Ticker Target:
Alpha Trigger Threshold
±0.35
Sentiment Half-Life (mins)
30 m
Execution Latency Drag
300 ms
Simulated Horizon (mins)
120 m
Raw NLP Score
+0.78
Loughran-McDonald weighted
Generated Signal
LONG ALPHA
Entry at T+300ms
Latency Alpha Erosion
-4.2 bps
Execution slippage penalty
Simulated Strategy Return
+1.84%
Whipsaw risk: Low (14%)
Dynamic Alpha Momentum & Price Trajectory
Continuous 120-min Horizon
Bullish Threshold (+0.35)
Bearish Threshold (-0.35)
Decay-Weighted Sentiment Curve
Simulated Asset Price ($)
Execution Entry Marker
Tokenized Valence Inspector
14 Tokens
| Token | Role | Valence | Weight |
|---|
Quant Execution Ledger & Horizon Sample Points
Discrete Signal Dispatches
| Time Offset | Decay Weight | Effective Score | Order Action | Target Price | Slippage Drag | Strat PnL |
|---|