_virtualenv.sh
│ ├── google_intraday.sh
│ ├── huba_live_session.sh
│ ├── huba_mass_backtest.sh
│ ├── huba_run_tests.sh
│ ├── huba_start_paper.sh
│ ├── huba_start_real.sh
│ ├── huba_stop.sh
│ ├── ibgw_start_paper.sh
│ ├── screenshot.sh
│ ├── tws_start_paper.sh
│ ├── tws_start_real.sh
│ └── yahoo_earnings.sh
├── config.py
├── docs/
│ ├── candidates.txt
│ ├── companylist-nasdaq.csv
│ ├── companylist-nyse.csv
│ ├── costplus.txt
│ ├── google_intra_fetch/
│ │ ├── etfdb.all.noinv.nolev.symbols.filtered
│ │ ├── google_intra_fetch.1
│ │ ├── google_intra_fetch.2
│ │ ├── google_intra_fetch.3
│ │ ├── google_intra_fetch.4
│ │ ├── google_intra_fetch.5
│ │ ├── google_intra_fetch.full
│ │ ├── russell-3000.txt
│ │ └── sp-500.txt
│ ├── performance.txt
│ ├── selection_criteria.txt
│ └── stock-requirements.txt
├── etc/
│ ├── crontab.jahtpc
│ ├── huba.screenrc
│ ├── huba_bt_nasdaq.screenrc
│ ├── logstash-huba-run-log.conf
│ └── logstash-huba-test-log.conf
├── experiments/
│ ├── HUBA-KalmanFilter-Experiment.xlsx
│ ├── hurst_starke.py
│ ├── kalman/
│ │ ├── kalman.py
│ │ └── kalmanfilter_test.py
│ ├── kelly.py
│ ├── scratch.py
│ └── sql-console-20151011.sql
├── git-changes.log
├── huba.py
├── logs/
│ ├── HUBA-LogPriceExperiment.xlsx
│ ├── backtest-20151018.csv
│ ├── backtest-bti_pm_earnings_optimization.csv
│ ├── backtest-earnings-chk-disabled.csv
│ ├── backtest-earnings-chk-enabled.csv
│ ├── backtest-earnings_optimization-real.csv
│ ├── backtest-exp_log_prices_baseline.csv
│ ├── backtest-exp_log_prices_try1.csv
│ ├── backtest-exp_log_prices_try2.csv
│ ├── backtest-huba-all-pairs-optimize-20160731.csv
│ ├── backtest-lookbacktest.csv
│ ├── backtest-optimize-logPrices.csv
│ ├── backtest-optimize-zScoreEvalFreq.csv
│ ├── backtest-paper-pair-optimization-160730.csv
│ ├── backtest-paper-pairs.csv
│ ├── backtest-real-pair-optimization-160730.sorted.csv
│ ├── backtest.csv
│ ├── dailyROI-paper.csv
│ ├── dailyROI-real.csv
│ ├── equities-paper.csv
│ ├── equities-real.csv
│ ├── extract_uniq_pairs.sh
│ ├── pics/
│ │ └── .keep
│ ├── screenshots/
│ │ └── .keep
│ ├── trades-paper.csv
│ └── trades-real.csv
├── pairscan/
│ ├── 20141101-etfdb/
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-1.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-2.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-3.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-4.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-5.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-6.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-7.csv
│ │ ├── backtest-etfdb-1M-scan-kanna-PoolWorker-8.csv
│ │ ├── backtest-etfdb-1m-2014_nov.csv.sorted
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-1.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-10.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-11.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-2.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-3.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-4.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-5.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-6.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-7.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-8.csv
│ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-9.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-1.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-2.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-3.csv
│ │ ├── backtest-etfdb.shuffled-jahbook-PoolWorker-4.csv
│ │ ├── etfdb.all.noinv.nolev.symbols.filtered.pairs
│ │ ├── etfdb.all.noinv.nolev.symbols.filtered.pairs-resume-141204_074653
│ │ └── sort.sh
│ ├── 20141101-yahoo.us+etfdb-above-0.75s-1m/
│ │ └── massbacktest-20141101-pairs.csv
│ ├── 20141116/
│ │ ├── backtest-etfdb-1M-scan-PoolWorker-1.csv
│ │ ├── backtest-etfdb-1M-scan-PoolWorker-2.csv
│ │ └── kanna.etfdb.1M.scan.InvalidState
│ ├── 20141201-yahoo.us/
│ │ ├── README
│ │ ├── basic_materials.pairs.filtered
│ │ ├── consumer_goods.pairs.filtered
│ │ ├── financial.pairs.filtered
│ │ ├── generate_filtered_pairs.py
│ │ ├── healthcare.pairs.filtered
│ │ ├── industrial_goods.pairs.filtered
│ │ ├── input/
│ │ │ ├── basic_materials.pairs
│ │ │ ├── consumer_goods.pairs
│ │ │ ├── financial.pairs
│ │ │ ├── healthcare.pairs
