Argent-1D / feature_schema.json
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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"
}