Use case · Screen

Run the universe overnight — 8 strategies × 500 names

UniverseScreener composes the construct/rank pipeline across a watchlist or full universe. Embarrassingly parallel — one chain per name, one chain per worker — it returns a typed report with the top-K per strategy, the top-K overall, and a per-name explainability index.

When to use it

• You want to screen a whole watchlist across many strategies in one batch, overnight or on demand.
• You want deterministic, reproducible output you can audit name by name.
• You want the construct/rank pipeline fanned out in parallel without writing the orchestration yourself.

Example

use ferro_spread::{UniverseScreener, ScreenerReport};

let screener = UniverseScreener::new()
    .universe(&watchlist_500)
    .strategies(&[
        SpreadStrategy::BullCallDebit,
        SpreadStrategy::BearPutDebit,
        SpreadStrategy::IronCondor,
        SpreadStrategy::ShortStrangle,
        SpreadStrategy::BullPutCredit,
        SpreadStrategy::BearCallCredit,
        SpreadStrategy::CallCalendar,
        SpreadStrategy::PutCalendar,
    ])
    .ranker(&ranker)
    .top_k(10);

let report: ScreenerReport = screener.run().await?;

Notes

• The run is deterministic: the same inputs always produce the same ranking, so a screen is reproducible across workers.
• The report carries top-K per strategy, top-K overall, and a per-name explainability index so you can audit why each name made or missed the cut.
• Build the ranker argument with rank by EV.