│ │ │ ├── industrial_goods.pairs
│ │ │ ├── services.pairs
│ │ │ ├── tech.pairs
│ │ │ ├── utilities.pairs
│ │ │ ├── yahoo.us.symbols.filtered
│ │ │ └── yahoo.us.symbols.filtered.pairs
│ │ ├── results/
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-1.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-2.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-3.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-4.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-5.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-6.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-7.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-8.csv
│ │ │ ├── backtest-bt-basic-materials-PoolWorker-9.csv
│ │ │ ├── backtest-bt-basic-materials.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-1.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-10.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-11.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-12.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-13.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-14.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-15.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-16.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-17.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-18.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-19.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-2.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-20.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-3.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-4.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-5.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-6.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-7.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-8.csv
│ │ │ ├── backtest-consumer_goods-PoolWorker-9.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-1.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-10.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-11.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-2.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-3.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-4.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-5.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-6.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-7.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-8.csv
│ │ │ ├── backtest-etfdb.shuffled-bt-PoolWorker-9.csv
│ │ │ ├── backtest-healthcare-PoolWorker-1.csv
│ │ │ ├── backtest-healthcare-PoolWorker-10.csv
│ │ │ ├── backtest-healthcare-PoolWorker-11.csv
│ │ │ ├── backtest-healthcare-PoolWorker-12.csv
│ │ │ ├── backtest-healthcare-PoolWorker-13.csv
│ │ │ ├── backtest-healthcare-PoolWorker-14.csv
│ │ │ ├── backtest-healthcare-PoolWorker-15.csv
│ │ │ ├── backtest-healthcare-PoolWorker-16.csv
│ │ │ ├── backtest-healthcare-PoolWorker-17.csv
│ │ │ ├── backtest-healthcare-PoolWorker-18.csv
│ │ │ ├── backtest-healthcare-PoolWorker-19.csv
│ │ │ ├── backtest-healthcare-PoolWorker-2.csv
│ │ │ ├── backtest-healthcare-PoolWorker-20.csv
│ │ │ ├── backtest-healthcare-PoolWorker-3.csv
│ │ │ ├── backtest-healthcare-PoolWorker-4.csv
│ │ │ ├── backtest-healthcare-PoolWorker-5.csv
│ │ │ ├── backtest-healthcare-PoolWorker-6.csv
│ │ │ ├── backtest-healthcare-PoolWorker-7.csv
│ │ │ ├── backtest-healthcare-PoolWorker-8.csv
│ │ │ ├── backtest-healthcare-PoolWorker-9.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-1.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-10.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-11.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-12.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-13.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-14.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-15.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-16.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-17.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-18.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-19.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-2.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-20.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-21.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-22.