| ============================================================ | |
| Feature Analysis Report | |
| ============================================================ | |
| 1. Basic Statistical Information: | |
| Total Feature Count: 793 | |
| Average IC Value: 0.0178 | |
| IC Value Standard Deviation: 0.0143 | |
| Maximum IC Value: 0.0906 | |
| Minimum IC Value: 0.0000 | |
| Positive IC Value Feature Count: 793 | |
| Negative IC Value Feature Count: 0 | |
| 2. High Correlation Analysis (|Correlation| > 0.8): | |
| High Correlation Feature Pair Count: 2269 | |
| Correlation Matrix Density: 0.0072 | |
| 3. Feature Aggregation Results: | |
| Feature Group Count: 269 | |
| Single Feature Group Count: 101 | |
| Aggregated Feature Group Count: 168 | |
| Average Aggregated Group Size: 4.12 | |
| 4. Top 10 Highest IC Value Features: | |
| 1. X752 |IC|=0.0906 (IC=0.0906) | |
| 2. X21 |IC|=0.0694 (IC=0.0694) | |
| 3. X20 |IC|=0.0677 (IC=0.0677) | |
| 4. X28 |IC|=0.0641 (IC=0.0641) | |
| 5. X759 |IC|=0.0641 (IC=0.0641) | |
| 6. X29 |IC|=0.0623 (IC=0.0623) | |
| 7. X19 |IC|=0.0623 (IC=0.0623) | |
| 8. X27 |IC|=0.0623 (IC=0.0623) | |
| 9. X22 |IC|=0.0577 (IC=0.0577) | |
| 10. X754 |IC|=0.0573 (IC=0.0573) | |
| 5. Feature Aggregation Details: | |
| Group 1: X21 (IC=0.0643) | |
| Contains Features: X21, X19, X20, X22 | |
| Weights: ['0.270', '0.242', '0.263', '0.224'] | |
| Group 2: X28 (IC=0.0629) | |
| Contains Features: X28, X27, X29 | |
| Weights: ['0.340', '0.330', '0.330'] | |
| Group 3: X219 (IC=0.0494) | |
| Contains Features: X219, X217, X218, X225, X226 | |
| Weights: ['0.230', '0.187', '0.218', '0.182', '0.183'] | |
| Group 4: X287 (IC=0.0470) | |
| Contains Features: X287, X264, X280, X281, X282, X283, X284, X285, X286, X288, X289, X290, X291, X292, X293, X294, X295, X296, X297, X432, X435, X438, X762 | |
| Weights: ['0.052', '0.027', '0.037', '0.044', '0.038', '0.046', '0.041', '0.049', '0.045', '0.045', '0.052', '0.045', '0.051', '0.048', '0.051', '0.047', '0.051', '0.047', '0.049', '0.035', '0.034', '0.031', '0.035'] | |
| Group 5: X298 (IC=0.0505) | |
| Contains Features: X298, X272, X299, X300, X301, X302, X303 | |
| Weights: ['0.150', '0.120', '0.148', '0.149', '0.145', '0.146', '0.141'] | |
| Group 6: X30 (IC=0.0409) | |
| Contains Features: X30, X31, X32 | |
| Weights: ['0.404', '0.333', '0.263'] | |
| Group 7: X465 (IC=0.0426) | |
| Contains Features: X465, X444, X464, X466, X471, X472, X473 | |
| Weights: ['0.166', '0.132', '0.135', '0.165', '0.124', '0.142', '0.135'] | |
| Group 8: X181 (IC=0.0398) | |
| Contains Features: X181, X95, X131, X137, X139, X169, X173, X175, X179 | |
| Weights: ['0.137', '0.120', '0.113', '0.124', '0.085', '0.107', '0.089', '0.128', '0.096'] | |
| Group 9: X23 (IC=0.0394) | |
| Contains Features: X23, X24 | |
| Weights: ['0.571', '0.429'] | |
| Group 10: X508 (IC=0.0356) | |
| Contains Features: X508, X506, X507 | |
| Weights: ['0.417', '0.245', '0.338'] | |
| Group 11: X198 (IC=0.0354) | |
