File size: 22,279 Bytes
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,0,1,2,3,4
ID,0.0,1.0,2.0,3.0,4.0
DATE,0.0,0.0,0.0,0.0,0.0
SECTOR,3.0,6.0,8.0,1.0,5.0
INDUSTRY,18.0,43.0,57.0,1.0,36.0
INDUSTRY_GROUP,5.0,15.0,20.0,1.0,12.0
SUB_INDUSTRY,44.0,104.0,142.0,2.0,92.0
RET_1,-0.01574803702533245,0.003984107170253992,0.00044045326649211347,0.031298164278268814,0.027272675186395645
RET_2,-0.015503882430493832,-0.09058024734258652,-0.05889591574668884,0.007755562197417021,-0.039301548153162
RET_3,0.010971592739224434,0.01882629282772541,-0.009042314253747463,-0.004631806630641222,0.0
RET_4,-0.014671627432107925,-0.025539791211485863,0.02485242486000061,-0.019677037373185158,0.0
RET_5,0.016483323648571968,-0.03806229308247566,0.009353718720376492,0.0035438970662653446,0.022321490570902824
RET_6,0.0143312131986022,-0.00687254685908556,0.027521684765815735,-0.0020208482164889574,0.01818200573325157
RET_7,-0.017214592546224594,-0.026756128296256065,-0.023046616464853287,-0.04396164044737816,-0.02654862403869629
RET_8,-0.018432803452014923,0.023972855880856514,-0.002978801028802991,-0.0043288120068609715,-0.017391325905919075
RET_9,0.13414590060710907,0.15873058140277863,-0.006342391017824411,0.014146055094897747,-0.00862077809870243
RET_10,0.1822866052389145,0.04564224183559418,0.05580331012606621,-0.02194623276591301,0.02202649787068367
RET_11,0.01356967631727457,-0.008230085484683514,-0.012781010009348392,0.007692581042647362,-0.008733872324228287
RET_12,0.030108081176877022,-0.02799985557794571,0.028092853724956512,0.007263563573360443,-0.004347552079707384
RET_13,0.027624323964118958,-0.019608046859502792,-0.00942583754658699,-0.010066705755889416,-0.04166678711771965
RET_14,-0.049369774758815765,-0.0520443469285965,-0.0026864181272685528,0.00047939521027728915,0.09589056670665741
RET_15,-0.028571443632245064,-0.004072568379342556,-0.007551545277237892,0.02105747163295746,-0.02666693553328514
RET_16,0.059459492564201355,0.015413238666951656,0.008964103646576405,-0.03176860138773918,-0.03846115991473198
RET_17,0.0032537977676838636,0.003773624077439308,-0.01761244796216488,0.03382372111082077,-0.012658512219786644
RET_18,0.008752464316785336,-0.01851830817759037,-0.00656157499179244,-0.0014682917390018702,0.004237331449985504
RET_19,-0.012958967126905918,-0.02877727523446083,-0.012100575491786003,-0.013520089909434319,0.004255519714206457
RET_20,-0.002155441790819168,-0.03472219780087471,-0.006866587791591883,-0.03674457222223282,-0.04081673547625542
VOLUME_1,0.1479313224554062,0.0,-0.09628154337406158,-0.42954021692276,-0.8471547365188599
VOLUME_2,0.17918334901332855,0.0,0.08477072417736053,-0.08991914242506027,-0.9430335164070129
VOLUME_3,0.03383207693696022,0.0,-0.29877734184265137,-0.6397371292114258,-1.1806286573410034
VOLUME_4,-0.36286768317222595,0.0,-0.1574207842350006,-0.9401633739471436,-1.313895583152771
VOLUME_5,-0.9729202389717102,0.0,0.0914551168680191,-0.8824638724327087,-1.2043981552124023
VOLUME_6,0.5908095240592957,0.0,-0.40597790479660034,-0.11395061016082764,-0.8791720867156982
VOLUME_7,0.5572463274002075,0.0,-0.3897774815559387,-0.3953452706336975,-0.8586129546165466
VOLUME_8,0.4535898268222809,0.0,-0.7018378973007202,-0.7657539248466492,-0.029689978808164597