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-23.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-24.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-25.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-26.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-27.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-28.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-29.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-3.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-30.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-31.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-32.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-4.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-5.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-6.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-7.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-8.csv
│ │ │ ├── backtest-industrial_goods-PoolWorker-9.csv
│ │ │ ├── backtest-services-PoolWorker-1.csv
│ │ │ ├── backtest-services-PoolWorker-10.csv
│ │ │ ├── backtest-services-PoolWorker-11.csv
│ │ │ ├── backtest-services-PoolWorker-12.csv
│ │ │ ├── backtest-services-PoolWorker-13.csv
│ │ │ ├── backtest-services-PoolWorker-14.csv
│ │ │ ├── backtest-services-PoolWorker-15.csv
│ │ │ ├── backtest-services-PoolWorker-16.csv
│ │ │ ├── backtest-services-PoolWorker-2.csv
│ │ │ ├── backtest-services-PoolWorker-3.csv
│ │ │ ├── backtest-services-PoolWorker-4.csv
│ │ │ ├── backtest-services-PoolWorker-5.csv
│ │ │ ├── backtest-services-PoolWorker-6.csv
│ │ │ ├── backtest-services-PoolWorker-7.csv
│ │ │ ├── backtest-services-PoolWorker-8.csv
│ │ │ ├── backtest-services-PoolWorker-9.csv
│ │ │ ├── backtest-utilities-PoolWorker-1.csv
│ │ │ ├── backtest-utilities-PoolWorker-2.csv
│ │ │ ├── backtest-utilities-PoolWorker-3.csv
│ │ │ ├── backtest-utilities-PoolWorker-4.csv
│ │ │ ├── backtest-utilities-PoolWorker-5.csv
│ │ │ ├── backtest-utilities-PoolWorker-6.csv
│ │ │ ├── backtest.csv
│ │ │ └── extract_uniq_pairs.sh
│ │ ├── services.pairs.filtered
│ │ ├── tech.pairs.filtered
│ │ └── utilities.pairs.filtered
│ ├── 201607-iqfeed-1m-sp500-russell-etfs/
│ │ ├── action-items.txt
│ │ ├── companylist-nasdaq-20160704.csv
│ │ ├── companylist-nyse-20160704.csv
│ │ ├── results/
│ │ │ ├── RESULTS.md
│ │ │ ├── backtest-russell-3000-20160710-sorted.csv
│ │ │ ├── backtest-sp500-20160710-sorted.csv
│ │ │ ├── backtest-sp500-russell3000-20160710-top1000.csv
│ │ │ ├── backtest-sp500-russell3000-20160710-top1000.pairs
│ │ │ ├── backtest-sp500-russell3000-20160710-validation-top100.csv
│ │ │ ├── backtest-sp500-russell3000-20160710-validation-top100.pairs
│ │ │ ├── create-sorted.sh
│ │ │ └── create-top1000.sh
│ │ ├── russell-3000/
│ │ │ ├── russell-3000-20160704-filtered-Basic_Industries.lst
│ │ │ ├── russell-3000-20160704-filtered-Capital_Goods.lst
│ │ │ ├── russell-3000-20160704-filtered-Consumer_Durables.lst
│ │ │ ├── russell-3000-20160704-filtered-Consumer_Non-Durables.lst
│ │ │ ├── russell-3000-20160704-filtered-Consumer_Services.lst
│ │ │ ├── russell-3000-20160704-filtered-Energy.lst
│ │ │ ├── russell-3000-20160704-filtered-Finance.lst
│ │ │ ├── russell-3000-20160704-filtered-Health_Care.lst
│ │ │ ├── russell-3000-20160704-filtered-Miscellaneous.lst
│ │ │ ├── russell-3000-20160704-filtered-Public_Utilities.lst
│ │ │ ├── russell-3000-20160704-filtered-Technology.lst
│ │ │ ├── russell-3000-20160704-filtered-Transportation.lst
│ │ │ ├── russell-3000-20160704-filtered-n_a.lst
│ │ │ ├── russell-3000-20160704-filtered-unknownsector.lst
│ │ │ ├── russell-3000-20160704-filtered._lst
│ │ │ ├── russell-3000-20160704._lst
│ │ │ └── russell-3000-prefilter.log
│ │ └── sp500/
│ │ ├── sp500-20160704-Basic_Industries.lst
│ │ ├── sp500-20160704-Capital_Goods.lst
│ │ ├── sp500-20160704-Consumer_Durables.lst
│ │ ├── sp500-20160704-Consumer_Non-Durables.lst
│ │ ├── sp500-20160704-Consumer_Services.lst
│ │ ├── sp500-20160704-Energy.lst
│ │ ├── sp500-20160704-Finance.lst
│ │ ├── sp500-20160704-Health_Care.lst
│ │ ├── sp500-20160704-Miscellaneous.lst
│ │ ├── sp500-20160704-Public_Utilities.lst
│ │ ├── sp500-20160704-Technology.lst
│ │ ├── sp500-20160704-Transportation.lst
│ │ ├── sp500-20160704-n_a.lst
│ │ ├── sp500-20160704-unknownsector.lst
