spb/wp12_uqo

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asticNet-H,0.14213139687055187,5.725786185497157e-08924IWM,equity,5,ElasticNet-X,0.13069512692010005,5.361053024052707e-08925IWM,equity,5,GARCH,0.19077327701386115,6.463633977612861e-08926IWM,equity,5,GJR,0.18608231377040446,6.389726716208094e-08927IWM,equity,5,HAR,0.16358687303043798,5.742225612572373e-08928IWM,equity,5,HAR-CJ,0.16497913680887863,5.7279712563094594e-08929IWM,equity,5,HAR-J,0.16634691040098795,5.7438538557836616e-08930IWM,equity,5,HARQ,0.5325302302641183,6.801765381475224e-08931IWM,equity,5,LASSO-H,0.14325733087880593,5.720383671810037e-08932IWM,equity,5,LASSO-X,0.13042816821885947,5.344114180192994e-08933IWM,equity,5,LSTM,0.21033135698907218,6.439149744307052e-08934IWM,equity,5,LightGBM-H,0.216037223206004,8.455043282425535e-08935IWM,equity,5,LightGBM-X,0.2058260683000145,6.982497855879505e-08936IWM,equity,5,LogHAR,0.14162512232740562,5.716724983876899e-08937IWM,equity,5,Pooled-LGBM,0.1693981931150302,6.652901461395218e-08938IWM,equity,5,RF-H,0.21655682220370734,7.506577976228506e-08939IWM,equity,5,RF-X,0.17760543010782118,6.930153470850551e-08940IWM,equity,5,RealGARCH,0.14957871725491426,6.293422531880168e-08941IWM,equity,5,Ridge-H,0.1416017533989605,5.717892889997054e-08942IWM,equity,5,Ridge-X,0.1306648124202418,5.3484627569332794e-08943IWM,equity,5,SHAR,0.18032108336016173,5.9312036668748824e-08944IWM,equity,5,Transformer,0.3936611481278304,7.924918813474096e-08945IWM,equity,5,XGBoost-H,0.24365900597182358,8.322334040246962e-08946IWM,equity,5,XGBoost-X,0.19088893758544162,6.714229919819232e-08947IWM,equity,22,Comb-InvMSE,0.26739950707571275,4.3531910842858306e-08948IWM,equity,22,Comb-Mean,0.2732130126821355,4.337522989125709e-08949IWM,equity,22,EGARCH,0.3072862779916843,5.371898707458127e-08950IWM,equity,22,ElasticNet-H,0.27104067818658445,4.3318292403538856e-08951IWM,equity,22,ElasticNet-X,0.25253193134930013,4.250903553729573e-08952IWM,equity,22,GARCH,0.2805084926937555,4.3017651552949474e-08953IWM,equity,22,GJR,0.284163318511707,4.304993379719237e-08954IWM,equity,22,HAR,0.35963650103534195,4.3483555954421744e-08955IWM,equity,22,HAR-CJ,0.36376039005917693,4.446490189285612e-08956IWM,equity,22,HAR-J,0.3631337668361847,4.420782769226666e-08957IWM,equity,22,HARQ,0.6701505668064507,4.9010236880356536e-08958IWM,equity,22,LASSO-H,0.2736255876909755,4.332085218277369e-08959IWM,equity,22,LASSO-X,0.2525138880546323,4.234556439456814e-08960IWM,equity,22,LSTM,0.2819900737403403,5.5246566241577594e-08961IWM,equity,22,LightGBM-H,0.38769523894013813,5.468315052811345e-08962IWM,equity,22,LightGBM-X,0.3890782759869164,4.968148884344448e-08963IWM,equity,22,LogHAR,0.2681009549579078,4.281814483234221e-08964IWM,equity,22,Pooled-LGBM,0.3459438877403857,6.004393832465852e-08965IWM,equity,22,RF-H,0.31952948421657773,4.699905289967851e-08966IWM,equity,22,RF-X,0.3120360939805485,4.5654908103780844e-08967IWM,equity,22,RealGARCH,0.268997062986742,4.276572593875425e-08968IWM,equity,22,Ridge-H,0.2707186422778767,4.3317932112230644e-08969IWM,equity,22,Ridge-X,0.25318434057601624,4.2532379950787997e-08970IWM,equity,22,SHAR,0.35301552134814246,4.350119438467786e-08971IWM,equity,22,Transformer,0.4585451115472102,4.855747315424018e-08972IWM,equity,22,XGBoost-H,0.39911006060996346,5.5151878066068746e-08973IWM,equity,22,XGBoost-X,0.40807794496181804,4.783533018530151e-08974JPM,equity,1,Comb-InvMSE,0.13341568226490436,7.624894820460747e-08975JPM,equity,1,Comb-Mean,0.1347603944851802,7.74508409785534e-08976JPM,equity,1,EGARCH,0.19581713580829277,8.914850994529564e-08977JPM,equity,1,ElasticNet-H,0.13911977899862238,7.657465960742475e-08978JPM,equity,1,ElasticNet-X,0.1248047186610925,6.483245055242259e-08979JPM,equity,1,GARCH,0.20009406741466282,7.956986131557784e-08980JPM,equity,1,GJR,0.19695369870731544,7.113106640471449e-08981JPM,equity,1,HAR,0.16168128280222632,6.918419088947701e-08982JPM,equity,1,HAR-CJ,0.15277972287850855,7.20474237087596e-08983JPM,equity,1,HAR-J,0.16277986830068658,7.004036890852551e-08984JPM,equity,1,HARQ,0.2369236843315132,7.061659256627683e-08985JPM,equity,1,LASSO-H,0.13913749102175543,7.656042580129368e-08986JPM,equity,1,LASSO-X,0.12528185230884545,6.476444726211755e-08987JPM,equity,1,LSTM,0.20747801186448728,9.448480406340615e-08988JPM,equity,1,LightGBM-H,0.17774269257733774,1.1426875772980872e-07989JPM,equity,1,LightGBM-X,0.16334115307746888,1.0301628268313458e-07990JPM,equity,1,LogHAR,0.13916407822645455,7.725942480676034e-08991JPM,equity,1,Pooled-LGBM,0.1443922557879801,8.244646076153971e-08992JPM,equity,1,RF-H,0.16349312872452107,1.1648353406222879e-07993JPM,equity,1,RF-X,0.14644646369160824,1.0710375307762395e-07994JPM,equity,1,RealGARCH,0.1399614708336655,7.849557233759464e-08995JPM,equity,1,Ridge-H,0.13911208576802567,7.64834747931794e-08996JPM,equity,1,Ridge-X,0.12396974541944498,6.448508029148888e-08997JPM,equity,1,SHAR,0.16577283218413646,7.149944357831855e-08998JPM,equity,1,Transformer,0.27614948244033705,1.3382308681377207e-07999JPM,equity,1,XGBoost-H,0.1624925608930087,9.4307764489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uity,1,RealGARCH,0.1390490920570954,4.224568213152106e-081076MSFT,equity,1,Ridge-H,0.13870847647885612,4.259339527869703e-081077MSFT,equity,1,Ridge-X,0.13275595015453054,4.0693718584789704e-081078MSFT,equity,1,SHAR,0.1550292020431103,4.215188399216861e-081079MSFT,equity,1,Transformer,0.3053988835839991,8.234950016786293e-081080MSFT,equity,1,XGBoost-H,0.15970611602897208,6.017727830361107e-081081MSFT,equity,1,XGBoost-X,0.15447271520256414,5.8481235933733464e-081082MSFT,equity,5,Comb-InvMSE,0.1236726990332439,4.5096709993281404e-081083MSFT,equity,5,Comb-Mean,0.12986643391317998,4.565174370361033e-081084MSFT,equity,5,EGARCH,0.31011956002683844,1.4181174558227996e-071085MSFT,equity,5,ElasticNet-H,0.1238044790048733,4.396930221828073e-081086MSFT,equity,5,ElasticNet-X,0.12294197779108644,4.488880718027844e-081087MSFT,equity,5,GARCH,0.1927718369396217,4.193418364336469e-081088MSFT,equity,5,GJR,0.1832863852828703,4.046759061672824e-081089MSFT,equity,5,HAR,0.1417704772874774,5.1145159838178495e-081090MSFT,equity,5,HAR-CJ,0.14213796384535987,5.043448444576458e-081091MSFT,equity,5,HAR-J,0.14192640740195037,5.114044809724922e-081092MSFT,equity,5,HARQ,0.3130331297104061,5.9536729220845446e-081093MSFT,equity,5,LASSO-H,0.12441155001635437,4.39109491880076e-081094MSFT,equity,5,LASSO-X,0.12433397170293056,4.504628308411206e-081095MSFT,equity,5,LSTM,0.19764579011184935,4.644596211180113e-081096MSFT,equity,5,LightGBM-H,0.16199175382182593,5.612667143828592e-081097MSFT,equity,5,LightGBM-X,0.17619512360633882,5.973538064694263e-081098MSFT,equity,5,LogHAR,0.12413049919904091,4.404185649317113e-081099MSFT,equity,5,Pooled-LGBM,0.148836095419679,4.310230911494