Dear Quantopians,
This is my second topic assignment: Relationship between first 30 returns and RSI of Cumulative Returns. I used heatmaps to portray the relationship between a combination of two factors from RSI of intraday/overnight/first 30 min/last 30 min cumulative returns and mean/standard deviation of first 30 mins returns, period 14 days.
Please give me comments so I can make this better.
Updated (11/1/2019): I tried to fixed the problems with qcut.