| Contains Features: X198, X196, X197, X204, X205, X211, X212 | |
| Weights: ['0.173', '0.139', '0.162', '0.143', '0.149', '0.116', '0.117'] | |
| Group 12: X277 (IC=0.0389) | |
| Contains Features: X277, X276, X278, X279 | |
| Weights: ['0.271', '0.212', '0.260', '0.257'] | |
| Group 13: X224 (IC=0.0331) | |
| Contains Features: X224, X223 | |
| Weights: ['0.629', '0.371'] | |
| Group 14: X656 (IC=0.0392) | |
| Contains Features: X656, X648, X652 | |
| Weights: ['0.354', '0.293', '0.352'] | |
| Group 15: X89 (IC=0.0315) | |
| Contains Features: X89, X83, X125, X167, X336, X626 | |
| Weights: ['0.215', '0.189', '0.173', '0.135', '0.164', '0.123'] | |
| Group 16: X269 (IC=0.0377) | |
| Contains Features: X269, X268, X270, X271 | |
| Weights: ['0.263', '0.225', '0.257', '0.255'] | |
| Group 17: X629 (IC=0.0318) | |
| Contains Features: X629, X625, X627, X628 | |
| Weights: ['0.309', '0.212', '0.271', '0.208'] | |
| Group 18: X445 (IC=0.0304) | |
| Contains Features: X445, X443, X450, X451, X452, X457, X458, X459 | |
| Weights: ['0.158', '0.130', '0.118', '0.145', '0.141', '0.089', '0.111', '0.107'] | |
| Group 19: X373 (IC=0.0380) | |
| Contains Features: X373, X367, X379, X385 | |
| Weights: ['0.251', '0.248', '0.250', '0.251'] | |
| Group 20: X186 (IC=0.0347) | |
| Contains Features: X186, X183, X189 | |
| Weights: ['0.359', '0.305', '0.336'] | |
| Group 21: X361 (IC=0.0365) | |
| Contains Features: X361, X355 | |
| Weights: ['0.509', '0.491'] | |
| Group 22: X331 (IC=0.0326) | |
| Contains Features: X331, X325, X337, X343 | |
| Weights: ['0.279', '0.263', '0.246', '0.213'] | |
| Group 23: X712 (IC=0.0321) | |
| Contains Features: X712, X704, X708 | |
| Weights: ['0.369', '0.283', '0.347'] | |
| Group 24: X266 (IC=0.0327) | |
| Contains Features: X266, X265, X267 | |
| Weights: ['0.348', '0.314', '0.338'] | |
| Group 25: X44 (IC=0.0295) | |
| Contains Features: X44, X38, X39, X40, X41, X42, X43, X45, X46, X47, X48, X49, X50, X51, X52, X53, X54 | |
| Weights: ['0.066', '0.056', '0.055', '0.065', '0.057', '0.065', '0.059', '0.056', '0.066', '0.056', '0.065', '0.056', '0.064', '0.050', '0.057', '0.050', '0.056'] | |
| Group 26: X111 (IC=0.0321) | |
| Contains Features: X111, X105, X117, X153 | |
| Weights: ['0.258', '0.238', '0.248', '0.257'] | |
| Group 27: X77 (IC=0.0239) | |
| Contains Features: X77, X65, X71, X113, X119, X161 | |
| Weights: ['0.230', '0.176', '0.213', '0.110', '0.152', '0.119'] | |
| Group 28: X238 (IC=0.0260) | |
| Contains Features: X238, X239, X245, X246, X485, X492 | |
| Weights: ['0.210', '0.196', '0.205', '0.201', '0.094', '0.093'] | |
| Group 29: X671 (IC=0.0250) | |
| Contains Features: X671, X663, X666, X667, X670, X674, X675 | |
| Weights: ['0.186', '0.131', '0.136', '0.168', '0.149', '0.092', '0.138'] | |
| Group 30: X384 (IC=0.0276) | |
| Contains Features: X384, X342, X372, X378, X420, X426 | |
| Weights: ['0.194', '0.180', '0.151', '0.181', '0.133', '0.161'] | |
| Group 31: X319 (IC=0.0314) | |
