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lookback_336h_ridge_return

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_336h_ridge_return1m0.4988 0.50120.01112730.4878 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return2m0.4988 0.50440.015712730.4831 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return3m0.5302 0.52930.035312730.5051 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return4m0.5051 0.50450.008612730.4965 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return5m0.5051 0.50670.009412730.4957 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return10m0.5440 0.53810.028312720.5157 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return15m0.5531 0.55240.038512710.5146 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return30m0.5721 0.53800.032312690.5398 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return1h0.5063 0.4909-0.009512640.5158 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return2h0.5235 0.52510.011912550.5116 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return4h0.6500 0.63690.122912370.5271 multi-variable linear return regression (lookback=336h, rows=8486)
lookback_336h_ridge_return8h0.5595 0.50000.012010.5595 multi-variable linear return regression (lookback=336h, rows=8486)