47 KiB
47 KiB
| 1 | kind | var | quantile | rep | strength | pre_asym_mean | pre_asym_std | pre_coh_mean | asymmetry_peak_delta | asymmetry_sn | asymmetry_halflife_s | asymmetry_peak_time_s | coherence_peak_delta | coherence_sn | coherence_halflife_s | coherence_peak_time_s | stress_xx_peak_delta | stress_xx_sn | stress_xx_halflife_s | stress_xx_peak_time_s | stress_yy_peak_delta | stress_yy_sn | stress_yy_halflife_s | stress_yy_peak_time_s | stress_xy_peak_delta | stress_xy_sn | stress_xy_halflife_s | stress_xy_peak_time_s | vel_mean_peak_delta | vel_mean_sn | vel_mean_halflife_s | vel_mean_peak_time_s | vorticity_mean_peak_delta | vorticity_mean_sn | vorticity_mean_halflife_s | vorticity_mean_peak_time_s | stress_iso_ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | variable | signed_flow_usd | q50 | 1 | 0.002348711402857934 | 42.04934166666666 | 0.1673883593539952 | 0.6674500000000001 | 0.31535833333333585 | 1.883992020415301 | 0.3117377758026123 | 3.480001211166382 | -0.0014500000000000624 | 1.913590535433532 | 0.3117377758026123 | 3.480001211166382 | 8.275000000000003e-05 | 2.4995789179091994 | 0.27071213722229004 | 18.671184062957764 | -7.725000000000006e-05 | 3.9995183157789116 | 0.26984143257141113 | 20.13902258872986 | -6.0208333333333365e-05 | 3.9419272821393383 | 0.4597799777984619 | 7.445645570755005 | 0.0021820208333333535 | 1.672258102968197 | 0.34850239753723145 | 36.076759576797485 | -0.005578562500000002 | 1.4295857561953362 | 0.29802656173706055 | 12.44704532623291 | 0.9335347432024172 |
| 3 | variable | signed_flow_usd | q50 | 2 | 0.002348711402857934 | 42.07202 | 0.1492598071968624 | 0.6673911111111112 | 0.30787999999999727 | 2.0627120306669484 | 0.33641743659973145 | 21.114371061325073 | 0.001408888888888793 | 2.042251931681181 | 0.5140924453735352 | 9.274940967559814 | -9.540000000000004e-05 | 3.6175833103395445 | 0.2464160919189453 | 0.1512441635131836 | -8.937777777777764e-05 | 4.891416804530399 | 0.440509557723999 | 30.36517596244812 | -8.25111111111111e-05 | 4.299988952463622 | 0.6596689224243164 | 10.634694814682007 | -0.002036377777777737 | 1.5560146274199997 | 0.5038280487060547 | 21.450788497924805 | -0.005582022222222233 | 1.439600326677986 | 0.41817641258239746 | 2.2804341316223145 | 0.9368739808991363 |
| 4 | variable | mid_price | q50 | 2 | -0.0012794443439905418 | 42.06927222222222 | 0.14561527369097946 | 0.6674388888888887 | 0.33002777777777936 | 2.2664365448239643 | 0.32332420349121094 | 10.000929355621338 | -0.0015388888888886454 | 2.27684905490196 | 0.3253293037414551 | 38.94336462020874 | 0.00010687037037037034 | 3.51528067460423 | 0.334916353225708 | 35.440420389175415 | -8.592592592592587e-05 | 2.897547177911141 | 0.33014512062072754 | 37.43315839767456 | -6.283333333333336e-05 | 3.618593285140659 | 0.5203413963317871 | 32.753984212875366 | 0.0022020555555555543 | 1.6619231042341525 | 0.36156630516052246 | 15.852701425552368 | -0.0058665925925926 | 1.5220312772406228 | 0.49982404708862305 | 9.337843179702759 | 0.8040201005025123 |
| 5 | calibration | — | — | 2 | -0.5 | 42.08011129032258 | 0.15544730473684004 | 0.667441935483871 | -0.6039112903225785 | 3.8849904238928583 | 0.9869067668914795 | 32.53161096572876 | 0.001658064516129043 | 2.3489918660798392 | 0.3733956813812256 | 18.50197196006775 | 8.467741935483874e-05 | 3.4620846786911543 | 0.34400200843811035 | 28.353148460388184 | -6.577419354838706e-05 | 2.438703870661316 | 0.1247868537902832 | 2.3125064373016357 | 6.32741935483871e-05 | 2.5182513650288647 | 0.39841294288635254 | 22.413861751556396 | 0.0021595161290322573 | 1.651334109696571 | 0.2769958972930908 | 3.2389004230499268 | -0.005629112903225809 | 1.4780803139561949 | 0.38081836700439453 | 17.243211269378662 | 0.776761904761904 |
| 6 | variable | wallet_entropy | q50 | 1 | -0.013976204230621795 | 41.729099999999995 | 0.16710366368995236 | 0.6678976744186046 | 0.3068000000000026 | 1.8359860772965804 | 0.3278844356536865 | 33.9002959728241 | -0.0013976744186046108 | 1.8040484568185913 | 0.48656535148620605 | 4.865590810775757 | 9.551162790697674e-05 | 3.4387434426952543 | 0.3372061252593994 | 1.5143988132476807 | 7.813953488372083e-05 | 2.718471514473813 | 0.6618108749389648 | 24.44347906112671 | 5.962790697674417e-05 | 3.373748461887926 | 0.331540584564209 | 29.687846899032593 | 0.0022553023255813542 | 1.6900487090131737 | 0.3444788455963135 | 10.737780809402466 | -0.006015441860465123 | 1.5610292373525072 | 0.5090725421905518 | 25.283689737319946 | 0.8181154127100063 |
| 7 | variable | trade_count | q50 | 0 | -0.03126667851076295 | 41.736798 | 0.16562065630832393 | 0.6678779999999997 | -0.31009800000000354 | 1.8723389153990349 | 0.5294170379638672 | 24.634698390960693 | 0.0014220000000002564 | 1.8586790266851028 | 0.5294170379638672 | 24.634698390960693 | 8.648e-05 | 3.798211665582969 | 0.501162052154541 | 9.635671377182007 | -7.318e-05 | 4.924986743218942 | 0.4402167797088623 | 3.987245559692383 | 6.622000000000003e-05 | 3.2251766239179727 | -2.1584441661834717 | 38.300026416778564 | 0.002120519999999987 | 1.598225238284236 | 0.32538604736328125 | 18.967758178710938 | 0.005629660000000005 | 1.4675174730522886 | 0.3331797122955322 | 26.15682816505432 | 0.8462072155411656 |
| 8 | variable | vwap_drift | q01 | 0 | -0.26166519964334306 | 41.71607727272727 | 0.15810614079218568 | 0.6679295454545454 | -0.4523772727272686 | 2.861225189993551 | 0.8389828205108643 | 13.815484285354614 | 0.0014704545454545803 | 2.0132915874803095 | 0.6769275665283203 | 13.815484285354614 | -9.261363636363644e-05 | 3.9946776295807194 | 0.5077860355377197 | 2.844123125076294 | -8.768181818181824e-05 | 4.931858878059803 | 0.17645549774169922 | 35.82618951797485 | -6.402272727272732e-05 | 4.051920608284555 | 0.6934311389923096 | 16.63261651992798 | -0.002189068181818188 | 1.6914015736469274 | 0.4886014461517334 | 15.50940752029419 | 0.006099613636363636 | 1.6089671429861299 | 0.3802506923675537 | 24.572794914245605 | 0.9467484662576685 |
| 9 | variable | wallet_entropy | q01 | 1 | -0.2179963070460724 | 41.535703448275854 | 0.15046608160062933 | 0.6681689655172413 | -0.40630344827585674 | 2.7002992565080355 | 0.6610472202301025 | 21.77044939994812 | 0.0014310344827587196 | 2.063884951300517 | 0.5155227184295654 | 11.364818811416626 | 9.343103448275866e-05 | 3.092518215549887 | 0.3343985080718994 | 27.137530088424683 | -8.337931034482765e-05 | 4.337751853232066 | 0.4850282669067383 | 29.128214359283447 | -6.801724137931033e-05 | 3.828464500996539 | 0.48566198348999023 | 36.94624400138855 | -0.0021158965517241446 | 1.6283683711740824 | 0.5070137977600098 | 23.441642999649048 | 0.005918724137931038 | 1.5727396513864134 | 0.4968080520629883 | 33.10418176651001 | 0.8924155748293047 |
