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ret_close float64 | ret_high float64 | ret_low float64 | rel_spread float64 | log_vol float64 | log_count float64 | iv_close float64 | iv_change float64 | fee_rate float64 | hour_sin float64 | hour_cos float64 | raw_ret_close float64 | future_ret_50m float64 | target int64 | __index_level_0__ int64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.322316 | -0.463555 | -0.177445 | -0.514283 | -0.741021 | -0.147837 | 0.940911 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000211 | 0.011624 | 1 | 11,301 |
-0.214915 | -0.590844 | 0.072407 | -0.514283 | -1.175708 | -0.869599 | 0.938134 | -0.000254 | -0.069767 | -0.267949 | -0.517638 | -0.000141 | 0.008697 | 1 | 11,302 |
0.214915 | 0.427571 | 0.447338 | -0.516071 | -1.39963 | -1.027019 | 0.938134 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000141 | 0.008975 | 1 | 11,303 |
0 | -0.336222 | 0.572321 | -0.516071 | -0.661478 | -0.50789 | 0.936052 | -0.00019 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.007718 | 1 | 11,304 |
-0.42986 | -0.336222 | 0.072407 | -0.513389 | -0.126861 | 0.019055 | 0.936052 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000282 | 0.008419 | 1 | 11,305 |
-1.07518 | -0.845573 | -0.678081 | -0.509809 | 0.249499 | -0.091851 | 0.935532 | -0.000048 | -0.069767 | -0.267949 | -0.517638 | -0.000705 | 0.009124 | 1 | 11,306 |
0.752706 | 0.428433 | 0.697401 | -0.512494 | 0.111351 | -0.060048 | 0.935532 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000493 | 0.00863 | 1 | 11,307 |
-0.322543 | 1.827807 | -0.177973 | -0.5116 | 0.377207 | 0.274758 | 0.926161 | -0.000857 | -0.069767 | -0.267949 | -0.517638 | -0.000211 | 0.008562 | 1 | 11,308 |
1.182323 | 0.937424 | 0.572321 | -0.516071 | -0.140246 | -0.233443 | 0.926161 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000775 | 0.007787 | 1 | 11,309 |
-0.537306 | -0.463537 | -0.552605 | -0.512494 | -0.647308 | -0.259683 | 0.931887 | 0.000524 | -0.069767 | -0.535898 | -0.385986 | -0.000352 | 0.008698 | 1 | 11,310 |
-0.860084 | -0.590844 | -0.678081 | -0.510704 | -0.03033 | -0.18341 | 0.931887 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000564 | 0.008983 | 1 | 11,311 |
-0.645381 | -0.336007 | -0.929114 | 5.846001 | -0.089759 | 0.172768 | 0.933623 | 0.000159 | -0.069767 | -0.535898 | -0.385986 | -0.000423 | 0.010383 | 1 | 11,312 |
0 | -0.463367 | 0.071772 | -0.507121 | -0.661478 | -0.564403 | 0.933623 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.010383 | 1 | 11,313 |
0.107582 | -0.08099 | 0.572321 | -0.508018 | -1.330636 | -0.472317 | 0.936052 | 0.000222 | -0.069767 | -0.535898 | -0.385986 | 0.000071 | 0.008916 | 1 | 11,314 |
0 | -0.208467 | 0.196949 | -0.508018 | 0.469416 | 0.549867 | 0.936052 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.007657 | 1 | 11,315 |
-0.107582 | -0.463376 | 0.447206 | -0.507121 | -0.473016 | -0.259683 | 0.936573 | 0.000048 | -0.069767 | -0.535898 | -0.385986 | -0.000071 | 0.008427 | 1 | 11,316 |
-1.076242 | -0.590844 | -0.679316 | -0.502637 | -0.047113 | -0.039527 | 0.936573 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000705 | 0.009552 | 1 | 11,317 |
0.107658 | -0.08063 | 0.321888 | -0.504431 | -0.5123 | -0.489906 | 0.936573 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000071 | 0.01018 | 1 | 11,318 |
