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| Feature Analysis Report |
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| 1. Basic Statistical Information: |
| Total Feature Count: 876 |
| Average IC Value: 0.0181 |
| IC Value Standard Deviation: 0.0139 |
| Maximum IC Value: 0.0694 |
| Minimum IC Value: 0.0000 |
| Positive IC Value Feature Count: 876 |
| Negative IC Value Feature Count: 0 |
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| 2. High Correlation Analysis (|Correlation| > 0.8): |
| High Correlation Feature Pair Count: 2277 |
| Correlation Matrix Density: 0.0059 |
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| 3. Feature Aggregation Results: |
| Feature Group Count: 338 |
| Single Feature Group Count: 158 |
| Aggregated Feature Group Count: 180 |
| Average Aggregated Group Size: 3.99 |
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| 4. Top 10 Highest IC Value Features: |
| 1. X21 |IC|=0.0694 (IC=0.0694) |
| 2. X20 |IC|=0.0677 (IC=0.0677) |
| 3. X28 |IC|=0.0641 (IC=0.0641) |
| 4. X863 |IC|=0.0641 (IC=0.0641) |
| 5. X29 |IC|=0.0623 (IC=0.0623) |
| 6. X19 |IC|=0.0623 (IC=0.0623) |
| 7. X27 |IC|=0.0623 (IC=0.0623) |
| 8. X22 |IC|=0.0577 (IC=0.0577) |
| 9. X858 |IC|=0.0573 (IC=0.0573) |
| 10. X219 |IC|=0.0567 (IC=0.0567) |
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| 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=0.0493) |
| Contains Features: X219, X217, X218, X225, X226 |
| Weights: ['0.230', '0.187', '0.218', '0.183', '0.183'] |
| Group 4: X531 (IC=0.0484) |
| Contains Features: X531, X524, X538 |
| Weights: ['0.387', '0.331', '0.282'] |
| Group 5: 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, X868 |
| 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 6: 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 7: X30 (IC=0.0409) |
| Contains Features: X30, X31, X32 |
| Weights: ['0.404', '0.333', '0.263'] |
| Group 8: 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 9: 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 10: X861 (IC=0.0314) |
| Contains Features: X861, X525, X532, X539 |
| Weights: ['0.362', '0.158', '0.244', '0.236'] |
| Group 11: X23 (IC=0.0394) |
| Contains Features: X23, X24 |
| Weights: ['0.571', '0.429'] |
| Group 12: 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 13: X277 (IC=0.0389) |
| Contains Features: X277, X276, X278, X279 |
| Weights: ['0.271', '0.212', '0.260', '0.257'] |
| Group 14: X580 (IC=0.0375) |
| Contains Features: X580, X573, X587 |
| Weights: ['0.371', '0.309', '0.320'] |
| Group 15: X224 (IC=0.0331) |
| Contains Features: X224, X223 |
| Weights: ['0.629', '0.371'] |
| Group 16: X758 (IC=0.0389) |
| Contains Features: X758, X750, X754 |
| Weights: ['0.355', '0.293', '0.353'] |
| Group 17: X612 (IC=0.0342) |
| Contains Features: X612, X610, X611 |
| Weights: ['0.395', '0.270', '0.335'] |
| Group 18: X89 (IC=0.0315) |
| Contains Features: X89, X83, X125, X167, X336, X728 |
| Weights: ['0.215', '0.189', '0.173', '0.135', '0.164', '0.123'] |
| Group 19: X269 (IC=0.0377) |
| Contains Features: X269, X268, X270, X271 |