| Contains Features: X319, X313 | |
| Weights: ['0.510', '0.490'] | |
| Group 32: X203 (IC=0.0216) | |
| Contains Features: X203, X195, X202, X209, X210 | |
| Weights: ['0.292', '0.169', '0.159', '0.136', '0.243'] | |
| Group 33: X147 (IC=0.0281) | |
| Contains Features: X147, X141, X159 | |
| Weights: ['0.374', '0.274', '0.352'] | |
| Group 34: X94 (IC=0.0221) | |
| Contains Features: X94, X82, X88, X130, X136, X178 | |
| Weights: ['0.236', '0.155', '0.199', '0.145', '0.168', '0.097'] | |
| Group 35: X133 (IC=0.0297) | |
| Contains Features: X133, X127 | |
| Weights: ['0.519', '0.481'] | |
| Group 36: X274 (IC=0.0300) | |
| Contains Features: X274, X273, X275 | |
| Weights: ['0.338', '0.331', '0.331'] | |
| Group 37: X163 (IC=0.0270) | |
| Contains Features: X163, X121, X151, X157 | |
| Weights: ['0.280', '0.259', '0.214', '0.247'] | |
| Group 38: X431 (IC=0.0251) | |
| Contains Features: X431, X430, X433, X434, X436, X437 | |
| Weights: ['0.200', '0.145', '0.162', '0.184', '0.154', '0.155'] | |
| Group 39: X586 (IC=0.0210) | |
| Contains Features: X586, X574, X580, X592 | |
| Weights: ['0.355', '0.162', '0.144', '0.340'] | |
| Group 40: X501 (IC=0.0268) | |
| Contains Features: X501, X499, X500 | |
| Weights: ['0.359', '0.301', '0.340'] | |
| Group 41: X740 (IC=0.0211) | |
| Contains Features: X740, X732, X736 | |
| Weights: ['0.451', '0.186', '0.363'] | |
| Group 42: X612 (IC=0.0210) | |
| Contains Features: X612, X606, X609 | |
| Weights: ['0.444', '0.214', '0.342'] | |
| Group 43: X330 (IC=0.0250) | |
| Contains Features: X330, X324 | |
| Weights: ['0.557', '0.443'] | |
| Group 44: X233 (IC=0.0268) | |
| Contains Features: X233, X232 | |
| Weights: ['0.510', '0.490'] | |
| Group 45: X727 (IC=0.0214) | |
| Contains Features: X727, X719, X722, X723, X726, X730, X731 | |
| Weights: ['0.183', '0.116', '0.136', '0.152', '0.156', '0.107', '0.151'] | |
| Group 46: X766 (IC=0.0230) | |
| Contains Features: X766, X764, X765, X767 | |
| Weights: ['0.297', '0.203', '0.266', '0.234'] | |
| Group 47: X56 (IC=0.0257) | |
| Contains Features: X56, X55 | |
| Weights: ['0.527', '0.473'] | |
| Group 48: X187 (IC=0.0231) | |
| Contains Features: X187, X33, X34, X35, X184, X185, X188, X190, X191 | |
| Weights: ['0.129', '0.084', '0.115', '0.093', '0.128', '0.099', '0.109', '0.126', '0.117'] | |
| Group 49: X115 (IC=0.0242) | |
| Contains Features: X115, X109 | |
| Weights: ['0.542', '0.458'] | |
| Group 50: X237 (IC=0.0193) | |
| Contains Features: X237, X236, X243, X244, X484, X491 | |
| Weights: ['0.222', '0.175', '0.158', '0.202', '0.126', '0.117'] | |
| Group 51: X36 (IC=0.0242) | |
| Contains Features: X36, X37 | |
| Weights: ['0.526', '0.474'] | |
| Group 52: X123 (IC=0.0162) | |
| Contains Features: X123, X129, X135, X165, X171 | |
| Weights: ['0.306', '0.202', '0.094', '0.244', '0.154'] | |
| Group 53: X247 (IC=0.0153) | |
| Contains Features: X247, X240, X487, X494 | |
| Weights: ['0.396', '0.362', '0.113', '0.130'] | |
| Group 54: X582 (IC=0.0159) | |
