Personal_Code / feature_label_correlations.csv
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feature,pearson_corr,pearson_p,spearman_corr,spearman_p,abs_pearson,abs_spearman
X863,0.06405738275143834,0.0,0.05984484537631527,0.0,0.06405738275143834,0.05984484537631527
X860,0.056258822130222125,0.0,0.08995143076917186,0.0,0.056258822130222125,0.08995143076917186
X598,0.054527755682121384,0.0,0.016648982123834512,1.4433847137294296e-33,0.054527755682121384,0.016648982123834512
X302,0.051736262039276,1.8196847492005583e-308,0.02237462884604816,3.215828524880068e-59,0.051736262039276,0.02237462884604816
X856,0.04727261815748245,7.771558428310796e-258,0.01897018620233148,4.5585668236167866e-43,0.04727261815748245,0.01897018620233148
X862,0.040827642919763804,8.3340855731320455e-193,0.030188858346576194,2.7554778677996946e-106,0.040827642919763804,0.030188858346576194
X852,0.04068629885231368,1.7387729502760483e-191,0.032109037157750715,5.4946970813370494e-120,0.04068629885231368,0.032109037157750715
X612,0.04061425206068214,8.147149869390824e-191,0.024437095287653227,2.7415895692773503e-70,0.04061425206068214,0.024437095287653227
X385,0.03809464465373621,4.173054552242198e-168,0.019379666354714505,7.173550575479266e-45,0.03809464465373621,0.019379666354714505
X855,0.037702173190174944,1.063881957051362e-164,0.030748722338060554,3.4094413123343455e-110,0.037702173190174944,0.030748722338060554
X603,0.029827344475402928,8.419425807809168e-104,0.01872720416776506,5.1373317462310686e-42,0.029827344475402928,0.01872720416776506
X674,0.02116310035929281,3.6105697274089517e-53,0.022538158368669257,4.6240401153209605e-60,0.02116310035929281,0.022538158368669257
ask_qty,-0.01576156636733563,2.938462926044904e-30,-0.02698618996621245,2.607922981663433e-85,0.01576156636733563,0.02698618996621245
X168,0.014749713182852075,1.0539568283944637e-26,0.017058667560225158,3.728558880821993e-35,0.014749713182852075,0.017058667560225158
bid_qty,-0.013220012317315321,9.042590101993755e-22,-0.0013941363565826116,0.31201699393091864,0.013220012317315321,0.0013941363565826116
X178,0.012840398293201938,1.2548259561716309e-20,0.01899684241519586,3.4882834324099417e-43,0.012840398293201938,0.01899684241519586
X345,-0.011438585908311288,1.0831789394037017e-16,0.027440352568801857,3.839503913745146e-88,0.011438585908311288,0.027440352568801857
sell_qty,0.011165790013440683,5.612398867568154e-16,0.010777242765946562,5.4677306746577386e-15,0.011165790013440683,0.010777242765946562
bid_ask_imbalance,0.011018573520529186,1.3419642151968739e-15,0.016364457220562553,1.736620285103289e-32,0.011018573520529186,0.016364457220562553
X421,0.010708317086460846,8.121558824291401e-15,-0.016711741871667157,8.291115147327489e-34,0.010708317086460846,0.016711741871667157
X174,0.010663218662580406,1.0507310795781504e-14,0.01532349393066304,1.0854159880197248e-28,0.010663218662580406,0.01532349393066304
log_volume,0.009152478116209888,3.194302826112943e-11,0.005727107415313142,3.278410929483422e-05,0.009152478116209888,0.005727107415313142
volume,0.00880928321686586,1.6759681052889396e-10,0.005727107415313142,3.278410929483422e-05,0.00880928321686586,0.005727107415313142
X415,0.00828652411850645,1.863077135802292e-09,-0.019177007765736165,5.660871691278908e-44,0.00828652411850645,0.019177007765736165
order_flow_imbalance,-0.006074116379646094,1.0585127582862451e-05,-0.015944011440460995,6.345529943601976e-31,0.006074116379646094,0.015944011440460995
selling_pressure,0.00598292992874158,1.4330608683997087e-05,0.01585306769523292,1.365277661606257e-30,0.00598292992874158,0.01585306769523292
buy_qty,0.005617629417558399,4.624848833970892e-05,0.0005769416898701097,0.6756649208887695,0.005617629417558399,0.0005769416898701097
liquidity_ratio,0.005108214037839909,0.00021189717202471794,-0.014597043425150096,3.459455865676202e-26,0.005108214037839909,0.014597043425150096
buy_sell_ratio,-0.0038328322728427722,0.00544427430248004,-0.016035612298743677,2.9202044343194218e-31,0.0038328322728427722,0.016035612298743677
effective_spread_proxy,-0.00280868848193676,0.04166951059668908,-0.0009356331915939374,0.49745368572871007,0.00280868848193676,0.0009356331915939374
X333,-0.0010543713990520094,0.4445049148170239,0.04598615572869802,4.2922680746217505e-244,0.0010543713990520094,0.04598615572869802
volume_weighted_sell,0.000920180159340804,0.5045834532356128,0.008290261416156757,1.8321857015262056e-09,0.000920180159340804,0.008290261416156757
X888,0.0007600458032861104,0.5815176284519411,-0.00877482629353911,1.9728222495221928e-10,0.0007600458032861104,0.00877482629353911