| Weights: ['0.263', '0.225', '0.257', '0.255'] |
| Group 20: X731 (IC=0.0318) |
| Contains Features: X731, X727, X729, X730 |
| Weights: ['0.309', '0.212', '0.271', '0.208'] |
| Group 21: 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 22: X373 (IC=0.0380) |
| Contains Features: X373, X367, X379, X385 |
| Weights: ['0.251', '0.248', '0.250', '0.251'] |
| Group 23: X504 (IC=0.0371) |
| Contains Features: X504, X511 |
| Weights: ['0.504', '0.496'] |
| Group 24: X540 (IC=0.0373) |
| Contains Features: X540, X533 |
| Weights: ['0.502', '0.498'] |
| Group 25: X186 (IC=0.0346) |
| Contains Features: X186, X183, X189 |
| Weights: ['0.359', '0.305', '0.335'] |
| Group 26: X361 (IC=0.0365) |
| Contains Features: X361, X355 |
| Weights: ['0.509', '0.491'] |
| Group 27: X331 (IC=0.0326) |
| Contains Features: X331, X325, X337, X343 |
| Weights: ['0.279', '0.263', '0.246', '0.213'] |
| Group 28: X517 (IC=0.0341) |
| Contains Features: X517, X510 |
| Weights: ['0.530', '0.470'] |
| Group 29: X814 (IC=0.0322) |
| Contains Features: X814, X806, X810 |
| Weights: ['0.370', '0.283', '0.347'] |
| Group 30: X519 (IC=0.0328) |
| Contains Features: X519, X512 |
| Weights: ['0.526', '0.474'] |
| Group 31: X266 (IC=0.0327) |
| Contains Features: X266, X265, X267 |
| Weights: ['0.348', '0.314', '0.338'] |
| Group 32: X588 (IC=0.0330) |
| Contains Features: X588, X581 |
| Weights: ['0.515', '0.485'] |
| Group 33: 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 34: X111 (IC=0.0321) |
| Contains Features: X111, X105, X117, X153 |
| Weights: ['0.258', '0.238', '0.248', '0.257'] |
| Group 35: 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 36: X238 (IC=0.0260) |
| Contains Features: X238, X239, X245, X246, X485, X492 |
| Weights: ['0.211', '0.197', '0.206', '0.202', '0.092', '0.092'] |
| Group 37: X773 (IC=0.0250) |
| Contains Features: X773, X765, X768, X769, X772, X776, X777 |
| Weights: ['0.186', '0.131', '0.136', '0.168', '0.149', '0.092', '0.138'] |
| Group 38: 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 39: X319 (IC=0.0314) |
| Contains Features: X319, X313 |
| Weights: ['0.510', '0.490'] |
| Group 40: X690 (IC=0.0252) |
| Contains Features: X690, X678, X684, X696 |
| Weights: ['0.316', '0.183', '0.185', '0.316'] |
| Group 41: X203 (IC=0.0216) |
| Contains Features: X203, X195, X202, X209, X210 |
| Weights: ['0.292', '0.168', '0.159', '0.136', '0.244'] |
| Group 42: X147 (IC=0.0281) |
| Contains Features: X147, X141, X159 |
| Weights: ['0.374', '0.274', '0.352'] |
| Group 43: X604 (IC=0.0308) |
| Contains Features: X604, X603, X605 |
| Weights: ['0.340', '0.323', '0.337'] |
| Group 44: 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 45: X133 (IC=0.0297) |
| Contains Features: X133, X127 |
| Weights: ['0.519', '0.481'] |
| Group 46: X274 (IC=0.0300) |
| Contains Features: X274, X273, X275 |
| Weights: ['0.338', '0.331', '0.331'] |
| Group 47: X163 (IC=0.0270) |
| Contains Features: X163, X121, X151, X157 |
| Weights: ['0.280', '0.259', '0.214', '0.247'] |
| Group 48: X431 (IC=0.0251) |
| Contains Features: X431, X430, X433, X434, X436, X437 |
