framing,model,target,factor,label,std_beta,alpha
A1 attribution (concurrent),Ridge,cc,BANK_r,BANK (same day),0.48403801716004247,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,IT_r,IT (same day),0.2146052584370413,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,AUTO_r,AUTO (same day),0.13856926483091936,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,PHARMA_r,PHARMA (same day),0.04615628159733676,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,FMCG_r,FMCG (same day),0.1509194892307164,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,METAL_r,METAL (same day),0.054913659382084035,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,ENERGY_r,ENERGY (same day),0.19646991299368732,1.3894954943731375
A1 attribution (concurrent),Ridge,cc,REALTY_r,REALTY (same day),-0.004951153910873529,1.3894954943731375
A1 attribution (concurrent),Lasso,cc,BANK_r,BANK (same day),0.47995098502309363,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,IT_r,IT (same day),0.20832774969797588,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,AUTO_r,AUTO (same day),0.13762597001758411,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,PHARMA_r,PHARMA (same day),0.041212065717359234,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,FMCG_r,FMCG (same day),0.14639851921905786,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,METAL_r,METAL (same day),0.05117445661939668,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,ENERGY_r,ENERGY (same day),0.19357467268079362,0.011632016835331719
A1 attribution (concurrent),Lasso,cc,REALTY_r,REALTY (same day),0.0,0.011632016835331719
A1 attribution (concurrent),ElasticNet,cc,BANK_r,BANK (same day),0.47962298300179146,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,IT_r,IT (same day),0.20781350996623105,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,AUTO_r,AUTO (same day),0.1376605611316389,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,PHARMA_r,PHARMA (same day),0.04085499504464989,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,FMCG_r,FMCG (same day),0.14605673154533244,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,METAL_r,METAL (same day),0.0510009091057502,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,ENERGY_r,ENERGY (same day),0.1933906699679995,0.012673334891410579
A1 attribution (concurrent),ElasticNet,cc,REALTY_r,REALTY (same day),0.0,0.012673334891410579
A2 macro explanatory,Ridge,cc,DOW_pre,Dow (prev US session),0.11315986791357541,138.9495494373136
A2 macro explanatory,Ridge,cc,BRENT_pre,Brent (to last settle),0.004067974410139495,138.9495494373136
A2 macro explanatory,Ridge,cc,USDINR_same,USDINR (same day),-0.04924629210864084,138.9495494373136
A2 macro explanatory,Ridge,cc,INDIAVIX_chg_same,India VIX chg (same day),-0.42642946915442853,138.9495494373136
A2 macro explanatory,Ridge,cc,NIKKEI_same,Nikkei (same day),0.11378288626563615,138.9495494373136
A2 macro explanatory,Ridge,cc,HSI_same,Hang Seng (same day),0.20215199432874353,138.9495494373136
A2 macro explanatory,Ridge,cc,GOLD_pre,Gold,-0.0016649982864767419,138.9495494373136
A2 macro explanatory,Ridge,cc,DXY_pre,DXY,-0.00047968895710797906,138.9495494373136
A2 macro explanatory,Ridge,cc,US10Y_pre,US10Y (bp),-0.0462924996580874,138.9495494373136
A2 macro explanatory,Ridge,cc,USVIX_pre,US VIX,0.0587170052641125,138.9495494373136
A2 macro explanatory,Lasso,cc,DOW_pre,Dow (prev US session),0.06535059018605884,0.023315965740805553
A2 macro explanatory,Lasso,cc,BRENT_pre,Brent (to last settle),0.0,0.023315965740805553
A2 macro explanatory,Lasso,cc,USDINR_same,USDINR (same day),-0.029185450768047152,0.023315965740805553
A2 macro explanatory,Lasso,cc,INDIAVIX_chg_same,India VIX chg (same day),-0.4253224550911804,0.023315965740805553
A2 macro explanatory,Lasso,cc,NIKKEI_same,Nikkei (same day),0.0948977665270034,0.023315965740805553