VOLUME_9,8.580442428588867,0.0,-0.229530930519104,-0.5938884615898132,-1.0229911804199219
VOLUME_10,3.427302598953247,0.0,0.5434601902961731,0.5881707668304443,-0.3871137499809265
VOLUME_11,-0.3284183740615845,0.0,-0.12112630903720856,-0.4273582696914673,-0.2881801724433899
VOLUME_12,-0.8164356350898743,0.0,-0.18744440376758575,-0.5405189990997314,-0.1150914803147316
VOLUME_13,-0.24463596940040588,0.0,-0.08178282529115677,-0.839231550693512,0.27170246839523315
VOLUME_14,-2.042623519897461,0.0,-0.35671094059944153,-2.1447627544403076,18.89426612854004
VOLUME_15,-0.369605153799057,0.0,-0.33677253127098083,-0.4310293197631836,0.8036081194877625
VOLUME_16,0.6308990120887756,0.0,-0.010336045175790787,0.012105157598853111,-0.2770833969116211
VOLUME_17,-0.3794117569923401,0.0,-0.3543330729007721,-0.2901780605316162,0.1390855312347412
VOLUME_18,-0.11059688031673431,0.0,-0.5193905830383301,-0.663833498954773,-0.01754728890955448
VOLUME_19,0.17452064156532288,0.0,-0.356156587600708,-0.5621261596679688,0.5795096158981323
VOLUME_20,-0.0009372680215165019,0.0,-0.30886781215667725,-0.6314576268196106,0.8028060793876648
RET_1_pctrank_date,0.10231579095125198,0.4172631502151489,0.33347368240356445,0.8799999952316284,0.8467368483543396
RET_2_pctrank_date,0.5507795810699463,0.03371259942650795,0.10872313380241394,0.9123472571372986,0.22334598004817963
RET_3_pctrank_date,0.8445006608963013,0.9051833152770996,0.3796881437301636,0.49009692668914795,0.6333754658699036
RET_4_pctrank_date,0.24389216303825378,0.10867733508348465,0.9304970502853394,0.16301600635051727,0.5914068818092346
RET_5_pctrank_date,0.6826801300048828,0.024863041937351227,0.5482511520385742,0.4201432764530182,0.769068717956543
VOLUME_1_pctrank_date,0.7804039716720581,0.0,0.6390202045440674,0.3089815080165863,0.03996562212705612
VOLUME_2_pctrank_date,0.794497013092041,0.0,0.7626827359199524,0.6754084229469299,0.0339638851583004
VOLUME_3_pctrank_date,0.7503222823143005,0.0,0.5440481305122375,0.2432316243648529,0.005586592014878988
VOLUME_4_pctrank_date,0.4868929982185364,0.0,0.6355822682380676,0.07649333775043488,0.0038676406256854534
VOLUME_5_pctrank_date,0.12505371868610382,0.0,0.7885689735412598,0.17490330338478088,0.025784270837903023
RET_1_mean_SECTOR,0.009178178384900093,0.0064772022888064384,0.013448807410895824,0.01725325919687748,0.006240920629352331
RET_1_med_SECTOR,0.009352299384772778,0.005178262013942003,0.007973313331604004,0.01585892215371132,0.005882637109607458
RET_2_mean_SECTOR,-0.01731252670288086,-0.02329983562231064,-0.04507441446185112,0.0013043676735833287,-0.014918319880962372
RET_2_med_SECTOR,-0.013638598844408989,-0.020268043503165245,-0.04267578944563866,-0.0002548309275880456,-0.012499361298978329
RET_3_mean_SECTOR,-0.0001482473744545132,-0.008673470467329025,-0.011731473729014397,-0.014219129458069801,-0.004146046005189419
RET_3_med_SECTOR,-0.0006095826392993331,-0.008696731179952621,-0.011011087335646152,-0.011008835397660732,-0.0046949260868132114
RET_4_mean_SECTOR,-0.0006549499230459332,-0.003665523137897253,-0.0009762125555425882,-0.009237360209226608,-0.0005775541649200022
