{"key":"misread-hindsight","family":"hindsight","rows":{"train":3567655,"test":1776190},"lattice_misread_test":0.16235,"auc":{"filter_only":0.92007,"mine_only":0.88652,"filter_plus_mine":0.95393},"misread_test":{"filter_only":0.16403,"filter_plus_mine":0.11772},"by_dt":{"1":0.15165,"2":0.20584,"3-5":0.18174,"6+":0.15517},"by_size_quartile":[0.24655,0.20596,0.14248,0.0544],"top_feature":{"name":"llr3","definition":"Fork the lattice at the first trade into an arb branch (pin at the arb reading) and a retail branch (cut to the no-arb interval); run both through the next 3 own callbacks with the quotes in force (latt.py updates); llr3 = sum of log predictive-likelihood differences, arb minus retail.","auc_alone":0.8627},"code_zb64":"eNrtXHlz28iVn7/xKTrjqiVggzSpw5Ohhq7IzsSeiuNMPN6Nd1gsFEg0JYS4hAYpUS7tZ9/fe904ScnHTmW3NkSVRKCP16/f3d0PiEOVSz/oX4ZJoMKLy+LppQr8wh9k229+q2uI69lwyL/Dnd+j0cnotCzT5aPj0bPRN2L4zT/hWqvCzzH8N/+a17fffvu6ZL0gxitZjEWaSJGn1yKTuViGuSpEep2IIvcDKdKl8IUqZCbsyC+KcCHRJCpk7oqr2FuNZP9UFP48kspxxXVYXIriUqLvGu0i/8K16FH36CmGu5R+sc6lcoWfBOL60i+4SyJvCjEaDI7Fwo+iub9YKaH8rfDn6boQYTGwrPNCSH9xaXDU+FHXErG5jEK5FPZcLtNcV60zzFI6IlQCZSsZiDApUlFcp2Ke+8niUqqxOH/3QthZmCSoNtj4+dwiTQmTC4fxfPfj+/Of3gh7AWQIAGGc9tGMAMp840fOQIgXKQhQAgYQRiIR+Tqh4a/9PEBBnq4vLus5V9O1KvJdrdOC+i+KNSq3GIK6L6Qr5A0KUeIrnjX0Vlyn6ygQtgojmRR9ZhWQBHmDcLlcqzBNXJrO01wWfhiJOLwh8juuRdNievqLxTpeAx7GpOGzXAbhogg3IG160Y/CFQh7maYBSQMzLCyEklJhxlGUeysxEWodUy2zo90n94swFelG5lY151U96zPuk8tNqED+yAcTiVsAEhZD8cQM8FwMhf3C30LMMOgvfiz1TAnpXIuCpreZ5XxrLdJEQQ4xjzRhFkKQ8D9rcQB3BCAMQLuw2Ao7D8FKobKUGIPm/pLqoQJZFBbOWA+VY/ZRpMTkuYgSQHw+oV9u/4TuXkHsdbv5els3+6Fu1udmmMp7IKEuCXNQj7mhxQfKEvuK+AFyQ1syuSg0d/Q0QKJcLtI8kAE0Y638CzkW2ba4TJNj0f9JVHZd/KDSaCMDLwjz53iQMhjiN8Ef5j6Yh8lzC2bBCuMszcHWLSQnxV/sF5ckOLm/dcU/VJpYv/z1zX/8+EfwOlWDDLUDf67o10afgZ9fbKajmXNGEHR1mCiZF/bQFbqnU46RSxBz4R+RFL9zWZBdFPqRtczTWEhwIEshBbp1lPqBrsj8vCzMYj/ThdSvKr0MXfHu9V9d8eaP3l/4/y+ueHVkWW9eAW+a0gCCZb86cqw/o+DYevvjq5/e/gm3/dPhYGi9/OubX/BgT3tEp54regX9g/rQDxD1zG0WeiyhdJ8ul/wD5uR0o7ij/qe7BxsuD28l/YYKUkE3cujFfpiYWwMZd5DhnmuJ8gJALpqJJ1XhdNn7mNx9XN31yDJAn2AiIDcX0h654s+QwpHDFQlV2D0oEcGe6x8Z83+f/3PJCk5B45toTAPGNOCnW254q+cW+T2nhUgvUdDG3syx3oJ6IB7MkE10dCzLCmCOE3kNwtkqXzhj7janRmS83mi7/XMKadgOPA8tPc/erXJ0t8HPZGfyxeDn6Xh2hueFeV7QQ5R6oXmmWyq6DKsiumUoIOQ6T8TcIBfh2Q4MYgHLyI0duAJ+7Xun2QFSJR6TgNl2JUaBAz0mSXPEU5Y1+rUDtOMHMwR7K087InsOswxhj1JXkKxCz1TmQpk9iIQrlqhe+q429pO38MtoBqcxGQ6+//57gyWU1Zh+2AgG3teuUA8Bb147xDODvoL3Ti/eNCw7cCCJox80wU+mH7PQIWtAA0UR6AGtOBMpWfj38OlcTnLl1QIXh4kdFKAEJO946BgsNce0C5K2U5UVMKwT4t26sDUV6joM+KShpWgKx73kLs+JI8fDoZCRkkJrbdWP0ZsPkjSPuVNVgc4JOqerMayq9FeWKeSCDnJR1rQQCky0R4MhprWcO4yGZpJGoNHuadXOdxyrPWqDEggv7ChzSoaYKbhEX/MvgiAAkkaGmMGTgmNS1LESUBhduzW8ysy4v+4lLPMXNb9iRkbauTwj1dDjYAr65oluzdPtFpEH5rmXOGpOtlpZX8vFLBwCVhaW9GMFEJOJNr1jjWw5MAKLZgsyjabF0LRAPZ7hlUl5BMT1V/K9euw9TKmhotcPPBD4SX2bjVm8fi0bK3lfHV0/Myt+rp5JZcJaZbS1cksTRdZ6LH6ehjPxeFKKUxa25Jjmg/mdkuDC8SNcyWWFu1E2maUqBPczt+odu2LDuMRpjD7KrkSU5QjjQGKIuSdDkg+yK69ftsaIW2YwinYNB402NMaOYpZl7i/I0Bkp1HQyFDkTCy2lZ+L1y9IPvH55Jt4Oy6e3MDhatmrbUzL2M+jYJBqTdMLdxwLxYBEmxobRdUNDLtDLDkGHt0R0ENgBHQihmxFqbygCff2y6uITkimBxv/nVM2SfAM8IYyYLVXh/w/UXVeNaiGgyEJiFJ/8RAMqzRYqQ9g2sV8Sx8dEAFMJzMjYLtlOtNiCNk8ZTKVoBjMinGUtIgol34MvK5lrCnmeitJCeR4h1cPqj7z7Of17wQEBxzutqCHK6H/MEc2maAUyFAFQOE73Ohygblhc9pxq9Nd63GsfUuj9o+lPSG48L0zCAt4fgTXmR2sxrDApCGtwlOoGV+jK1Wf6mdqQk8ePKSlyEpnpzDzS8nGiA9kB/7cRmzmmcu5T56F5SvTKEgVWhdkSiKlLg1eRd9GhGBorGpkEdpEPQEen7kpTMh0f+9Bwwyw9jQHXNlqnicd+vCSBiQn8G/zhF6qGuy2v5aBxIM4R4vIGOldMBQKN2eB+C5G4OUO4gXtyz1eDAowozrDyaLm6hg2hWETHIGhwNaDHqwEV4L9fu+m05Smztqs8I/lv1++6SFYHQ2sgCEs9akk+VdUzY9QSn7A2weSV06pEBE5ibF8NyKJF6Y6/ti9DpkDskHqP5Em7O0XuDKBqtgOgAr0PgAqW5ZTVFZY8V4MN7AYm9piXJ4NffsKKY0+/e/35nrYVQmOB9QRh22VBGav0a+KDh0eXqMTw+2CyG9sBpzs9pU5NWIaRho1dcFrLrgaVFN8jvzXjZEyjGromWRfgI9HHRchhOaw3c9JM8rYUWTFVbjZhIVzuJVR9V1JmbAJaDrjIyXOUJqItXmQxoL8rLBtgtvQD38GnHAGzVZcXe0SUTXk+KI0hgPzJB4F32uSkXa1VAXqdf8bCwNkFle8B9eKrQKEj7D25mtyfDmdgSp7jd6ddlCWC2xzv1t3SzGxq0Wd4GS+I2KtDBch9VSoSFM4uDrd5q39cUP+6D4o2xa5i7VIlvdYcxM2+yqnh7OlMR5VnzcJns6b1CgrnIQjfGQgNczHhkdk1atPRL+PWe2D8fvYFVqDT93vqe+u3JjAacmHeLhzNGmFUS/934D8SqtpfM9tprNLjcrdM70BhnZl9GelrE7ZTRRdvjMGHtfwJ2yFoJUnzvO1ZqL2Dub15hYBouIfI+6fXGerVUcs/tYbqj3hl1hkRa/5XO1CXvse4mfBXa3QJClCXebf+RaN+H6kapmT/JMhEaY2tECQsntBC56RlumlwU3xG3ThGo46jHcCxr/l3Xq8Y9lkBFbGqQ2ZpCbHP487Zl8b+54jx6ayM9ruKOHxYd/5P6F8Xca2AO6WsgUS3Nm/rOP2eMRiats5tgKZ83ik/onIZ3wfumKrtHQ63nHAL3knZ4cX9HayOXJI7XRGO1q5Qryjc+/N4L1l5C7FfTY3l1MTmJg5HBL4nhCGHP/CzTIfhTjtE1+sBatINLjig8MuQQgcJFFA0Dpg+FZY2lg07+nReB6wUvkL3XnRKrIfjgvMv2C3knZIOwHkX4IsvAUgbK22A+1b+OhgYzVz6OdI/x/rnZNZlv11uYzjidxP4kTRCAIjhARbro2pFtkNJtjaVfjIabHH07lN7W6n/3bCrTVHe7l7ucem9sU92jzHZDYW3LzrbKLXE83qWpcjWJpZ4f853xPMXZ6VWDM/KSMuYCGPF6yfeiIyyMx0BEeIF3zMGm6KratrSTQwTzzoRKC2yGyafVra77nq6jFJIZC/xE9rcfyxIDXfsx3jE1nZarbo5pjfGl9hQGrKqsGRto4a210Frvg0TW99F5ESi3HFcWsm5ej3m0qoK4uru9X28esLwWB7o5UXbCdQDytgV9gOmDrVx0SmpI85NYQpnXbJryuH/WbVUgNB+t2scYH32WaZy42ZdmJ0zubGJqMqs6N/zTpMf2OVh2z9S0EsfpNH5Uxp5cRgM6GCuR4vu+3Y59AZHsqxYT0ZOBXolhOFqc0ZHbhPxes/5i/3eFR97V3FvLPZjU2YCGHTuHGJePdd3g3yd2AoCgzGcPWsyFO8uyTSR73EJ1GOPR2jsxlALPBoSwKJQAW7PiBjmURtuq82PQZHOt4WErLjU1UV7sCikPaoEY9OO2UT0PD6687yeRlpB1BLMD7Th/amiPhQ9mjluu+SYSqonI1vMDWJ6qApbb28SUEU7kIlT7vZRCzr7tCXkfsp9puE41G6/sztKmiUTI1WuOHJm5iCNRUKtYzuH3eZezAVAd860qOjKo06l3sCjZTc5TjvjE+LeNdwOneQuxy3Olr3GYjm4zkM4H1pOahgkJoNgHWf2x94ijRQEi04MedMwwAOTvae5g8dkeefWQ2KuPS1oNHjPkCbLicS0kal6xDI+rqVcgjhU0GfOx9jopIke89Wx/gXzf+I9+V9+8pumf30y/+u7k6Nu/tdwdHTI//on5X+dJ360hbeqE0Rg8zJ4DzuBQm4pvaaVTSJKCaF4OEwoYUTAOnLmCJtLUsVuAgmVaT9aFjNwMhNJZlmk87AybAa0kyPlbqSR1DruOFNtImYWnRd9TMYwcWzoXJ3cIAFZ5hTcUjPnrjzYB9i5nRlvSuFjkg0oYWQZRhLlA5imSz+Tdn+kzST31rbkkVjAhW6FyYqiPKirtU8JQqFUVSLXNYIUvS9J6V1wOZLSqfJoW7lZzsqwj1xx7LRt4+dkZThtb+hPx654Wad9zGZ6SoyFjZsQC4rE3m0Gy98u7I+o2N0D0bG+EsEmqNHnoDbSiH3kEcZiaAbRd5ICDdO6ypEBxvcGgq2LEGx1p3URzZdwblVwTs3sbpp0iDGqSGGCAkwBE/CK1IOs2T6daXHEr2Wsnf1UyN0KRADWBR9vxvPAF1hhJRUiyWxmLaIwq6tvXLEY05hUbOOpv0BJnU0SFR6lUCogMm5i+bFOShoL7nth+81UJYfzM0zCUqsJFVCEMNTVnMjUbsBFDABNWoygdKdWWzw7tCHHsDp1QQUD7jm9oFpMlBZl+MHaIIxB4EZTWpg53QGpY1H3NM0xP8fkWrWGpIJ6bujAaVj3j8vVeuhnO0PrE8+x0E31U2VysKCRHdZQLPXxrmMQYHC6NgGCB01gLaQz6Qr7qljzrtWBcrbKHqZxWUT7jWhBaVydFmVRGxRRNClb3kOYZU83qbjSgnDr70Nel7I0GJRu907yNq/btcD6c1VDBka0TdcYzgClVvm+VrqwDVJFe1E1xcDhWQeHoEg6RDQlxlxOyXQddwDqMs01QrLMkiuBmOeWmVkaOQokQrPEXiIGjtcmC0wFG74zQvNBTxQ+ax0nHmKaxcqeLoPpalbLmYLblQHAlHE/ljDxmhJHCdCY7ifiwyCWsM2EpOJjwA8DVQR41vvF31eJRaU9sj/Qru6a9uUVrb37z0AxDf9v+5D61aXMo8ck8ajDwMomb/ur47Rt7N9osjzPytAV9gc+8IZdnJDIYRVVTEZHhgTXerRbmafKBtbkzMkE70tRo8zdiqe3NEvxB4GVO1ndkT7VfELA5E1m98uZ3mJyx0Od01ZLxEXORHoPAHYGUmyJEjSjLZEMqIrHoj75+Dst18rD2cZ232vaUv2Air+TFyB+zByG+WEXGuG1lTtT1DToa30NEdRdDDjR137tAskWba8