0.753396 | 0.939257 | 0.697516 | -0.506225 | 0.160701 | -0.12497 | 0.934317 | -0.000206 | -0.069767 | -0.535898 | -0.385986 | 0.000494 | 0.010105 | 1 | 11,319 |
0.107598 | -0.335863 | -0.303856 | -0.507121 | -0.289495 | -0.455106 | 0.934317 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000071 | 0.010733 | 1 | 11,320 |
-0.538064 | -0.463358 | -0.053431 | -0.505328 | -0.645557 | -0.545119 | 0.92564 | -0.000794 | -0.069767 | -0.535898 | -0.385986 | -0.000353 | 0.009689 | 1 | 11,321 |
-0.861298 | 0.68406 | -0.429342 | -0.501739 | -0.053047 | 0.091037 | 0.92564 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000565 | 0.010393 | 1 | 11,322 |
0.861298 | 0.68478 | -0.054006 | -0.505328 | -0.012535 | 0.188159 | 0.950629 | 0.002286 | -0.069767 | -0.535898 | -0.385986 | 0.000565 | 0.010388 | 1 | 11,323 |
0 | -0.590844 | 0.321958 | -0.504431 | -1.135606 | -0.814386 | 0.950629 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.009968 | 1 | 11,324 |
-0.430588 | 0.429151 | -0.178873 | -0.502637 | -0.068109 | 0.082386 | 0.935878 | -0.001349 | -0.069767 | -0.535898 | -0.385986 | -0.000282 | 0.009901 | 1 | 11,325 |
0.215309 | -0.08063 | -0.179085 | -0.504431 | 0.29518 | 0.225387 | 0.935878 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000141 | 0.00969 | 1 | 11,326 |
1.183658 | 1.194022 | 0.822684 | -0.508913 | -0.195608 | -0.039527 | 0.913839 | -0.002016 | -0.069767 | -0.535898 | -0.385986 | 0.000776 | 0.008915 | 1 | 11,327 |
-0.215142 | 0.555883 | -0.303547 | -0.508018 | -0.484015 | 0.028415 | 0.913839 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000141 | 0.009754 | 1 | 11,328 |
0 | -0.590844 | -0.053343 | -0.508018 | -0.616446 | -0.374202 | 0.916095 | 0.000206 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.009056 | 1 | 11,329 |
-0.32277 | -0.718321 | -0.053343 | -0.507121 | -0.810614 | -0.374202 | 0.916095 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000212 | 0.008008 | 1 | 11,330 |
-0.861055 | -0.590844 | -0.429059 | -0.502637 | -0.391998 | -0.259683 | 0.915054 | -0.000095 | -0.069767 | -0.535898 | -0.385986 | -0.000564 | 0.008153 | 1 | 11,331 |
-0.538406 | -0.335719 | -0.429625 | -0.500841 | 0.375602 | 0.327688 | 0.915054 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000353 | 0.007525 | 1 | 11,332 |
0.753715 | 0.812392 | 0.572321 | 5.853174 | -0.085843 | -0.049722 | 0.917137 | 0.00019 | -0.069767 | -0.535898 | -0.385986 | 0.000494 | 0.008012 | 1 | 11,333 |
0 | -0.335755 | -0.178979 | -0.503534 | -0.414198 | -0.489906 | 0.917137 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.008502 | 1 | 11,334 |
0 | -0.080702 | 0.447126 | -0.504431 | 0.141267 | 0.055855 | 0.919566 | 0.000222 | -0.069767 | -0.535898 | -0.385986 | 0 | 0.008502 | 1 | 11,335 |
0.215279 | -0.080702 | 0.321923 | -0.505328 | -0.166936 | -0.259683 | 0.919566 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000141 | 0.008011 | 1 | 11,336 |
-0.538254 | -0.590844 | -0.178873 | -0.502637 | -0.148744 | -0.113778 | 0.921128 | 0.000143 | -0.069767 | -0.535898 | -0.385986 | -0.000353 | 0.008364 | 1 | 11,337 |
-0.538444 | -0.208143 | -0.554987 | 5.862151 | 0.180138 | 0.395183 | 0.921128 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000353 | 0.008856 | 1 | 11,338 |