| Contains Features: X582, X558, X564, X570, X576, X579, X588, X591 | |
| Weights: ['0.189', '0.096', '0.064', '0.160', '0.113', '0.111', '0.135', '0.133'] | |
| Group 55: X216 (IC=0.0157) | |
| Contains Features: X216, X215, X222 | |
| Weights: ['0.508', '0.231', '0.262'] | |
| Group 56: X79 (IC=0.0215) | |
| Contains Features: X79, X67, X73, X85 | |
| Weights: ['0.273', '0.233', '0.266', '0.228'] | |
| Group 57: X479 (IC=0.0217) | |
| Contains Features: X479, X478, X480 | |
| Weights: ['0.360', '0.302', '0.337'] | |
| Group 58: X63 (IC=0.0206) | |
| Contains Features: X63, X57, X69, X75 | |
| Weights: ['0.276', '0.221', '0.271', '0.232'] | |
| Group 59: X760 (IC=0.0213) | |
| Contains Features: X760, X17, X25 | |
| Weights: ['0.350', '0.302', '0.349'] | |
| Group 60: X231 (IC=0.0178) | |
| Contains Features: X231, X230 | |
| Weights: ['0.625', '0.375'] | |
| Group 61: X613 (IC=0.0171) | |
| Contains Features: X613, X607, X610 | |
| Weights: ['0.396', '0.254', '0.350'] | |
| Group 62: X10 (IC=0.0198) | |
| Contains Features: X10, X11 | |
| Weights: ['0.513', '0.487'] | |
| Group 63: X366 (IC=0.0160) | |
| Contains Features: X366, X354, X360, X408 | |
| Weights: ['0.317', '0.224', '0.279', '0.179'] | |
| Group 64: X318 (IC=0.0189) | |
| Contains Features: X318, X312 | |
| Weights: ['0.523', '0.477'] | |
| Group 65: X498 (IC=0.0183) | |
| Contains Features: X498, X496, X497 | |
| Weights: ['0.357', '0.318', '0.325'] | |
| Group 66: X428 (IC=0.0140) | |
| Contains Features: X428, X380, X386, X416, X422 | |
| Weights: ['0.276', '0.198', '0.128', '0.158', '0.240'] | |
| Group 67: X684 (IC=0.0131) | |
| Contains Features: X684, X676, X680 | |
| Weights: ['0.489', '0.146', '0.365'] | |
| Group 68: X14 (IC=0.0142) | |
| Contains Features: X14, X9, X12, X13, X15, X16 | |
| Weights: ['0.226', '0.003', '0.195', '0.186', '0.212', '0.177'] | |
| Group 69: X394 (IC=0.0172) | |
| Contains Features: X394, X388, X400, X406 | |
| Weights: ['0.279', '0.226', '0.268', '0.227'] | |
| Group 70: X662 (IC=0.0147) | |
| Contains Features: X662, X658, X659 | |
| Weights: ['0.428', '0.262', '0.310'] | |
| Group 71: X761 (IC=0.0165) | |
| Contains Features: X761, X578 | |
| Weights: ['0.567', '0.433'] | |
| Group 72: X503 (IC=0.0174) | |
| Contains Features: X503, X502, X504, X505 | |
| Weights: ['0.267', '0.211', '0.264', '0.258'] | |
| Group 73: X352 (IC=0.0157) | |
| Contains Features: X352, X346, X358, X364 | |
| Weights: ['0.282', '0.264', '0.252', '0.202'] | |
| Group 74: X624 (IC=0.0132) | |
| Contains Features: X624, X622, X623 | |
| Weights: ['0.437', '0.192', '0.371'] | |
| Group 75: X145 (IC=0.0158) | |
| Contains Features: X145, X103 | |
| Weights: ['0.548', '0.452'] | |
| Group 76: X362 (IC=0.0132) | |
| Contains Features: X362, X356, X368, X398, X404, X410 | |
| Weights: ['0.216', '0.209', '0.201', '0.133', '0.128', '0.113'] | |
| Group 77: X340 (IC=0.0147) | |
| Contains Features: X340, X328, X334 | |
| Weights: ['0.385', '0.260', '0.355'] | |