NSf31wlaLNJd0DqsJQgnEudGa/IJEpmxBtmTSQ2h1IamYMyZoZUi1U+6m162g8EppCDLOii2zV9GWRFjtOTwS/gYx2oU0rSkZXFAwpVNRwNiAvF5SaDjrJLxaY/nrmgl4QEXeTGgvqypapOukUFym5+pvyMUCECX0EKg+5cA+FUeDYbURzaMb5PVQucxgsG105vE1qIRSf7YDWgTTgnhoklq3dKaSjFoqyxtntobLZw+jme7HTYnzyUhn4wITPg3l0gQyBaZsOYy4sIvcJBljuC1HECiTZZmll/3wI3EayMjcc5gGGwKDpKM1u6dfs/DSJKKsnDLaGLdjBtgku8euaqddy4E5e+KtaogsWiuPmrf6f3z8uDWUC8Vvwbwrs0M/0IyNvlMKiLF4CW3mgAbXvG8N/adm23KD5wORBMLitXtIpwKFrqzdIOEfjBZqkk2JUnyOoTlGmnBLoCXRw3DRvqW9ad6ZtpkL4KbjaAPZbAasCHyzcd5pXCeC8q7rROwSbixul5QBcXtfU2YPteJGFiWfY/lOlNF4GBEpk9IZFZpQiYOltwQ/6j0RcKfHCzjc0U4JCXTBW649Ws01S0GTOw2YtgA9s2fgmWY5Hf7aBhtXnNZystvDjKe71Gjnu2jnDTo3QYJRXgk2CytYxD8z/2Z4u2VhaPbX7KfZr4gCBK41j810OOMeaLpvnhs+2WjXt2a14TOPU+dOO15Kt4Qy6mEHYSFjZTt3iBAfCX57Rb/owm+k8IslK/MGS/0SEBrUCr4vYLyNavtQTx5GRpfVIaNuTWdA6FJXz5vVGG2qitxeOTOWlXKSel3WYpwNKA/qx6mzd4nWhKnln/MHdsHPvw48i0gDXdbtqBaGO1KEaa8kvDcnPmgu05xRTtzJckqYl3kOqtvzjDZMqYlQsrC02t2jb1YmNb/Iw+ZgNzxZ3IzVbiiPlIOvMvYymaHTeNb0JU1qwDPx+QMF4TT/Gw6hHCLDsfMbSQYfN2qe6pxmWhFvmkv3HIGqAWfW0U6zgM8HnbJvmje7lgz8bACr+wdfYklvYvOqQM+j6vvw4J8GEFeEQ1Vc0+j66sEIMdoJETErlS7J7qLr4+7kKTShSPD6ymlV1ietmMtu/wr/ff2rudQZq5RgAurNEdJ0ZLE6lTZyZft7BNOHYDpa4MyJddl6vqf1vNn65aLZfLGn+aJu3j0La5mDc0zzBQdMdPdyQaJ/woe255BYjKNfIQBcvf0vW2YMOqrPvfkMn50fVFPvJI1ZS2vicyE7QmpiXkQ0rbROlHX0VqtHb7XWtWnufOa+lKgwKP3jPZjQyajqoNPpotEyDb9k+GoGuwDT/Avh8VuLXrrU8C78DDjFiOwJJovg7sRKvL+CcKQVu8yh0pJUzRa706Pa32qCDOzBWerR9DTv9g1IEroqLj32/l7p/fcJKozTPbK5elA2V19C4oclFCh8jlCuvlwoP1eUGINygK+e2j4ZWn22DK2+Qoa+SJLKSRrh4VkidLwePuSD9kTBDZcEs9gb9rRNrOaXhXBHXQNJU7wePuCyhntcVhlbcfDkcfDkIXaqg6tMUmzF794F6TW9hlgGVc64ekvR0NktXwLvc2jcP64rqhekaSlj3R4/GOZQlHNMK+mY2tlovRtWWvxWhGlPW8fWPOAo7kzMg7y621lqx2pl1tqjnsuvVhA0WlEfVc9H/HzcP0WJrV9uOHbEv/H9DxMEpFz/7InugNpn5ap4HlTr1KYvBBmmGHjWDIUZz/2tj/c2Vvsbq1WzoebmfOsFmn3zgBNLTFGpGMemLm9VMo9MjbLUbU1fvaN+Jq7MNpE+S4ukrbAEnw4HR6f0BiT/++505lhXoW6npJ8vLs025hXlqqE9bWBPejmdXfcMvgTfA9CcgHoyuEB4/5+MybQ51xsdQRAzb4iJV2pWzbcFYrcrcYCwmoiwRdhuxsWJcw/INummHX79z0BDTRvEb8GGvH828EeluokgzCV/NUEPWC7f+AsIxpbQmFzokzegFPGd5dzOconew2M9+ILFnbHdPEI1oH4l9NOjjZqjDT97tJqe7UEAqAmB1/QqTC4iWX3SRNDL0LTqPP/3l8KPKOhN9Wm5yS1tfBlF2GkeygSy7VgGTG1sym2EevOMNnbMdkJ9pE1L3Y1e6Z4ZXKZJreOUbId1wIhfOaz1Wzf0DNIerZ95R4o60tvhtlE53a4c1RUruZ2Yzb7VZiz6Kz7yxHJU7WLe2Af8NOZL9XVYm8/KdPFeqk/j/EhcptfwQ5mf08drmDVG0Pk7ImNmITxO+cZ8ciG+7TisbwV/gKL+wM0TIqPe++kpoKT8i1xKSjzUUyCcDbwquDD6NFde4/RWE4IpADqZE60dj6dXCgNfFdtMaiH9lHAbEe9uRnolrqq1i1ItqPdqFwKN2yUiFvy7F5O7hlkplWQsSIs4j6Kq2yixSHMyO3rbxQqkWjSkSqcj7Pnoxqe+tcGxQH3cpgVwU/mmBNJHQ2n5m3a2YGKwCvq+mQLNmd57ccV9bf6rbmQsta6qdkM3yjNz1BKLYa06EQ49TI5bI01QJ7hR9iB9n2aCuEWnuVXdlO5X1X8qqW03/+vdj+d//MuPg+Km+Ofkfw2H352c7OR/nRwf8r/+V/L/oHaBHIi3nHxKlkx/LAjKGdHBoH1RxItVwpLix3FfhfEf5LPT49HJ8veU3MkR2lPdR38nS+d5ld7O52QzmAbo3ac/TvSM5EGcjo4aqWb6+HDnC2X9dKlfUKu/VFZ9n+xJ9WUy5/OGHdGwR6fPqry2qpvudX/+G9WQMrZfn2MajPkTVgoYgVCwrYo2nxWHBm51CuA21kbWOzlfwzDrb2DR55+KxWX1lS+MITcy3zIZ7GEzrRVe6tQ9Pjl2f39y6gysbw7X4Tpch+twHa7DdbgO1+E6XIfrcB2uw3W4DtfhOlyH63AdrsN1uA7X4Tpch+twHa7DdbgO1+E6XIfrcB2uw/X/6vpvkKMOeQ==","code_sha256":"dfb9eac98f82fe7ce712db0e865f2fb3c65074766fa2ae618eb0a97a68ff636b","notes":"Misreads (16.2% of test first trades: 9.7% retail read as arb, 6.5% arb read as retail) are small trades near the quote edge: median own spot move 7.0 vs 11.9 bps for correct reads, order 3.5 vs 6.0 Y, crossed quote 12.8 vs 7.0 bps from the belief mean, belief sd 19.2 vs 16.0. Misread falls from 24.7% in the smallest size quartile to 5.4% in the largest and peaks at dt=2 (20.6%): a small retail fill looks like an arb that barely crosses a wide quote. Hindsight: forking the lattice into arb and retail branches and scoring the next callbacks cuts misread to 14.9/13.1/12.0% after 1/2/3 callbacks (logistic regression on filter+hindsight features: 11.8%). But the lattice already holds that information. Its mean at the k-th later callback has the same rms error as the posterior-weighted branch mix (k=3: 13.87 vs 13.89 bps); a hard relabel is worse (14.46). So revision removes nothing from the estimate going forward. It only fixes the past estimate (44% of the gap to the true flag at the trade after 3 callbacks) and state latt.py never revises: the rival-spot clip/sync and phase. Router bound from same-step trades assumed a monotone rival; it is wrong and hurts. For a policy: do not expect price gains from hindsight. Untested: when a later callback flips the label, recompute rival spot and synced under it. Real