| Weights: ['0.200', '0.146', '0.162', '0.185', '0.153', '0.155'] |
| Group 49: X842 (IC=0.0211) |
| Contains Features: X842, X834, X838 |
| Weights: ['0.451', '0.186', '0.363'] |
| Group 50: X553 (IC=0.0274) |
| Contains Features: X553, X560 |
| Weights: ['0.513', '0.487'] |
| Group 51: X330 (IC=0.0250) |
| Contains Features: X330, X324 |
| Weights: ['0.557', '0.443'] |
| Group 52: X233 (IC=0.0268) |
| Contains Features: X233, X232 |
| Weights: ['0.510', '0.490'] |
| Group 53: X829 (IC=0.0213) |
| Contains Features: X829, X821, X824, X825, X828, X832, X833 |
| Weights: ['0.183', '0.116', '0.136', '0.152', '0.156', '0.107', '0.151'] |
| Group 54: X880 (IC=0.0230) |
| Contains Features: X880, X878, X879, X881 |
| Weights: ['0.297', '0.203', '0.266', '0.234'] |
| Group 55: X56 (IC=0.0257) |
| Contains Features: X56, X55 |
| Weights: ['0.527', '0.473'] |
| Group 56: 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 57: X566 (IC=0.0255) |
| Contains Features: X566, X559 |
| Weights: ['0.522', '0.478'] |
| Group 58: X115 (IC=0.0242) |
| Contains Features: X115, X109 |
| Weights: ['0.542', '0.458'] |
| Group 59: X237 (IC=0.0192) |
| Contains Features: X237, X236, X243, X244, X484, X491 |
| Weights: ['0.222', '0.175', '0.158', '0.203', '0.126', '0.117'] |
| Group 60: X36 (IC=0.0242) |
| Contains Features: X36, X37 |
| Weights: ['0.526', '0.474'] |
| Group 61: X579 (IC=0.0201) |
| Contains Features: X579, X572, X586 |
| Weights: ['0.412', '0.373', '0.215'] |
| Group 62: X123 (IC=0.0162) |
| Contains Features: X123, X129, X135, X165, X171 |
| Weights: ['0.306', '0.202', '0.094', '0.244', '0.154'] |
| Group 63: X506 (IC=0.0237) |
| Contains Features: X506, X508 |
| Weights: ['0.519', '0.481'] |
| Group 64: X247 (IC=0.0151) |
| Contains Features: X247, X240, X487, X494 |
| Weights: ['0.400', '0.365', '0.109', '0.126'] |
| Group 65: X686 (IC=0.0179) |
| Contains Features: X686, X662, X668, X674, X680, X683, X692, X695 |
| Weights: ['0.169', '0.097', '0.063', '0.148', '0.105', '0.145', '0.123', '0.149'] |
| Group 66: X602 (IC=0.0203) |
| Contains Features: X602, X600, X601 |
| Weights: ['0.394', '0.279', '0.326'] |
| Group 67: X216 (IC=0.0157) |
| Contains Features: X216, X215, X222 |
| Weights: ['0.508', '0.229', '0.263'] |
| Group 68: X79 (IC=0.0215) |
| Contains Features: X79, X67, X73, X85 |
| Weights: ['0.273', '0.233', '0.266', '0.228'] |
| Group 69: X479 (IC=0.0217) |
| Contains Features: X479, X478, X480 |
| Weights: ['0.360', '0.302', '0.337'] |
| Group 70: X63 (IC=0.0206) |
| Contains Features: X63, X57, X69, X75 |
| Weights: ['0.276', '0.221', '0.271', '0.232'] |
| Group 71: X865 (IC=0.0213) |
| Contains Features: X865, X17, X25 |
| Weights: ['0.350', '0.302', '0.349'] |
| Group 72: X231 (IC=0.0178) |
| Contains Features: X231, X230 |
| Weights: ['0.625', '0.375'] |
| Group 73: X609 (IC=0.0207) |
| Contains Features: X609, X607, X608 |
| Weights: ['0.356', '0.309', '0.335'] |
| Group 74: X513 (IC=0.0217) |
| Contains Features: X513, X515 |
| Weights: ['0.503', '0.497'] |
| Group 75: X653 (IC=0.0181) |
