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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.222793 | -0.19487 | 0.313182 | -0.282562 | -0.089759 | -0.049722 | -0.932928 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | -0.002339 | 0 | 1,301 |
0 | -0.590844 | 0.054081 | -0.282562 | -0.46623 | -0.66848 | -0.933796 | -0.000079 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.002412 | 0 | 1,302 |
0 | -0.590844 | 0.054081 | -0.282562 | -0.37521 | -0.788145 | -0.933796 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.002486 | 0 | 1,303 |
0.22276 | -0.062975 | 0.31322 | -0.283522 | -0.316182 | -0.233443 | -0.933796 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | -0.002778 | 0 | 1,304 |
0.222728 | -0.326929 | 0.442794 | -0.284483 | -1.289649 | -0.869599 | -0.932928 | 0.000079 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | -0.002631 | 0 | 1,305 |
-0.668281 | 0.20067 | -0.464008 | -0.282562 | 0.092883 | 0.172768 | -0.932928 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | -0.002486 | 0 | 1,306 |
0.445553 | -0.062898 | 0.572321 | -0.283522 | -0.426845 | -0.438258 | -0.934317 | -0.000127 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | -0.002924 | 0 | 1,307 |
-0.334153 | -0.590844 | -0.204982 | -0.282562 | 0.133339 | 0.195744 | -0.93397 | 0.000032 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | -0.002413 | 0 | 1,308 |
0.111392 | -0.194899 | 0.442766 | -0.283522 | -0.001382 | -0.081109 | -0.93397 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | -0.002046 | 0 | 1,309 |
0 | -0.32689 | 0.31322 | -0.282562 | -0.326046 | -0.472317 | -0.93397 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.002046 | 0 | 1,310 |
-0.222793 | -0.590844 | 0.054081 | -0.281601 | -0.274987 | -0.171376 | -0.932755 | 0.000111 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | -0.001462 | 0 | 1,311 |
0 | -0.326852 | 0.313182 | 6.296977 | -0.50655 | -0.584164 | -0.93397 | -0.000111 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.001462 | 0 | 1,312 |
0.445553 | 0.069064 | 0.831422 | -0.283522 | -0.564753 | -0.738112 | -0.93397 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | -0.001461 | 0 | 1,313 |
-0.22276 | -0.854797 | 0.054157 | -0.283522 | -0.147036 | -0.159519 | -0.933275 | 0.000063 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | -0.001169 | 0 | 1,314 |
-0.111392 | -0.194928 | 0.31322 | -0.282562 | -0.329365 | -0.625212 | -0.933275 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | -0.000219 | 0 | 1,315 |
0.111392 | -0.458853 | 0.442766 | -0.282562 | -1.049123 | -1.027019 | -0.933275 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | -0.000877 | 0 | 1,316 |
0 | -0.32689 | 0.054081 | -0.282562 | -0.546319 | -0.646554 | -0.933622 | -0.000032 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.000584 | 0 | 1,317 |
0 | -0.32689 | 0.054081 | -0.282562 | -0.349621 | -0.259683 | -0.930325 | 0.000302 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.000292 | 1 | 1,318 |
-0.334201 | -0.590844 | 0.183655 | -0.281601 | -1.081124 | -1.099821 | -0.930325 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.00073 | 1 | 1,319 |
-0.111417 | -0.194841 | 0.18357 | 6.298899 | -0.144482 | -0.329316 | -0.930325 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.000292 | 1 | 1,320 |
0.111417 | -0.326813 | 0.313144 | -0.281601 | 0.271783 | 0.188159 | -0.930846 | -0.000048 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | 0.000219 | 1 | 1,321 |
0.111409 | 0.069113 | 0.442747 | -0.282562 | 0.301915 | 0.157076 | -0.930152 | 0.000063 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | -0.000292 | 0 | 1,322 |
0.668281 | 0.201017 | 0.572321 | -0.284483 | -0.795258 | -0.738112 | -0.930152 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000438 | -0.000438 | 0 | 1,323 |
-0.55688 | -0.326967 | -0.204869 | -0.282562 | -0.027452 | -0.159519 | -0.930152 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000365 | 0.000219 | 1 | 1,324 |
