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AurelPx
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Argent-1D

Time Series Forecasting
Joblib
scikit-learn
finance
commodities
silver
next-day-forecasting
sota-benchmark
foundation-model-benchmark
research-only
Model card Files
xet
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Argent-1D
File size: 4,232 Bytes
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{
  "asset": "silver",
  "feature_columns": [
    "gold_return_current",
    "gold_ohlc_available",
    "gold_intraday_return",
    "gold_range_log",
    "gold_close_location",
    "gold_overnight_gap",
    "gold_volume_log",
    "gold_volume_change",
    "gold_return_lag_1",
    "gold_return_lag_2",
    "gold_return_lag_3",
    "gold_return_lag_5",
    "gold_return_lag_10",
    "gold_return_lag_20",
    "gold_return_lag_60",
    "gold_momentum_5",
    "gold_volatility_5",
    "gold_return_mean_5",
    "gold_drawdown_5",
    "gold_ma_gap_5",
    "gold_momentum_10",
    "gold_volatility_10",
    "gold_return_mean_10",
    "gold_drawdown_10",
    "gold_ma_gap_10",
    "gold_momentum_20",
    "gold_volatility_20",
    "gold_return_mean_20",
    "gold_drawdown_20",
    "gold_ma_gap_20",
    "gold_momentum_60",
    "gold_volatility_60",
    "gold_return_mean_60",
    "gold_drawdown_60",
    "gold_ma_gap_60",
    "silver_return_current",
    "silver_ohlc_available",
    "silver_intraday_return",
    "silver_range_log",
    "silver_close_location",
    "silver_overnight_gap",
    "silver_volume_log",
    "silver_volume_change",
    "silver_return_lag_1",
    "silver_return_lag_2",
    "silver_return_lag_3",
    "silver_return_lag_5",
    "silver_return_lag_10",
    "silver_return_lag_20",
    "silver_return_lag_60",
    "silver_momentum_5",
    "silver_volatility_5",
    "silver_return_mean_5",
    "silver_drawdown_5",
    "silver_ma_gap_5",
    "silver_momentum_10",
    "silver_volatility_10",
    "silver_return_mean_10",
    "silver_drawdown_10",
    "silver_ma_gap_10",
    "silver_momentum_20",
    "silver_volatility_20",
    "silver_return_mean_20",
    "silver_drawdown_20",
    "silver_ma_gap_20",
    "silver_momentum_60",
    "silver_volatility_60",
    "silver_return_mean_60",
    "silver_drawdown_60",
    "silver_ma_gap_60",
    "gold_silver_log_ratio",
    "gold_silver_ratio_change",
    "gold_silver_return_corr_5",
    "silver_beta_to_gold_5",
    "gold_beta_to_silver_5",
    "gold_silver_return_corr_10",
    "silver_beta_to_gold_10",
    "gold_beta_to_silver_10",
    "gold_silver_return_corr_20",
    "silver_beta_to_gold_20",
    "gold_beta_to_silver_20",
    "gold_silver_return_corr_60",
    "silver_beta_to_gold_60",
    "gold_beta_to_silver_60",
    "calendar_weekday_sin",
    "calendar_weekday_cos",
    "calendar_year_sin",
    "calendar_year_cos",
    "btc_adj_close_change",
    "btc_adj_close_change_lag_1",
    "btc_adj_close_change_lag_5",
    "btc_adj_close_change_lag_20",
    "oil_adj_close_change",
    "oil_adj_close_change_lag_1",
    "oil_adj_close_change_lag_5",
    "oil_adj_close_change_lag_20",
    "dxy_adj_close_change",
    "dxy_adj_close_change_lag_1",
    "dxy_adj_close_change_lag_5",
    "dxy_adj_close_change_lag_20",
    "copper_adj_close_change",
    "copper_adj_close_change_lag_1",
    "copper_adj_close_change_lag_5",
    "copper_adj_close_change_lag_20",
    "sp500_adj_close_change",
    "sp500_adj_close_change_lag_1",
    "sp500_adj_close_change_lag_5",
    "sp500_adj_close_change_lag_20",
    "tnx_adj_close_change",
    "tnx_adj_close_change_lag_1",
    "tnx_adj_close_change_lag_5",
    "tnx_adj_close_change_lag_20",
    "vix_adj_close_change",
    "vix_adj_close_change_lag_1",
    "vix_adj_close_change_lag_5",
    "vix_adj_close_change_lag_20",
    "btc_close_change",
    "btc_close_change_lag_1",
    "btc_close_change_lag_5",
    "btc_close_change_lag_20",
    "oil_close_change",
    "oil_close_change_lag_1",
    "oil_close_change_lag_5",
    "oil_close_change_lag_20",
    "dxy_close_change",
    "dxy_close_change_lag_1",
    "dxy_close_change_lag_5",
    "dxy_close_change_lag_20",
    "copper_close_change",
    "copper_close_change_lag_1",
    "copper_close_change_lag_5",
    "copper_close_change_lag_20",
    "sp500_close_change",
    "sp500_close_change_lag_1",
    "sp500_close_change_lag_5",
    "sp500_close_change_lag_20",
    "tnx_close_change",
    "tnx_close_change_lag_1",
    "tnx_close_change_lag_5",
    "tnx_close_change_lag_20",
    "vix_close_change",
    "vix_close_change_lag_1",
    "vix_close_change_lag_5",
    "vix_close_change_lag_20"
  ],
  "target": "silver_return_next",
  "silver_signal": "P(up) - 0.5"
}