{
  "tool_id": "statistical-arbitrage-capacity",
  "slug": "statistical-arbitrage-capacity",
  "path": "/statistical-arbitrage-capacity/",
  "mode": "client_side",
  "usage": "Client-side calculator. Open https://aifinhub.io/statistical-arbitrage-capacity/ and fill in the inputs; results render in-browser.",
  "methodology": "https://aifinhub.io/methodology/statistical-arbitrage-capacity/",
  "sample_input": {
    "tool": "statistical-arbitrage-capacity",
    "signal_half_life_days": 5,
    "daily_volume_usd": 50000000,
    "slippage_bps": 3,
    "fee_bps": 1,
    "target_sharpe": 2,
    "alpha_per_trade_bps": 12,
    "impact_k": 0.2,
    "trading_days": 252
  },
  "input_schema": {
    "type": "object",
    "properties": {
      "tool": {
        "type": "string"
      },
      "signal_half_life_days": {
        "type": "number"
      },
      "daily_volume_usd": {
        "type": "number"
      },
      "slippage_bps": {
        "type": "number"
      },
      "fee_bps": {
        "type": "number"
      },
      "target_sharpe": {
        "type": "number"
      },
      "alpha_per_trade_bps": {
        "type": "number"
      },
      "impact_k": {
        "type": "number"
      },
      "trading_days": {
        "type": "number"
      }
    },
    "required": [
      "tool",
      "signal_half_life_days",
      "daily_volume_usd",
      "slippage_bps",
      "fee_bps",
      "target_sharpe",
      "alpha_per_trade_bps",
      "impact_k",
      "trading_days"
    ]
  },
  "output_schema": {
    "type": "object",
    "properties": {
      "max_aum": {
        "type": "number"
      },
      "practical_aum": {
        "type": "number"
      },
      "trades_per_year": {
        "type": "number"
      },
      "capacity_curve": {
        "type": "array"
      }
    }
  }
}