A2 macro explanatory,Lasso,cc,HSI_same,Hang Seng (same day),0.19488254598992574,0.023315965740805553
A2 macro explanatory,Lasso,cc,GOLD_pre,Gold,0.0,0.023315965740805553
A2 macro explanatory,Lasso,cc,DXY_pre,DXY,-0.0,0.023315965740805553
A2 macro explanatory,Lasso,cc,US10Y_pre,US10Y (bp),-0.02239764018173599,0.023315965740805553
A2 macro explanatory,Lasso,cc,USVIX_pre,US VIX,0.0,0.023315965740805553
A2 macro explanatory,ElasticNet,cc,DOW_pre,Dow (prev US session),0.07308923998663398,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,BRENT_pre,Brent (to last settle),0.0,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,USDINR_same,USDINR (same day),-0.0349237536083708,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,INDIAVIX_chg_same,India VIX chg (same day),-0.3855385838973106,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,NIKKEI_same,Nikkei (same day),0.10330171687728021,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,HSI_same,Hang Seng (same day),0.18729763084401277,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,GOLD_pre,Gold,0.0,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,DXY_pre,DXY,-0.0,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,US10Y_pre,US10Y (bp),-0.031498700390101796,0.13629319059346312
A2 macro explanatory,ElasticNet,cc,USVIX_pre,US VIX,0.0,0.13629319059346312
B forecast (pre-open),Ridge,gap,DOW_pre,Dow (prev US session),0.2839259575943357,100.0
B forecast (pre-open),Ridge,gap,BRENT_pre,Brent (to last settle),0.026997227137929885,100.0
B forecast (pre-open),Ridge,gap,USDINR_pre,USDINR (prev day),0.010897504115143808,100.0
B forecast (pre-open),Ridge,gap,DXY_pre,DXY,-0.05139043955120142,100.0
B forecast (pre-open),Ridge,gap,US10Y_pre,US10Y (bp),-0.051727017608394654,100.0
B forecast (pre-open),Ridge,gap,USVIX_pre,US VIX,-0.01713013726624943,100.0
B forecast (pre-open),Ridge,gap,GOLD_pre,Gold,0.004952708412315863,100.0
B forecast (pre-open),Ridge,gap,INDIAVIX_lag,India VIX chg (t-1),-0.0046053828088761595,100.0
B forecast (pre-open),Ridge,gap,NIFTY_cc_lag,Nifty ret (t-1),-0.06077076007749074,100.0
B forecast (pre-open),Ridge,gap,NIKKEI_gapopen,Nikkei open gap (t),0.0842766535094192,100.0
B forecast (pre-open),Ridge,gap,HSI_gapopen,Hang Seng open gap (t),0.36735664468364626,100.0
B forecast (pre-open),Ridge,gap,SPX_pre,S&P 500,0.15846495644442166,100.0
B forecast (pre-open),Ridge,gap,NASDAQ_pre,Nasdaq,0.013020644606106694,100.0
B forecast (pre-open),Ridge,gap,WTI_pre,WTI,-0.037522729563978355,100.0
B forecast (pre-open),Ridge,gap,DOWFUT_pre,Dow fut (daily),-0.19216516273120823,100.0
B forecast (pre-open),Ridge,gap,BANK_lag,BANK (t-1),0.04490114259637068,100.0
B forecast (pre-open),Ridge,gap,IT_lag,IT (t-1),-0.0401650062864605,100.0
B forecast (pre-open),Ridge,gap,METAL_lag,METAL (t-1),-0.043356527097454495,100.0
B forecast (pre-open),Ridge,gap,ENERGY_lag,ENERGY (t-1),0.011582521788024915,100.0
B forecast (pre-open),Ridge,gap,PHARMA_lag,PHARMA (t-1),0.013354852885904128,100.0
B forecast (pre-open),Ridge,gap,AUTO_lag,AUTO (t-1),0.04037790652129572,100.0
B forecast (pre-open),Ridge,gap,FMCG_lag,FMCG (t-1),-0.026876355407705756,100.0
B forecast (pre-open),Ridge,gap,NIFTY_gap_lag,NIFTY_gap (t-1),-0.052254448242709375,100.0
B forecast (pre-open),Lasso,gap,DOW_pre,Dow (prev US session),0.2063308269050431,0.00946357321942004
B forecast (pre-open),Lasso,gap,BRENT_pre,Brent (to last settle),-0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,USDINR_pre,USDINR (prev day),0.003014303647865448,0.00946357321942004
B forecast (pre-open),Lasso,gap,DXY_pre,DXY,-0.042837961790322926,0.00946357321942004
B forecast (pre-open),Lasso,gap,US10Y_pre,US10Y (bp),-0.04496481140365617,0.00946357321942004
B forecast (pre-open),Lasso,gap,USVIX_pre,US VIX,-0.004421220626878917,0.00946357321942004