RET_4_med_SECTOR,-0.0026836334727704525,-0.004283049143850803,-0.0012234539026394486,-0.010224509052932262,0.0
RET_5_mean_SECTOR,0.005186944734305143,0.005629610735923052,0.023137453943490982,-0.00951303169131279,0.0015325630083680153
RET_5_med_SECTOR,0.0046456353738904,0.004011203069239855,0.019754420965909958,-0.011070343665778637,-0.0006646845722571015
VOLUME_1_mean_SECTOR,0.006771216634660959,0.00972494762390852,0.12415074557065964,-0.12197428941726685,-0.19011276960372925
VOLUME_1_med_SECTOR,-0.19304540753364563,-0.2784229815006256,-0.22595816850662231,-0.21703748404979706,-0.2607290744781494
VOLUME_2_mean_SECTOR,-0.185807004570961,-0.03926027566194534,0.15798863768577576,-0.220418781042099,-0.172659769654274
VOLUME_2_med_SECTOR,-0.3397606313228607,-0.367808073759079,-0.21010659635066986,-0.2734691798686981,-0.3876628875732422
VOLUME_3_mean_SECTOR,-0.11045613139867783,-0.1891694813966751,0.03984901309013367,-0.3272961378097534,-0.014916646294295788
VOLUME_3_med_SECTOR,-0.3621385395526886,-0.4322686493396759,-0.3061886727809906,-0.33752018213272095,-0.28789880871772766
VOLUME_4_mean_SECTOR,-0.08171014487743378,-0.2628534734249115,0.18330128490924835,-0.2394905388355255,-0.04265838861465454
VOLUME_4_med_SECTOR,-0.36068248748779297,-0.4375758469104767,-0.25334280729293823,-0.3254702687263489,-0.18885193765163422
VOLUME_5_mean_SECTOR,-0.27696141600608826,-0.20970173180103302,0.1263582557439804,-0.4523622989654541,-0.10935556888580322
VOLUME_5_med_SECTOR,-0.44025200605392456,-0.4571699798107147,-0.19567865133285522,-0.5451557636260986,-0.29987743496894836
RET_1_mean_INDUSTRY,0.00828889012336731,0.0006706211133860052,0.012713426724076271,0.030314583331346512,0.0044126384891569614
RET_1_med_INDUSTRY,0.010146630927920341,0.004664707463234663,0.01079162023961544,0.033333614468574524,0.0029508513398468494
RET_2_mean_INDUSTRY,-0.04953233152627945,-0.031111041083931923,-0.04094704985618591,0.005077709443867207,-0.013324210420250893
RET_2_med_INDUSTRY,-0.049388062208890915,-0.03622141852974892,-0.03827892616391182,0.0036513986997306347,-0.008727573789656162
RET_3_mean_INDUSTRY,0.017554212361574173,-0.012366099283099174,-0.019108135253190994,-0.017397573217749596,-0.0027599188033491373
RET_3_med_INDUSTRY,0.011843713000416756,-0.013529589399695396,-0.014648251235485077,-0.012328256852924824,-0.0011294016148895025
RET_4_mean_INDUSTRY,-0.02106761373579502,-0.005603497847914696,-0.001433072378858924,-0.01061563566327095,0.0025718407705426216
RET_4_med_INDUSTRY,-0.020799119025468826,-0.010398169048130512,-0.002375790849328041,-0.010791570879518986,0.0016402282053604722
RET_5_mean_INDUSTRY,0.01649210974574089,0.00720897177234292,0.016853371635079384,-0.0132375443354249,0.002137280534952879
RET_5_med_INDUSTRY,0.0165534820407629,0.008029812946915627,0.01629711501300335,-0.01783759519457817,-0.002641949336975813
VOLUME_1_mean_INDUSTRY,-0.16313865780830383,-0.22379925847053528,-0.054922156035900116,0.021593090146780014,-0.12149326503276825
VOLUME_1_med_INDUSTRY,-0.20226263999938965,-0.49051669239997864,-0.27194318175315857,-0.09456729143857956,-0.20685797929763794
VOLUME_2_mean_INDUSTRY,-0.1449892669916153,-0.294838547706604,0.006445102393627167,-0.13492263853549957,-0.11168181896209717
