robustness_check.json

{ "n_perturbations": 100, "n_successful": 100, "max_weight_range_pp": 0.6540872994443392, "max_weight_std_pp": 0.12597811811398743, "robust": true, "weight_dispersion": { "pareto_diophan": { "mean": 0.10701478005937513, "std": 0.0005399776602136027, "min": 0.10547740718771094, "max": 0.10832959646171425 }, "persistent": { "mean": 0.6661667622883997, "std": 0.0012597811811398743, "min": 0.6628045287831508, "max": 0.6693454017775942 }, "quantstrat": { "mean": 0.2268184576522248, "std": 0.0010100029780436245, "min": 0.22445525766217822, "max": 0.2289949535824986 } }, "hrp_weights": { "pareto_diophan": 0.014592373295673311, "persistent": 0.914869605742707, "quantstrat": 0.07053802096161961 } }