B forecast (pre-open),Lasso,gap,GOLD_pre,Gold,0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,INDIAVIX_lag,India VIX chg (t-1),-0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,NIFTY_cc_lag,Nifty ret (t-1),-0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,NIKKEI_gapopen,Nikkei open gap (t),0.07228625750303648,0.00946357321942004
B forecast (pre-open),Lasso,gap,HSI_gapopen,Hang Seng open gap (t),0.3802425041915347,0.00946357321942004
B forecast (pre-open),Lasso,gap,SPX_pre,S&P 500,0.15700924284140938,0.00946357321942004
B forecast (pre-open),Lasso,gap,NASDAQ_pre,Nasdaq,0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,WTI_pre,WTI,-0.005776923804507822,0.00946357321942004
B forecast (pre-open),Lasso,gap,DOWFUT_pre,Dow fut (daily),-0.09120199918026127,0.00946357321942004
B forecast (pre-open),Lasso,gap,BANK_lag,BANK (t-1),0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,IT_lag,IT (t-1),-0.045427737319773884,0.00946357321942004
B forecast (pre-open),Lasso,gap,METAL_lag,METAL (t-1),-0.020915351411659344,0.00946357321942004
B forecast (pre-open),Lasso,gap,ENERGY_lag,ENERGY (t-1),-0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,PHARMA_lag,PHARMA (t-1),0.0,0.00946357321942004
B forecast (pre-open),Lasso,gap,AUTO_lag,AUTO (t-1),0.0071462156973413045,0.00946357321942004
B forecast (pre-open),Lasso,gap,FMCG_lag,FMCG (t-1),-0.02012643396730358,0.00946357321942004
B forecast (pre-open),Lasso,gap,NIFTY_gap_lag,NIFTY_gap (t-1),-0.046531960483501056,0.00946357321942004
B forecast (pre-open),ElasticNet,gap,DOW_pre,Dow (prev US session),0.1254847594584261,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,BRENT_pre,Brent (to last settle),-0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,USDINR_pre,USDINR (prev day),0.0018134691086536682,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,DXY_pre,DXY,-0.04654674085814759,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,US10Y_pre,US10Y (bp),-0.04180890497793922,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,USVIX_pre,US VIX,-0.01712832945820784,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,GOLD_pre,Gold,0.0004884448161303482,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,INDIAVIX_lag,India VIX chg (t-1),-0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,NIFTY_cc_lag,Nifty ret (t-1),-0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,NIKKEI_gapopen,Nikkei open gap (t),0.07893541143524081,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,HSI_gapopen,Hang Seng open gap (t),0.3409184753098357,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,SPX_pre,S&P 500,0.1026481390243806,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,NASDAQ_pre,Nasdaq,0.0442277210158983,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,WTI_pre,WTI,-0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,DOWFUT_pre,Dow fut (daily),-0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,BANK_lag,BANK (t-1),0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,IT_lag,IT (t-1),-0.04266897079451162,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,METAL_lag,METAL (t-1),-0.018170261510373216,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,ENERGY_lag,ENERGY (t-1),-0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,PHARMA_lag,PHARMA (t-1),0.0,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,AUTO_lag,AUTO (t-1),0.0003148253350046598,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,FMCG_lag,FMCG (t-1),-0.020062785741973312,0.09957272806647913
B forecast (pre-open),ElasticNet,gap,NIFTY_gap_lag,NIFTY_gap (t-1),-0.04373340957004987,0.09957272806647913
B forecast (pre-open),Ridge,oc,DOW_pre,Dow (prev US session),-0.0013775001499604978,10000.0
B forecast (pre-open),Ridge,oc,BRENT_pre,Brent (to last settle),-0.0032845142378486692,10000.0