| Contains Features: X653, X641, X659, X665 |
| Weights: ['0.284', '0.276', '0.230', '0.210'] |
| Group 76: X10 (IC=0.0198) |
| Contains Features: X10, X11 |
| Weights: ['0.513', '0.487'] |
| Group 77: X366 (IC=0.0160) |
| Contains Features: X366, X354, X360, X408 |
| Weights: ['0.317', '0.224', '0.279', '0.179'] |
| Group 78: X318 (IC=0.0189) |
| Contains Features: X318, X312 |
| Weights: ['0.523', '0.477'] |
| Group 79: X428 (IC=0.0140) |
| Contains Features: X428, X380, X386, X416, X422 |
| Weights: ['0.276', '0.198', '0.128', '0.158', '0.240'] |
| Group 80: X786 (IC=0.0131) |
| Contains Features: X786, X778, X782 |
| Weights: ['0.489', '0.146', '0.365'] |
| Group 81: 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 82: X394 (IC=0.0172) |
| Contains Features: X394, X388, X400, X406 |
| Weights: ['0.279', '0.226', '0.268', '0.227'] |
| Group 83: X764 (IC=0.0147) |
| Contains Features: X764, X760, X761 |
| Weights: ['0.428', '0.262', '0.310'] |
| Group 84: X677 (IC=0.0176) |
| Contains Features: X677, X671, X689 |
| Weights: ['0.357', '0.288', '0.356'] |
| Group 85: X352 (IC=0.0157) |
| Contains Features: X352, X346, X358, X364 |
| Weights: ['0.282', '0.264', '0.252', '0.202'] |
| Group 86: X499 (IC=0.0156) |
| Contains Features: X499, X501 |
| Weights: ['0.565', '0.435'] |
| Group 87: X726 (IC=0.0132) |
| Contains Features: X726, X724, X725 |
| Weights: ['0.437', '0.192', '0.371'] |
| Group 88: X145 (IC=0.0158) |
| Contains Features: X145, X103 |
| Weights: ['0.548', '0.452'] |
| Group 89: 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 90: X340 (IC=0.0147) |
| Contains Features: X340, X328, X334 |
| Weights: ['0.385', '0.260', '0.355'] |
| Group 91: X418 (IC=0.0163) |
| Contains Features: X418, X412, X424 |
| Weights: ['0.346', '0.322', '0.332'] |
| Group 92: X470 (IC=0.0107) |
| Contains Features: X470, X442, X449, X456, X463, X469, X476, X477 |
| Weights: ['0.196', '0.166', '0.162', '0.120', '0.150', '0.090', '0.029', '0.086'] |
| Group 93: X382 (IC=0.0154) |
| Contains Features: X382, X370, X376 |
| Weights: ['0.360', '0.293', '0.346'] |
| Group 94: X882 (IC=0.0149) |
| Contains Features: X882, X883 |
| Weights: ['0.557', '0.443'] |
| Group 95: X124 (IC=0.0106) |
| Contains Features: X124, X118, X166, X172 |
| Weights: ['0.384', '0.192', '0.187', '0.236'] |
| Group 96: X310 (IC=0.0138) |
| Contains Features: X310, X304, X316, X322 |
| Weights: ['0.296', '0.274', '0.250', '0.180'] |
| Group 97: X650 (IC=0.0133) |
| Contains Features: X650, X638, X656 |
| Weights: ['0.406', '0.384', '0.209'] |
| Group 98: X820 (IC=0.0129) |
| Contains Features: X820, X816, X817 |
| Weights: ['0.417', '0.288', '0.295'] |
| Group 99: X81 (IC=0.0134) |
| Contains Features: X81, X87, X93 |
| Weights: ['0.396', '0.342', '0.262'] |
| Group 100: X162 (IC=0.0154) |
| Contains Features: X162, X150, X156, X168 |
| Weights: ['0.257', '0.250', '0.253', '0.240'] |
| Group 101: X2 (IC=0.0115) |
| Contains Features: X2, X3, X4 |
| Weights: ['0.456', '0.355', '0.189'] |
| Group 102: X746 (IC=0.0079) |
| Contains Features: X746, X738, X742 |
| Weights: ['0.662', '0.055', '0.283'] |