-0.646384 | -0.590844 | -1.182199 | 5.863948 | 0.851406 | 0.836272 | 0.929111 | 0.00073 | -0.069767 | -0.535898 | -0.385986 | -0.000424 | 0.00984 | 1 | 11,339 |
8.810294 | 16.6907 | 0.572321 | 5.790682 | 2.64269 | 3.105988 | 0.929111 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.005775 | 0.002525 | 1 | 11,340 |
9.82453 | 13.06741 | -2.170831 | -0.575392 | 2.457973 | 2.739664 | 0.929111 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00644 | -0.003635 | 0 | 11,341 |
3.19002 | 5.704651 | -2.897262 | -0.586773 | 1.606294 | 1.622044 | 0.929111 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.002091 | -0.004676 | 0 | 11,342 |
-1.487846 | 1.673325 | -2.394975 | -0.582401 | 1.456654 | 1.527786 | 0.929111 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000975 | -0.003631 | 0 | 11,343 |
-1.063636 | 0.164931 | -6.365882 | -0.576269 | 1.334172 | 1.510451 | 0.847722 | -0.007445 | -0.069767 | -0.535898 | -0.385986 | -0.000697 | -0.002794 | 0 | 11,344 |
-1.703362 | 1.173368 | -2.64786 | -0.571881 | 0.731711 | 0.822592 | 0.847722 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.001117 | -0.001188 | 0 | 11,345 |
2.766998 | 2.687835 | 0.324546 | -0.583276 | 0.837706 | 1.062244 | 0.847722 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.001814 | -0.003211 | 0 | 11,346 |
-3.832566 | -0.086959 | -4.876838 | -0.566608 | 1.060944 | 1.106991 | 0.847722 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.002512 | 0 | 0 | 11,347 |
1.065568 | 2.690124 | 0.076389 | -0.572759 | 0.228465 | 0.365207 | 0.884859 | 0.003397 | -0.069767 | -0.535898 | -0.385986 | 0.000698 | -0.001537 | 0 | 11,348 |
2.128905 | 3.44361 | 0.820062 | -0.578898 | 0.490504 | 0.632727 | 0.884859 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.001395 | -0.002234 | 0 | 11,349 |
0.638093 | 2.683267 | 0.324891 | -0.582401 | 1.318955 | 1.089886 | 0.885727 | 0.000079 | -0.069767 | -0.535898 | -0.385986 | 0.000418 | -0.005171 | 0 | 11,350 |
1.700277 | 1.927177 | -1.407256 | 5.681478 | 1.810555 | 2.063692 | 0.885727 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.001115 | -0.006846 | 0 | 11,351 |
-4.680329 | 0.918707 | -4.870759 | 5.723526 | 1.604928 | 1.30326 | 0.8741 | -0.001064 | -0.069767 | -0.535898 | -0.385986 | -0.003068 | -0.006024 | 0 | 11,352 |
0.639073 | 2.184197 | 0.324511 | -0.571881 | 1.233931 | 1.123739 | 0.8741 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000419 | -0.005038 | 0 | 11,353 |
-1.918022 | -0.086185 | -2.03032 | -0.564849 | 0.686999 | 0.731346 | 0.871323 | -0.000254 | -0.069767 | -0.535898 | -0.385986 | -0.001257 | -0.004904 | 0 | 11,354 |
0.639609 | 2.438799 | -0.419958 | 5.727043 | 1.393859 | 1.578988 | 0.871323 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000419 | -0.006167 | 0 | 11,355 |
0 | 0.419178 | -0.419542 | -0.567488 | 1.071051 | 0.666969 | 0.871323 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.006026 | 0 | 11,356 |
0 | 0.419178 | -0.419542 | -0.566608 | 0.569285 | 0.583117 | 0.861258 | -0.000921 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.007574 | 0 | 11,357 |
-0.426376 | 0.923977 | -0.915682 | 5.728802 | 0.265219 | 0.499834 | 0.879653 | 0.001683 | -0.069767 | -0.535898 | -0.385986 | -0.000279 | -0.005325 | 0 | 11,358 |
