spb/wp7_uqo Public

1variable,coefficient,dc_se,dc_t_stat,dc_sig_5pct,target2const,0.00041763446448038824,0.00019097294713725055,2.18687762188766,True,1-Day3iv_atm_30d,0.0002801036146791042,0.00030605540452658406,0.9152055821800537,False,1-Day4iv_term_slope,8.139424135398084e-05,0.00018775568382054363,0.43351146392871515,False,1-Day5iv_skew_25d,0.0005589362280265604,0.0003104434494398842,1.8004445867194745,False,1-Day6implied_skewness,-0.000274319558538343,0.00021556444911768725,-1.2725640042277029,False,1-Day7implied_kurtosis_proxy,3.198378790915099e-05,0.00016132035542532674,0.19826256782552096,False,1-Day8pc_volume_ratio,-1.4646140356723332e-06,7.976075275412609e-05,-0.018362590435765005,False,1-Day9pc_oi_ratio,-6.372110421016923e-05,7.55862653581354e-05,-0.8430249054937715,False,1-Day10net_gamma_exposure,5.053427056372953e-06,4.404763270659589e-05,0.11472641651446186,False,1-Day11rv_daily,-0.0003205381939735492,0.00032940803542973906,-0.9730733907428261,False,1-Day12rv_w,-4.7339039740473006e-05,0.00040137248341110985,-0.11794291262359785,False,1-Day13const,0.0022494731376496314,0.0005731957527072355,3.924441392011794,True,5-Day14iv_atm_30d,0.0013216839369709578,0.0009426816020927818,1.4020470263096037,False,5-Day15iv_term_slope,0.0011337202055724507,0.000533974185535623,2.123174183851659,True,5-Day16iv_skew_25d,-0.00037312837912515176,0.0009622817684762431,-0.38775376542360795,False,5-Day17implied_skewness,-0.004685263679195305,0.000948856063116825,-4.93780232989716,True,5-Day18implied_kurtosis_proxy,0.006342337908904521,0.00070283055866189,9.023992811268219,True,5-Day19pc_volume_ratio,-0.0021326351951543566,0.0002679112104486308,-7.96023127058831,True,5-Day20pc_oi_ratio,0.002634042353104671,0.0005715184402461656,4.608849282221114,True,5-Day21net_gamma_exposure,0.0030205764876359066,0.0005599042221712135,5.394809269204337,True,5-Day22rv_daily,-0.005554035996188909,0.0007643278728968247,-7.266562156288965,True,5-Day23rv_w,0.00348308295756233,0.000987470938426879,3.5272764210267926,True,5-Day24