B forecast (pre-open),Ridge,oc,USDINR_pre,USDINR (prev day),-0.0026121428342381794,10000.0
B forecast (pre-open),Ridge,oc,DXY_pre,DXY,0.004279398747036211,10000.0
B forecast (pre-open),Ridge,oc,US10Y_pre,US10Y (bp),-0.007672902606397153,10000.0
B forecast (pre-open),Ridge,oc,USVIX_pre,US VIX,0.004912173217348902,10000.0
B forecast (pre-open),Ridge,oc,GOLD_pre,Gold,0.0019579532757901786,10000.0
B forecast (pre-open),Ridge,oc,INDIAVIX_lag,India VIX chg (t-1),0.0014332163018305148,10000.0
B forecast (pre-open),Ridge,oc,NIFTY_cc_lag,Nifty ret (t-1),-0.002264279229057866,10000.0
B forecast (pre-open),Ridge,oc,NIKKEI_gapopen,Nikkei open gap (t),0.0012786818210740098,10000.0
B forecast (pre-open),Ridge,oc,HSI_gapopen,Hang Seng open gap (t),0.0121444232754421,10000.0
B forecast (pre-open),Ridge,oc,SPX_pre,S&P 500,-0.0032064969470747824,10000.0
B forecast (pre-open),Ridge,oc,NASDAQ_pre,Nasdaq,-0.0020858039398304533,10000.0
B forecast (pre-open),Ridge,oc,WTI_pre,WTI,0.0029937790668250566,10000.0
B forecast (pre-open),Ridge,oc,DOWFUT_pre,Dow fut (daily),-0.00533602590282068,10000.0
B forecast (pre-open),Ridge,oc,BANK_lag,BANK (t-1),0.0019353631207999944,10000.0
B forecast (pre-open),Ridge,oc,IT_lag,IT (t-1),0.001311249028927672,10000.0
B forecast (pre-open),Ridge,oc,METAL_lag,METAL (t-1),-0.011669772956690066,10000.0
B forecast (pre-open),Ridge,oc,ENERGY_lag,ENERGY (t-1),-0.013775956013451192,10000.0
B forecast (pre-open),Ridge,oc,PHARMA_lag,PHARMA (t-1),-0.011008177655268746,10000.0
B forecast (pre-open),Ridge,oc,AUTO_lag,AUTO (t-1),-0.0038136591843286015,10000.0
B forecast (pre-open),Ridge,oc,FMCG_lag,FMCG (t-1),0.0018961214960155374,10000.0
B forecast (pre-open),Ridge,oc,NIFTY_gap_lag,NIFTY_gap (t-1),0.013782675015414133,10000.0
B forecast (pre-open),Lasso,oc,DOW_pre,Dow (prev US session),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,BRENT_pre,Brent (to last settle),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,USDINR_pre,USDINR (prev day),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,DXY_pre,DXY,0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,US10Y_pre,US10Y (bp),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,USVIX_pre,US VIX,0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,GOLD_pre,Gold,0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,INDIAVIX_lag,India VIX chg (t-1),0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,NIFTY_cc_lag,Nifty ret (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,NIKKEI_gapopen,Nikkei open gap (t),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,HSI_gapopen,Hang Seng open gap (t),0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,SPX_pre,S&P 500,-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,NASDAQ_pre,Nasdaq,-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,WTI_pre,WTI,0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,DOWFUT_pre,Dow fut (daily),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,BANK_lag,BANK (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,IT_lag,IT (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,METAL_lag,METAL (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,ENERGY_lag,ENERGY (t-1),-0.01350396163215819,0.0511663199067078
B forecast (pre-open),Lasso,oc,PHARMA_lag,PHARMA (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,AUTO_lag,AUTO (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,FMCG_lag,FMCG (t-1),-0.0,0.0511663199067078
B forecast (pre-open),Lasso,oc,NIFTY_gap_lag,NIFTY_gap (t-1),0.0,0.0511663199067078