lever: the small dt>=2 first trades, e.g. quotes that make the next arb tell them apart.","detail":{"seeds":{"train":"replica 60000..60511","test":"replica 61000..61255"},"label_check":"latt.py label recomputed on every row: 0 mismatches","lattice_misread_train":0.16209,"auc_lattice_pi_alone":0.92124,"models":{"filter_only":{"auc_test":0.92007,"misread_test":0.16403,"misread_train":0.16372},"mine_only":{"auc_test":0.88652,"misread_test":0.18717,"misread_train":0.18672},"filter_plus_mine":{"auc_test":0.95393,"misread_test":0.11772,"misread_train":0.11803}},"model_form":"logistic regression, standardized features + squares, L2 1e-3, Newton; AUC and misread for the true arb flag","revision_bayes_test":{"1":{"misread_llr":0.14886,"misread_llr_plus_bound":0.16676,"auc_llr":0.93241},"2":{"misread_llr":0.13109,"misread_llr_plus_bound":0.15371,"auc_llr":0.94472},"3":{"misread_llr":0.11972,"misread_llr_plus_bound":0.1428,"auc_llr":0.95218}},"price_error_bps_test":{"1":{"at_first_trade":{"rms_main":13.793,"rms_revised":14.778,"rms_true_flag":8.819,"rms_main_misread":24.651,"rms_revised_misread":28.999,"rms_true_flag_misread":9.77,"share_of_flag_gap_removed":-0.2502,"rms_soft_revised":13.154,"rms_soft_revised_misread":22.989,"share_of_flag_gap_removed_soft":0.1532},"at_kth_later_callback":{"rms_main":14.043,"rms_revised":15.397,"rms_true_flag":10.423,"rms_main_misread":23.192,"rms_revised_misread":28.68,"share_of_flag_gap_removed":-0.4501,"rms_soft_revised":14.043,"rms_soft_revised_misread":23.194,"share_of_flag_gap_removed_soft":0.0001}},"2":{"at_first_trade":{"rms_main":13.793,"rms_revised":13.815,"rms_true_flag":8.819,"rms_main_misread":24.651,"rms_revised_misread":25.111,"rms_true_flag_misread":9.77,"share_of_flag_gap_removed":-0.0054,"rms_soft_revised":12.408,"rms_soft_revised_misread":20.988,"share_of_flag_gap_removed_soft":0.3227},"at_kth_later_callback":{"rms_main":13.957,"rms_revised":14.87,"rms_true_flag":11.567,"rms_main_misread":20.945,"rms_revised_misread":24.085,"share_of_flag_gap_removed":-0.4317,"rms_soft_revised":13.982,"rms_soft_revised_misread":20.947,"share_of_flag_gap_removed_soft":-0.0116}},"3":{"at_first_trade":{"rms_main":13.793,"rms_revised":13.123,"rms_true