| 10 | variable | trade_count | q50 | 2 | -0.03126667851076295 | 41.405292857142854 | 0.1528509192658261 | 0.668295238095238 | -0.3018928571428532 | 1.9750804155637771 | 0.368518590927124 | 3.1681995391845703 | -0.001395238095238005 | 1.9741497193933777 | 0.3221445083618164 | 20.65025019645691 | 8.280952380952395e-05 | 4.721709761158652 | 0.3232097625732422 | 13.239082336425781 | -7.011904761904759e-05 | 2.1493871194651315 | 0.34706687927246094 | 37.2989022731781 | -6.426190476190469e-05 | 3.468358138235452 | 0.20017361640930176 | 31.519468545913696 | -0.0020981904761905035 | 1.6255012539574858 | 0.39876437187194824 | 4.9217915534973145 | 0.005612357142857148 | 1.4962961593489805 | 0.5172748565673828 | 30.72224712371826 | 0.8467510063254726 |
| 11 | variable | signed_flow_usd | q99 | 1 | 0.23925628431353235 | 41.396831111111105 | 0.13017678718184647 | 0.6682888888888889 | 0.47216888888889486 | 3.6271358289808844 | 0.5147812366485596 | 1.6325247287750244 | -0.001588888888888973 | 2.6592975253366524 | 0.3506042957305908 | 1.6325247287750244 | -0.00010457777777777785 | 4.157909044582824 | 0.2474379539489746 | 26.442238569259644 | -6.948888888888896e-05 | 2.929981480500606 | 0.32767200469970703 | 0.0951225757598877 | 7.364444444444442e-05 | 3.739553699876907 | 0.5157811641693115 | 9.810204267501831 | 0.0020617555555556 | 1.5591559910924144 | 0.3397512435913086 | 15.33403205871582 | -0.00565488888888889 | 1.4725337593648415 | -2.3062448501586914 | 11.46019959449768 | 0.6644708882277945 |
| 12 | variable | signed_flow_usd | q01 | 1 | -0.3 | 41.55951999999999 | 0.16572802968183242 | 0.6681355555555556 | -0.4596199999999939 | 2.7733389510656736 | -2.0115554332733154 | 17.67088532447815 | 0.0014644444444443794 | 1.921323626720925 | 0.4999361038208008 | 9.367170095443726 | 9.377777777777775e-05 | 3.7412288435161702 | 0.3334035873413086 | 4.817816257476807 | 6.811111111111113e-05 | 2.557988741386232 | 0.5048675537109375 | 35.67320990562439 | 7.013333333333335e-05 | 4.220307481245408 | 0.33185243606567383 | 27.060813426971436 | -0.002200000000000063 | 1.6868571805373644 | 0.4967517852783203 | 20.872413396835327 | 0.0059859555555555576 | 1.5866216684127874 | 0.49363136291503906 | 0.2721729278564453 | 0.7263033175355454 |
| 13 | variable | vwap_drift | q01 | 2 | -0.26166519964334306 | 41.36486666666667 | 0.1550940700206027 | 0.6683583333333334 | -0.4535666666666742 | 2.9244616935155707 | 0.4956982135772705 | 6.58997106552124 | 0.0014416666666665634 | 2.029851019733018 | 0.4956982135772705 | 6.58997106552124 | 7.66833333333334e-05 | 2.4705518213782236 | 0.3163630962371826 | 13.118451118469238 | -7.381666666666657e-05 | 4.333794342955485 | 0.6801834106445312 | 17.21621799468994 | 6.116666666666667e-05 | 2.7605848241097855 | 0.16304945945739746 | 35.21402645111084 | -0.002084766666666682 | 1.5958591406475253 | 0.4977686405181885 | 21.213067054748535 | 0.005747566666666662 | 1.5031040431837317 | 0.26875972747802734 | 9.350291728973389 | 0.9626168224299045 |
| 14 | calibration | — | — | 0 | -0.1 | 41.19110454545454 | 0.1620645100997885 | 0.6686136363636364 | -0.34590454545454463 | 2.134363317678619 | 0.675731897354126 | 4.014679670333862 | 0.0013863636363636855 | 1.8380499057330901 | 0.5066308975219727 | 4.014679670333862 | -7.418181818181829e-05 | 2.112310335072193 | 0.27305054664611816 | 37.31413650512695 | -8.36818181818182e-05 | 3.430518822812993 | 0.18169474601745605 | 24.88645839691162 | -5.579545454545453e-05 | 3.706400411846689 | 0.36098337173461914 | 18.208193063735962 | -0.0021396818181818045 | 1.5920384675209363 | 0.4976787567138672 | 5.695954084396362 | -0.005597159090909087 | 1.456191193204271 | 0.25254321098327637 | 32.92131948471069 | 0.8864747419880511 |
| 15 | variable | vwap_drift | q50 | 1 | -0.0012946417918777676 | 41.126779069767444 | 0.1696470488686206 | 0.6686837209302327 | 0.28852093023255776 | 1.700712934039875 | 0.3515889644622803 | 5.649873971939087 | -0.0013837209302326459 | 1.7424048370693355 | 0.3515889644622803 | 5.649873971939087 | 7.676744186046504e-05 | 3.2162430986542576 | 0.34218335151672363 | 38.543269634246826 | -6.746511627906977e-05 | 3.482836481732813 | 0.500556468963623 | 32.827561378479004 | -6.660465116279068e-05 | 3.1231703486497584 | 0.4884793758392334 | 38.62841272354126 | 0.002259302325581386 | 1.7470663544766716 | 0.3242039680480957 | 29.67457866668701 | -0.0060018604651162835 | 1.5588656175552524 | 0.5034878253936768 | 23.08984112739563 | 0.8788245986064838 |
| 16 | variable | wallet_entropy | q99 | 0 | 0.3 | 41.1140976744186 | 0.16471025792086882 | 0.668760465116279 | 0.5428023255813983 | 3.295498000143834 | 0.5207076072692871 | 21.220240116119385 | -0.0018604651162789088 | 2.4045175230724674 | 0.35805821418762207 | 21.38288950920105 | -7.830232558139532e-05 | 3.387804013385276 | 0.3118607997894287 | 17.85887336730957 | 6.0674418604651195e-05 | 1.8756663659798976 | 0.3714141845703125 | 12.81676721572876 | 6.960465116279073e-05 | 3.355157682847175 | 0.3556203842163086 | 5.473284721374512 | 0.0022436279069767695 | 1.725063245073657 | 0.505091667175293 | 27.08435869216919 | -0.005615162790697677 | 1.4841763292345103 | 0.5103306770324707 | 31.100569009780884 | 0.7748737748737755 |
| 17 | variable | mid_price | q01 | 0 | -0.15443057611241517 | 41.33886666666667 | 0.15536204026581169 | 0.6684833333333333 | -0.3553666666666686 | 2.2873455192701218 | 0.4996509552001953 | 3.6324033737182617 | -0.001483333333333281 | 2.08173608392094 | 0.3305213451385498 | 13.124797344207764 | -8.463333333333335e-05 | 3.1864990957025965 | 0.3379790782928467 | 27.819210052490234 | 6.296666666666666e-05 | 2.930218027720352 | 0.9982874393463135 | 29.831526279449463 | 7.939999999999998e-05 | 3.8729096282198086 | 0.6602489948272705 | 25.146581172943115 | 0.0021716333333333393 | 1.6448166421200283 | 0.25287938117980957 | 36.29225134849548 | -0.005606333333333342 | 1.4486357178746854 | 0.3491506576538086 | 1.962031364440918 | 0.7439936983064197 |
| 18 | calibration | — | — | 2 | 0.1 | 41.235473999999996 | 0.13748709293602812 | 0.66863 | 0.3996260000000049 | 2.9066437544500876 | 0.3349001407623291 | 20.254842519760132 | -0.0016299999999999093 | 2.5184447299319364 | 0.3604240417480469 | 9.731741905212402 | -9.109999999999999e-05 | 3.863326867856998 | 0.3286936283111572 | 34.918580770492554 | -7.483999999999995e-05 | 3.8833310028376395 | 0.6576387882232666 | 10.09216594696045 | 7.682000000000004e-05 | 4.721977498514084 | 0.33370542526245117 | 31.09867024421692 | 0.002120960000000005 | 1.6055607542605557 | 0.32339906692504883 | 5.0935399532318115 | 0.005562120000000004 | 1.4629899584495516 | 0.32697463035583496 | 4.454533815383911 | 0.8215148188803508 |