VOLUME_2_med_INDUSTRY,-0.3798213005065918,-0.5068263411521912,-0.2726636528968811,-0.08991914242506027,-0.26260292530059814
VOLUME_3_mean_INDUSTRY,0.04271824657917023,-0.5549187064170837,-0.1747169941663742,-0.4061650037765503,-0.2853463888168335
VOLUME_3_med_INDUSTRY,-0.06847089529037476,-0.6282920837402344,-0.391012966632843,-0.4100373387336731,-0.28880512714385986
VOLUME_4_mean_INDUSTRY,-0.21596641838550568,-0.3061119318008423,-0.15959882736206055,-0.21457810699939728,-0.18969209492206573
VOLUME_4_med_INDUSTRY,-0.3651489019393921,-0.5194669961929321,-0.36827418208122253,-0.3120194971561432,-0.3080649673938751
VOLUME_5_mean_INDUSTRY,-0.45523911714553833,-0.18671952188014984,-0.11794114857912064,-0.5574930906295776,-0.22065941989421844
VOLUME_5_med_INDUSTRY,-0.43505024909973145,-0.5532928705215454,-0.33588600158691406,-0.5715593695640564,-0.31989672780036926
RET_1_mean_INDUSTRY_GROUP,0.011824987828731537,0.002372975926846266,0.015527060255408287,0.01725325919687748,0.0062101976945996284
RET_1_med_INDUSTRY_GROUP,0.010825368575751781,0.004991046618670225,0.009740390814840794,0.01585892215371132,0.0046751843765378
RET_2_mean_INDUSTRY_GROUP,-0.02829531580209732,-0.028589071705937386,-0.04220305755734444,0.0013043676735833287,-0.013266617432236671
RET_2_med_INDUSTRY_GROUP,-0.024975942447781563,-0.029276102781295776,-0.03799522668123245,-0.0002548309275880456,-0.007299134042114019
RET_3_mean_INDUSTRY_GROUP,0.014169642701745033,-0.009279448539018631,-0.01295822486281395,-0.014219129458069801,-0.002524079056456685
RET_3_med_INDUSTRY_GROUP,0.010506282560527325,-0.011403532698750496,-0.011529197916388512,-0.011008835397660732,-0.0025990745052695274
RET_4_mean_INDUSTRY_GROUP,0.002076795557513833,-0.006256848108023405,-0.0024816107470542192,-0.009237360209226608,8.074019569903612e-05
RET_4_med_INDUSTRY_GROUP,-0.002821129746735096,-0.008695890195667744,-0.001830919412896037,-0.010224509052932262,0.0010298800189048052
RET_5_mean_INDUSTRY_GROUP,0.01283489353954792,0.006432391703128815,0.021294450387358665,-0.00951303169131279,0.0013987701386213303
RET_5_med_INDUSTRY_GROUP,0.011119627393782139,0.004366932436823845,0.016818445175886154,-0.011070343665778637,-0.0015573689015582204
VOLUME_1_mean_INDUSTRY_GROUP,0.4676152765750885,0.042790014296770096,-0.018205933272838593,-0.12197428941726685,-0.14568950235843658
VOLUME_1_med_INDUSTRY_GROUP,-0.06891337037086487,-0.30333825945854187,-0.2753787636756897,-0.21703748404979706,-0.2265588343143463
VOLUME_2_mean_INDUSTRY_GROUP,0.0037055916618555784,-0.05517929792404175,-0.05221446603536606,-0.220418781042099,0.013199490495026112
VOLUME_2_med_INDUSTRY_GROUP,-0.31944191455841064,-0.4325735569000244,-0.30861133337020874,-0.2734691798686981,-0.32907697558403015
VOLUME_3_mean_INDUSTRY_GROUP,0.2471770942211151,-0.335129052400589,-0.031871698796749115,-0.3272961378097534,0.15549194812774658
VOLUME_3_med_INDUSTRY_GROUP,-0.17803849279880524,-0.4768940508365631,-0.39218005537986755,-0.33752018213272095,-0.21073637902736664
VOLUME_4_mean_INDUSTRY_GROUP,0.09598441421985626,-0.25326767563819885,0.03940752148628235,-0.2394905388355255,-0.006145129911601543
VOLUME_4_med_INDUSTRY_GROUP,-0.33760160207748413,-0.47183921933174133,-0.36605900526046753,-0.3254702687263489,-0.21675191819667816
