From faf33d256660541b325529ef8355b59c9b4fcb29 Mon Sep 17 00:00:00 2001 From: Enzo Busseti Date: Mon, 4 Nov 2024 18:47:03 +0400 Subject: [PATCH] [auto commit] sp500_daily reconciliation & execution on 2024-11-04 --- .../sp500_daily_initial_holdings.json | 618 ++++++++++++++++-- .../sp500_daily_target_weights.json | 506 ++++++++++++++ 2 files changed, 1068 insertions(+), 56 deletions(-) diff --git a/examples/strategies/sp500_daily_initial_holdings.json b/examples/strategies/sp500_daily_initial_holdings.json index bd42d111..cd95de2c 100644 --- a/examples/strategies/sp500_daily_initial_holdings.json +++ b/examples/strategies/sp500_daily_initial_holdings.json @@ -107235,11 +107235,11 @@ "ABT": 6880.106214922285, "ACGL": 0.0, "ACN": 2.753110125444945e-13, - "ADBE": 16951.140518988595, + "ADBE": 16963.629473381076, "ADI": 0.0, "ADM": 0.0, "ADP": 3744.130126953125, - "ADSK": -18.046416963147834, + "ADSK": -18.100173921501185, "AEE": 0.0, "AEP": 0.0, "AES": 0.0, @@ -107247,23 +107247,23 @@ "AIG": 0.0, "AIZ": 1.643944917000403, "AJG": 0.0, - "AKAM": -0.0837834303917108, + "AKAM": -0.08375859196324535, "ALB": 0.0, "ALGN": -25.279236148006124, "ALL": 7.325851508585312e-14, "ALLE": 0.0, "AMAT": 1760.7304369255583, "AMCR": 0.0, - "AMD": 25965.65138143948, + "AMD": 25955.22927938488, "AME": 0.0, - "AMGN": 5337.693076769151, + "AMGN": 5327.829573323531, "AMP": 11.270605929660867, "AMT": 4385.453661464582, "AMTM": 0.0, - "AMZN": 37412.01426180311, + "AMZN": 37430.82486957489, "ANET": -121.59963143156882, "ANSS": -6.299628480258226, - "AON": 21.102643705601764, + "AON": 21.141541087094566, "AOS": 0.0, "APA": 0.0, "APD": 0.0, @@ -107272,7 +107272,7 @@ "ARE": 0.0, "ATO": 0.0, "AVB": 0.0, - "AVGO": 12176.91002533448, + "AVGO": 12161.730866784312, "AVY": 0.0, "AWK": 0.0, "AXON": 4097.275594438992, @@ -107282,7 +107282,7 @@ "BAC": 0.0, "BALL": 0.0, "BAX": 0.0, - "BBY": 1176.2637821791943, + "BBY": 1177.5645074140152, "BDX": 0.0, "BEN": 169.86844353330176, "BF-B": 0.0, @@ -107319,12 +107319,12 @@ "CFG": 0.0, "CHD": 40.82638138339799, "CHRW": 0.0, - "CHTR": 3919.1387280022304, + "CHTR": 3926.8701952301735, "CI": 3.649682816721507e-13, "CINF": 0.017592907936265962, "CL": 9.318501219902954, "CLX": 18.03388263303873, - "CMCSA": 7378.324607052908, + "CMCSA": 7389.988574646536, "CME": 10867.80339948018, "CMG": 626.6097172117784, "CMI": 0.0, @@ -107338,28 +107338,28 @@ "COST": 0.0, "CPAY": 0.0, "CPB": 0.0, - "CPRT": 708.8322212511808, + "CPRT": 707.1705859373002, "CPT": 0.0, "CRL": 0.0, "CRM": 8756.42964954042, - "CRWD": 294.27968329167976, - "CSCO": 11038.803765888433, - "CSGP": -7.380675256382208e-14, + "CRWD": 293.7156107788853, + "CSCO": 11062.043691954199, + "CSGP": -7.37256332442035e-14, "CSX": 0.0, "CTAS": 0.0, "CTLT": 0.0, "CTRA": 0.0, - "CTSH": 10250.560506603028, + "CTSH": 10264.35833130237, "CTVA": 123.2959552538371, "CVS": 0.0, "CVX": -5.55595845476439e-13, "CZR": 8988.902124020862, "D": 0.0, - "DAL": 781.3086236389008, + "DAL": 784.9953360041023, "DAY": 0.0, 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