| Group 78: X418 (IC=0.0163) | |
| Contains Features: X418, X412, X424 | |
| Weights: ['0.346', '0.322', '0.332'] | |
| Group 79: X470 (IC=0.0107) | |
| Contains Features: X470, X442, X449, X456, X463, X469, X476, X477 | |
| Weights: ['0.196', '0.166', '0.162', '0.119', '0.151', '0.090', '0.029', '0.086'] | |
| Group 80: X382 (IC=0.0154) | |
| Contains Features: X382, X370, X376 | |
| Weights: ['0.360', '0.293', '0.346'] | |
| Group 81: X768 (IC=0.0149) | |
| Contains Features: X768, X769 | |
| Weights: ['0.557', '0.443'] | |
| Group 82: X124 (IC=0.0106) | |
| Contains Features: X124, X118, X166, X172 | |
| Weights: ['0.384', '0.192', '0.187', '0.236'] | |
| Group 83: X310 (IC=0.0138) | |
| Contains Features: X310, X304, X316, X322 | |
| Weights: ['0.296', '0.274', '0.250', '0.180'] | |
| Group 84: X644 (IC=0.0083) | |
| Contains Features: X644, X636, X640 | |
| Weights: ['0.646', '0.067', '0.287'] | |
| Group 85: X718 (IC=0.0129) | |
| Contains Features: X718, X714, X715 | |
| Weights: ['0.417', '0.288', '0.295'] | |
| Group 86: X81 (IC=0.0134) | |
| Contains Features: X81, X87, X93 | |
| Weights: ['0.396', '0.342', '0.262'] | |
| Group 87: X162 (IC=0.0154) | |
| Contains Features: X162, X150, X156, X168 | |
| Weights: ['0.257', '0.250', '0.253', '0.240'] | |
| Group 88: X2 (IC=0.0115) | |
| Contains Features: X2, X3, X4 | |
| Weights: ['0.456', '0.355', '0.189'] | |
| Group 89: X584 (IC=0.0145) | |
| Contains Features: X584, X560, X572, X590 | |
| Weights: ['0.269', '0.210', '0.261', '0.260'] | |
| Group 90: X545 (IC=0.0143) | |
| Contains Features: X545, X521, X533, X539, X551, X557, X563 | |
| Weights: ['0.156', '0.123', '0.152', '0.143', '0.145', '0.146', '0.134'] | |
| Group 91: X537 (IC=0.0143) | |
| Contains Features: X537, X525, X543, X549 | |
| Weights: ['0.273', '0.224', '0.260', '0.243'] | |
| Group 92: X679 (IC=0.0083) | |
| Contains Features: X679, X678, X682, X683 | |
| Weights: ['0.461', '0.223', '0.069', '0.248'] | |
| Group 93: X735 (IC=0.0094) | |
| Contains Features: X735, X734, X738, X739 | |
| Weights: ['0.404', '0.218', '0.072', '0.306'] | |
| Group 94: X611 (IC=0.0149) | |
| Contains Features: X611, X605, X608 | |
| Weights: ['0.338', '0.326', '0.336'] | |
| Group 95: X235 (IC=0.0118) | |
| Contains Features: X235, X242, X482, X489 | |
| Weights: ['0.315', '0.285', '0.201', '0.199'] | |
| Group 96: X700 (IC=0.0096) | |
| Contains Features: X700, X692, X696 | |
| Weights: ['0.519', '0.179', '0.303'] | |
| Group 97: X546 (IC=0.0123) | |
| Contains Features: X546, X534, X552 | |
| Weights: ['0.403', '0.388', '0.209'] | |
| Group 98: X569 (IC=0.0131) | |
| Contains Features: X569, X575, X581, X587 | |
| Weights: ['0.275', '0.255', '0.239', '0.230'] | |
| Group 99: X427 (IC=0.0109) | |
| Contains Features: X427, X415, X421 | |
| Weights: ['0.421', '0.253', '0.326'] | |
| Group 100: X60 (IC=0.0112) | |
| Contains Features: X60, X66 | |
| Weights: ['0.594', '0.406'] | |
| Group 101: X110 (IC=0.0113) | |