0 | 1.176818 | -0.41982 | -0.564849 | 1.059445 | 1.025624 | 0.879653 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.006169 | 0 | 11,359 |
0.852633 | 1.4292 | 0.07632 | -0.569246 | 0.678739 | 0.504981 | 0.897006 | 0.001587 | -0.069767 | -0.535898 | -0.385986 | 0.000559 | -0.004059 | 0 | 11,360 |
-0.426257 | 0.166514 | 0.076597 | -0.567488 | -0.252784 | 0.064797 | 0.897006 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000279 | -0.002658 | 0 | 11,361 |
1.491378 | 1.176324 | -0.419542 | -0.573637 | 0.468714 | 0.308247 | 0.867853 | -0.002667 | -0.069767 | -0.535898 | -0.385986 | 0.000978 | -0.002936 | 0 | 11,362 |
0 | 0.165985 | -0.170797 | -0.572759 | 0.593188 | 0.406866 | 0.867853 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.001537 | 0 | 11,363 |
-2.130987 | 0.165985 | -1.905952 | -0.564849 | 0.086819 | 0.334064 | 0.860911 | -0.000635 | -0.069767 | -0.535898 | -0.385986 | -0.001397 | -0.001819 | 0 | 11,364 |
-1.920437 | -0.590844 | -1.661088 | -0.556918 | 0.527308 | 0.628342 | 0.860911 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.001259 | -0.0007 | 0 | 11,365 |
1.067208 | 1.432026 | 0.572321 | -0.560446 | -0.111295 | -0.113778 | 0.866291 | 0.000492 | -0.069767 | -0.535898 | -0.385986 | 0.0007 | -0.00168 | 0 | 11,366 |
0.639966 | 0.420167 | -0.048135 | -0.563969 | 0.265219 | 0.435348 | 0.866291 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000419 | -0.001399 | 0 | 11,367 |
1.066015 | 0.924824 | 0.820339 | -0.568367 | 0.871561 | 0.274758 | 0.866291 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000699 | -0.003078 | 0 | 11,368 |
0.639251 | 0.419037 | 0.572321 | -0.570125 | 0.10426 | 0.218079 | 0.866291 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000419 | -0.002797 | 0 | 11,369 |
1.064824 | 0.923132 | 0.448438 | -0.574515 | 0.490845 | 0.515175 | 0.866291 | 0 | -0.069767 | -0.785587 | -0 | 0.000698 | -0.003355 | 0 | 11,370 |
-2.130392 | -0.590844 | -2.153208 | -0.566608 | -0.038306 | 0.172768 | 0.883644 | 0.001587 | -0.069767 | -0.785587 | -0 | -0.001396 | -0.00014 | 0 | 11,371 |
0.213173 | -0.211967 | -0.91589 | -0.566608 | 0.107814 | 0.07364 | 0.883644 | 0 | -0.069767 | -0.785587 | -0 | 0.00014 | -0.001258 | 0 | 11,372 |
0.852395 | 0.671595 | 0.200437 | -0.571003 | -0.020309 | -0.091851 | 0.869761 | -0.00127 | -0.116279 | -0.785587 | -0 | 0.000559 | -0.001677 | 0 | 11,373 |
-0.639251 | 0.166302 | -0.542941 | -0.567488 | 0.480559 | 0.489441 | 0.869761 | 0 | -0.116279 | -0.785587 | -0 | -0.000419 | -0.000699 | 0 | 11,374 |
-0.532914 | -0.085833 | -0.17142 | -0.566608 | -0.199277 | -0.01952 | 0.870803 | 0.000095 | -0.116279 | -0.785587 | -0 | -0.000349 | -0.001468 | 0 | 11,375 |
-0.106605 | 0.166884 | 0.200359 | -0.564849 | -0.371664 | -0.421757 | 0.870803 | 0 | -0.116279 | -0.785587 | -0 | -0.00007 | 0.000419 | 1 | 11,376 |
0 | -0.085621 | 0.324338 | -0.564849 | -0.18652 | -0.049722 | 0.8741 | 0.000302 | -0.116279 | -0.785587 | -0 | 0 | 0.000699 | 1 | 11,377 |
1.065717 | 0.671948 | -2.778379 | -0.570125 | -0.298985 | -0.049722 | 0.8741 | 0 | -0.116279 | -0.785587 | -0 | 0.000699 | 0.000977 | 1 | 11,378 |
-1.065717 | -0.590844 | -0.667075 | -0.566608 | -0.409203 | -0.233443 | 0.873406 | -0.000063 | -0.116279 | -0.785587 | -0 | -0.000699 | 0.001815 | 1 | 11,379 |