VOLUME_5_mean_INDUSTRY_GROUP,-0.27752387523651123,-0.23663456737995148,0.06183255836367607,-0.4523622989654541,-0.13507179915905
VOLUME_5_med_INDUSTRY_GROUP,-0.4356672465801239,-0.5582871437072754,-0.2638942003250122,-0.5451557636260986,-0.294374942779541
RET_1_gap_sector,-0.024926215410232544,-0.0024930948857218027,-0.013008354231715202,0.014044905081391335,0.021031755954027176
RET_2_gap_sector,0.0018086438067257404,-0.06728041172027588,-0.013821504078805447,0.006451194640249014,-0.02438322640955448
RET_3_gap_sector,0.011119840666651726,0.027499763295054436,0.002689159009605646,0.009587323293089867,0.004146046005189419
RET_4_gap_sector,-0.014016677625477314,-0.021874267607927322,0.025828637182712555,-0.01043967716395855,0.0005775541649200022
RET_5_gap_sector,0.011296379379928112,-0.04369190335273743,-0.013783734291791916,0.013056928291916847,0.020788928493857384
VOLUME_1_gap_sector,0.14116010069847107,0.0,-0.22043229639530182,-0.30756592750549316,-0.6570419669151306
VOLUME_2_gap_sector,0.36499035358428955,0.0,-0.07321790605783463,0.13049964606761932,-0.7703737020492554
VOLUME_3_gap_sector,0.14428821206092834,0.0,-0.33862635493278503,-0.31244102120399475,-1.1657119989395142
VOLUME_4_gap_sector,-0.281157523393631,0.0,-0.34072205424308777,-0.7006728649139404,-1.2712372541427612
VOLUME_5_gap_sector,-0.6959587931632996,0.0,-0.03490313142538071,-0.43010157346725464,-1.0950425863265991
ret_mean,0.01631799526512623,-0.005572037305682898,-0.0010431745322421193,-0.003153711324557662,-0.0035513867624104023
ret_std,0.05464614927768707,0.04880761355161667,0.023416806012392044,0.020830798894166946,0.03204500675201416
ret_skew,2.0459604263305664,1.9118088483810425,0.17093691229820251,-0.17471446096897125,1.482930064201355
vol_mean,0.4573652148246765,0.0,-0.2096419483423233,-0.5390490889549255,0.6063192486763
vol_std,2.1632492542266846,0.0,0.2647794485092163,0.51870197057724,4.3553876876831055
vol_skew,3.1114771366119385,0.0,0.9979690313339233,-1.046850323677063,4.301243782043457
RET_1_mkt,0.008914629928767681,0.008914629928767681,0.008914629928767681,0.008914629928767681,0.008914629928767681
RET_1_gap_mkt,-0.024662667885422707,-0.004930522758513689,-0.008474176749587059,0.022383535280823708,0.01835804618895054
RET_2_mkt,-0.022789638489484787,-0.022789638489484787,-0.022789638489484787,-0.022789638489484787,-0.022789638489484787
RET_2_gap_mkt,0.00728575699031353,-0.06779061257839203,-0.036106277257204056,0.030545201152563095,-0.016511907801032066
RET_3_mkt,-0.0051201158203184605,-0.0051201158203184605,-0.0051201158203184605,-0.0051201158203184605,-0.0051201158203184605
RET_3_gap_mkt,0.016091708093881607,0.023946408182382584,-0.003922198433429003,0.000488308840431273,0.0051201158203184605
RET_4_mkt,-0.0032183555886149406,-0.0032183555886149406,-0.0032183555886149406,-0.0032183555886149406,-0.0032183555886149406
RET_4_gap_mkt,-0.011453271843492985,-0.022321436554193497,0.028070779517292976,-0.016458682715892792,0.0032183555886149406
RET_5_mkt,0.010277627035975456,0.010277627035975456,0.010277627035975456,0.010277627035975456,0.010277627035975456