| Contains Features: X110, X62, X68, X74, X80, X104, X116, X122, X146, X152, X158, X164, X309, X315, X321, X351, X357, X363, X393, X399, X405 | |
| Weights: ['0.056', '0.054', '0.056', '0.051', '0.034', '0.054', '0.051', '0.034', '0.054', '0.056', '0.051', '0.034', '0.052', '0.048', '0.039', '0.052', '0.048', '0.039', '0.052', '0.048', '0.039'] | |
| Group 102: X91 (IC=0.0085) | |
| Contains Features: X91, X97 | |
| Weights: ['0.777', '0.223'] | |
| Group 103: X262 (IC=0.0092) | |
| Contains Features: X262, X256, X260, X261, X263 | |
| Weights: ['0.288', '0.017', '0.148', '0.278', '0.269'] | |
| Group 104: X780 (IC=0.0061) | |
| Contains Features: X780, X778, X779 | |
| Weights: ['0.714', '0.041', '0.245'] | |
| Group 105: X350 (IC=0.0108) | |
| Contains Features: X350, X392 | |
| Weights: ['0.602', '0.398'] | |
| Group 106: X664 (IC=0.0103) | |
| Contains Features: X664, X660, X668, X672 | |
| Weights: ['0.306', '0.264', '0.272', '0.158'] | |
| Group 107: X602 (IC=0.0099) | |
| Contains Features: X602, X596, X599 | |
| Weights: ['0.425', '0.250', '0.325'] | |
| Group 108: X483 (IC=0.0120) | |
| Contains Features: X483, X490 | |
| Weights: ['0.514', '0.486'] | |
| Group 109: X155 (IC=0.0094) | |
| Contains Features: X155, X107, X149 | |
| Weights: ['0.430', '0.342', '0.228'] | |
| Group 110: X553 (IC=0.0080) | |
| Contains Features: X553, X535, X547, X550, X556, X559, X565 | |
| Weights: ['0.212', '0.142', '0.158', '0.107', '0.154', '0.104', '0.122'] | |
| Group 111: X527 (IC=0.0087) | |
| Contains Features: X527, X509, X515 | |
| Weights: ['0.449', '0.286', '0.265'] | |
| Group 112: X353 (IC=0.0085) | |
| Contains Features: X353, X311, X317, X347, X359, X365, X395, X401 | |
| Weights: ['0.172', '0.152', '0.157', '0.149', '0.165', '0.121', '0.048', '0.037'] | |
| Group 113: X102 (IC=0.0104) | |
| Contains Features: X102, X108 | |
| Weights: ['0.558', '0.442'] | |
| Group 114: X460 (IC=0.0047) | |
| Contains Features: X460, X439, X461, X467 | |
| Weights: ['0.616', '0.037', '0.316', '0.032'] | |
| Group 115: X345 (IC=0.0068) | |
| Contains Features: X345, X92, X98, X134, X140, X176, X182, X333, X339, X375, X381, X387, X417, X423, X429 | |
| Weights: ['0.111', '0.053', '0.099', '0.053', '0.099', '0.053', '0.099', '0.010', '0.059', '0.010', '0.059', '0.111', '0.010', '0.059', '0.111'] | |
| Group 116: X90 (IC=0.0074) | |
| Contains Features: X90, X78, X84, X96 | |
| Weights: ['0.384', '0.032', '0.289', '0.295'] | |
| Group 117: X76 (IC=0.0090) | |
| Contains Features: X76, X64, X70, X112, X160 | |
| Weights: ['0.254', '0.230', '0.231', '0.138', '0.148'] | |
| Group 118: X555 (IC=0.0096) | |
| Contains Features: X555, X567 | |
| Weights: ['0.588', '0.412'] | |
| Group 119: X257 (IC=0.0092) | |
| Contains Features: X257, X258 | |
| Weights: ['0.610', '0.390'] | |
| Group 120: X493 (IC=0.0112) | |
| Contains Features: X493, X486 | |
| Weights: ['0.504', '0.496'] | |
| Group 121: sell_qty (IC=0.0085) | |
| Contains Features: sell_qty, buy_qty, volume | |
