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lookback_72h_ridge_return

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_72h_ridge_return1m0.5500 0.55050.06226400.4813 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return2m0.5172 0.53250.03416400.475 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return3m0.5328 0.52350.03796400.5156 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return4m0.5297 0.51870.03326400.525 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return5m0.5062 0.51830.01056400.5281 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return10m0.5477 0.53750.0326390.518 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return15m0.5423 0.54010.02776380.5251 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return30m0.6085 0.52530.06876360.5896 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return1h0.6092 0.55220.09346320.5886 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return2h0.5875 0.48200.07596230.6212 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return4h0.7074 0.53610.18036050.7471 multi-variable linear return regression (lookback=72h, rows=4267)
lookback_72h_ridge_return8h0.7909 0.50000.23145690.7909 multi-variable linear return regression (lookback=72h, rows=4267)