│ │ └── sp500-20160704._lst
│ ├── README.md
│ ├── filter-processed-pairs.py
│ ├── start-pairscan-plot-generation.sh
│ ├── start-pairscan-validation.sh
│ └── start-pairscan.sh
├── requirements-pypy.txt
├── requirements-python.txt
├── sql/
│ ├── edgar/
│ │ ├── edgar.ipynb
│ │ └── load_edgar_to_db.py
│ ├── huba_db_ddl.sql
│ └── huba_load_company_earnings.sql
├── strategy/
│ ├── __init__.py
│ ├── adfuller.py
│ ├── analyzer.py
│ ├── brokeragent.py
│ ├── buyandhold.py
│ ├── hurst.py
│ ├── kalmanfilter.py
│ ├── riskmanager.py
│ ├── statarb.py
│ └── statarb_params.py
├── testcases/
│ ├── .csvCache/
│ │ ├── HC-FOO-1D-2001.csv
│ │ ├── HC-FOO-1D-2002.csv
│ │ └── HC-FOO-1D-2003.csv
│ ├── __init__.py
│ ├── test_analyzer.py
│ ├── test_brokeragent.py
│ ├── test_config.py
│ ├── test_csv_tools.py
│ ├── test_db.py
│ ├── test_riskmanager.py
│ ├── test_statarb.py
│ ├── test_strategy.py
│ ├── test_system.py
│ ├── test_tools.py
│ └── test_tools_business_days.py
└── tools/
├── __init__.py
├── business_days.py
├── convert_old_iqfeed_csv_to_new.py
├── csv_fix_dst_error_huba_1m.py
├── csv_tools.py
├── csv_xform_google_intraday.py
├── csv_xform_huba_1m_daily_to_yearly.py
├── db.py
├── docopt.py
├── downscale_csv.py
├── filter_finished_backtests_from_batch.py
├── find_nontraded_pairs.py
├── generate-daterange.py
├── google_intraday.py
├── googlefinance.py
├── iqfeed.py
├── perfmon.py
├── plot_equity.py
├── quantquote_to_huba.py
├── scan/
│ ├── analyze_results.py
│ ├── create_pairs.py
│ ├── create_pairs_by_sector.py
│ ├── filter_backtest_results.py
│ └── prefilter_stocks.py
├── show_roi_per_pair.py
├── socks.py
├── summarize_csvexport.py
├── tickpilot.py
├── tracing.py
├── trending-tweets.py
├── workdays.py
├── yahoo_earnings.py
└── yahoofinance.py
SYMBOL INDEX (32 symbols across 6 files)
FILE: config.py
function generateStrategyParms (line 579) | def generateStrategyParms(pairs, leverage=1.0, tag=''):
FILE: experiments/hurst_starke.py
function hurst (line 5) | def hurst(p):
FILE: experiments/kalman/kalmanfilter_test.py
class OLSTest (line 26) | class OLSTest():
method __init__ (line 27) | def __init__(self, pair, startdate, enddate, lookback):
method _loadOLSWindowBars (line 38) | def _loadOLSWindowBars(self):
method _updateHedgeRatio (line 58) | def _updateHedgeRatio(self):
method __iter__ (line 76) | def __iter__(self):
method next (line 79) | def next(self):
class KFTest (line 92) | class KFTest():
method __init__ (line 93) | def __init__(self, pair, startdate, enddate, lookback):
method _loadLookbackBars (line 108) | def _loadLookbackBars(self):
method _updateHedgeRatio (line 129) | def _updateHedgeRatio(self):
method __iter__ (line 141) | def __iter__(self):
method next (line 144) | def next(self):
FILE: experiments/kelly.py
function calc_kelly_leverages (line 19) | def calc_kelly_leverages(symbols, start, end):
function main (line 43) | def main(args):
FILE: experiments/sql-console-20151011.sql
type edgar_sec_filings (line 13) | create table edgar_sec_filings (
type foo (line 56) | create table foo(symbol varchar, event_date date, content varchar, prima...
type yahoo_company_events (line 67) | create table yahoo_company_events (
type company_events (line 79) | create table company_events (
FILE: huba.py
class Huba (line 77) | class Huba(object):
method __init__ (line 78) | def __init__(self, action, account, accountCode, twsConnStr, leverage,...
method _liveTrade (line 85) | def _liveTrade(self, configs):
method _loadHistoricalBars (line 134) | def _loadHistoricalBars(self, instrument, startDate, endDate, freq, of...
method _loadBacktestFeed (line 143) | def _loadBacktestFeed(self, feed, pair):
method _backtest (line 197) | def _backtest(self, configs):
method run (line 264) | def run(self, pairs, parms=None):
method __call__ (line 295) | def __call__(self, pairs, parms=None):
function setup_logging (line 313) | def setup_logging(tag, args):
function load_pairs (line 378) | def load_pairs(args):
function flatten_pairs (line 433) | def flatten_pairs(pairs):
function main (line 445) | def main(args):
Copy disabled (too large)
Download .json
Condensed preview — 354 files, each showing path, character count, and a content snippet. Download the .json file for the full structured content (111,749K chars).
