Files
resonance-engine/traj/varisol_20260606T210625/per_var_quantiles.json
T

158 lines
4.0 KiB
JSON
Raw Normal View History

2026-06-06 21:34:30 +07:00
{
"signed_flow_usd": {
"q01": {
"quantile": 0.01,
"raw_value": -14362952.6270977,
"mean": -86800.46317655338,
"std": 4470813.239071454,
"z_clipped": -3.0,
"strength": -0.3
},
"q50": {
"quantile": 0.5,
"raw_value": 18206.037170000003,
"mean": -86800.46317655338,
"std": 4470813.239071454,
"z_clipped": 0.023487114028579344,
"strength": 0.002348711402857934
},
"q99": {
"quantile": 0.99,
"raw_value": 10609901.171223288,
"mean": -86800.46317655338,
"std": 4470813.239071454,
"z_clipped": 2.3925628431353236,
"strength": 0.23925628431353235
}
},
"wallet_entropy": {
"q01": {
"quantile": 0.01,
"raw_value": 1.968985566034899,
"mean": 3.3760526544052816,
"std": 0.6454545526190983,
"z_clipped": -2.1799630704607242,
"strength": -0.2179963070460724
},
"q50": {
"quantile": 0.5,
"raw_value": 3.28584260791539,
"mean": 3.3760526544052816,
"std": 0.6454545526190983,
"z_clipped": -0.13976204230621794,
"strength": -0.013976204230621795
},
"q99": {
"quantile": 0.99,
"raw_value": 5.322696827502746,
"mean": 3.3760526544052816,
"std": 0.6454545526190983,
"z_clipped": 3.0,
"strength": 0.3
}
},
"vwap_drift": {
"q01": {
"quantile": 0.01,
"raw_value": -0.0014819567888235735,
"mean": -1.989454159018787e-05,
"std": 0.0005587530360270364,
"z_clipped": -2.616651996433431,
"strength": -0.26166519964334306
},
"q50": {
"quantile": 0.5,
"raw_value": -2.7128391907979724e-05,
"mean": -1.989454159018787e-05,
"std": 0.0005587530360270364,
"z_clipped": -0.012946417918777675,
"strength": -0.0012946417918777676
},
"q99": {
"quantile": 0.99,
"raw_value": 0.0015022089951654963,
"mean": -1.989454159018787e-05,
"std": 0.0005587530360270364,
"z_clipped": 2.724107859133018,
"strength": 0.2724107859133018
}
},
"trade_count": {
"q01": {
"quantile": 0.01,
"raw_value": 51.82,
"mean": 373.69764216366156,
"std": 363.6383766332049,
"z_clipped": -0.88515861594095,
"strength": -0.088515861594095
},
"q50": {
"quantile": 0.5,
"raw_value": 260.0,
"mean": 373.69764216366156,
"std": 363.6383766332049,
"z_clipped": -0.3126667851076296,
"strength": -0.03126667851076295
},
"q99": {
"quantile": 0.99,
"raw_value": 1710.9299999999978,
"mean": 373.69764216366156,
"std": 363.6383766332049,
"z_clipped": 3.0,
"strength": 0.3
}
},
"large_print_cnt": {
"q01": {
"quantile": 0.01,
"raw_value": 0.0,
"mean": 4.722607489597781,
"std": 11.925952519969334,
"z_clipped": -0.39599415490628875,
"strength": -0.03959941549062887
},
"q50": {
"quantile": 0.5,
"raw_value": 1.0,
"mean": 4.722607489597781,
"std": 11.925952519969334,
"z_clipped": -0.31214341021100706,
"strength": -0.031214341021100704
},
"q99": {
"quantile": 0.99,
"raw_value": 48.58999999999992,
"mean": 4.722607489597781,
"std": 11.925952519969334,
"z_clipped": 3.0,
"strength": 0.3
}
},
"mid_price": {
"q01": {
"quantile": 0.01,
"raw_value": 70898.76293267305,
"mean": 72372.64757598522,
"std": 954.3994980885622,
"z_clipped": -1.5443057611241517,
"strength": -0.15443057611241517
},
"q50": {
"quantile": 0.5,
"raw_value": 72360.43656558785,
"mean": 72372.64757598522,
"std": 954.3994980885622,
"z_clipped": -0.012794443439905417,
"strength": -0.0012794443439905418
},
"q99": {
"quantile": 0.99,
"raw_value": 73940.61077990403,
"mean": 72372.64757598522,
"std": 954.3994980885622,
"z_clipped": 1.6428793257530796,
"strength": 0.16428793257530794
}
}
}