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              Removed markets report produced on 23/03/2026 21:31               
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List of markets which should be marked as untradeable due to risk, liquidity or cost issues
Following should be removed from trading (add to config.bad_markets) [0.300000 threshold]: ['BOBL', 'EURIBOR-ICE'] 



Following should be allowed to trade (delete from config.bad_markets) [0.300000 threshold]: ['OATIES', 'CAC', 'SMI', 'US20']



Markets too expensive (SR cost per trade > 0.010): []



Markets not enough risk volume (Volume in $m ann. risk per day < 1.50): []



Markets not enough contract volume (Volume in contracts per day < 100): []



Markets too safe (Annual % std. dev < 5.0): ['BOBL', 'EURIBOR-ICE', 'JGB-SGX-mini', 'SHATZ', 'SOFR', 'US2', 'US5']



(Minimum standard deviation 5.000 calculated as follows: = max_vs_average_forecast * approx_IDM * notional_instrument_weight * notional_risk_target /  raw_max_leverage= 2.0 * 2.50 * 0.040 * 0.250 / 1.000000



Use the following if you want to minimise turnover of markets
Put following into config.yaml
exclude_instrument_lists:
  bad_markets:
    - BOBL 
    - EDOLLAR 
    - EURIBOR-ICE 
    - JGB-SGX-mini 
    - LUMBER 
    - MILK 
    - SHATZ 
    - SOFR 
    - US2 
 



Use the following if you want a clean slate without considering existing markets 
Put following into config.yaml
exclude_instrument_lists:
  bad_markets:
    - BOBL 
    - EURIBOR-ICE 
    - JGB-SGX-mini 
    - SHATZ 
    - SOFR 
    - US2 
    - US5 
 




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                                 END OF REPORT                                  
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