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{
"path": "LICENSE",
"chars": 34523,
"preview": " GNU AFFERO GENERAL PUBLIC LICENSE\n Version 3, 19 November 2007\n\n Copyright (C)"
},
{
"path": "README.md",
"chars": 4575,
"preview": "# What is this?\n\nThis repo holds the very first algo trading strategy I have developed and live traded from 2012 to 2016"
},
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"path": "bin/create_virtualenv.sh",
"chars": 935,
"preview": "#!/bin/bash\n# Machine Health & Diagnostics VirtualEnv bootstrap script\n# Use this script to create a virtual environment"
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"preview": "#!/bin/sh\n\ncurrdate=`date +\"%Y%m%d\"`\ncurrdatetime=`date +\"%Y%m%d_%H%M\"`\n#dirname=\"/Users/tiborkiss/devel/workspace/stock"
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"path": "bin/tws_start_real.sh",
"chars": 338,
"preview": "#!/bin/bash\n\n\ntimestamp=`date +%Y%m%d`\nlog=\"/Users/tiborkiss/devel/workspace/stocks/huba/logs/tws-real-$timestamp.log\"\nc"
},
{
"path": "bin/yahoo_earnings.sh",
"chars": 197,
"preview": "#!/bin/bash\n\nexport PYTHONPATH=/Users/tiborkiss/devel/workspace/stocks/huba\n\ncd /Users/tiborkiss/devel/workspace/stocks"
},
{
"path": "config.py",
"chars": 59471,
"preview": "import logging\n\nlog = logging.getLogger(__name__)\n\nHUBA_DB_URI = 'postgresql://yyyy:XXXX@192.168.212.31/huba'\nHUBA_TEST_"
},
{
"path": "docs/candidates.txt",
"chars": 163,
"preview": "# Interesting:\n# USPH_WWW XOP_CRH VGT_MR VAW_CAC UNH_USPH TX_WX TCB_TEVA SUPX_TCB SLX_IIVI SENEA_SLAB ROLL_TTC PRO_WLK\n#"
},
{
"path": "docs/companylist-nasdaq.csv",
"chars": 423999,
"preview": "\"Symbol\",\"Name\",\"LastSale\",\"MarketCap\",\"IPOyear\",\"Sector\",\"industry\",\"Summary Quote\",\r\n\"TFSC\",\"1347 Capital Corp.\",\"9.38"
},
{
"path": "docs/companylist-nyse.csv",
"chars": 407378,
"preview": "\"Symbol\",\"Name\",\"LastSale\",\"MarketCap\",\"IPOyear\",\"Sector\",\"industry\",\"Summary Quote\",\r\n\"DDD\",\"3D Systems Corporation\",\"1"
},
{
"path": "docs/costplus.txt",
"chars": 1035,
"preview": "Volume (per month) <= 300,000 Shares: IB Commission per Share USD0.0035 Maximum per Order 0.5% of trade value\nARCA excha"
},
{
"path": "docs/google_intra_fetch/etfdb.all.noinv.nolev.symbols.filtered",
"chars": 1639,
"preview": "JKH\nJKJ\nNYF\nJKG\nJKI\nGBF\nRHS\nJKK\nSLYG\nDNL\nSLYV\nDSI\nSPYV\nJKL\nSPYG\nJKD\nJSC\nGUR\nSGG\nFXB\nRZV\nCMF\nSCJ\nBAL\nWPS\nTLO\nXLG\nIHE\nGII\n"
},
{
"path": "docs/google_intra_fetch/google_intra_fetch.1",
"chars": 3241,
"preview": "JKH\nJKJ\nNYF\nJKG\nJKI\nGBF\nRHS\nJKK\nSLYG\nDNL\nSLYV\nDSI\nSPYV\nJKL\nSPYG\nJKD\nJSC\nGUR\nSGG\nFXB\nRZV\nCMF\nSCJ\nBAL\nWPS\nTLO\nXLG\nIHE\nGII\n"
},
{
"path": "docs/google_intra_fetch/google_intra_fetch.2",
"chars": 3562,
"preview": "RHI\nROK\nCOL\nROP\nROST\nR\nSWY\nCRM\nSNDK\nSCG\nSLB\nSNI\nSTX\nSEE\nSRE\nSHW\nSIAL\nSPG\nSJM\nSNA\nSO\nLUV\nSWN\nSE\nSTJ\nSWK\nSPLS\nSBUX\nHOT\nSTT"
},
{
"path": "docs/google_intra_fetch/google_intra_fetch.3",
"chars": 3548,
"preview": "CUDA\nCUI\nCUNB\nCUR\nCUZ\nCVA\nCVBF\nCVC\nCVCO\nCVD\nCVEO\nCVG\nCVGI\nCVGW\nCVI\nCVLT\nCVO\nCVS\nCVT\nCVX\nCW\nCWEI\nCWH\nCWST\nCWT\nCXO\nCXP\nCXW"
},
{
"path": "docs/google_intra_fetch/google_intra_fetch.4",
"chars": 3556,
"preview": "KFY\nKIM\nKIN\nKIRK\nKKD\nKLAC\nKMB\nKMG\nKMI\nKMPR\nKMT\nKMX\nKN\nKND\nKNL\nKNX\nKO\nKODK\nKOG\nKOP\nKOPN\nKORS\nKOS\nKPTI\nKR\nKRA\nKRC\nKRFT\nKRG"
},
{
"path": "docs/google_intra_fetch/google_intra_fetch.5",
"chars": 3168,