-0.445651 | 1.124292 | -0.07555 | -0.28064 | -0.182918 | -0.171376 | -0.93154 | -0.000127 | 0.023256 | -0.267949 | -0.517638 | -0.000292 | 0.000511 | 1 | 1,325 |
-0.222874 | -0.458814 | 0.183513 | -0.279678 | 0.036957 | -0.136322 | -0.93154 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | 0.000657 | 1 | 1,326 |
-0.668818 | -0.458795 | -0.205494 | 6.306593 | 0.363851 | 0.046813 | -0.931367 | 0.000016 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | 0.002117 | 1 | 1,327 |
0 | -0.194552 | 0.312974 | -0.276792 | -0.004153 | -0.081109 | -0.931367 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.001825 | 1 | 1,328 |
0.668818 | 0.333703 | 0.442652 | -0.279678 | -0.18652 | -0.286814 | -0.927202 | 0.000381 | 0.023256 | -0.267949 | -0.517638 | 0.000438 | 0.001679 | 1 | 1,329 |
-0.334372 | -0.194725 | -0.075834 | -0.277755 | -0.23999 | -0.358959 | -0.927202 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.002044 | 1 | 1,330 |
0.111466 | -0.194639 | 0.313031 | -0.278717 | -0.322742 | -0.50789 | -0.927202 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | 0.001971 | 1 | 1,331 |
0 | 0.597425 | 0.572321 | -0.279678 | -0.055286 | -0.136322 | -0.927202 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.001679 | 1 | 1,332 |
1.002824 | 0.861378 | 0.44269 | -0.282562 | 0.367113 | 0.308247 | -0.927202 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000657 | 0.001022 | 1 | 1,333 |
-0.668476 | -0.458862 | -0.205096 | 6.300821 | -0.047113 | -0.029461 | -0.927549 | -0.000032 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | 0.001606 | 1 | 1,334 |
0.222858 | -0.326774 | 0.701914 | -0.281601 | -1.036724 | -1.027019 | -0.927549 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.001314 | 1 | 1,335 |
0 | -0.062821 | 0.313144 | -0.281601 | -0.61477 | -0.50789 | -0.929805 | -0.000206 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.002334 | 1 | 1,336 |
-0.111425 | 0.333095 | -0.205323 | -0.28064 | 0.867616 | 0.910694 | -0.93692 | -0.000651 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.00197 | 1 | 1,337 |
-4.351929 | -0.458814 | -6.829639 | -0.262324 | 2.207372 | 2.226606 | -0.93692 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.002853 | 0.004677 | 1 | 1,338 |
1.117063 | 1.129691 | 0.312385 | -0.267154 | 0.62026 | 0.545002 | -0.938482 | -0.000143 | 0.023256 | -0.267949 | -0.517638 | 0.000732 | 0.004236 | 1 | 1,339 |
-0.223347 | -0.326233 | -0.207031 | -0.265223 | -0.062045 | -0.147837 | -0.938482 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.004383 | 1 | 1,340 |
-1.117227 | -0.723183 | -1.767106 | -0.260391 | 0.410089 | 0.429732 | -0.936399 | 0.00019 | 0.023256 | -0.535898 | -0.385986 | -0.000732 | 0.004386 | 1 | 1,341 |
0.558716 | 1.262244 | 0.312347 | -0.263291 | 0.261441 | 0.281569 | -0.936399 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000366 | 0.003436 | 1 | 1,342 |
0.781858 | 0.335598 | 0.442386 | -0.267154 | 0.243693 | 0.195744 | -0.93744 | -0.000095 | 0.023256 | -0.535898 | -0.385986 | 0.000513 | 0.003799 | 1 | 1,343 |
-1.564118 | -0.326233 | -1.766763 | 6.345196 | -0.234164 | -0.159519 | -0.93744 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001025 | 0.004824 | 1 | 1,344 |
1.117391 | 0.733178 | -0.467958 | -0.264257 | 0.268509 | 0.435348 | -0.93744 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000732 | 0.004092 | 1 | 1,345 |
0.335058 | -0.193826 | 0.052639 | -0.266189 | 0.069553 | -0.220638 | -0.935705 | 0.000159 | 0.023256 | -0.535898 | -0.385986 | 0.00022 | 0.003726 | 1 | 1,346 |
-0.335058 | -0.458524 | -0.077163 | -0.264257 | -0.178442 | -0.286814 | -0.935705 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00022 | 0.002486 | 1 | 1,347 |
0.22338 | -0.061507 | -0.207259 | -0.265223 | 0.291562 | 0.210703 | -0.935705 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | 0.002194 | 1 | 1,348 |
1.116409 | 0.732015 | 0.442434 | -0.270049 | 0.279208 | 0.218079 | -0.935705 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000732 | 0.001754 | 1 | 1,349 |
-0.893062 | -0.855338 | -0.726029 | -0.266189 | 0.292468 | 0.232629 | -0.935184 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | -0.000585 | 0.002632 | 1 | 1,350 |
