Temporal alpha decomposition for a trader
curl --request GET \
--url http://localhost:3101/api/traders/{address}/temporalimport requests
url = "http://localhost:3101/api/traders/{address}/temporal"
response = requests.get(url)
print(response.text)const options = {method: 'GET'};
fetch('http://localhost:3101/api/traders/{address}/temporal', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_PORT => "3101",
CURLOPT_URL => "http://localhost:3101/api/traders/{address}/temporal",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "http://localhost:3101/api/traders/{address}/temporal"
req, _ := http.NewRequest("GET", url, nil)
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("http://localhost:3101/api/traders/{address}/temporal")
.asString();require 'uri'
require 'net/http'
url = URI("http://localhost:3101/api/traders/{address}/temporal")
http = Net::HTTP.new(url.host, url.port)
request = Net::HTTP::Get.new(url)
response = http.request(request)
puts response.read_body{
"address": "<string>",
"analysed": true,
"modes": {},
"partitions": {},
"classification": {},
"caveats": [
"<string>"
],
"age_s": 123
}{
"error": "invalid_address",
"detail": "<string>"
}{
"address": "<string>",
"analysed": false,
"error": "not_analysed",
"detail": "<string>",
"methodology_url": "<string>",
"engine_unreachable": "<string>"
}Traders
Temporal alpha decomposition for a trader
Answers where in time a trader’s alpha lives — the question a headline Sharpe cannot.
The window definitions, the classification, and the caveats are always included even when you filter, because a table without them is a number without its method.
Every style label requires a permutation p-value as well as a magnitude. A 40-trade account concentrates by accident, and ‘your top trader is a funding arbitrageur’ is a claim about a named stranger.
GET
/
api
/
traders
/
{address}
/
temporal
Temporal alpha decomposition for a trader
curl --request GET \
--url http://localhost:3101/api/traders/{address}/temporalimport requests
url = "http://localhost:3101/api/traders/{address}/temporal"
response = requests.get(url)
print(response.text)const options = {method: 'GET'};
fetch('http://localhost:3101/api/traders/{address}/temporal', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_PORT => "3101",
CURLOPT_URL => "http://localhost:3101/api/traders/{address}/temporal",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "http://localhost:3101/api/traders/{address}/temporal"
req, _ := http.NewRequest("GET", url, nil)
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("http://localhost:3101/api/traders/{address}/temporal")
.asString();require 'uri'
require 'net/http'
url = URI("http://localhost:3101/api/traders/{address}/temporal")
http = Net::HTTP.new(url.host, url.port)
request = Net::HTTP::Get.new(url)
response = http.request(request)
puts response.read_body{
"address": "<string>",
"analysed": true,
"modes": {},
"partitions": {},
"classification": {},
"caveats": [
"<string>"
],
"age_s": 123
}{
"error": "invalid_address",
"detail": "<string>"
}{
"address": "<string>",
"analysed": false,
"error": "not_analysed",
"detail": "<string>",
"methodology_url": "<string>",
"engine_unreachable": "<string>"
}Path Parameters
A 40-hex-character 0x address.
Pattern:
^0x[a-fA-F0-9]{40}$Query Parameters
Return one attribution mode instead of both.
Available options:
realization, exposure Trim the concentration tables to one partition.
Available options:
session, weekpart, hour_of_day