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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.510276 | -0.46994 | -0.496007 | -0.832794 | -0.012535 | 0.24692 | 0.5482 | -0.004715 | -0.116279 | 0 | -0.385986 | -0.000334 | -0.006983 | 0 | 13,301 |
-0.612557 | -0.590844 | -0.852736 | -0.830373 | 0.666956 | 0.371293 | 0.5482 | 0 | -0.116279 | 0 | -0.385986 | -0.000402 | -0.006581 | 0 | 13,302 |
-0.408508 | -0.348867 | -0.377971 | -0.829565 | 0.390311 | 0.383327 | 0.544035 | -0.000381 | -0.116279 | 0 | -0.385986 | -0.000268 | -0.00564 | 0 | 13,303 |
1.4293 | 1.102766 | 0.097111 | -0.834407 | 0.079472 | -0.438258 | 0.544035 | 0 | -0.116279 | 0 | -0.385986 | 0.000937 | -0.007318 | 0 | 13,304 |
0.102042 | -0.349029 | -0.021155 | -0.835213 | 0.464485 | -0.049722 | 0.599913 | 0.005112 | -0.116279 | 0 | -0.385986 | 0.000067 | -0.005836 | 0 | 13,305 |
-0.612352 | -0.590844 | -0.139826 | -0.832794 | -0.156482 | -0.545119 | 0.599913 | 0 | -0.116279 | 0 | -0.385986 | -0.000401 | -0.005166 | 0 | 13,306 |
-0.102083 | -0.228012 | -0.258878 | 5.196358 | -1.562373 | -1.424301 | 0.597657 | -0.000206 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.005435 | 0 | 13,307 |
-0.714769 | -0.590844 | -0.258934 | -0.829565 | -1.006664 | -0.898703 | 0.597657 | 0 | -0.116279 | 0 | -0.385986 | -0.000469 | -0.004496 | 0 | 13,308 |
-0.102137 | 0.014159 | 0.21595 | 5.202816 | -0.205744 | -0.273134 | 0.598525 | 0.000079 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.003891 | 0 | 13,309 |
-0.612967 | -0.348802 | -0.140541 | -0.827142 | -0.37521 | -0.314896 | 0.598525 | 0 | -0.116279 | 0 | -0.385986 | -0.000402 | -0.003623 | 0 | 13,310 |
0.612967 | 0.135475 | 0.09692 | -0.82795 | -0.308606 | -0.358959 | 0.595748 | -0.000254 | -0.116279 | 0 | -0.385986 | 0.000402 | -0.003555 | 0 | 13,311 |
-0.408617 | -0.348802 | -0.378226 | 5.206048 | -0.892945 | -0.99296 | 0.595748 | 0 | -0.116279 | 0 | -0.385986 | -0.000268 | -0.002951 | 0 | 13,312 |
0.408617 | 0.135378 | 0.572321 | 5.202816 | -0.242922 | -0.286814 | 0.600954 | 0.000476 | -0.116279 | 0 | -0.385986 | 0.000268 | -0.002547 | 0 | 13,313 |
-0.612967 | 1.586363 | -0.615942 | -0.827142 | -0.459508 | -0.438258 | 0.600954 | 0 | -0.116279 | 0 | -0.385986 | -0.000402 | -0.002011 | 0 | 13,314 |
-0.408782 | -0.106599 | 0.09692 | -0.827142 | -1.354497 | -1.483608 | 0.600954 | 0 | -0.116279 | 0 | -0.385986 | -0.000268 | -0.001609 | 0 | 13,315 |
0.204405 | 0.014604 | 0.334573 | -0.826333 | -0.118625 | -0.159519 | 0.613796 | 0.001175 | -0.116279 | 0 | -0.385986 | 0.000134 | -0.001475 | 0 | 13,316 |
0.204377 | 0.135572 | 0.453467 | -0.827142 | -0.966652 | -1.027019 | 0.613796 | 0 | -0.116279 | 0 | -0.385986 | 0.000134 | -0.001475 | 0 | 13,317 |
0.612967 | 0.135475 | 0.809974 | -0.828758 | -0.903008 | -1.138866 | 0.612581 | -0.000111 | -0.116279 | 0 | -0.385986 | 0.000402 | -0.001608 | 0 | 13,318 |
-0.204295 | -0.469819 | 0.097111 | -0.828758 | -0.079623 | -0.472317 | 0.613796 | 0.000111 | -0.116279 | 0 | -0.385986 | -0.000134 | -0.001944 | 0 | 13,319 |
-0.102158 | -0.590844 | 0.215878 | -0.82795 | -0.753167 | -0.691024 | 0.613796 | 0 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.002347 | 0 | 13,320 |
0.306453 | 0.014321 | 0.691127 | -0.829565 | -0.903008 | -1.027019 | 0.612408 | -0.000127 | -0.116279 | 0 | -0.385986 | 0.000201 | -0.003353 | 0 | 13,321 |
0.102137 | -0.106793 | 0.572321 | -0.829565 | -0.788779 | -1.223183 | 0.612408 | 0 | -0.116279 | 0 | -0.385986 | 0.000067 | -0.003286 | 0 | 13,322 |