| Group 103: X688 (IC=0.0146) |
| Contains Features: X688, X664, X676, X682, X694 |
| Weights: ['0.214', '0.170', '0.211', '0.198', '0.206'] |
| Group 104: X565 (IC=0.0114) |
| Contains Features: X565, X558 |
| Weights: ['0.683', '0.317'] |
| Group 105: X629 (IC=0.0123) |
| Contains Features: X629, X617 |
| Weights: ['0.628', '0.372'] |
| Group 106: X520 (IC=0.0139) |
| Contains Features: X520, X522 |
| Weights: ['0.552', '0.448'] |
| Group 107: X781 (IC=0.0083) |
| Contains Features: X781, X780, X784, X785 |
| Weights: ['0.461', '0.223', '0.069', '0.248'] |
| Group 108: X837 (IC=0.0094) |
| Contains Features: X837, X836, X840, X841 |
| Weights: ['0.404', '0.218', '0.072', '0.306'] |
| Group 109: X802 (IC=0.0096) |
| Contains Features: X802, X794, X798 |
| Weights: ['0.518', '0.180', '0.303'] |
| Group 110: X235 (IC=0.0118) |
| Contains Features: X235, X242, X482, X489 |
| Weights: ['0.316', '0.285', '0.200', '0.198'] |
| Group 111: X649 (IC=0.0135) |
| Contains Features: X649, X625, X637, X643, X655, X661, X667 |
| Weights: ['0.156', '0.122', '0.152', '0.143', '0.145', '0.148', '0.134'] |
| Group 112: X427 (IC=0.0109) |
| Contains Features: X427, X415, X421 |
| Weights: ['0.421', '0.253', '0.326'] |
| Group 113: X673 (IC=0.0122) |
| Contains Features: X673, X679, X685, X691 |
| Weights: ['0.281', '0.258', '0.236', '0.225'] |
| Group 114: X60 (IC=0.0112) |
| Contains Features: X60, X66 |
| Weights: ['0.594', '0.406'] |
| Group 115: 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 116: X91 (IC=0.0085) |
| Contains Features: X91, X97 |
| Weights: ['0.777', '0.223'] |
| Group 117: X262 (IC=0.0092) |
| Contains Features: X262, X256, X260, X261, X263 |
| Weights: ['0.288', '0.017', '0.148', '0.278', '0.269'] |
| Group 118: X890 (IC=0.0061) |
| Contains Features: X890, X888, X889 |
| Weights: ['0.714', '0.041', '0.245'] |
| Group 119: X350 (IC=0.0108) |
| Contains Features: X350, X392 |
| Weights: ['0.602', '0.398'] |
| Group 120: X766 (IC=0.0103) |
| Contains Features: X766, X762, X770, X774 |
| Weights: ['0.306', '0.264', '0.272', '0.158'] |
| Group 121: X483 (IC=0.0119) |
| Contains Features: X483, X490 |
| Weights: ['0.514', '0.486'] |
| Group 122: X155 (IC=0.0094) |
| Contains Features: X155, X107, X149 |
| Weights: ['0.430', '0.342', '0.228'] |
| Group 123: X460 (IC=0.0048) |
| Contains Features: X460, X439, X461, X467 |
| Weights: ['0.615', '0.035', '0.319', '0.031'] |
| Group 124: X853 (IC=0.0089) |
| Contains Features: X853, X854 |
| Weights: ['0.656', '0.344'] |
| Group 125: 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 126: X102 (IC=0.0104) |
| Contains Features: X102, X108 |
| Weights: ['0.558', '0.442'] |
| Group 127: X387 (IC=0.0068) |
| Contains Features: X387, X92, X98, X134, X140, X176, X182, X333, X339, X345, X375, X381, X417, X423, X429 |
| Weights: ['0.111', '0.053', '0.099', '0.053', '0.099', '0.053', '0.099', '0.010', '0.059', '0.111', '0.010', '0.059', '0.010', '0.059', '0.111'] |
| Group 128: X90 (IC=0.0074) |
| Contains Features: X90, X78, X84, X96 |
| Weights: ['0.384', '0.032', '0.289', '0.295'] |