| 19 | calibration | — | — | 1 | 0.5 | 41.34639047619047 | 0.13242808795994082 | 0.6683666666666667 | 0.6888095238095318 | 5.201385404113778 | 0.5143301486968994 | 1.7480320930480957 | -0.001966666666666672 | 3.265561968050395 | 0.5143301486968994 | 1.7480320930480957 | -0.00012688095238095232 | 4.544287382945339 | 0.32208847999572754 | 0.09715104103088379 | -8.054761904761887e-05 | 5.021073196723921 | 0.25020408630371094 | 18.131389379501343 | -7.435714285714288e-05 | 4.2883102079071245 | 0.4552474021911621 | 22.857219219207764 | 0.002122642857142837 | 1.6359203365015331 | 0.3283374309539795 | 7.5615153312683105 | -0.005679142857142855 | 1.5228926959732942 | 0.504737377166748 | 1.0816245079040527 | 0.6348282979921175 |
| 20 | variable | mid_price | q99 | 1 | 0.16428793257530794 | 41.71451346153846 | 0.15498606764783968 | 0.6678942307692307 | 0.43588653846153846 | 2.812424013827892 | 0.3267955780029297 | 39.01580476760864 | -0.001594230769230709 | 2.22365516766327 | 0.3267955780029297 | 39.01580476760864 | 9.684615384615374e-05 | 3.2647984336168667 | 0.3386719226837158 | 35.49522089958191 | -8.465384615384617e-05 | 3.3682835769126496 | 0.4972805976867676 | 27.01621913909912 | 6.680769230769232e-05 | 4.374537772720087 | 0.3345935344696045 | 2.0190534591674805 | -0.00222057692307695 | 1.6967091532505947 | 0.5041594505310059 | 0.13437342643737793 | 0.005996653846153846 | 1.6075106872216887 | 0.4985082149505615 | 2.1819117069244385 | 0.8741064336775229 |
| 21 | calibration | — | — | 0 | 0.5 | 41.848574468085104 | 0.142112606636929 | 0.6676914893617022 | 0.6835255319148956 | 4.809745933808496 | -0.5016467571258545 | 0.7746996879577637 | -0.0018914893617022477 | 2.9519736915779116 | -0.6348123550415039 | 0.7746996879577637 | 8.082978723404264e-05 | 2.7535275789362044 | 0.3408198356628418 | 21.264394283294678 | 5.6659574468085e-05 | 2.039713153722181 | 0.34387969970703125 | 16.61647367477417 | 7.28297872340425e-05 | 3.6829964888836892 | 0.3247337341308594 | 9.94512414932251 | 0.0022008297872340155 | 1.6564164916464865 | 0.32661867141723633 | 13.443379878997803 | -0.005820170212765961 | 1.549589395818098 | -2.209017753601074 | 27.91535234451294 | 0.7009739405106586 |
| 22 | variable | signed_flow_usd | q01 | 2 | -0.3 | 42.21250714285715 | 0.1466506480313923 | 0.6672309523809523 | -0.4861071428571506 | 3.3147289110723444 | 0.6935794353485107 | 18.52020502090454 | 0.0015690476190476366 | 2.4314694694187176 | 0.6822795867919922 | 16.33338212966919 | -9.090476190476188e-05 | 2.8578484770093104 | 0.3722085952758789 | 24.321613073349 | -7.790476190476194e-05 | 2.6376977476527808 | 0.3275442123413086 | 0.03734564781188965 | 6.235714285714286e-05 | 3.061550115752651 | 0.3396308422088623 | 21.8583824634552 | 0.0022509047619047873 | 1.6718373242391258 | 0.24886846542358398 | 23.576759099960327 | -0.005993880952380959 | 1.5592794964838623 | 0.4873363971710205 | 33.02710318565369 | 0.8569931901519127 |
| 23 | variable | wallet_entropy | q99 | 2 | 0.3 | 41.98358222222222 | 0.16889357633846 | 0.6676288888888888 | 0.5553177777777805 | 3.2879745329386156 | 0.4930727481842041 | 34.578407287597656 | -0.00182888888888888 | 2.3406955334988093 | 0.32779645919799805 | 5.92247200012207 | 8.851111111111108e-05 | 4.23274308751137 | 0.27196383476257324 | 2.721926689147949 | 7.073333333333339e-05 | 4.223640439823064 | 0.8274064064025879 | 33.251535177230835 | 6.768888888888889e-05 | 3.108642351648444 | 0.4977431297302246 | 24.55893898010254 | 0.0022426222222222125 | 1.7021223605708942 | 0.35881495475769043 | 29.873430252075195 | -0.005696666666666666 | 1.4755356819186893 | 0.502751350402832 | 33.913039445877075 | 0.7991463720813466 |
| 24 | variable | signed_flow_usd | q50 | 0 | 0.002348711402857934 | 42.23144561403509 | 0.15823292964684382 | 0.6672035087719299 | 0.3116543859649141 | 1.969592465111326 | 0.3282904624938965 | 21.340449333190918 | -0.0014035087719299622 | 1.9385069505262944 | 0.2585759162902832 | 4.08577561378479 | -8.656140350877194e-05 | 2.7049503621560134 | 0.3280613422393799 | 38.58082365989685 | -8.129824561403502e-05 | 4.194601385272728 | 0.33354997634887695 | 19.696933269500732 | 6.340350877192982e-05 | 3.654440886038799 | 0.501396656036377 | 32.24850058555603 | 0.0021844736842105417 | 1.6307083041868407 | 0.3243231773376465 | 37.59150791168213 | -0.0057107719298245645 | 1.4707452651180946 | 0.26426243782043457 | 3.5609426498413086 | 0.939197405755978 |
| 25 | variable | wallet_entropy | q50 | 0 | -0.013976204230621795 | 42.23448409090909 | 0.1691567897532582 | 0.6672340909090909 | 0.31681590909090573 | 1.87291275480595 | 0.32827067375183105 | 23.372411012649536 | -0.0015340909090909571 | 1.9635122606015791 | 0.32827067375183105 | 23.372411012649536 | -0.00010427272727272726 | 4.259762925667225 | -1.4894256591796875 | 1.5245184898376465 | -9.779545454545452e-05 | 6.1842396611013015 | 0.382169246673584 | 28.670421600341797 | -7.204545454545457e-05 | 3.6704863778613466 | 0.6545705795288086 | 13.04793119430542 | 0.0022690454545454264 | 1.7580678925457864 | 0.3309938907623291 | 0.42539405822753906 | -0.005859181818181822 | 1.5322561729698754 | 0.5020387172698975 | 1.706594467163086 | 0.9378814298169135 |
| 26 | variable | vwap_drift | q99 | 2 | 0.2724107859133018 | 42.25089767441861 | 0.12683404005046092 | 0.6671651162790698 | 0.5232023255813871 | 4.125093905179012 | 0.5311222076416016 | 2.11875581741333 | -0.0017651162790698338 | 3.098139838493909 | 0.3380763530731201 | 2.11875581741333 | 0.00010683720930232556 | 4.933668000859197 | 0.508232831954956 | 35.01367712020874 | -8.055813953488375e-05 | 2.446815861497094 | 0.49065208435058594 | 39.018665075302124 | -5.511627906976742e-05 | 3.017045316272886 | 0.3899390697479248 | 35.28265976905823 | -0.0021408139534883908 | 1.62456393864218 | 0.4928579330444336 | 2.6498780250549316 | 0.005941906976744189 | 1.569237976541751 | 0.3650352954864502 | 4.626705646514893 | 0.7540269917283418 |
| 27 | variable | trade_count | q50 | 1 | -0.03126667851076295 | 42.46398333333333 | 0.1334100587281237 | 0.6668738095238096 | -0.30478333333333296 | 2.284560371526789 | 0.4965815544128418 | 37.69120001792908 | 0.0014261904761904143 | 2.394372379984324 | 0.50191330909729 | 39.67390775680542 | 9.145238095238097e-05 | 3.6508421513732396 | 0.8550264835357666 | 33.33643674850464 | -6.609523809523803e-05 | 2.6313280858224446 | 0.12489104270935059 | 6.233726978302002 | 7.669047619047618e-05 | 4.555140888320224 | 0.49462199211120605 | 2.0346648693084717 | 0.002197380952380895 | 1.688350344085018 | 0.32563138008117676 | 13.256226778030396 | -0.005876928571428578 | 1.5574745115229225 | 0.49141383171081543 | 17.226022720336914 | 0.722728456131215 |