0.223315 | -0.061662 | 0.312575 | -0.267154 | -0.417968 | -0.714222 | -0.935184 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | 0.001755 | 1 | 1,351 |
-0.111653 | 0.202755 | -0.206917 | -0.267154 | 0.112526 | 0.046813 | -0.93449 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | 0.00212 | 1 | 1,352 |
-0.111661 | 2.449618 | -0.077068 | -0.266189 | -0.546319 | -0.286814 | -0.93449 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | 0.00234 | 1 | 1,353 |
-0.223347 | -0.590844 | -0.207031 | -0.265223 | 0.020402 | -0.136322 | -0.934143 | 0.000032 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.00234 | 1 | 1,354 |
0.446662 | 0.202988 | 0.052715 | -0.267154 | 0.293374 | 0.295019 | -0.934143 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000293 | 0.001901 | 1 | 1,355 |
-0.446662 | -0.590844 | -0.466739 | -0.266189 | -0.166936 | 0.019055 | -0.934317 | -0.000016 | 0.023256 | -0.535898 | -0.385986 | -0.000293 | 0.002194 | 1 | 1,356 |
-0.22338 | -0.061584 | 0.052715 | -0.264257 | -0.184717 | -0.102739 | -0.934317 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.002194 | 1 | 1,357 |
0.446727 | 0.070804 | 0.052639 | -0.266189 | -0.526887 | -0.762738 | -0.932061 | 0.000206 | 0.023256 | -0.535898 | -0.385986 | 0.000293 | 0.001755 | 1 | 1,358 |
0.669846 | 0.202872 | 0.312575 | -0.270049 | 0.004129 | 0.064797 | -0.932061 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000439 | 0.001608 | 1 | 1,359 |
0 | -0.326349 | 0.312689 | -0.270049 | -0.567874 | -0.841516 | -0.935184 | -0.000286 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.001608 | 1 | 1,360 |
0.669552 | 0.466901 | 0.312689 | -0.271977 | -0.079623 | -0.081109 | -0.935184 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000439 | 0.000877 | 1 | 1,361 |
0 | -0.326466 | 0.312803 | -0.271977 | -0.535788 | -0.489906 | -0.935358 | -0.000016 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.001023 | 1 | 1,362 |
0.446205 | -0.062126 | 0.053247 | -0.274867 | -0.051559 | 0.037667 | -0.935358 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | 0.000731 | 1 | 1,363 |
0.223053 | -0.326543 | 0.053399 | -0.274867 | -0.161689 | -0.300732 | -0.936573 | -0.000111 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | 0.000731 | 1 | 1,364 |
1.337636 | 1.258182 | -0.206005 | 6.298899 | 0.453439 | 0.340391 | -0.936573 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000877 | -0.000073 | 0 | 1,365 |
-0.891627 | -0.326813 | -0.464614 | -0.278717 | 0.359753 | 0.091037 | -0.789067 | 0.013493 | 0.023256 | -0.535898 | -0.385986 | -0.000584 | 0.000438 | 1 | 1,366 |
0.445879 | -0.062512 | 0.831612 | -0.279678 | -0.598239 | -0.99296 | -0.789067 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | 0.000292 | 1 | 1,367 |
1.336854 | 0.993225 | 0.313068 | -0.284483 | 0.135613 | -0.029461 | -0.93744 | -0.013573 | 0.023256 | -0.535898 | -0.385986 | 0.000876 | -0.000292 | 0 | 1,368 |
0.334031 | 0.464432 | 0.572321 | -0.286402 | 0.357282 | 0.07364 | -0.93744 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000219 | -0.000511 | 0 | 1,369 |
-0.779519 | -0.590844 | -0.593336 | -0.282562 | 0.067678 | 0.064797 | -0.790455 | 0.013446 | 0.023256 | -0.535898 | -0.385986 | -0.000511 | 0 | 0 | 1,370 |
0 | -0.062975 | -0.205096 | -0.282562 | -0.087407 | -0.039527 | -0.790455 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0 | 0 | 1,371 |
-0.668476 | -0.590844 | -0.464311 | -0.28064 | -0.337172 | -0.246456 | -0.936746 | -0.013382 | 0.023256 | -0.535898 | -0.385986 | -0.000438 | 0.001022 | 1 | 1,372 |
0.445683 | -0.062744 | 0.313106 | -0.282562 | -1.267882 | -1.223183 | -0.936746 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | 0.000584 | 1 | 1,373 |
0.445553 | 0.464894 | 0.572321 | -0.283522 | -0.355355 | -0.358959 | -0.936746 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | -0.000438 | 0 | 1,374 |
0 | 0.200786 | 0.313258 | -0.285443 | -1.061747 | -0.66848 | -0.936052 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | 0 | 0 | 0 | 1,375 |