-0.102137 | -0.469827 | 0.453539 | -0.829565 | -0.741021 | -0.646554 | 0.612408 | 0 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.00295 | 0 | 13,323 |
-0.102144 | 0.377128 | 0.453531 | -0.828758 | 0.646589 | 0.395183 | 0.564512 | -0.004381 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.003555 | 0 | 13,324 |
-9.73501 | -0.227769 | -13.141911 | -0.789732 | 2.095991 | 2.269026 | 0.564512 | 0 | -0.116279 | 0 | -0.385986 | -0.006381 | 0.002087 | 1 | 13,325 |
2.875728 | 3.789069 | -1.580974 | 5.256362 | 1.55686 | 1.670111 | 0.5718 | 0.000667 | -0.116279 | 0 | -0.385986 | 0.001885 | 0.000807 | 1 | 13,326 |
-0.205229 | -0.347695 | -0.621378 | 5.257992 | 0.22248 | 0.274758 | 0.5718 | 0 | -0.116279 | 0 | -0.385986 | -0.000135 | 0.001076 | 1 | 13,327 |
0.102618 | 0.867752 | 0.094873 | -0.801166 | 0.472918 | 0.401046 | 0.569197 | -0.000238 | -0.116279 | 0 | -0.385986 | 0.000067 | 0.001277 | 1 | 13,328 |
0.307813 | 0.017007 | -0.860311 | 5.257992 | 0.458092 | 0.440925 | 0.569197 | 0 | -0.116279 | 0 | -0.385986 | 0.000202 | 0.000538 | 1 | 13,329 |
-0.205202 | -0.590844 | -0.860022 | 5.257992 | -0.334933 | -0.259683 | 0.578048 | 0.00081 | -0.116279 | -0.267949 | -0.517638 | -0.000135 | 0.000471 | 1 | 13,330 |
-0.615771 | 0.867556 | -0.382574 | -0.799535 | 0.396967 | 0.239807 | 0.578048 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000404 | 0.000807 | 1 | 13,331 |
0.820973 | 0.625062 | -0.144091 | -0.802796 | -0.361136 | -0.113778 | 0.630282 | 0.004778 | -0.116279 | -0.267949 | -0.517638 | 0.000538 | 0.000941 | 1 | 13,332 |
-0.205202 | 0.138405 | -0.263072 | 5.259622 | 1.120868 | 0.879183 | 0.630282 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000135 | 0.00121 | 1 | 13,333 |
0.615523 | 0.138503 | -0.382574 | -0.804425 | 0.280592 | -0.01952 | 0.630629 | 0.000032 | -0.116279 | -0.267949 | -0.517638 | 0.000403 | 0.000403 | 1 | 13,334 |
-0.615523 | 0.138209 | -0.382189 | -0.801166 | -0.268861 | -0.246456 | 0.630629 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000403 | 0.001076 | 1 | 13,335 |
-0.410487 | -0.347695 | -0.143802 | 5.261253 | -0.378773 | -0.300732 | 0.629935 | -0.000063 | -0.116279 | -0.267949 | -0.517638 | -0.000269 | 0.001345 | 1 | 13,336 |
0.820863 | 0.624898 | 0.811029 | 5.254732 | -1.210334 | -1.138866 | 0.629935 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000538 | 0.000807 | 1 | 13,337 |
0.410266 | -0.104711 | 0.33371 | -0.804425 | -0.100045 | -0.646554 | 0.626811 | -0.000286 | -0.116279 | -0.267949 | -0.517638 | 0.000269 | -0.000336 | 0 | 13,338 |
1.639961 | 1.59514 | 0.572321 | 5.236836 | 1.27725 | 0.650031 | 0.626811 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.001075 | -0.002151 | 0 | 13,339 |
0 | -0.105363 | -0.142648 | -0.810933 | -0.188328 | 0.019055 | 0.632364 | 0.000508 | -0.116279 | -0.267949 | -0.517638 | 0 | -0.002757 | 0 | 13,340 |
-0.614779 | -0.590844 | -0.142648 | -0.808494 | -0.60977 | -0.814386 | 0.632364 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000403 | -0.002421 | 0 | 13,341 |
-1.845824 | -0.833731 | -1.574316 | 5.256362 | -0.026017 | -0.220638 | 0.624729 | -0.000698 | -0.116279 | -0.267949 | -0.517638 | -0.00121 | -0.001077 | 0 | 13,342 |
1.025733 | 1.596315 | 0.333645 | 5.249846 | 0.020402 | 0.340391 | 0.624729 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000672 | -0.001884 | 0 | 13,343 |
-0.615357 | -0.104907 | -0.381932 | 5.254732 | -0.837756 | -0.714222 | 0.633753 | 0.000825 | -0.116279 | -0.267949 | -0.517638 | -0.000403 | -0.00148 | 0 | 13,344 |