| 28 | variable | signed_flow_usd | q99 | 0 | 0.23925628431353235 | 42.42293965517242 | 0.15581441429896414 | 0.6670137931034482 | 0.5123603448275773 | 3.2882730852134228 | 0.5153992176055908 | 9.42754054069519 | -0.0017137931034482135 | 2.4478897806568387 | 0.5153992176055908 | 9.42754054069519 | -9.477586206896543e-05 | 3.5793670139538594 | 0.2472209930419922 | 34.06534385681152 | 6.224137931034484e-05 | 2.3112949291465754 | 0.8335132598876953 | 21.333208322525024 | 6.191379310344829e-05 | 3.641491566764909 | 0.37531065940856934 | 32.07885003089905 | 0.0022168275862068654 | 1.65462037442308 | 0.34255385398864746 | 15.286595344543457 | -0.005811689655172408 | 1.5493374645521687 | 0.49082303047180176 | 27.057985305786133 | 0.6567218482808812 |
| 29 | variable | signed_flow_usd | q99 | 2 | 0.23925628431353235 | 42.60103181818181 | 0.15437430422769619 | 0.6668204545454546 | 0.5136681818181899 | 3.3274202231256633 | 0.5086069107055664 | 26.081787109375 | -0.0017204545454545528 | 2.410644659546544 | 0.3263387680053711 | 0.764899730682373 | 7.936363636363631e-05 | 2.6666093242823146 | 0.3508737087249756 | 2.893064498901367 | -6.759090909090907e-05 | 3.9887172596314473 | 0.3466341495513916 | 18.198852062225342 | -5.706818181818181e-05 | 2.6960269967428605 | 0.6324865818023682 | 9.981207132339478 | 0.002241681818181823 | 1.6734030710854073 | 0.36623668670654297 | 21.386961221694946 | -0.005683681818181817 | 1.4974418116512045 | 0.5262064933776855 | 33.29036855697632 | 0.8516609392898056 |
| 30 | variable | signed_flow_usd | q01 | 0 | -0.3 | 42.820411904761905 | 0.17006917808488203 | 0.6664166666666667 | -0.5069119047619068 | 2.980621829717467 | 0.6603052616119385 | 12.792468309402466 | 0.001583333333333381 | 2.032878826608706 | 0.503838062286377 | 6.519644260406494 | 8.88571428571428e-05 | 2.9079711204283094 | 0.34137678146362305 | 20.078964710235596 | -8.45952380952381e-05 | 3.883041557372122 | 0.6620261669158936 | 24.115764141082764 | -5.604761904761901e-05 | 3.5683053833470466 | 0.28932738304138184 | 15.641886711120605 | 0.002226714285714304 | 1.6572439433733601 | 0.36083459854125977 | 29.425859451293945 | -0.005953261904761899 | 1.528295286353803 | 0.4927654266357422 | 33.45795702934265 | 0.9520364415862815 |
| 31 | calibration | — | — | 0 | 0.25 | 42.57321666666667 | 0.16552660110871323 | 0.66685 | 0.5346833333333336 | 3.2301958099300827 | 0.49646782875061035 | 33.74837946891785 | -0.0018500000000000183 | 2.4369343527175156 | 0.49646782875061035 | 33.74837946891785 | -9.290476190476182e-05 | 3.9730455266436846 | 0.3266315460205078 | 1.5879690647125244 | -9.607142857142865e-05 | 6.327958034065235 | 0.35287904739379883 | 32.24063181877136 | -6.776190476190472e-05 | 3.1648567922194326 | 0.25307202339172363 | 39.325095415115356 | 0.00224161904761902 | 1.7466596143573143 | 0.25196385383605957 | 38.94743227958679 | 0.005553357142857141 | 1.4771204590771552 | 0.47237229347229004 | 36.235506772994995 | 0.9670384138785608 |
| 32 | calibration | — | — | 1 | -0.25 | 42.799016417910444 | 0.15205828379522998 | 0.6664626865671641 | -0.45761641791044383 | 3.0094803550899942 | 0.6805217266082764 | 29.735915184020996 | 0.0015373134328359184 | 2.223880407425976 | 0.5008161067962646 | 22.045663118362427 | 9.085074626865686e-05 | 4.082113967452792 | 0.8228650093078613 | 37.87833309173584 | -7.741791044776122e-05 | 2.5567456975646676 | 0.34302473068237305 | 39.852888345718384 | 5.9970149253731346e-05 | 3.2895198160329677 | 0.6945490837097168 | 16.78985571861267 | -0.0021423283582089336 | 1.6145359215867714 | 0.49051475524902344 | 31.412715673446655 | 0.0056875522388059666 | 1.5005033277311288 | 0.513178825378418 | 22.86259412765503 | 0.8521439132577614 |
| 33 | variable | mid_price | q99 | 0 | 0.16428793257530794 | 42.621274418604656 | 0.15892652696607693 | 0.6667023255813953 | 0.4329255813953452 | 2.724061172542666 | 0.49526548385620117 | 1.698652982711792 | -0.0016023255813952808 | 2.2325459627492807 | 0.272113561630249 | 21.101546049118042 | 9.486046511627915e-05 | 5.498303340350042 | 0.33365678787231445 | 0.9415743350982666 | -6.05348837209302e-05 | 2.67731484931064 | 0.33736228942871094 | 4.383643388748169 | 6.890697674418605e-05 | 3.8387012822622117 | 0.656806468963623 | 24.80904793739319 | -0.002186302325581424 | 1.6774700374983926 | 0.3717193603515625 | 16.572526693344116 | 0.006055279069767432 | 1.578549787030373 | 0.3248295783996582 | 4.222764730453491 | 0.6381466045599403 |
| 34 | variable | large_print_cnt | q50 | 0 | -0.031214341021100704 | 42.76831162790698 | 0.1374544274741036 | 0.666479069767442 | -0.31041162790697996 | 2.2582875911033238 | 0.5036659240722656 | 10.414268493652344 | -0.0014790697674419429 | 2.386899086163614 | 0.32610464096069336 | 38.22054314613342 | -0.00010483720930232557 | 4.442200798375172 | -2.1428656578063965 | 37.18785858154297 | -6.674418604651162e-05 | 2.9882153447309725 | 0.3285238742828369 | 0.14542412757873535 | 5.744186046511627e-05 | 3.152023359627365 | 0.4912838935852051 | 34.735793352127075 | 0.0021617209302325358 | 1.6484111569628104 | 0.32513928413391113 | 7.538972616195679 | -0.005827000000000002 | 1.5477846901013903 | 0.4893069267272949 | 19.23682165145874 | 0.6366459627329193 |
| 35 | variable | vwap_drift | q99 | 0 | 0.2724107859133018 | 42.74307142857143 | 0.1496024740941872 | 0.6665464285714285 | 0.5060285714285655 | 3.382487986862961 | 0.3388211727142334 | 36.560590744018555 | -0.0017464285714285932 | 2.588098694616804 | 0.32880067825317383 | 25.999507427215576 | -8.194642857142862e-05 | 2.5128017362385227 | 0.3339719772338867 | 31.050703287124634 | -8.626785714285713e-05 | 5.031399131076803 | 0.24886155128479004 | 17.23580574989319 | -6.601785714285718e-05 | 3.044888503499328 | 0.6715376377105713 | 13.618391513824463 | 0.002257732142857155 | 1.703474456887288 | 0.3261253833770752 | 15.115758895874023 | -0.0058709285714285755 | 1.5422942388662013 | 0.49590182304382324 | 25.338244438171387 | 0.9499068515835238 |
| 36 | variable | trade_count | q01 | 0 | -0.088515861594095 | 42.94770338983051 | 0.15697157787222377 | 0.6662949152542371 | -0.3608033898305081 | 2.2985268716875944 | 0.7429890632629395 | 18.754427909851074 | 0.0014050847457628413 | 1.9578259233439532 | 0.4987506866455078 | 8.156275510787964 | 8.028813559322033e-05 | 2.619369138700864 | 1.0140371322631836 | 12.171675682067871 | -8.77966101694915e-05 | 3.577337829280496 | 0.2726106643676758 | 22.664849519729614 | -6.277966101694911e-05 | 3.933881924527794 | 0.3445718288421631 | 29.912949085235596 | 0.002211135593220337 | 1.7063093118001935 | 0.32399773597717285 | 29.424805402755737 | -0.005838661016949149 | 1.5488001265398137 | 0.33725452423095703 | 33.435051918029785 | 0.9144787644787646 |