B forecast (pre-open),ElasticNet,oc,DOW_pre,Dow (prev US session),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,BRENT_pre,Brent (to last settle),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,USDINR_pre,USDINR (prev day),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,DXY_pre,DXY,0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,US10Y_pre,US10Y (bp),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,USVIX_pre,US VIX,0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,GOLD_pre,Gold,0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,INDIAVIX_lag,India VIX chg (t-1),0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,NIFTY_cc_lag,Nifty ret (t-1),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,NIKKEI_gapopen,Nikkei open gap (t),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,HSI_gapopen,Hang Seng open gap (t),0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,SPX_pre,S&P 500,-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,NASDAQ_pre,Nasdaq,-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,WTI_pre,WTI,0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,DOWFUT_pre,Dow fut (daily),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,BANK_lag,BANK (t-1),0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,IT_lag,IT (t-1),0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,METAL_lag,METAL (t-1),-0.006102480886551595,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,ENERGY_lag,ENERGY (t-1),-0.015536053600332719,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,PHARMA_lag,PHARMA (t-1),-0.00406155847751557,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,AUTO_lag,AUTO (t-1),-0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,FMCG_lag,FMCG (t-1),0.0,0.3967874112480905
B forecast (pre-open),ElasticNet,oc,NIFTY_gap_lag,NIFTY_gap (t-1),0.0046927698106959724,0.3967874112480905
B forecast (pre-open),Ridge,cc,DOW_pre,Dow (prev US session),0.10230094961477197,517.9474679231203
B forecast (pre-open),Ridge,cc,BRENT_pre,Brent (to last settle),-0.017353659146041214,517.9474679231203
B forecast (pre-open),Ridge,cc,USDINR_pre,USDINR (prev day),0.0061991312213895726,517.9474679231203
B forecast (pre-open),Ridge,cc,DXY_pre,DXY,-0.008909881585803718,517.9474679231203
B forecast (pre-open),Ridge,cc,US10Y_pre,US10Y (bp),-0.04972520581395559,517.9474679231203
B forecast (pre-open),Ridge,cc,USVIX_pre,US VIX,-0.0016289575633348387,517.9474679231203
B forecast (pre-open),Ridge,cc,GOLD_pre,Gold,0.01089130795986142,517.9474679231203
B forecast (pre-open),Ridge,cc,INDIAVIX_lag,India VIX chg (t-1),0.0010417017633081722,517.9474679231203
B forecast (pre-open),Ridge,cc,NIFTY_cc_lag,Nifty ret (t-1),-0.012120488005312261,517.9474679231203
B forecast (pre-open),Ridge,cc,NIKKEI_gapopen,Nikkei open gap (t),0.0581006445540754,517.9474679231203
B forecast (pre-open),Ridge,cc,HSI_gapopen,Hang Seng open gap (t),0.24190302102381125,517.9474679231203
B forecast (pre-open),Ridge,cc,SPX_pre,S&P 500,0.05216859797289611,517.9474679231203
B forecast (pre-open),Ridge,cc,NASDAQ_pre,Nasdaq,0.03262922892513537,517.9474679231203
B forecast (pre-open),Ridge,cc,WTI_pre,WTI,0.01862534127099155,517.9474679231203
B forecast (pre-open),Ridge,cc,DOWFUT_pre,Dow fut (daily),-0.04570127815321508,517.9474679231203
B forecast (pre-open),Ridge,cc,BANK_lag,BANK (t-1),0.03320982807471713,517.9474679231203
B forecast (pre-open),Ridge,cc,IT_lag,IT (t-1),-0.024306299611657006,517.9474679231203
B forecast (pre-open),Ridge,cc,METAL_lag,METAL (t-1),-0.05372840380878539,517.9474679231203
B forecast (pre-open),Ridge,cc,ENERGY_lag,ENERGY (t-1),-0.04570727057036641,517.9474679231203
B forecast (pre-open),Ridge,cc,PHARMA_lag,PHARMA (t-1),-0.021888258648912057,517.9474679231203
B forecast (pre-open),Ridge,cc,AUTO_lag,AUTO (t-1),0.011039659617957767,517.9474679231203
B forecast (pre-open),Ridge,cc,FMCG_lag,FMCG (t-1),-0.003812382703912081,517.9474679231203
B forecast (pre-open),Ridge,cc,NIFTY_gap_lag,NIFTY_gap (t-1),0.02320655768419145,517.9474679231203
B forecast (pre-open),Lasso,cc,DOW_pre,Dow (prev US session),0.09936600653072421,0.025343539060069135