| Weights: ['0.436', '0.219', '0.344'] | |
| Group 122: X566 (IC=0.0096) | |
| Contains Features: X566, X548, X554 | |
| Weights: ['0.386', '0.322', '0.291'] | |
| Group 123: X326 (IC=0.0094) | |
| Contains Features: X326, X314, X320, X332 | |
| Weights: ['0.293', '0.196', '0.251', '0.260'] | |
| Group 124: X174 (IC=0.0079) | |
| Contains Features: X174, X180 | |
| Weights: ['0.673', '0.327'] | |
| Group 125: X639 (IC=0.0091) | |
| Contains Features: X639, X634, X635, X638, X642, X643 | |
| Weights: ['0.194', '0.143', '0.163', '0.174', '0.151', '0.174'] | |
| Group 126: X743 (IC=0.0044) | |
| Contains Features: X743, X214, X620, X621 | |
| Weights: ['0.542', '0.130', '0.024', '0.305'] | |
| Group 127: X616 (IC=0.0060) | |
| Contains Features: X616, X617, X618, X619 | |
| Weights: ['0.394', '0.317', '0.212', '0.078'] | |
| Group 128: X448 (IC=0.0057) | |
| Contains Features: X448, X440, X441, X447, X454, X455, X468, X475 | |
| Weights: ['0.204', '0.116', '0.186', '0.151', '0.114', '0.154', '0.074', '0.001'] | |
| Group 129: X604 (IC=0.0071) | |
| Contains Features: X604, X598, X601 | |
| Weights: ['0.439', '0.222', '0.339'] | |
| Group 130: X585 (IC=0.0065) | |
| Contains Features: X585, X561, X573 | |
| Weights: ['0.474', '0.188', '0.338'] | |
| Group 131: X344 (IC=0.0085) | |
| Contains Features: X344, X338 | |
| Weights: ['0.536', '0.464'] | |
| Group 132: X402 (IC=0.0066) | |
| Contains Features: X402, X396 | |
| Weights: ['0.671', '0.329'] | |
| Group 133: X323 (IC=0.0048) | |
| Contains Features: X323, X329 | |
| Weights: ['0.904', '0.096'] | |
| Group 134: X248 (IC=0.0079) | |
| Contains Features: X248, X253, X254, X255 | |
| Weights: ['0.274', '0.216', '0.260', '0.251'] | |
| Group 135: X699 (IC=0.0059) | |
| Contains Features: X699, X691, X694, X695, X698, X702, X703 | |
| Weights: ['0.207', '0.094', '0.134', '0.173', '0.158', '0.118', '0.116'] | |
| Group 136: X583 (IC=0.0042) | |
| Contains Features: X583, X571, X577, X589 | |
| Weights: ['0.494', '0.019', '0.123', '0.364'] | |
| Group 137: X192 (IC=0.0058) | |
| Contains Features: X192, X193, X199, X200, X206, X220, X227 | |
| Weights: ['0.205', '0.070', '0.193', '0.073', '0.196', '0.085', '0.178'] | |
| Group 138: X536 (IC=0.0069) | |
| Contains Features: X536, X524, X530, X542 | |
| Weights: ['0.297', '0.218', '0.205', '0.279'] | |
| Group 139: X716 (IC=0.0072) | |
| Contains Features: X716, X720 | |
| Weights: ['0.554', '0.446'] | |
| Group 140: X249 (IC=0.0042) | |
| Contains Features: X249, X250, X251 | |
| Weights: ['0.623', '0.223', '0.154'] | |
| Group 141: X148 (IC=0.0063) | |
| Contains Features: X148, X106, X142, X154 | |
| Weights: ['0.300', '0.233', '0.167', '0.299'] | |
| Group 142: X58 (IC=0.0055) | |
| Contains Features: X58, X100 | |
| Weights: ['0.690', '0.310'] | |
| Group 143: X650 (IC=0.0038) | |
| Contains Features: X650, X646, X647, X651, X654, X655 | |
| Weights: ['0.320', '0.156', '0.006', '0.110', '0.313', '0.095'] | |
| Group 144: X594 (IC=0.0049) | |