| 37 | variable | large_print_cnt | q01 | 0 | -0.03959941549062887 | 42.887026666666664 | 0.1669449016225946 | 0.6663866666666667 | 0.289673333333333 | 1.7351433348242373 | 0.3265700340270996 | 33.6032919883728 | -0.0014866666666666362 | 1.9682941823208548 | 0.362717866897583 | 4.98370885848999 | -8.91111111111111e-05 | 3.800444259212866 | 0.33701419830322266 | 1.3156614303588867 | -8.266666666666665e-05 | 3.696637147433691 | 0.5112807750701904 | 32.06152296066284 | -6.666666666666667e-05 | 2.944234357191925 | 0.49344372749328613 | 37.939414262771606 | 0.0022047999999999512 | 1.666023995693764 | 0.3302650451660156 | 28.94991374015808 | -0.005938577777777777 | 1.5713817875421925 | 0.48658084869384766 | 25.16300106048584 | 0.9276807980049875 |
| 38 | variable | trade_count | q01 | 2 | -0.088515861594095 | 42.865404444444444 | 0.1720236468958791 | 0.6664222222222222 | -0.32390444444444455 | 1.8829065090132318 | 0.5049540996551514 | 35.46235489845276 | -0.0014222222222222136 | 1.8443727446913616 | 0.3544657230377197 | 13.596254825592041 | 8.362222222222206e-05 | 3.1937161204061923 | 0.6478803157806396 | 36.89742946624756 | 7.051111111111108e-05 | 2.3655100590371747 | 0.33945274353027344 | 22.45986294746399 | 6.724444444444446e-05 | 3.8323944173397213 | 0.32775092124938965 | 6.061629772186279 | 0.0021817111111110954 | 1.6605695207410704 | 0.5038700103759766 | 29.78173589706421 | 0.005618800000000007 | 1.449635662399879 | 0.4924650192260742 | 26.474385261535645 | 0.8432102046239714 |
| 39 | variable | wallet_entropy | q01 | 0 | -0.2179963070460724 | 42.80558837209303 | 0.17098232223231305 | 0.6665325581395349 | -0.40408837209302817 | 2.363334213837585 | 0.4946713447570801 | 24.786481142044067 | 0.0013674418604651128 | 1.744707268068506 | 0.4530603885650635 | 33.123305797576904 | 0.00011676744186046503 | 5.446833798435247 | 0.32772183418273926 | 1.8037049770355225 | 7.104651162790699e-05 | 3.323846392002077 | 0.2731046676635742 | 30.945846796035767 | 8.055813953488373e-05 | 4.590467835411564 | 0.26207923889160156 | 24.397000551223755 | 0.00228860465116279 | 1.753999445056667 | 0.5001556873321533 | 37.857858657836914 | -0.005912581395348834 | 1.546479516130054 | 0.3336756229400635 | 4.634178161621094 | 0.608444532961562 |
| 40 | calibration | — | — | 1 | 0.1 | 42.669401639344265 | 0.15902857923563957 | 0.6666590163934426 | 0.3813983606557372 | 2.398300748764174 | 0.340317964553833 | 13.265605926513672 | -0.0015590163934425805 | 2.185254357506519 | 0.340317964553833 | 13.265605926513672 | -9.447540983606537e-05 | 3.6214297603681835 | 0.3194406032562256 | 38.46589541435242 | -7.506557377049165e-05 | 3.6885606102665442 | 0.3644888401031494 | 11.729790687561035 | 6.670491803278695e-05 | 3.666825402553297 | 0.16050243377685547 | 31.886727809906006 | 0.0021613770491803186 | 1.6539088363598955 | 0.3276848793029785 | 8.5685396194458 | -0.005615196721311475 | 1.4658070817514222 | 0.3320341110229492 | 12.596537590026855 | 0.7945514488981434 |
| 41 | variable | large_print_cnt | q50 | 2 | -0.031214341021100704 | 42.747600000000006 | 0.16892579238628205 | 0.6665809523809524 | 0.3059999999999974 | 1.8114462905715913 | 0.32756710052490234 | 21.685353755950928 | -0.0014809523809523606 | 1.9124796152185408 | 0.3426682949066162 | 11.08468747138977 | -9.269047619047625e-05 | 3.797889728829026 | 0.3461768627166748 | 3.206967830657959 | -7.590476190476195e-05 | 4.834455608961453 | 0.3570694923400879 | 20.32236957550049 | -7.761904761904761e-05 | 4.3125013251359015 | 0.3730895519256592 | 28.00623345375061 | 0.0021916190476190256 | 1.7299314521548497 | 0.33454298973083496 | 0.17956948280334473 | 0.005676500000000001 | 1.5087183259956773 | 0.253420352935791 | 4.356039047241211 | 0.8189057282301566 |
| 42 | calibration | — | — | 2 | 0.25 | 42.75018333333334 | 0.13391470795971755 | 0.6665142857142856 | 0.5164166666666574 | 3.8563102928320543 | 0.5158941745758057 | 1.6096692085266113 | -0.0017142857142856682 | 2.90644100164611 | 0.5158941745758057 | 1.6096692085266113 | 0.00011790476190476194 | 4.101035548271522 | 0.26923108100891113 | 35.888710260391235 | -6.809523809523808e-05 | 2.524205972165596 | 0.7425000667572021 | 30.796905040740967 | -7.895238095238097e-05 | 4.407361616269866 | 0.3840506076812744 | 33.7885046005249 | 0.002205357142857106 | 1.6936128809289375 | 0.34028029441833496 | 7.43314528465271 | -0.005895190476190481 | 1.562616861878973 | -2.1893157958984375 | 11.377814769744873 | 0.5775444264943455 |
| 43 | variable | large_print_cnt | q50 | 1 | -0.031214341021100704 | 42.913130232558146 | 0.1566868310978333 | 0.6664139534883722 | 0.33266976744185683 | 2.1231507786008 | 0.34748363494873047 | 27.575251579284668 | -0.0015139534883721328 | 2.1761745877586596 | 0.34748363494873047 | 27.575251579284668 | 7.972093023255822e-05 | 2.8071328331108636 | 0.49154162406921387 | 32.60307216644287 | 5.41395348837209e-05 | 2.4260979946261427 | -2.3660552501678467 | 18.21493363380432 | 6.648837209302327e-05 | 2.600144073283804 | 0.33767271041870117 | 11.566372156143188 | 0.0022745813953488347 | 1.7062276575712627 | 0.34378910064697266 | 15.098592758178711 | -0.005750627906976748 | 1.5251419237853554 | 0.49014711380004883 | 26.904680728912354 | 0.6791131855309207 |
| 44 | variable | mid_price | q50 | 0 | -0.0012794443439905418 | 42.92760819672132 | 0.15219278897103142 | 0.666311475409836 | 0.32259180327867654 | 2.1196260707205985 | 0.32875847816467285 | 35.54295516014099 | -0.0015114754098360939 | 2.202718059596387 | 0.32875847816467285 | 35.54295516014099 | -8.027868852459024e-05 | 3.2801314025079398 | 0.4918704032897949 | 24.015289783477783 | 6.452459016393448e-05 | 2.476997695410272 | 0.3392341136932373 | 23.478472471237183 | 6.445901639344262e-05 | 3.13945369189814 | 0.3742649555206299 | 9.397039651870728 | 0.002181704918032795 | 1.667047974899569 | 0.32373642921447754 | 23.01477813720703 | -0.005583377049180334 | 1.4517098834254751 | 0.5156142711639404 | 34.85372614860535 | 0.8037574024913211 |
| 45 | variable | large_print_cnt | q99 | 0 | 0.3 | 42.9080159090909 | 0.15552748214205195 | 0.6664272727272728 | 0.5707840909091004 | 3.669988628683459 | 0.36849331855773926 | 34.75746297836304 | -0.0019272727272727774 | 2.7527825011984723 | 0.33096885681152344 | 6.23530912399292 | 8.363636363636353e-05 | 2.9127199062977995 | 0.4980733394622803 | 13.052539825439453 | 6.461363636363641e-05 | 3.1075455513215506 | 0.8366153240203857 | 28.407851934432983 | -6.520454545454543e-05 | 2.9889908923066373 | 0.5017538070678711 | 2.771885871887207 | 0.002119477272727266 | 1.600379632529813 | 0.3287680149078369 | 30.122992038726807 | 0.005916454545454548 | 1.558833914954058 | 0.49663329124450684 | 29.56837749481201 | 0.7725543478260886 |