055e-081100MSFT,equity,5,RF-H,0.14732524955820536,5.548961436139518e-081101MSFT,equity,5,RF-X,0.1462201019867622,5.5687067714602713e-081102MSFT,equity,5,RealGARCH,0.12468018447427939,3.962136857884279e-081103MSFT,equity,5,Ridge-H,0.12369599509891799,4.392964349492148e-081104MSFT,equity,5,Ridge-X,0.12281556678013544,4.4932103219103446e-081105MSFT,equity,5,SHAR,0.14212662239133883,5.0786768065585327e-081106MSFT,equity,5,Transformer,0.242628479725009,6.284240807629505e-081107MSFT,equity,5,XGBoost-H,0.16251607169623605,6.64019949553188e-081108MSFT,equity,5,XGBoost-X,0.1708093644734468,6.461777522306523e-081109MSFT,equity,22,Comb-InvMSE,0.18474792813606888,3.96325002442974e-081110MSFT,equity,22,Comb-Mean,0.19272860380472956,3.963691401552677e-081111MSFT,equity,22,EGARCH,0.28718977789045574,4.894556088015599e-081112MSFT,equity,22,ElasticNet-H,0.18062199817331565,3.806783921634453e-081113MSFT,equity,22,ElasticNet-X,0.18912542386709227,4.19032705604996e-081114MSFT,equity,22,GARCH,0.22329035030335895,4.0327085611649914e-081115MSFT,equity,22,GJR,0.2176763762871228,3.9310961054504345e-081116MSFT,equity,22,HAR,0.21275784479218282,3.868959220715771e-081117MSFT,equity,22,HAR-CJ,0.2144976753221977,3.885841354842254e-081118MSFT,equity,22,HAR-J,0.2123663406084566,3.885396998420187e-081119MSFT,equity,22,HARQ,0.36693888690450194,4.518208637775548e-081120MSFT,equity,22,LASSO-H,0.18257521341884492,3.8002530968118804e-081121MSFT,equity,22,LASSO-X,0.19092505541438212,4.198699098766454e-081122MSFT,equity,22,LSTM,0.2320080891413989,3.935419233433708e-081123MSFT,equity,22,LightGBM-H,0.24880897550611805,4.5183519660691256e-081124MSFT,equity,22,LightGBM-X,0.29487019410876564,5.1454848560128036e-081125MSFT,equity,22,LogHAR,0.18051795731129,3.78730195845908e-081126MSFT,equity,22,Pooled-LGBM,0.26309035619093685,5.893114388638154e-081127MSFT,equity,22,RF-H,0.20357212000647626,4.2306836761257524e-081128MSFT,equity,22,RF-X,0.21389215827852773,4.3010446407047145e-081129MSFT,equity,22,RealGARCH,0.19290741474367973,3.880970103016699e-081130MSFT,equity,22,Ridge-H,0.1801776265981163,3.801802019708139e-081131MSFT,equity,22,Ridge-X,0.1879087791207826,4.214212113243023e-081132MSFT,equity,22,SHAR,0.21703292158908571,3.878598273802122e-081133MSFT,equity,22,Transformer,0.2795356132505385,4.464799520091112e-081134MSFT,equity,22,XGBoost-H,0.2526286470400363,4.547130559158488e-081135MSFT,equity,22,XGBoost-X,0.28078698065874924,5.329397132415562e-081136NQ,futures,1,Comb-InvMSE,0.16647148680859006,7.83470119708563e-081137NQ,futures,1,Comb-Mean,0.17199523752515722,8.107216727899159e-081138NQ,futures,1,EGARCH,0.24559700027699943,8.865205663675504e-081139NQ,futures,1,ElasticNet-H,0.18441960759551904,7.792961104733064e-081140NQ,futures,1,ElasticNet-X,0.15737872918633308,6.868627663308761e-081141NQ,futures,1,GARCH,0.2403435955746568,8.59054210007524e-081142NQ,futures,1,GJR,0.22477454367188748,7.99355330273034e-081143NQ,futures,1,HAR,0.19424254614227032,8.348952639360629e-081144NQ,futures,1,HAR-CJ,0.19894887583217474,8.784505721129265e-081145NQ,futures,1,HAR-J,0.19464791904572767,8.713593462483658e-081146NQ,futures,1,HARQ,0.19098943478783922,8.330983768608971e-081147NQ,futures,1,LASSO-H,0.18553737121558522,7.826561682433787e-081148NQ,futures,1,LASSO-X,0.1592277800437686,6.872886920210168e-081149NQ,futures,1,LSTM,0.3020789440830345,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