nested rebalConfig

configName => Simulation

stratName => strat_asia_v1

maxLeverage => 4.0

minNetExposure => -0.05

maxNetExposure => 0.4

minBetaAdjNet => -0.01

maxBetaAdjNet => 0.01

gamma => 15

adaptiveGamma => False

adaptiveGammaTargetRisk => 0.1

adaptiveGammaTolerance => 0.25

tau => 40

maxRisk => 0.1

offDiagRisk => True

splitLongShort => True

splitLongShortStartDate => 2023-02-01

maxShortUtilization => 1.0

pbList => ['GS']

bcostMultiplierName => trading_bcost_multiplier

HAUM => False

hypotheticalAUM => 100000000

bcostLookback => 16

univwtThreshold => 0.25

holdingThreshold => 0.0001

rmodelName => risk_model

tmodelName => tcost_model

impactCostScale => 1.0

alphaName => alpha

tradeUniverseName => trading_universe_EG_5M_dxy_adj

themeBoundName => trading_alpha_theme_exposure_bounds

fcostName => trading_long_financing_cost

bcostName => trading_bcost_backfilled

defaultFCost => 0.005

defaultBCost => 0.15

longBoundName => trading_position_bounds_long

shortBoundName => trading_position_bounds_short

defaultLongBound => 2.5e-05

defaultShortBound => 2.5e-05

liquidityName => adv_usdm_60D_median_dxy_adj

defaultLiquidityUSDM => 1.0

maxLiquidityBoundLong => 0.35

maxLiquidityBoundShort => 0.35

applyShortBan => True

applyExchangeHolidays => True

advName => adv_usdm_60D_median_dxy_adj

maxAdvProp => 0.15

countryBoundName => trading_country_bounds_frame_expanded

industryBoundName => trading_industry_bounds_frame

sizeBoundName => trading_size_bounds_frame_expanded

targetTolerance => 0.0001

toleranceRange => [0.0007, 0.001, 0.002, 0.003, 0.004, 0.005]

minShortAvailM => 0

shrinkfcov => True

tightCountry => False