| 46 | variable | wallet_entropy | q01 | 2 | -0.2179963070460724 | 43.16937045454545 | 0.1730892604456199 | 0.665990909090909 | -0.4259704545454497 | 2.4609872007586424 | 0.4992220401763916 | 36.0899760723114 | 0.0015090909090910154 | 1.9216129461752693 | 0.4936869144439697 | 25.615560054779053 | -8.211363636363624e-05 | 3.2187123916337734 | 0.33746957778930664 | 39.151336431503296 | -7.688636363636361e-05 | 3.5495573075463778 | 0.3637425899505615 | 23.083402395248413 | -5.656818181818185e-05 | 4.299445140610909 | 0.3293771743774414 | 16.412282705307007 | -0.002155772727272798 | 1.650007391733322 | 0.49399447441101074 | 35.59598159790039 | 0.006109590909090908 | 1.6043555945464085 | 0.49535560607910156 | 37.585928201675415 | 0.9363409908663172 |
| 47 | variable | vwap_drift | q50 | 2 | -0.0012946417918777676 | 43.02346888888889 | 0.16775499704062086 | 0.666171111111111 | 0.3032311111111099 | 1.8075831805933287 | 0.24718689918518066 | 15.903647184371948 | -0.0014711111111110897 | 1.9036984035285278 | 0.24718689918518066 | 15.903647184371948 | -9.675555555555568e-05 | 3.5491229160900493 | 0.33594417572021484 | 2.021709442138672 | -0.0001005111111111111 | 5.602958278750203 | 0.5032405853271484 | 30.289700508117676 | -6.891111111111115e-05 | 3.566102054080199 | 0.3712589740753174 | 16.027855157852173 | 0.002146288888888903 | 1.6245594624559758 | 0.32395029067993164 | 0.8795468807220459 | -0.005858711111111109 | 1.5285013304625583 | 0.49215221405029297 | 4.880737781524658 | 0.9626354189697117 |
| 48 | calibration | — | — | 1 | -0.1 | 43.004272881355945 | 0.1554136686946213 | 0.6662881355932204 | -0.31027288135594233 | 1.9964323856584985 | 0.5073409080505371 | 30.33994698524475 | -0.0013881355932203743 | 1.9916222133202393 | 0.3247029781341553 | 2.649740219116211 | 9.244067796610172e-05 | 3.3598308011934956 | 0.6936604976654053 | 25.978879928588867 | -6.471186440677973e-05 | 2.109905619295835 | 0.33748602867126465 | 30.165664196014404 | -5.916949152542369e-05 | 3.249978149469141 | 0.33030128479003906 | 31.87452244758606 | 0.0021907118644067802 | 1.6674252645682899 | 0.3260061740875244 | 18.977399349212646 | -0.005606152542372882 | 1.4477353734014702 | 0.48706984519958496 | 12.51001501083374 | 0.7000366703337005 |
| 49 | calibration | — | — | 2 | 0.5 | 42.97352909090908 | 0.1590356274238027 | 0.6662236363636364 | 0.68257090909092 | 4.29193709703792 | 0.5109560489654541 | 3.233977794647217 | -0.0019236363636363496 | 2.7057496181710214 | 0.326674222946167 | 3.418259620666504 | 0.00015101818181818182 | 8.492265444587606 | 0.28959155082702637 | 0.06719422340393066 | 6.405454545454548e-05 | 2.2213512153548987 | 0.6629269123077393 | 18.296894073486328 | 6.77454545454546e-05 | 3.211217113203079 | 0.4942817687988281 | 11.476470232009888 | 0.0022310363636363906 | 1.70869654917053 | 0.32471537590026855 | 6.350888967514038 | -0.005905509090909096 | 1.5367130702776208 | 0.4920952320098877 | 20.78262972831726 | 0.4241512159884423 |
| 50 | calibration | — | — | 0 | -0.25 | 43.32065714285714 | 0.14807472396581092 | 0.6658714285714286 | -0.42825714285713445 | 2.892169111562991 | 0.37448978424072266 | 21.533843755722046 | 0.0014285714285714457 | 2.1794131485205965 | 0.37423133850097656 | 19.91745400428772 | -8.500000000000011e-05 | 2.843279643375727 | 0.5164570808410645 | 36.77725028991699 | -7.080952380952377e-05 | 3.364218953320638 | 0.3288102149963379 | 3.5970942974090576 | 6.457142857142856e-05 | 3.539721998312409 | 0.5067081451416016 | 34.277738094329834 | 0.002262619047619041 | 1.7639462686725529 | 0.34467029571533203 | 16.51586151123047 | -0.005639333333333333 | 1.5163490132439457 | 0.48925352096557617 | 29.27896475791931 | 0.8330532212885138 |
| 51 | variable | trade_count | q99 | 1 | 0.3 | 43.165222916666664 | 0.1498332687795327 | 0.6660083333333333 | 0.5536770833333335 | 3.6952880214341697 | 0.5133321285247803 | 19.10912585258484 | -0.0018083333333333007 | 2.6996649204219088 | 0.5133321285247803 | 19.10912585258484 | 6.910416666666664e-05 | 2.028850156494193 | 0.6617047786712646 | 5.982085227966309 | -7.316666666666669e-05 | 3.146488586397479 | 0.32548069953918457 | 19.786580085754395 | -6.777083333333334e-05 | 3.660562023619812 | 0.32717108726501465 | 1.267606496810913 | 0.0023146041666666783 | 1.7780846251184765 | 0.3340604305267334 | 35.53241777420044 | -0.006061479166666665 | 1.6185088139761394 | 0.4898240566253662 | 39.53914475440979 | 0.9444760820045551 |
| 52 | variable | vwap_drift | q50 | 0 | -0.0012946417918777676 | 43.40645238095238 | 0.14981116723283466 | 0.6656571428571428 | 0.3240476190476187 | 2.1630404797793736 | 0.33624839782714844 | 38.45911526679993 | -0.0014571428571428235 | 2.1871095710690547 | 0.33624839782714844 | 38.45911526679993 | -8.523809523809515e-05 | 3.2631597002687087 | 0.3270583152770996 | 8.056299686431885 | -8.909523809523816e-05 | 5.07557012123811 | 0.3257558345794678 | 26.427141189575195 | -8.290476190476187e-05 | 4.802233315930595 | 0.3343780040740967 | 22.468092918395996 | 0.002295690476190493 | 1.7817119163571602 | 0.33789610862731934 | 33.7885217666626 | -0.0059970714285714315 | 1.555613653913005 | 0.5226106643676758 | 37.76060223579407 | 0.9567076429716712 |
| 53 | calibration | — | — | 0 | 0.1 | 43.420639534883726 | 0.13729852069789497 | 0.6656325581395349 | 0.39376046511627294 | 2.8679148407045436 | 0.3604090213775635 | 20.094597816467285 | -0.0016325581395348898 | 2.656956929227141 | 0.3604090213775635 | 20.094597816467285 | 0.00010495348837209306 | 4.783974696423268 | 0.43909597396850586 | 35.505768060684204 | -7.513953488372087e-05 | 2.451716809861886 | 0.3289916515350342 | 34.64431881904602 | -5.2883720930232573e-05 | 3.4701747807994274 | 0.12945818901062012 | 30.257359266281128 | 0.0020637906976744558 | 1.5796541414904504 | 0.33088159561157227 | 7.71380877494812 | -0.005675837209302332 | 1.5136869919938236 | 0.3231089115142822 | 1.16682767868042 | 0.7159317527143798 |
| 54 | variable | mid_price | q01 | 1 | -0.15443057611241517 | 43.48365227272728 | 0.15514232833204852 | 0.6656363636363637 | -0.3713522727272789 | 2.3936231763421767 | 0.5002322196960449 | 8.251256704330444 | -0.001536363636363669 | 2.2290937022639574 | 0.32653284072875977 | 27.6833393573761 | -8.511363636363632e-05 | 3.6772511264238625 | 0.32347965240478516 | 13.523254871368408 | 6.897727272727296e-05 | 2.828387975016274 | 1.0163092613220215 | 17.4820613861084 | 6.763636363636363e-05 | 2.791749754042238 | 1.0081634521484375 | 21.33332347869873 | 0.0022523181818182025 | 1.6924275491026046 | 0.36754584312438965 | 4.724889516830444 | -0.005969409090909098 | 1.5789969570015299 | 0.5069785118103027 | 8.75148892402649 | 0.8104138851802435 |
| 55 | variable | mid_price | q50 | 1 | -0.0012794443439905418 | 43.36416271186441 | 0.15056446887483427 | 0.6658406779661018 | 0.35633728813559173 | 2.366675821981735 | 0.3349590301513672 | 17.303173065185547 | -0.0015406779661018 | 2.2953081806067064 | 0.3349590301513672 | 17.303173065185547 | -7.330508474576256e-05 | 2.975797522568685 | 0.4909989833831787 | 31.98553156852722 | 5.979661016949152e-05 | 2.2657693152961156 | 0.29333949089050293 | 12.634613275527954 | 6.0898305084745754e-05 | 3.320149432975367 | 0.8453419208526611 | 29.302236080169678 | 0.0021422033898305104 | 1.6292108529539862 | 0.3216555118560791 | 4.189035177230835 | 0.005700847457627122 | 1.4728822798557308 | 0.33463382720947266 | 0.8455615043640137 | 0.8157225433526027 |