-1.920168 | -0.590844 | -1.660776 | -0.556918 | 0.272715 | 0.435348 | 0.873406 | 0 | -0.116279 | -0.785587 | -0 | -0.001259 | 0.004468 | 1 | 11,380 |
-0.640593 | -0.084985 | -1.166477 | -0.553387 | 0.426337 | 0.451963 | 0.899436 | 0.002381 | -0.116279 | -0.785587 | -0 | -0.00042 | 0.006002 | 1 | 11,381 |
-1.495765 | -0.33779 | -2.161991 | -0.548968 | 0.047349 | 0.164961 | 0.899436 | 0 | -0.116279 | -0.785587 | -0 | -0.00098 | 0.007678 | 1 | 11,382 |
1.495765 | 1.687593 | 0.323678 | -0.555153 | 0.227969 | 0.099597 | 0.899436 | 0 | -0.116279 | -0.785587 | -0 | 0.00098 | 0.006767 | 1 | 11,383 |
0.747333 | 0.294688 | 0.448126 | -0.557801 | -0.557013 | -0.489906 | 0.956876 | 0.005254 | -0.116279 | -0.785587 | -0 | 0.00049 | 0.005929 | 1 | 11,384 |
0 | 0.041413 | 0.448186 | -0.557801 | -0.739017 | -0.545119 | 0.860738 | -0.008794 | -0.116279 | -0.785587 | -0 | 0 | 0.004398 | 1 | 11,385 |
-0.533772 | -0.337914 | -1.539151 | 5.74995 | 0.903841 | 0.549867 | 0.860738 | 0 | -0.116279 | -0.785587 | -0 | -0.00035 | 0.005792 | 1 | 11,386 |
0 | 0.168104 | -0.172878 | -0.555153 | -0.213209 | 0.099597 | 0.860738 | 0 | -0.116279 | -0.785587 | -0 | 0 | 0.006766 | 1 | 11,387 |
0.213531 | 0.421015 | 0.572321 | -0.556036 | -0.233197 | -0.233443 | 0.878091 | 0.001587 | -0.116279 | -0.785587 | -0 | 0.00014 | 0.008224 | 1 | 11,388 |
0.853826 | 0.673715 | 0.323991 | -0.559564 | 0.252863 | 0.446463 | 0.874273 | -0.000349 | -0.116279 | -0.785587 | -0 | 0.00056 | 0.005997 | 1 | 11,389 |
-2.349172 | -0.338003 | -2.159694 | -0.549852 | 0.584915 | 0.654299 | 0.874273 | 0 | -0.116279 | -0.785587 | -0 | -0.00154 | 0.007537 | 1 | 11,390 |
0.427391 | 1.181026 | 0.572321 | -0.55162 | 0.4444 | 0.504981 | 0.874447 | 0.000016 | -0.116279 | -0.785587 | -0 | 0.00028 | 0.008715 | 1 | 11,391 |
1.601652 | 2.444735 | 0.323817 | -0.558683 | 0.249499 | 0.435348 | 0.874447 | 0 | -0.116279 | -0.785587 | -0 | 0.00105 | 0.006485 | 1 | 11,392 |
0.106717 | -0.211516 | 0.199943 | -0.559564 | -0.942097 | -0.762738 | 0.874447 | 0 | -0.116279 | -0.785587 | -0 | 0.00007 | 0.007248 | 1 | 11,393 |
0.213412 | 0.925884 | 0.572321 | 5.74113 | 0.309027 | 0.545002 | 0.863514 | -0.001 | -0.116279 | -0.785587 | -0 | 0.00014 | 0.006414 | 1 | 11,394 |
0.746706 | 0.673008 | 0.32413 | -0.563088 | 0.046704 | 0.210703 | 0.875835 | 0.001127 | -0.116279 | -0.785587 | -0 | 0.000489 | 0.006619 | 1 | 11,395 |
-0.319972 | -0.211781 | -0.792492 | -0.563088 | -0.148744 | 0.028415 | 0.875835 | 0 | -0.116279 | -0.785587 | -0 | -0.00021 | 0.006412 | 1 | 11,396 |
1.066313 | 1.177806 | 0.820408 | -0.565729 | 0.33464 | 0.473594 | 0.875835 | 0 | -0.116279 | -0.785587 | -0 | 0.000699 | 0.006269 | 1 | 11,397 |
-1.279665 | -0.590844 | -1.288138 | -0.560446 | 0.216948 | 0.091037 | 0.877397 | 0.000143 | -0.116279 | -0.785587 | -0 | -0.000839 | 0.005926 | 1 | 11,398 |
1.066462 | 0.92546 | 0.572321 | -0.564849 | 0.4158 | 0.540108 | 0.877397 | 0 | -0.116279 | -0.785587 | -0 | 0.000699 | 0.004671 | 1 | 11,399 |
-3.842756 | -0.590844 | -4.891331 | 5.762319 | 1.437421 | 1.707503 | 0.892668 | 0.001397 | -0.116279 | -0.785587 | -0 | -0.002519 | 0.006773 | 1 | 11,400 |
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