{"id":"W1979236203","doi":"10.1111/fire.12055","title":"A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds","year":2014,"lang":"en","type":"article","venue":"Financial Review","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"","keywords":"Leverage (statistics); Compounding; Business; Measure (data warehouse); Tracking error; Tracking (education); Econometrics; Finance; Economics; Computer science; Statistics; Mathematics; Data mining","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004291778,0.0005924191,0.0007486801,0.004657576,0.0001819534,0.001297176,0.0006190352,0.000832891,0.001387975],"category_scores_gemma":[0.01857839,0.0002142723,0.0003932422,0.003432831,0.0003164499,0.001542738,0.0007340721,0.0006961577,0.0003975876],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007000867,"about_ca_system_score_gemma":0.0005049641,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002103514,"about_ca_topic_score_gemma":0.001301405,"domain_scores_codex":[0.9973987,0.0007201419,0.000246436,0.0003648708,0.001178133,0.00009156161],"domain_scores_gemma":[0.988787,0.004498454,0.003397412,0.001090879,0.001987138,0.0002390619],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.001189009,0.0004321791,0.5102857,0.000370218,0.001204828,0.0003378227,0.0003010342,0.06597448,0.02197958,0.0117873,0.003822931,0.3823149],"study_design_scores_gemma":[0.0002061039,0.001040183,0.4636595,0.0001024149,0.0003861436,0.0008933702,0.0001426735,0.4795561,0.03272158,0.008723829,0.01229776,0.0002704361],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.6188912,0.00395747,0.3621222,0.0003858961,0.000252846,0.0004066006,0.003623062,0.0008590108,0.009501757],"genre_scores_gemma":[0.9404406,0.0006145931,0.0548783,0.00005735484,0.0001622431,0.0002413857,0.001357584,0.00004971692,0.002198189],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.004657576,"threshold_uncertainty_score":0.02269733,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06046788086732553,"score_gpt":0.2622628485908017,"score_spread":0.2017949677234762,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}