"preview": "ROP\nROSE\nROST\nROVI\nRP\nRPAI\nRPM\nRPRX\nRPT\nRPTP\nRPXC\nRRC\nRRD\nRRGB\nRRTS\nRS\nRSE\nRSG\nRSO\nRSPP\nRST\nRSTI\nRT\nRTEC\nRTI\nRTIX\nRTK\nRT"
},
{
"path": "docs/google_intra_fetch/google_intra_fetch.full",
"chars": 17075,
"preview": "JKH\nJKJ\nNYF\nJKG\nJKI\nGBF\nRHS\nJKK\nSLYG\nDNL\nSLYV\nDSI\nSPYV\nJKL\nSPYG\nJKD\nJSC\nGUR\nSGG\nFXB\nRZV\nCMF\nSCJ\nBAL\nWPS\nTLO\nXLG\nIHE\nGII\n"
},
{
"path": "docs/google_intra_fetch/russell-3000.txt",
"chars": 13396,
"preview": "A\nAA\nAAL\nAAMC\nAAN\nAAOI\nAAON\nAAP\nAAPL\nAAT\nAAWW\nABAX\nABBV\nABC\nABCB\nABCO\nABG\nABM\nABMD\nABT\nACAD\nACAT\nACC\nACCO\nACE\nACET\nACGL\n"
},
{
"path": "docs/google_intra_fetch/sp-500.txt",
"chars": 2040,
"preview": "ABT\nABBV\nACE\nACN\nACT\nADBE\nADT\nAES\nAET\nAFL\nAMG\nA\nGAS\nAPD\nARG\nAKAM\nAA\nALXN\nATI\nALLE\nAGN\nADS\nALL\nALTR\nMO\nAMZN\nAEE\nAEP\nAXP\nA"
},
{
"path": "docs/performance.txt",
"chars": 951,
"preview": "PMCS - SPIL Pair for date range 2009 - 2014.\n1M Rows\n $ gzcat .csvCache/HC-SPIL-1M*iqfeed.csv.gz .csvCache/HC-PMCS-1M"
},
{
"path": "docs/selection_criteria.txt",
"chars": 135,
"preview": "All should apply on the last 4 years (2009 - 2013):\n - Sharpe > 1.5\n - Max drawdown < 15%\n - Longest drawdown duratio"
},
{
"path": "docs/stock-requirements.txt",
"chars": 1784,
"preview": "Price: last price must be higher than 5.0\nLiquidity: Our maximal daily volume should be below 1% of the stocks 30 day em"
},
{
"path": "etc/crontab.jahtpc",
"chars": 3823,
"preview": "# Paths\nPATH=/opt/local/bin:/opt/local/sbin:/usr/local/bin:/sbin:/usr/sbin:/usr/bin:/bin:/opt/X11/bin:/usr/X11/bin\nPYTHO"
},
{
"path": "etc/huba.screenrc",
"chars": 570,
"preview": "autodetach on\nstartup_message off\n\ndefscrollback 30000\n\nterm screen-256color\n\n# caption always \"%{= kw}%?%-Lw%?%{+b kw}%"
},
{
"path": "etc/huba_bt_nasdaq.screenrc",
"chars": 1573,
"preview": "autodetach on\nstartup_message off\ndefscrollback 30000\ncaption always \"%{= kw}%?%-Lw%?%{+b kw}%n*%t%f %?(%u)%?%{= kw}%?%+"
},
{
"path": "etc/logstash-huba-run-log.conf",
"chars": 2833,
"preview": "input {\n file {\n path => \"/logs/huba-paper-*.log\"\n start_position => beginning\n ignore_older => "
},
{
"path": "etc/logstash-huba-test-log.conf",
"chars": 499,
"preview": "input {\n file {\n path => \"/logs/huba-tests-*.log\"\n start_position => beginning\n ignore_older => "
},
{
"path": "experiments/hurst_starke.py",
"chars": 949,
"preview": "#import matplotlib.pyplot as py\nfrom numpy import *\n\n\ndef hurst(p):\n tau = []; lagvec = []\n # Step through the di"
},
{
"path": "experiments/kalman/kalman.py",
"chars": 1835,
"preview": "# Kalman filter example demo in Python\n\n# A Python implementation of the example given in pages 11-15 of \"An\n# Introduct"
},
{
"path": "experiments/kalman/kalmanfilter_test.py",
"chars": 7018,
"preview": "__author__ = 'tiborkiss'\n\nfrom matplotlib import pyplot as plt\n\nfrom pyalgotrade.barfeed import Frequency\n\nfrom tools.cs"
},
{
"path": "experiments/kelly.py",
"chars": 1741,
"preview": "#!/usr/bin/env python\n# Kelly formula calculation based on \n# Ernest P... Chan's Quantitative Trading book (pg. 100)\n# \n"
},
{
"path": "experiments/scratch.py",
"chars": 404,
"preview": "__author__ = 'tiborkiss'\n\nfrom tools.csv_tools import loadHistoricalBars\n\nimport datetime\nfrom pyalgotrade.barfeed impor"
},
{
"path": "experiments/sql-console-20151011.sql",
"chars": 4527,
"preview": "TRUNCATE company_events;\n\nINSERT INTO company_events (event_date, symbol, event_source, event_type, event_content)\n S"
},
{
"path": "git-changes.log",
"chars": 85860,