RET_5_gap_mkt,0.0062056961469352245,-0.04833992198109627,-0.0009239083155989647,-0.006733729969710112,0.012043864466249943
RET_6_mkt,0.009545909240841866,0.009545909240841866,0.009545909240841866,0.009545909240841866,0.009545909240841866
RET_6_gap_mkt,0.004785303492099047,-0.01641845703125,0.01797577366232872,-0.011566758155822754,0.008636096492409706
RET_7_mkt,-0.013641954399645329,-0.013641954399645329,-0.013641954399645329,-0.013641954399645329,-0.013641954399645329
RET_7_gap_mkt,-0.0035726388450711966,-0.013114173896610737,-0.009404662996530533,-0.030319685116410255,-0.01290666963905096
RET_8_mkt,0.0052031525410711765,0.0052031525410711765,0.0052031525410711765,0.0052031525410711765,0.0052031525410711765
RET_8_gap_mkt,-0.023635955527424812,0.018769703805446625,-0.008181953802704811,-0.009531964547932148,-0.022594477981328964
RET_9_mkt,0.015300870873034,0.015300870873034,0.015300870873034,0.015300870873034,0.015300870873034
RET_9_gap_mkt,0.11884503811597824,0.1434297114610672,-0.0216432623565197,-0.001154816010966897,-0.023921649903059006
RET_10_mkt,0.01976855657994747,0.01976855657994747,0.01976855657994747,0.01976855657994747,0.01976855657994747
RET_10_gap_mkt,0.16251805424690247,0.025873687118291855,0.03603475168347359,-0.04171479120850563,0.0022579419892281294
RET_11_mkt,-0.003982673864811659,-0.003982673864811659,-0.003982673864811659,-0.003982673864811659,-0.003982673864811659
RET_11_gap_mkt,0.017552349716424942,-0.004247411619871855,-0.008798336610198021,0.011675255373120308,-0.004751198925077915
RET_12_mkt,0.020662495866417885,0.020662495866417885,0.020662495866417885,0.020662495866417885,0.020662495866417885
RET_12_gap_mkt,0.009445585310459137,-0.048662349581718445,0.00743035739287734,-0.013398931361734867,-0.02501004748046398
RET_13_mkt,0.005547267384827137,0.005547267384827137,0.005547267384827137,0.005547267384827137,0.005547267384827137
RET_13_gap_mkt,0.022077057510614395,-0.025155313313007355,-0.014973104931414127,-0.015613973140716553,-0.04721405357122421
RET_14_mkt,0.0007740409346297383,0.0007740409346297383,0.0007740409346297383,0.0007740409346297383,0.0007740409346297383
RET_14_gap_mkt,-0.05014381557703018,-0.05281838774681091,-0.0034604589454829693,-0.0002946457243524492,0.095116525888443
RET_15_mkt,-0.0020094173960387707,-0.0020094173960387707,-0.0020094173960387707,-0.0020094173960387707,-0.0020094173960387707
RET_15_gap_mkt,-0.026562025770545006,-0.0020631509833037853,-0.0055421278811991215,0.023066889494657516,-0.024657519534230232
RET_16_mkt,0.012954303994774818,0.012954303994774818,0.012954303994774818,0.012954303994774818,0.012954303994774818
RET_16_gap_mkt,0.04650518670678139,0.002458934672176838,-0.0039901998825371265,-0.04472290351986885,-0.05141546204686165
RET_17_mkt,0.0029429281130433083,0.0029429281130433083,0.0029429281130433083,0.0029429281130433083,0.0029429281130433083
RET_17_gap_mkt,0.00031086968374438584,0.000830695906188339,-0.020555375143885612,0.030880793929100037,-0.015601440332829952
RET_18_mkt,0.0037472303956747055,0.0037472303956747055,0.0037472303956747055,0.0037472303956747055,0.0037472303956747055
RET_18_gap_mkt,0.00500523392111063,-0.022265536710619926,-0.010308804921805859,-0.005215522367507219,0.0004901012289337814
