Visualization · Features
Feature Engine
Live definitions and recent values. Pair features need bars on both legs. · source=sql
Definitions
7
Values
40
Source
sql
Definitions
log_return_5mv1.0.0 — ln(close_t / close_t-1) over 5m barsrealized_volatilityv1.0.0 — Stdev of recent log returnsresidual_spreadv1.0.0 — Residual from beta hedge (pair required)return_correlationv1.0.0 — Rolling correlation of paired log returns (pair required)robust_zv1.0.0 — Robust z-score via median/MAD of log returnsrolling_betav1.0.0 — Rolling beta vs peer (pair required)standard_zv1.0.0 — Standard z-score of log returns (single-series fallback)
Recent values
| Feature | Value | State | As of |
|---|---|---|---|
| realized_volatility | — | MISSING | 2026-01-02T00:05:00+00:00 |
| standard_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| robust_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| residual_spread | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| log_return_5m | — | MISSING | 2026-01-02T00:05:00+00:00 |
| realized_volatility | — | MISSING | 2026-01-02T00:05:00+00:00 |
| standard_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| robust_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| residual_spread | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | MISSING | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | MISSING | 2026-01-02T00:05:00+00:00 |
| residual_spread | — | MISSING | 2026-01-02T00:05:00+00:00 |
| log_return_5m | — | MISSING | 2026-01-02T00:05:00+00:00 |
| realized_volatility | — | MISSING | 2026-01-02T00:05:00+00:00 |
| standard_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| robust_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| residual_spread | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| log_return_5m | — | MISSING | 2026-01-02T00:05:00+00:00 |
| realized_volatility | — | MISSING | 2026-01-02T00:05:00+00:00 |
| standard_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| robust_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| residual_spread | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | MISSING | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | MISSING | 2026-01-02T00:05:00+00:00 |
| residual_spread | — | MISSING | 2026-01-02T00:05:00+00:00 |
| log_return_5m | — | MISSING | 2026-01-02T00:05:00+00:00 |
| realized_volatility | — | MISSING | 2026-01-02T00:05:00+00:00 |
| standard_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| robust_z | — | MISSING | 2026-01-02T00:05:00+00:00 |
| return_correlation | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| rolling_beta | — | UNKNOWN | 2026-01-02T00:05:00+00:00 |
| log_return_5m | — | MISSING | 2026-01-02T00:05:00+00:00 |