0 | 0.200786 | 0.572321 | 6.293135 | -0.078849 | 0.055855 | -0.937614 | -0.000143 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.000146 | 1 | 1,376 |
1.558411 | 1.783006 | 0.831347 | -0.291197 | 0.384386 | 0.132946 | -0.937614 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.001022 | -0.001606 | 0 | 1,377 |
-0.445098 | -0.590844 | 0.054686 | -0.28928 | -0.870824 | -0.841516 | -0.936399 | 0.000111 | 0.023256 | -0.535898 | -0.385986 | -0.000292 | -0.001314 | 0 | 1,378 |
0.445098 | -0.063437 | 0.313447 | -0.291197 | -0.145332 | -0.273134 | -0.936399 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | -0.001314 | 0 | 1,379 |
0.2225 | 1.253869 | 0.313522 | 6.277788 | 0.485378 | 0.281569 | -0.937961 | -0.000143 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | -0.000875 | 0 | 1,380 |
0 | -0.327237 | 0.572321 | -0.291197 | -1.198599 | -1.179915 | -0.937961 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.000146 | 0 | 1,381 |
-0.445033 | -0.854489 | -0.204075 | -0.28928 | -0.473016 | -0.788145 | -0.937961 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000292 | 0.000146 | 1 | 1,382 |
0 | -0.458997 | 0.05461 | -0.290239 | 0.452 | 0.359075 | -0.937961 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.001749 | 1 | 1,383 |
0.222533 | -0.063514 | 0.313485 | -0.290239 | 0.324335 | 0.473594 | -0.937961 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | 0.002331 | 1 | 1,384 |
-0.222533 | -0.327198 | 0.054686 | -0.290239 | 0.257642 | 0.210703 | -0.937267 | 0.000063 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.002477 | 1 | 1,385 |
1.557048 | 1.517553 | 0.313485 | -0.296941 | 0.416179 | 0.07364 | -0.937267 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.001021 | 0.001456 | 1 | 1,386 |
-0.667112 | 1.252257 | -0.462195 | -0.295027 | 0.795123 | 0.64574 | -0.798091 | 0.012731 | 0.023256 | -0.535898 | -0.385986 | -0.000437 | 0.002039 | 1 | 1,387 |
-0.222435 | -0.063821 | 0.054912 | -0.293113 | -0.423027 | -0.421757 | -0.798091 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.002039 | 1 | 1,388 |
0.444838 | -0.063745 | 0.313598 | 6.272042 | -0.309683 | -0.049722 | -0.938308 | -0.012827 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | 0.001748 | 1 | 1,389 |
0 | -0.063898 | 0.054988 | 6.272042 | -0.120265 | -0.147837 | -0.938308 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.00102 | 1 | 1,390 |
-1.112339 | -0.590844 | -0.721296 | -0.290239 | -0.047852 | -0.060048 | -0.937093 | 0.000111 | 0.023256 | -0.535898 | -0.385986 | -0.000729 | 0.002331 | 1 | 1,391 |
-0.890456 | -0.32716 | -0.463252 | -0.285443 | 0.072046 | 0.253971 | -0.937093 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000584 | 0.003497 | 1 | 1,392 |
1.335489 | 1.255215 | 0.572321 | -0.291197 | -0.588506 | -0.273134 | -0.793926 | 0.013096 | 0.023256 | -0.535898 | -0.385986 | 0.000875 | 0.004075 | 1 | 1,393 |
0 | -0.590844 | -0.333508 | -0.292155 | -0.535788 | -0.405589 | -0.793926 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.005236 | 1 | 1,394 |
0 | -0.063668 | 0.31356 | -0.291197 | -0.182918 | -0.029461 | -0.940911 | -0.013446 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.005091 | 1 | 1,395 |
-0.2225 | -0.590844 | -0.592401 | -0.287362 | -0.903008 | -0.646554 | -0.937961 | 0.00027 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.005527 | 1 | 1,396 |
-2.22679 | -1.645811 | -2.276544 | -0.281601 | 0.35893 | 0.484193 | -0.937961 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00146 | 0.006697 | 1 | 1,397 |
-0.222858 | -0.062821 | 0.053929 | 6.300821 | -0.205744 | -0.171376 | -0.93744 | 0.000048 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.007133 | 1 | 1,398 |
0.445683 | -0.062744 | 0.053854 | -0.28064 | -0.670483 | -0.545119 | -0.93744 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | 0.00626 | 1 | 1,399 |
0.445553 | 0.201017 | 0.313182 | 6.293135 | 0.02241 | -0.12497 | -0.932234 | 0.000476 | 0.023256 | -0.785587 | -0 | 0.000292 | 0.006839 | 1 | 1,400 |
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