| 56 | variable | mid_price | q01 | 2 | -0.15443057611241517 | 43.388490476190476 | 0.16193916525235755 | 0.6657595238095237 | -0.36729047619047606 | 2.2680768770056936 | 0.5061557292938232 | 18.068397283554077 | -0.001559523809523733 | 2.137318250907678 | 0.3472728729248047 | 27.573983669281006 | -8.266666666666654e-05 | 2.999418325526728 | 40.00116038322449 | -7.338095238095237e-05 | 4.622149602702458 | 0.5184814929962158 | 17.54991579055786 | -6.07380952380952e-05 | 2.906754942095864 | 0.5088095664978027 | 10.879587411880493 | 0.002211261904761924 | 1.659260568366242 | 0.3272831439971924 | 12.388981342315674 | -0.0056327142857142826 | 1.5133565847310095 | 0.3267357349395752 | 26.9213228225708 | 0.887672811059909 | |
| 57 | calibration | — | — | 2 | -0.1 | 43.28410930232558 | 0.17209715321882835 | 0.6659093023255813 | -0.3351093023255842 | 1.947210026765983 | 0.520693302154541 | 13.494155883789062 | -0.0014093023255813408 | 1.8083510640338212 | 0.3528621196746826 | 7.02449107170105 | -8.513953488372078e-05 | 2.424741532733406 | 0.3275771141052246 | 38.09148955345154 | -8.51162790697675e-05 | 4.041301042796453 | 0.32320713996887207 | 37.59461164474487 | -6.597674418604648e-05 | 5.313759082536441 | 0.5163638591766357 | 19.011407613754272 | 0.0021370000000000278 | 1.643811386935711 | 0.3570852279663086 | 31.103293657302856 | 0.005692255813953488 | 1.497370577440291 | 0.32773876190185547 | 17.18642234802246 | 0.9997268505872736 |
| 58 | variable | mid_price | q99 | 2 | 0.16428793257530794 | 43.234119047619046 | 0.17266314884920198 | 0.6659261904761904 | 0.44988095238095127 | 2.605541225092922 | 0.4935727119445801 | 32.95500326156616 | -0.0017261904761903812 | 2.1871804229082117 | 0.33367300033569336 | 6.595964193344116 | -8.945238095238103e-05 | 4.004973181187848 | 0.3326284885406494 | 2.9270284175872803 | -8.54047619047618e-05 | 4.067319563235588 | 0.334367036819458 | 31.45186948776245 | -7.726190476190476e-05 | 3.583841753887845 | 0.3231947422027588 | 39.271828174591064 | -0.0021937619047619206 | 1.6544515521535668 | -2.3451695442199707 | 16.541462182998657 | 0.006015857142857139 | 1.5505430371225848 | 0.5162544250488281 | 24.986872673034668 | 0.9547511312217174 |
| 59 | variable | large_print_cnt | q99 | 2 | 0.3 | 43.369503448275864 | 0.15604717121204664 | 0.6657293103448274 | 0.5500965517241383 | 3.5251940003233555 | 0.49407124519348145 | 21.988901615142822 | -0.0018293103448273618 | 2.6206799348851058 | 0.3486206531524658 | 3.7284791469573975 | 7.508620689655168e-05 | 3.411274013486683 | 0.5061213970184326 | 37.95692682266235 | -5.7000000000000084e-05 | 1.85370290014693 | 0.37672901153564453 | 39.33037304878235 | 7.260344827586206e-05 | 4.293665231878527 | 0.31978869438171387 | 18.523899793624878 | -0.0020584827586206944 | 1.5476532861835752 | 0.48940181732177734 | 22.482972860336304 | 0.0055881551724137925 | 1.4448518673833213 | 0.3448915481567383 | 34.9853994846344 | 0.7591274397244562 |
| 60 | calibration | — | — | 0 | -0.5 | 43.59383653846154 | 0.16225209258914416 | 0.6654692307692307 | -0.6232365384615406 | 3.8411617903733566 | 0.8482840061187744 | 39.16132950782776 | 0.0016307692307693245 | 2.248585510557819 | 0.6634750366210938 | 10.495976448059082 | 8.288461538461542e-05 | 4.404632643844039 | 0.4999058246612549 | 10.158646821975708 | 6.31346153846154e-05 | 2.446838567347802 | 0.34610629081726074 | 28.314684867858887 | 7.917307692307691e-05 | 4.2962614545505575 | 0.8384890556335449 | 26.3736891746521 | 0.0021650769230769362 | 1.6687374037866713 | 0.32704663276672363 | 35.65019464492798 | -0.005710038461538464 | 1.490339225314867 | 0.32666850090026855 | 3.2061266899108887 | 0.7617169373549882 |
| 61 | variable | large_print_cnt | q01 | 1 | -0.03959941549062887 | 43.237446511627915 | 0.15187219588581688 | 0.6658976744186047 | 0.2998534883720865 | 1.974380409943683 | 0.32805705070495605 | 11.385520935058594 | -0.0013976744186047219 | 2.091121130837745 | 0.3242049217224121 | 3.4123775959014893 | -8.38139534883721e-05 | 3.223807041694191 | 0.4914407730102539 | 36.90829133987427 | -6.925581395348832e-05 | 3.6962117721517154 | 0.32810497283935547 | 11.878418684005737 | 7.081395348837216e-05 | 3.8374725364229074 | 0.2631101608276367 | 20.910568952560425 | 0.002266860465116316 | 1.7588623440337605 | 0.36124491691589355 | 9.339450359344482 | -0.006056697674418604 | 1.588266877137826 | 0.5155954360961914 | 10.695983648300171 | 0.826304106548279 |
| 62 | variable | trade_count | q01 | 1 | -0.088515861594095 | 43.20843111111111 | 0.13654605217812824 | 0.6659933333333333 | -0.32983111111111185 | 2.415530188165658 | 0.5063984394073486 | 12.369695901870728 | -0.0014933333333333465 | 2.5163774512246833 | 0.5050783157348633 | 0.7769289016723633 | 8.600000000000003e-05 | 3.300215083221588 | 0.3253214359283447 | 15.635671138763428 | -7.486666666666657e-05 | 4.31521106899797 | 0.16126394271850586 | 17.76766276359558 | -7.402222222222221e-05 | 3.922560564458219 | 0.33669233322143555 | 25.49027419090271 | 0.002277888888888857 | 1.7485507810870342 | 0.3291325569152832 | 6.640698432922363 | -0.005796866666666664 | 1.526442841555507 | 0.3708052635192871 | 18.435697078704834 | 0.8705426356589133 |
| 63 | variable | large_print_cnt | q01 | 2 | -0.03959941549062887 | 43.16453333333333 | 0.16205863575330448 | 0.6660186666666666 | 0.29716666666666924 | 1.8336984344298346 | 0.33504366874694824 | 36.64319562911987 | -0.0015186666666666682 | 2.1056374427247584 | 0.33504366874694824 | 36.64319562911987 | 8.730666666666674e-05 | 3.049378247751442 | 0.677588701248169 | 23.234666109085083 | -7.798666666666669e-05 | 3.135765277074764 | 0.3274259567260742 | 24.553379774093628 | -6.644e-05 | 3.682899669474907 | 0.5051424503326416 | 30.434715032577515 | 0.002113066666666663 | 1.6074634286180511 | 0.3549785614013672 | 24.074347257614136 | 0.00561410666666666 | 1.4701322561594576 | 0.4073219299316406 | 0.14199590682983398 | 0.8932498472816122 |
| 64 | variable | vwap_drift | q01 | 1 | -0.26166519964334306 | 43.141958139534886 | 0.14841625347047804 | 0.6660581395348836 | -0.44855813953488877 | 3.022297956228311 | 0.6848618984222412 | 5.756773471832275 | 0.0015418604651163959 | 2.3428000628428016 | 0.5197827816009521 | 5.9218525886535645 | 8.939534883720937e-05 | 3.039480787109755 | -2.0864310264587402 | 31.13541316986084 | -6.820930232558152e-05 | 2.7013620168317454 | 0.3340580463409424 | 2.00722336769104 | 6.216279069767448e-05 | 2.439628312538963 | 0.32488012313842773 | 1.5199530124664307 | 0.0022368837209302828 | 1.6884310970533167 | 0.3606131076812744 | 12.817188262939453 | -0.005970372093023257 | 1.5694754686833445 | 0.39946842193603516 | 26.32192873954773 | 0.7630072840790851 |
