74 lines
47 KiB
CSV
74 lines
47 KiB
CSV
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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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|
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
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|
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
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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
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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
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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
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|
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
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|
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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
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|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
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|
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
|
|
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
|
|
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
|
|
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
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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
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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
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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
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