| Group 129: X76 (IC=0.0090) |
| Contains Features: X76, X64, X70, X112, X160 |
| Weights: ['0.254', '0.230', '0.231', '0.138', '0.148'] |
| Group 130: X670 (IC=0.0097) |
| Contains Features: X670, X652, X658 |
| Weights: ['0.388', '0.320', '0.291'] |
| Group 131: X257 (IC=0.0092) |
| Contains Features: X257, X258 |
| Weights: ['0.610', '0.390'] |
| Group 132: sell_qty (IC=0.0095) |
| Contains Features: sell_qty, buy_qty, volume, X594, X596 |
| Weights: ['0.235', '0.118', '0.185', '0.232', '0.230'] |
| Group 133: X326 (IC=0.0094) |
| Contains Features: X326, X314, X320, X332 |
| Weights: ['0.293', '0.196', '0.251', '0.260'] |
| Group 134: X493 (IC=0.0109) |
| Contains Features: X493, X486 |
| Weights: ['0.505', '0.495'] |
| Group 135: X631 (IC=0.0080) |
| Contains Features: X631, X613, X619 |
| Weights: ['0.454', '0.285', '0.261'] |
| Group 136: X174 (IC=0.0079) |
| Contains Features: X174, X180 |
| Weights: ['0.673', '0.327'] |
| Group 137: X741 (IC=0.0091) |
| Contains Features: X741, X736, X737, X740, X744, X745 |
| Weights: ['0.194', '0.143', '0.163', '0.174', '0.151', '0.174'] |
| Group 138: X845 (IC=0.0044) |
| Contains Features: X845, X214, X722, X723 |
| Weights: ['0.548', '0.121', '0.024', '0.308'] |
| Group 139: X718 (IC=0.0060) |
| Contains Features: X718, X719, X720, X721 |
| Weights: ['0.394', '0.317', '0.212', '0.078'] |
| Group 140: X516 (IC=0.0082) |
| Contains Features: X516, X509 |
| Weights: ['0.573', '0.427'] |
| Group 141: X448 (IC=0.0057) |
| Contains Features: X448, X440, X441, X447, X454, X455, X468, X475 |
| Weights: ['0.205', '0.116', '0.186', '0.151', '0.114', '0.154', '0.074', '0.001'] |
| Group 142: X344 (IC=0.0085) |
| Contains Features: X344, X338 |
| Weights: ['0.536', '0.464'] |
| Group 143: X687 (IC=0.0050) |
| Contains Features: X687, X675, X681, X693 |
| Weights: ['0.444', '0.126', '0.060', '0.370'] |
| Group 144: X402 (IC=0.0066) |
| Contains Features: X402, X396 |
| Weights: ['0.671', '0.329'] |
| Group 145: X323 (IC=0.0048) |
| Contains Features: X323, X329 |
| Weights: ['0.904', '0.096'] |
| Group 146: X248 (IC=0.0079) |
| Contains Features: X248, X253, X254, X255 |
| Weights: ['0.274', '0.216', '0.260', '0.251'] |
| Group 147: X523 (IC=0.0064) |
| Contains Features: X523, X530 |
| Weights: ['0.673', '0.327'] |
| Group 148: X801 (IC=0.0059) |
| Contains Features: X801, X793, X796, X797, X800, X804, X805 |
| Weights: ['0.207', '0.093', '0.134', '0.173', '0.158', '0.118', '0.116'] |
| Group 149: X192 (IC=0.0058) |
| Contains Features: X192, X193, X199, X200, X206, X220, X227 |
| Weights: ['0.205', '0.071', '0.193', '0.073', '0.196', '0.084', '0.178'] |
| Group 150: X640 (IC=0.0067) |
| Contains Features: X640, X628, X634, X646 |
| Weights: ['0.301', '0.215', '0.201', '0.283'] |
| Group 151: X818 (IC=0.0072) |
| Contains Features: X818, X822 |
| Weights: ['0.555', '0.445'] |
| Group 152: X249 (IC=0.0042) |
| Contains Features: X249, X250, X251 |
| Weights: ['0.623', '0.223', '0.154'] |
| Group 153: X148 (IC=0.0063) |
| Contains Features: X148, X106, X142, X154 |
| Weights: ['0.300', '0.233', '0.167', '0.299'] |