| 65 | calibration | — | — | 2 | -0.25 | 42.96079318181818 | 0.17311566600729303 | 0.6662931818181819 | -0.442493181818179 | 2.556055104796452 | 0.6924862861633301 | 8.19718885421753 | 0.0015068181818180815 | 1.9398656705120523 | 0.5054588317871094 | 8.19718885421753 | 8.861363636363635e-05 | 3.3148877979548264 | 0.680931806564331 | 38.359779357910156 | 6.465909090909092e-05 | 2.1878693403690916 | 0.667776346206665 | 12.022655248641968 | 6.443181818181819e-05 | 3.5225817915848108 | 0.3641993999481201 | 7.6683878898620605 | 0.002246909090909077 | 1.6999735453351466 | 0.33736729621887207 | 20.86879563331604 | -0.005757181818181821 | 1.5010819465406489 | 0.5026006698608398 | 24.86199688911438 | 0.7296742754552451 |
| 66 | variable | large_print_cnt | q99 | 1 | 0.3 | 42.78250952380953 | 0.1763328465330268 | 0.6665619047619048 | 0.5452904761904733 | 3.0923930901798347 | 0.3234684467315674 | 15.41738510131836 | -0.0017619047619048533 | 2.2198312992317586 | 0.2682628631591797 | 5.389307022094727 | 0.00010638095238095242 | 5.01990785573608 | 0.25298428535461426 | 2.6703436374664307 | 7.29523809523809e-05 | 3.574340423704452 | 0.3482828140258789 | 31.972611665725708 | 6.533333333333334e-05 | 3.1718579969994822 | 0.5125608444213867 | 25.29859757423401 | 0.0021532380952380414 | 1.6434934035880682 | 0.33514952659606934 | 28.807939529418945 | 0.005776333333333335 | 1.5314628509466612 | 0.519118070602417 | 25.463255405426025 | 0.6857654431512974 |
| 67 | variable | trade_count | q99 | 0 | 0.3 | 43.03154666666667 | 0.1578363609002126 | 0.66614 | 0.5361533333333313 | 3.396893657934108 | 0.4055304527282715 | 31.234514951705933 | -0.0017399999999999638 | 2.4532198912070875 | 0.32068347930908203 | 4.0032734870910645 | -8.698333333333327e-05 | 3.007812381205138 | 0.4935002326965332 | 37.57001805305481 | -8.209999999999999e-05 | 4.239305478667198 | 0.49419188499450684 | 12.905421018600464 | -6.125e-05 | 4.129278647128351 | 0.4970707893371582 | 6.170523405075073 | -0.002070650000000007 | 1.5946294281782485 | 0.4107246398925781 | 31.640045404434204 | 0.005808816666666664 | 1.5361296136246292 | 0.45032262802124023 | 33.32970690727234 | 0.9438589768154825 |
| 68 | calibration | — | — | 1 | 0.25 | 43.25806511627906 | 0.16131700249742434 | 0.6658651162790697 | 0.5150348837209364 | 3.192688159012623 | 0.5001211166381836 | 12.587418556213379 | -0.0017651162790697228 | 2.448998785765194 | 0.33619046211242676 | 12.587418556213379 | -9.797674418604639e-05 | 4.42372676338468 | 0.33632349967956543 | 3.1125800609588623 | -8.323255813953495e-05 | 5.051106001273122 | 0.8162403106689453 | 23.48015594482422 | -7.655813953488371e-05 | 4.520255483817399 | 0.6540367603302002 | 12.757610559463501 | -0.0021232558139535063 | 1.6292719337843378 | 0.5175302028656006 | 6.658677339553833 | 0.0060176511627907 | 1.5659834934892771 | 0.3386406898498535 | 4.471278429031372 | 0.849513410871115 |
| 69 | variable | wallet_entropy | q99 | 1 | 0.3 | 43.44282619047619 | 0.1673780921824315 | 0.6656761904761905 | 0.5723738095238105 | 3.4196459169815325 | 0.3723571300506592 | 4.573625087738037 | -0.0018761904761905868 | 2.5127162663018656 | 0.2710282802581787 | 9.843161582946777 | 0.00010730952380952379 | 5.052611206308217 | 0.3269989490509033 | 37.14578723907471 | -8.50714285714286e-05 | 3.2361143551901885 | 0.332287073135376 | 39.151161909103394 | -7.690476190476192e-05 | 3.5567683293564714 | 0.5084197521209717 | 19.99749255180359 | 0.0020915952380952674 | 1.6657475752539679 | 0.3255748748779297 | 15.172344207763672 | 0.005873595238095233 | 1.5427168317139992 | 0.2630650997161865 | 6.429233074188232 | 0.7927668071888179 |
| 70 | variable | vwap_drift | q99 | 1 | 0.2724107859133018 | 43.64945454545455 | 0.1352907969969356 | 0.6654886363636364 | 0.5769454545454451 | 4.2644841138641025 | 0.4900188446044922 | 29.315115928649902 | -0.0019886363636364424 | 3.3436180768248422 | 0.3262362480163574 | 29.315115928649902 | 0.0001021136363636364 | 4.109696661116454 | 0.6291234493255615 | 33.798929929733276 | -6.656818181818174e-05 | 2.6940227838653867 | 0.2644963264465332 | 37.036776304244995 | 7.588636363636367e-05 | 3.5348655295251077 | 0.6784398555755615 | 15.370400428771973 | 0.002222204545454576 | 1.684806016231409 | 0.33300328254699707 | 6.374955415725708 | 0.0056668863636363635 | 1.4994873187125504 | 0.49021267890930176 | 3.05297589302063 | 0.6519029601602483 |
| 71 | variable | trade_count | q99 | 2 | 0.3 | 43.89999516129033 | 0.15886279678512924 | 0.6650612903225805 | 0.5712048387096758 | 3.5955859412588715 | 0.5165712833404541 | 37.018596172332764 | -0.0018612903225805333 | 2.637922743682561 | 0.3545238971710205 | 37.018596172332764 | -8.053225806451618e-05 | 3.2406906962187025 | 0.3443741798400879 | 33.52177715301514 | 6.943548387096767e-05 | 2.810868523327682 | 1.0071372985839844 | 26.88061261177063 | 5.7080645161290266e-05 | 3.293906328796136 | 0.4917018413543701 | 18.88643717765808 | 0.002099838709677393 | 1.6054313563250802 | 0.325120210647583 | 24.552430629730225 | 0.0056995645161290395 | 1.5057004200636224 | 0.33100366592407227 | 21.219740390777588 | 0.8622070899258949 |
| 72 | variable | wallet_entropy | q50 | 2 | -0.013976204230621795 | 44.12879999999999 | 0.13748588672157963 | 0.6647785714285714 | 0.3247000000000071 | 2.361696954812181 | 0.43280935287475586 | 16.850544691085815 | -0.0014785714285714402 | 2.452094928872698 | 0.3246617317199707 | 0.4174976348876953 | 6.488095238095244e-05 | 1.85409460529831 | 0.345989465713501 | 4.524056911468506 | -7.104761904761902e-05 | 3.247871076207393 | 0.4936690330505371 | 6.537446975708008 | -7.276190476190476e-05 | 4.434484286652813 | 0.37349748611450195 | 12.013832330703735 | -0.0021190000000000098 | 1.5862018412132557 | 0.5079777240753174 | 31.847420692443848 | 0.006077499999999996 | 1.5850884323959311 | 0.46169257164001465 | 19.10188865661621 | 0.9132037533512076 |
| 73 | calibration | — | — | 1 | -0.5 | 44.15313023255814 | 0.17029151139570747 | 0.6646906976744186 | -0.6587302325581419 | 3.86825054965568 | 0.6796886920928955 | 9.092525959014893 | 0.0018093023255814078 | 2.3645559636681917 | 0.6796886920928955 | 9.092525959014893 | 9.453488372093016e-05 | 3.190030359885542 | 0.6562888622283936 | 2.789522171020508 | -7.825581395348833e-05 | 3.943846247645031 | 0.3236548900604248 | 14.615617990493774 | -6.216279069767446e-05 | 3.927893398312571 | 0.66184401512146 | 20.3100266456604 | -0.0021608604651162933 | 1.6198366889278668 | 0.5050246715545654 | 16.43703031539917 | 0.0057361627906976735 | 1.5105088932530335 | 0.4968986511230469 | 28.972779512405396 | 0.8277982779827799 |