| Contains Features: X594, X597 | |
| Weights: ['0.664', '0.336'] | |
| Group 145: X114 (IC=0.0037) | |
| Contains Features: X114, X120, X126 | |
| Weights: ['0.588', '0.244', '0.168'] | |
| Group 146: order_flow_imbalance (IC=0.0060) | |
| Contains Features: order_flow_imbalance, selling_pressure | |
| Weights: ['0.504', '0.496'] | |
| Group 147: X229 (IC=0.0038) | |
| Contains Features: X229, X228 | |
| Weights: ['0.783', '0.217'] | |
| Group 148: X1 (IC=0.0029) | |
| Contains Features: X1, X5, X6, X7, X8 | |
| Weights: ['0.411', '0.071', '0.106', '0.177', '0.235'] | |
| Group 149: X538 (IC=0.0050) | |
| Contains Features: X538, X526 | |
| Weights: ['0.597', '0.403'] | |
| Group 150: X409 (IC=0.0045) | |
| Contains Features: X409, X397, X403 | |
| Weights: ['0.440', '0.283', '0.277'] | |
| Group 151: X194 (IC=0.0045) | |
| Contains Features: X194, X201, X207, X208, X221 | |
| Weights: ['0.256', '0.242', '0.159', '0.191', '0.152'] | |
| Group 152: X631 (IC=0.0054) | |
| Contains Features: X631, X630 | |
| Weights: ['0.535', '0.465'] | |
| Group 153: X327 (IC=0.0025) | |
| Contains Features: X327, X86, X128, X170, X369, X411 | |
| Weights: ['0.325', '0.008', '0.008', '0.008', '0.325', '0.325'] | |
| Group 154: X724 (IC=0.0033) | |
| Contains Features: X724, X728 | |
| Weights: ['0.750', '0.250'] | |
| Group 155: X234 (IC=0.0040) | |
| Contains Features: X234, X241, X481, X488 | |
| Weights: ['0.297', '0.252', '0.237', '0.214'] | |
| Group 156: X517 (IC=0.0042) | |
| Contains Features: X517, X511 | |
| Weights: ['0.523', '0.477'] | |
| Group 157: X603 (IC=0.0031) | |
| Contains Features: X603, X600 | |
| Weights: ['0.706', '0.294'] | |
| Group 158: X413 (IC=0.0017) | |
| Contains Features: X413, X371, X377, X407, X419, X425 | |
| Weights: ['0.386', '0.025', '0.161', '0.003', '0.210', '0.216'] | |
| Group 159: X520 (IC=0.0037) | |
| Contains Features: X520, X514 | |
| Weights: ['0.520', '0.480'] | |
| Group 160: X706 (IC=0.0016) | |
| Contains Features: X706, X707, X710, X711 | |
| Weights: ['0.510', '0.373', '0.062', '0.055'] | |
| Group 161: X138 (IC=0.0019) | |
| Contains Features: X138, X132 | |
| Weights: ['0.830', '0.170'] | |
| Group 162: X446 (IC=0.0022) | |
| Contains Features: X446, X453, X474 | |
| Weights: ['0.457', '0.320', '0.223'] | |
| Group 163: X690 (IC=0.0014) | |
| Contains Features: X690, X686, X687 | |
| Weights: ['0.733', '0.121', '0.145'] | |
| Group 164: X512 (IC=0.0026) | |
| Contains Features: X512, X518 | |
| Weights: ['0.542', '0.458'] | |
| Group 165: X775 (IC=0.0017) | |
| Contains Features: X775, X774, X776, X777 | |
| Weights: ['0.371', '0.334', '0.242', '0.053'] | |
| Group 166: X773 (IC=0.0019) | |
| Contains Features: X773, X772 | |
| Weights: ['0.503', '0.497'] | |
| Group 167: X335 (IC=0.0007) | |
| Contains Features: X335, X341, X383 | |
| Weights: ['0.452', '0.231', '0.318'] | |
| Group 168: X562 (IC=0.0005) | |
| Contains Features: X562, X568 | |
| Weights: ['0.847', '0.153'] |