"preview": "* 4777e16 2017-08-02 Tibor Kiss (HEAD -> master) Safely parse values from google finance output\n* 4da44c0 2017-07-11 Ti"
},
{
"path": "huba.py",
"chars": 22590,
"preview": "#!/usr/bin/env python\n\"\"\"HUBA: Highly Unorthodox Broker Agent.\n Tibor Kiss <tibor.kiss@gmail.com> - Copyright (c) 2"
},
{
"path": "logs/backtest-20151018.csv",
"chars": 205302,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "logs/backtest-bti_pm_earnings_optimization.csv",
"chars": 3721,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,StrategyParams\n2015-10-1"
},
{
"path": "logs/backtest-earnings-chk-disabled.csv",
"chars": 2017,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,LookbackWindow,EntryZSco"
},
{
"path": "logs/backtest-earnings-chk-enabled.csv",
"chars": 2017,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,LookbackWindow,EntryZSco"
},
{
"path": "logs/backtest-earnings_optimization-real.csv",
"chars": 58012,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,StrategyParams\n2015-10-1"
},
{
"path": "logs/backtest-exp_log_prices_baseline.csv",
"chars": 7492,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,LookbackWindow,EntryZSco"
},
{
"path": "logs/backtest-exp_log_prices_try1.csv",
"chars": 1271,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,LookbackWindow,EntryZSco"
},
{
"path": "logs/backtest-exp_log_prices_try2.csv",
"chars": 7489,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,LookbackWindow,EntryZSco"
},
{
"path": "logs/backtest-huba-all-pairs-optimize-20160731.csv",
"chars": 1640513,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,StrategyParams\r\n2016-07-"
},
{
"path": "logs/backtest-lookbacktest.csv",
"chars": 23604,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "logs/backtest-optimize-logPrices.csv",
"chars": 7420,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,StrategyParams\n2015-11-3"
},
{
"path": "logs/backtest-optimize-zScoreEvalFreq.csv",
"chars": 13718,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,StrategyParams\n2015-11-2"
},
{
"path": "logs/backtest-paper-pair-optimization-160730.csv",
"chars": 190356,
"preview": "BTDate,Version,Pairs,StartDate,EndDate,BarFreq,BarCount,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,StrategyParams\r\n2016-07-"
},
{
"path": "logs/backtest-paper-pairs.csv",
"chars": 4562,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "logs/backtest-real-pair-optimization-160730.sorted.csv",
"chars": 408370,
"preview": "2016-07-31 02:38,v1.2-10-gf0fb4f7,ADBE_EFII,2014-01-01,2016-12-31,1M,243885,649,0.29,10.06,27.99,12.32,190,\"StatArbParam"
},
{
"path": "logs/backtest.csv",
"chars": 159387,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "logs/dailyROI-paper.csv",
"chars": 1139147,
"preview": "DateTime,Pair,ClosedPosROI,ClosedPosCnt,TradeCnt,InPosCapital,InPosROI0,InPosROI1,ROI\r\n14-11-24 15:59:55,LH_STE,0.00,0,0"
},
{
"path": "logs/dailyROI-real.csv",
"chars": 366185,
"preview": "DateTime,Pair,ClosedPosROI,ClosedPosCnt,TradeCnt,InPosCapital,InPosROI0,InPosROI1,ROI\r\n14-11-24 15:59:55,CRH_MLM,0.00,0,"
},
{
"path": "logs/equities-paper.csv",
"chars": 60211,
"preview": "DateTime,Equity\r\n13-05-08 15:30:10,29682.83\r\n13-05-08 22:00:16,29679.75\r\n13-05-09 15:30:10,29670.37\r\n13-05-09 22:00:16,2"
},
{
"path": "logs/equities-real.csv",
"chars": 44001,
"preview": "DateTime,Equity\r\n13-10-01 15:30:12,41426.69\r\n13-10-01 22:00:16,41406.58\r\n13-10-02 15:30:10,41483.11\r\n13-10-02 22:00:16,4"
},
{
"path": "logs/extract_uniq_pairs.sh",
"chars": 149,