_flag":8.819,"rms_main_misread":24.651,"rms_revised_misread":22.956,"rms_true_flag_misread":9.77,"share_of_flag_gap_removed":0.1603,"rms_soft_revised":11.846,"rms_soft_revised_misread":19.591,"share_of_flag_gap_removed_soft":0.4438},"at_kth_later_callback":{"rms_main":13.867,"rms_revised":14.462,"rms_true_flag":12.299,"rms_main_misread":19.117,"rms_revised_misread":21.053,"share_of_flag_gap_removed":-0.4107,"rms_soft_revised":13.887,"rms_soft_revised_misread":19.118,"share_of_flag_gap_removed_soft":-0.0134}},"0":{"rms_soft_pi0_at_first_trade":13.793}},"by_dt_share":{"1":0.75157,"2":0.14466,"3-5":0.09363,"6+":0.01014},"by_dt_revised3":{"1":0.11373,"2":0.14337,"3-5":0.13162,"6+":0.11635},"size_quartile_edges_Y":[2.5845,5.4245,10.0475],"by_size_quartile_revised3":[0.19199,0.15297,0.0989,0.03502],"by_size_quartile_arb_share":[0.58296,0.53754,0.6015,0.44613],"misread_split":{"arb_read_as_retail":0.06497,"retail_read_as_arb":0.09738,"arb_share":0.54203},"single_feature_auc_mine":{"llr3":0.8627,"llr2":0.82818,"llr1":0.74327,"absza1":0.67314,"side1":0.64934,"side2":0.6492,"side3":0.63156,"absza2":0.62125,"absza3":0.60376,"nsame":0.58604,"kind1":0.57999,"dtn1":0.57093,"sla1":0.56101,"abszr1":0.54618,"abszr3":0.54347,"dtn2":0.54025,"abszr2":0.52975,"sla2":0.52813,"dtn3":0.52298,"kind2":0.51377,"logdn2":0.51284,"logdn3":0.51216,"sla3":0.50761,"logdn1":0.5053,"kind3":0.50484,"blr3":0.50458,"zr3":0.50068,"za2":0.50053,"zr2":0.50037,"za3":0.50033,"zr1":0.50021,"za1":0.50016},"single_feature_auc_filter":{"pi_logit":0.92124,"off":0.87081,"other":0.85705,"sd":0.71815,"logdt":0.65878,"d":0.56009,"logd":0.56009,"logsize":0.5597,"adv":0.54125,"isbuy":0.50069},"auc_predict_misread":{"abs_pi_logit":0.8144,"filter_plus_mine_disagrees":0.90494},"median_misread_vs_correct":{"pi_logit":[0.248,0.715],"off":[12.764,7.03],"sd":[19.212,16.019],"d":[6.951,11.941],"dt":[1.0,1.0],"adv":[1.749,3.093],"size":[3.479,5.971],"llr3":[0.0,0.0],"nsame":[0.0,0.0]},"breakdowns":"by_dt and by_size_quartile: lattice misread rate on the test set; size = order Y amount on own pool","gas":"llr needs two extra 121-cell lattices for 3 callbacks: not viable in a contract; a Gaussian form needs two (m,v) pairs"}}