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              Removed markets report produced on 16/03/2026 22:44               
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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]: ['TWD', 'MUMMY', 'IRS', 'CZK', 'PLN', 'CADJPY'] 



Following should be allowed to trade (delete from config.bad_markets) [0.300000 threshold]: ['AUD_micro', 'EU-REALESTATE', 'ETHANOL', 'BBCOMM', 'ALUMINIUM', 'KR10', 'DJSTX-SMALL']



Markets too expensive (SR cost per trade > 0.010): ['BOVESPA', 'BUTTER', 'CH10', 'CNH-onshore', 'COAL-GEORDIE', 'CZK', 'EPRA-EUROPE', 'FTSEINDO', 'FTSEVIET', 'HOUSE-US', 'IRS', 'MILKDRY', 'MILKWET', 'OMX', 'SMI-MID', 'STEEL', 'SUGAR16', 'SWISSLEAD', 'TWD', 'WHEAT_ICE', 'WHEY']



Markets not enough risk volume (Volume in $m ann. risk per day < 1.50): ['AUDJPY', 'BONO', 'BOVESPA', 'BUTTER', 'CADJPY', 'CAD_micro', 'CH10', 'CHFJPY', 'CLP', 'COAL-GEORDIE', 'CZK', 'EPRA-EUROPE', 'EU-DJ-OIL', 'EU-DJ-TECH', 'EU-DJ-TELECOM', 'EU-MEDIA', 'EU-RETAIL', 'EU-TRAVEL', 'EURAUD', 'EURCAD', 'EURCHF', 'EUROSTX-LARGE', 'EUROSTX-SMALL', 'EUROSTX200-LARGE', 'GBPCHF', 'GBPJPY', 'GICS', 'HOUSE-US', 'IRS', 'JP-REALESTATE', 'JPY_mini', 'LUMBER-new', 'MILKDRY', 'MILKWET', 'MSCIEMASIA', 'MUMMY', 'OMX', 'PLN', 'SGD', 'SGD_mini', 'SMI-MID', 'STEEL', 'SUGAR16', 'SWISSLEAD', 'WHEY']



Markets not enough contract volume (Volume in contracts per day < 100): ['AUDJPY', 'BOVESPA', 'BUTTER', 'CADJPY', 'CH10', 'CHFJPY', 'CLP', 'COAL-GEORDIE', 'CZK', 'EPRA-EUROPE', 'EU-DJ-TECH', 'EU-DJ-TELECOM', 'EURAUD', 'EURCAD', 'EUROSTX200-LARGE', 'GBPCHF', 'GBPJPY', 'GICS', 'HOUSE-US', 'IRS', 'JPY_mini', 'MILKDRY', 'MILKWET', 'MSCIEMASIA', 'OMX', 'PLN', 'SGD', 'SGD_mini', 'SUGAR16', 'SWISSLEAD', 'WHEY']



Markets too safe (Annual % std. dev < 5.0): ['BOBL', 'BTP3', 'CAD2', 'CAD5', 'CH10', 'CNH', 'EURCHF', 'EURIBOR-ICE', 'FED', 'GBPEUR', 'HOUSE-US', 'JGB', 'JGB-SGX-mini', 'KR3', 'SHATZ', 'SOFR', 'SONIA3', 'US10', 'US2', 'US3', '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:
    - AUDJPY 
    - BOBL 
    - BONO 
    - BOVESPA 
    - BTP3 
    - BUTTER 
    - CAD2 
    - CADJPY 
    - CAD_micro 
    - CH10 
    - CHFJPY 
    - CLP 
    - CNH 
    - CNH-onshore 
    - COAL 
    - COAL-GEORDIE 
    - CZK 
    - EPRA-EUROPE 
    - EU-DJ-OIL 
    - EU-DJ-TECH 
    - EU-DJ-TELECOM 
    - EU-HOUSE 
    - EU-MEDIA 
    - EU-MID 
    - EU-RETAIL 
    - EU-TRAVEL 
    - EURAUD 
    - EURCAD 
    - EURCHF 
    - EURIBOR-ICE 
    - EUROSTX-LARGE 
    - EUROSTX-SMALL 
    - EUROSTX200-LARGE 
    - FED 
    - FTSEINDO 
    - FTSEVIET 
    - GBPCHF 
    - GBPEUR 
    - GBPJPY 
    - GICS 
    - HOUSE-US 
    - IRS 
    - JGB 
    - JGB-SGX-mini 
    - JP-REALESTATE 
    - JPY_mini 
    - KR3 
    - LUMBER-new 
    - MILKDRY 
    - MILKWET 
    - MSCIEMASIA 
    - MUMMY 
    - OATIES 
    - OMX 
    - PLN 
    - RUR 
    - SGD 
    - SGD_mini 
    - SHATZ 
    - SMI-MID 
    - SOFR 
    - SONIA3 
    - STEEL 
    - SUGAR16 
    - SWISSLEAD 
    - TWD 
    - US2 
    - US3 
    - US5 
    - VNKI 
    - WHEAT_ICE 
    - WHEY 
 



Use the following if you want a clean slate without considering existing markets 
Put following into config.yaml
exclude_instrument_lists:
  bad_markets:
    - AUDJPY 
    - BOBL 
    - BONO 
    - BOVESPA 
    - BTP3 
    - BUTTER 
    - CAD2 
    - CAD5 
    - CADJPY 
    - CAD_micro 
    - CH10 
    - CHFJPY 
    - CLP 
    - CNH 
    - CNH-onshore 
    - COAL-GEORDIE 
    - CZK 
    - EPRA-EUROPE 
    - EU-DJ-OIL 
    - EU-DJ-TECH 
    - EU-DJ-TELECOM 
    - EU-MEDIA 
    - EU-RETAIL 
    - EU-TRAVEL 
    - EURAUD 
    - EURCAD 
    - EURCHF 
    - EURIBOR-ICE 
    - EUROSTX-LARGE 
    - EUROSTX-SMALL 
    - EUROSTX200-LARGE 
    - FED 
    - FTSEINDO 
    - FTSEVIET 
    - GBPCHF 
    - GBPEUR 
    - GBPJPY 
    - GICS 
    - HOUSE-US 
    - IRS 
    - JGB 
    - JGB-SGX-mini 
    - JP-REALESTATE 
    - JPY_mini 
    - KR3 
    - LUMBER-new 
    - MILKDRY 
    - MILKWET 
    - MSCIEMASIA 
    - MUMMY 
    - OMX 
    - PLN 
    - SGD 
    - SGD_mini 
    - SHATZ 
    - SMI-MID 
    - SOFR 
    - SONIA3 
    - STEEL 
    - SUGAR16 
    - SWISSLEAD 
    - TWD 
    - US10 
    - US2 
    - US3 
    - US5 
    - WHEAT_ICE 
    - WHEY 
 




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                                 END OF REPORT                                  
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