Back to leaderboard

lookback_24h_ridge_return

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_24h_ridge_return1m0.5907 0.59060.10292150.5023 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return2m0.5209 0.52200.03782150.5023 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return3m0.5674 0.57560.07252150.5163 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return4m0.5234 0.55180.02692140.5467 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return5m0.5561 0.57880.06042140.5607 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return10m0.5634 0.59230.04772130.5681 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return15m0.5070 0.4763-0.00762130.5775 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return30m0.6476 0.70170.10782100.6143 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return1h0.5485 0.61090.03272060.5825 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return2h0.5635 0.62890.05191970.7411 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return4h0.6201 0.34050.0931790.9106 multi-variable linear return regression (lookback=24h, rows=1430)
lookback_24h_ridge_return8h0.0350 0.0350-0.52451431.0 multi-variable linear return regression (lookback=24h, rows=1430)