"preview": "#!/bin/sh\n\nfilename=$*\necho processing $filename\ncat $filename|cut -f 2,3 -d \",\" | tr \\\"\\[\\(\\'\\)\\] \\ | sed -e s/\" \"//g |"
},
{
"path": "logs/pics/.keep",
"chars": 0,
"preview": ""
},
{
"path": "logs/screenshots/.keep",
"chars": 0,
"preview": ""
},
{
"path": "logs/trades-paper.csv",
"chars": 136404,
"preview": "DateTime,Pair,EntryPrice0,ExitPrice0,Qty0,EntryPrice1,ExitPrice1,Qty1,SumProfit,ROI\n13-04-23 09:45:05,DHR_WAT,58.70,59.1"
},
{
"path": "logs/trades-real.csv",
"chars": 41148,
"preview": "DateTime,Pair,EntryPrice0,ExitPrice0,Qty0,EntryPrice1,ExitPrice1,Qty1,SumProfit,ROI\n13-10-02 09:30:00,PMCS_SPIL,6.75,6.6"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-1.csv",
"chars": 4285179,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-2.csv",
"chars": 4063030,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-3.csv",
"chars": 3325162,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-4.csv",
"chars": 3299763,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-5.csv",
"chars": 2134153,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-6.csv",
"chars": 2145734,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-7.csv",
"chars": 367259,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb-1M-scan-kanna-PoolWorker-8.csv",
"chars": 368188,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-1.csv",
"chars": 4433952,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-10.csv",
"chars": 65200,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-11.csv",
"chars": 45213,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-2.csv",
"chars": 4533287,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-3.csv",
"chars": 4459583,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-4.csv",
"chars": 4590776,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-5.csv",
"chars": 2805140,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-6.csv",
"chars": 2489933,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-7.csv",
"chars": 277881,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-8.csv",
"chars": 264630,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-bt-PoolWorker-9.csv",
"chars": 73078,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-jahbook-PoolWorker-1.csv",
"chars": 1433113,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-jahbook-PoolWorker-2.csv",
"chars": 1424256,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-jahbook-PoolWorker-3.csv",
"chars": 1385966,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/backtest-etfdb.shuffled-jahbook-PoolWorker-4.csv",
"chars": 1393022,
"preview": "BTDate,Pairs,StartDate,EndDate,BarFreq,DayCount,Sharpe,CAGR,CumRet,MaxDD,DDDur,lookbackWindow,EntryZScore,ExitZScore,ZSc"
},
{
"path": "pairscan/20141101-etfdb/etfdb.all.noinv.nolev.symbols.filtered.pairs",
"chars": 665840,
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]
// ... and 154 more files (download for full content)
About this extraction
This page contains the full source code of the tibkiss/huba-v1 GitHub repository, extracted and formatted as plain text for AI agents and large language models (LLMs). The extraction includes 354 files (215.8 MB), approximately 27.3M tokens, and a symbol index with 32 extracted functions, classes, methods, constants, and types. Use this with OpenClaw, Claude, ChatGPT, Cursor, Windsurf, or any other AI tool that accepts text input. You can copy the full output to your clipboard or download it as a .txt file.
Extracted by GitExtract — free GitHub repo to text converter for AI. Built by Nikandr Surkov.