| Group 154: X58 (IC=0.0055) |
| Contains Features: X58, X100 |
| Weights: ['0.690', '0.310'] |
| Group 155: X752 (IC=0.0038) |
| Contains Features: X752, X748, X749, X753, X756, X757 |
| Weights: ['0.322', '0.155', '0.009', '0.109', '0.313', '0.092'] |
| Group 156: X114 (IC=0.0037) |
| Contains Features: X114, X120, X126 |
| Weights: ['0.588', '0.244', '0.168'] |
| Group 157: order_flow_imbalance (IC=0.0060) |
| Contains Features: order_flow_imbalance, selling_pressure |
| Weights: ['0.504', '0.496'] |
| Group 158: X229 (IC=0.0038) |
| Contains Features: X229, X228 |
| Weights: ['0.783', '0.217'] |
| Group 159: X1 (IC=0.0029) |
| Contains Features: X1, X5, X6, X7, X8 |
| Weights: ['0.411', '0.071', '0.106', '0.177', '0.235'] |
| Group 160: X409 (IC=0.0045) |
| Contains Features: X409, X397, X403 |
| Weights: ['0.440', '0.283', '0.277'] |
| Group 161: X733 (IC=0.0055) |
| Contains Features: X733, X732 |
| Weights: ['0.534', '0.466'] |
| Group 162: X194 (IC=0.0045) |
| Contains Features: X194, X201, X207, X208, X221 |
| Weights: ['0.255', '0.242', '0.159', '0.191', '0.152'] |
| Group 163: X666 (IC=0.0037) |
| Contains Features: X666, X654, X660, X672 |
| Weights: ['0.384', '0.064', '0.216', '0.336'] |
| Group 164: X411 (IC=0.0025) |
| Contains Features: X411, X86, X128, X170, X327, X369 |
| Weights: ['0.325', '0.008', '0.008', '0.008', '0.325', '0.325'] |
| Group 165: X826 (IC=0.0033) |
| Contains Features: X826, X830 |
| Weights: ['0.749', '0.251'] |
| Group 166: X234 (IC=0.0040) |
| Contains Features: X234, X241, X481, X488 |
| Weights: ['0.298', '0.253', '0.236', '0.213'] |
| Group 167: X597 (IC=0.0040) |
| Contains Features: X597, X595 |
| Weights: ['0.542', '0.458'] |
| Group 168: X657 (IC=0.0016) |
| Contains Features: X657, X639, X651, X663, X669 |
| Weights: ['0.520', '0.068', '0.060', '0.108', '0.243'] |
| Group 169: 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 170: X808 (IC=0.0016) |
| Contains Features: X808, X809, X812, X813 |
| Weights: ['0.510', '0.373', '0.062', '0.055'] |
| Group 171: X138 (IC=0.0019) |
| Contains Features: X138, X132 |
| Weights: ['0.830', '0.170'] |
| Group 172: X446 (IC=0.0022) |
| Contains Features: X446, X453, X474 |
| Weights: ['0.457', '0.320', '0.223'] |
| Group 173: X792 (IC=0.0013) |
| Contains Features: X792, X788, X789 |
| Weights: ['0.740', '0.118', '0.142'] |
| Group 174: X624 (IC=0.0026) |
| Contains Features: X624, X618 |
| Weights: ['0.565', '0.435'] |
| Group 175: X621 (IC=0.0024) |
| Contains Features: X621, X615 |
| Weights: ['0.613', '0.387'] |
| Group 176: X636 (IC=0.0023) |
| Contains Features: X636, X630 |
| Weights: ['0.577', '0.423'] |
| Group 177: X616 (IC=0.0024) |
| Contains Features: X616, X622 |
| Weights: ['0.553', '0.447'] |
| Group 178: X885 (IC=0.0017) |
| Contains Features: X885, X884, X886, X887 |
| Weights: ['0.371', '0.334', '0.242', '0.053'] |
| Group 179: X874 (IC=0.0019) |
| Contains Features: X874, X873 |
| Weights: ['0.503', '0.497'] |
| Group 180: X335 (IC=0.0007) |
| Contains Features: X335, X341, X383 |
| Weights: ['0.452', '0.231', '0.318'] |