B forecast (pre-open),Lasso,cc,BRENT_pre,Brent (to last settle),-0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,USDINR_pre,USDINR (prev day),0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,DXY_pre,DXY,-0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,US10Y_pre,US10Y (bp),-0.03083315827659336,0.025343539060069135
B forecast (pre-open),Lasso,cc,USVIX_pre,US VIX,-0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,GOLD_pre,Gold,0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,INDIAVIX_lag,India VIX chg (t-1),0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,NIFTY_cc_lag,Nifty ret (t-1),-0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,NIKKEI_gapopen,Nikkei open gap (t),0.027319943292900887,0.025343539060069135
B forecast (pre-open),Lasso,cc,HSI_gapopen,Hang Seng open gap (t),0.28195099655614114,0.025343539060069135
B forecast (pre-open),Lasso,cc,SPX_pre,S&P 500,0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,NASDAQ_pre,Nasdaq,0.020055289502219544,0.025343539060069135
B forecast (pre-open),Lasso,cc,WTI_pre,WTI,0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,DOWFUT_pre,Dow fut (daily),0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,BANK_lag,BANK (t-1),0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,IT_lag,IT (t-1),-0.0016602868311928602,0.025343539060069135
B forecast (pre-open),Lasso,cc,METAL_lag,METAL (t-1),-0.035360447303980906,0.025343539060069135
B forecast (pre-open),Lasso,cc,ENERGY_lag,ENERGY (t-1),-0.02559893236619865,0.025343539060069135
B forecast (pre-open),Lasso,cc,PHARMA_lag,PHARMA (t-1),-0.006858248367310442,0.025343539060069135
B forecast (pre-open),Lasso,cc,AUTO_lag,AUTO (t-1),-0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,FMCG_lag,FMCG (t-1),-0.0,0.025343539060069135
B forecast (pre-open),Lasso,cc,NIFTY_gap_lag,NIFTY_gap (t-1),0.0,0.025343539060069135
B forecast (pre-open),ElasticNet,cc,DOW_pre,Dow (prev US session),0.07603416046976673,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,BRENT_pre,Brent (to last settle),-0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,USDINR_pre,USDINR (prev day),0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,DXY_pre,DXY,-0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,US10Y_pre,US10Y (bp),-0.031021722924481437,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,USVIX_pre,US VIX,-0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,GOLD_pre,Gold,0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,INDIAVIX_lag,India VIX chg (t-1),0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,NIFTY_cc_lag,Nifty ret (t-1),-0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,NIKKEI_gapopen,Nikkei open gap (t),0.0330975089635518,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,HSI_gapopen,Hang Seng open gap (t),0.2618254094585265,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,SPX_pre,S&P 500,0.029962809065287803,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,NASDAQ_pre,Nasdaq,0.01749903107950154,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,WTI_pre,WTI,0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,DOWFUT_pre,Dow fut (daily),0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,BANK_lag,BANK (t-1),0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,IT_lag,IT (t-1),-0.002977881324018507,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,METAL_lag,METAL (t-1),-0.03327982975045435,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,ENERGY_lag,ENERGY (t-1),-0.025650105924550127,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,PHARMA_lag,PHARMA (t-1),-0.007527858843115937,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,AUTO_lag,AUTO (t-1),-0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,FMCG_lag,FMCG (t-1),-0.0,0.0821144049478651
B forecast (pre-open),ElasticNet,cc,NIFTY_gap_lag,NIFTY_gap (t-1),0.0,0.0821144049478651