RET_19_mkt,-0.02048114687204361,-0.02048114687204361,-0.02048114687204361,-0.02048114687204361,-0.02048114687204361
RET_19_gap_mkt,0.007522180676460266,-0.008296126499772072,0.008380571380257607,0.006961057428270578,0.024736667051911354
RET_20_mkt,-0.0004757944552693516,-0.0004757944552693516,-0.0004757944552693516,-0.0004757944552693516,-0.0004757944552693516
RET_20_gap_mkt,-0.001679647364653647,-0.034246403723955154,-0.00639079324901104,-0.03626877814531326,-0.04034094139933586
ret_c1_5,-0.01846862956881523,-0.13137193024158478,-0.03329163417220116,0.018288778141140938,0.01029262039810419
ret_c1_5_sec_mean,-0.0037506003864109516,-0.023532016202807426,-0.021071193739771843,-0.014411894604563713,-0.011868436820805073
ret_c1_5_ind_mean,-0.028264733031392097,-0.041201043874025345,-0.031483862549066544,-0.005858460906893015,-0.006962369661778212
ret_c1_5_gap_sec,-0.014718029648065567,-0.1078399196267128,-0.012220440432429314,0.03270067274570465,0.022161057218909264
ret_c1_5_rank_date,0.4286916255950928,0.02734539285302162,0.29070255160331726,0.7766091823577881,0.7181320786476135
ret_c2_5,-0.002720592776313424,-0.13535603880882263,-0.033732086420059204,-0.013009385205805302,-0.01698005571961403
ret_c2_5_sec_mean,-0.012928778305649757,-0.03000921756029129,-0.03448998183012009,-0.03166515380144119,-0.018109356984496117
ret_c2_5_ind_mean,-0.03655362129211426,-0.04187166690826416,-0.044197291135787964,-0.03617304563522339,-0.011375008150935173
ret_c2_5_gap_sec,0.010208185762166977,-0.10534682869911194,0.0007578942459076643,0.018655769526958466,0.001129302429035306
ret_c2_5_rank_date,0.6827934384346008,0.024400504305958748,0.355490118265152,0.5553218126296997,0.5119898915290833
ret_c6_20,0.3448285460472107,0.019931185990571976,0.012428143061697483,-0.0813630074262619,-0.08132036030292511
ret_c6_20_sec_mean,0.0443040132522583,0.07233425229787827,0.09935257583856583,-0.017799874767661095,0.03561539947986603
ret_c6_20_ind_mean,0.1156301274895668,0.08371566236019135,0.07849116623401642,-0.03143736347556114,0.010413683950901031
ret_c6_20_gap_sec,0.3005245327949524,-0.05240306258201599,-0.08692443370819092,-0.06356313079595566,-0.11693575978279114
ret_c6_20_rank_date,0.9810685515403748,0.37820783257484436,0.3340345025062561,0.03491796553134918,0.035338662564754486
ret_c1_20,0.32635989785194397,-0.1114407479763031,-0.0208634901791811,-0.06307422369718552,-0.0710277333855629
ret_c1_20_sec_mean,0.040553413331508636,0.04880223423242569,0.07828138023614883,-0.03221176937222481,0.02374696359038353
ret_c1_20_ind_mean,0.08736539632081985,0.042514618486166,0.047007299959659576,-0.03729582577943802,0.0034513140562921762
ret_c1_20_gap_sec,0.2858065068721771,-0.1602429896593094,-0.09914487600326538,-0.030862456187605858,-0.09477470070123672
ret_c1_20_rank_date,0.9777029752731323,0.04669751971960068,0.23895667493343353,0.10727807879447937,0.09549852460622787
RET_1_pctrank_sec,0.07744107395410538,0.4743589758872986,0.3691275119781494,0.7444444298744202,0.8910890817642212
RET_2_pctrank_sec,0.4511784613132477,0.035256411880254745,0.3161434829235077,0.6333333253860474,0.10891088843345642
VOLUME_1_pctrank_sec,0.7337883710861206,0.0,0.621004581451416,0.2666666805744171,0.08080808073282242