spb/wp7_uqo Public

1variable,coefficient,dc_se,dc_t_stat,dc_sig_5pct,target2const,0.00041763446448038873,0.00019097294713725055,2.186877621887662,True,1-Day3iv_atm_30d,0.000280103614679104,0.000306055404526584,0.9152055821800531,False,1-Day4iv_term_slope,8.13942413539805e-05,0.0001877556838205436,0.43351146392871337,False,1-Day5iv_skew_25d,0.0005589362280265609,0.0003104434494398839,1.8004445867194778,False,1-Day6implied_skewness,-0.00027431955853834326,0.00021556444911768747,-1.2725640042277029,False,1-Day7implied_kurtosis_proxy,3.198378790915095e-05,0.00016132035542532666,0.19826256782552082,False,1-Day8pc_volume_ratio,-1.4646140356719655e-06,7.97607527541261e-05,-0.018362590435760395,False,1-Day9pc_oi_ratio,-6.372110421016961e-05,7.55862653581354e-05,-0.8430249054937765,False,1-Day10net_gamma_exposure,5.053427056373319e-06,4.404763270659588e-05,0.11472641651447019,False,1-Day11rv_daily,-0.0003205381939735506,0.0003294080354297387,-0.9730733907428315,False,1-Day12rv_w,-4.7339039740472715e-05,0.0004013724834111097,-0.11794291262359717,False,1-Day13const,0.002249473137649632,0.0005731957527072351,3.924441392011798,True,5-Day14iv_atm_30d,0.0013216839369709678,0.0009426816020927821,1.4020470263096139,False,5-Day15iv_term_slope,0.001133720205572446,0.0005339741855356227,2.1231741838516514,True,5-Day16iv_skew_25d,-0.0003731283791251577,0.0009622817684762431,-0.3877537654236141,False,5-Day17implied_skewness,-0.004685263679195295,0.0009488560631168246,-4.937802329897151,True,5-Day18implied_kurtosis_proxy,0.006342337908904511,0.0007028305586618892,9.023992811268213,True,5-Day19pc_volume_ratio,-0.002132635195154358,0.0002679112104486311,-7.960231270588307,True,5-Day20pc_oi_ratio,0.0026340423531046745,0.0005715184402461653,4.608849282221123,True,5-Day21net_gamma_exposure,0.0030205764876359066,0.0005599042221712127,5.394809269204344,True,5-Day22rv_daily,-0.005554035996188907,0.0007643278728968248,-7.266562156288963,True,5-Day23rv_w,0.00348308295756233,0.0009874709384268788,3.527276421026793,True,5-Day24