-0.410376 | 0.381292 | 0.095066 | 5.256362 | -0.847045 | -0.604425 | 0.633753 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000269 | -0.001481 | 0 | 13,345 |
0.307792 | -0.10458 | 0.572321 | -0.802796 | -0.78236 | -0.604425 | 0.626291 | -0.000683 | -0.116279 | -0.267949 | -0.517638 | 0.000202 | -0.00175 | 0 | 13,346 |
-0.923564 | -0.226207 | -0.740527 | -0.799535 | -0.108869 | 0.046813 | 0.626291 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000605 | -0.001886 | 0 | 13,347 |
0.205285 | -0.347597 | 0.094745 | 5.261253 | 0.188079 | 0.164961 | 0.625076 | -0.000111 | -0.116279 | -0.267949 | -0.517638 | 0.000135 | -0.002357 | 0 | 13,348 |
0.92344 | 0.624898 | 0.452955 | -0.803611 | -0.284279 | -0.233443 | 0.625076 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000605 | -0.002828 | 0 | 13,349 |
-1.950139 | -0.226256 | -1.695632 | -0.796271 | 0.743873 | 1.069878 | 0.624208 | -0.000079 | -0.116279 | -0.267949 | -0.517638 | -0.001278 | -0.001752 | 0 | 13,350 |
-1.232953 | 0.38247 | -1.339785 | 5.279222 | 0.259544 | 0.610558 | 0.624208 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000808 | -0.000809 | 0 | 13,351 |
0 | 0.139781 | -0.384247 | -0.791368 | 0.209842 | 0.267889 | 0.621605 | -0.000238 | -0.116279 | -0.267949 | -0.517638 | 0 | -0.000674 | 0 | 13,352 |
1.02753 | 0.6267 | 0.333227 | 5.274316 | -0.723192 | -0.646554 | 0.621605 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000674 | -0.001348 | 0 | 13,353 |
-1.130321 | -0.590844 | -1.579233 | -0.79055 | 0.26286 | 0.435348 | 0.621605 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000741 | -0.000067 | 0 | 13,354 |
2.362444 | 2.208469 | 0.45277 | -0.800351 | 0.400852 | 0.540108 | 0.627679 | 0.000556 | -0.116279 | -0.267949 | -0.517638 | 0.001549 | -0.00202 | 0 | 13,355 |
0.410487 | 0.867948 | 0.811029 | -0.801166 | -0.110486 | -0.208035 | 0.627679 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000269 | -0.00202 | 0 | 13,356 |
-0.513125 | -0.10458 | -0.024428 | -0.800351 | -0.357661 | -0.526288 | 0.633579 | 0.00054 | -0.116279 | -0.267949 | -0.517638 | -0.000336 | -0.00101 | 0 | 13,357 |
0.718327 | 0.260319 | 0.452947 | -0.801981 | -0.575737 | -0.814386 | 0.633579 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000471 | -0.00175 | 0 | 13,358 |
0.820532 | 0.624408 | 0.333678 | -0.806054 | -0.048592 | -0.564403 | 0.638612 | 0.00046 | -0.116279 | -0.267949 | -0.517638 | 0.000538 | -0.002557 | 0 | 13,359 |
-0.205092 | -0.347859 | 0.095259 | -0.804425 | -0.856459 | -0.869599 | 0.638612 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000134 | -0.002423 | 0 | 13,360 |
0.7177 | 0.259575 | 0.333774 | -0.807681 | 0.19749 | 0.172768 | 0.638612 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.00047 | -0.0035 | 0 | 13,361 |
0.512436 | 0.016353 | 0.691527 | -0.809308 | 0.226974 | -0.246456 | 0.638612 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000336 | -0.004308 | 0 | 13,362 |
1.024356 | 0.622939 | -0.14284 | 5.233588 | -0.286361 | -0.18341 | 0.637744 | -0.000079 | -0.116279 | -0.267949 | -0.517638 | 0.000671 | -0.004777 | 0 | 13,363 |
0.204789 | -0.348185 | -0.499808 | -0.814993 | 0.041523 | 0.132946 | 0.637744 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000134 | -0.005316 | 0 | 13,364 |
0.204761 | 0.621962 | -0.142264 | -0.814993 | 0.058857 | 0.164961 | 0.634968 | -0.000254 | -0.116279 | -0.267949 | -0.517638 | 0.000134 | -0.005923 | 0 | 13,365 |
0.40944 | -0.105689 | 0.33419 | 5.227096 | -0.649064 | -0.625212 | 0.634968 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000268 | -0.006596 | 0 | 13,366 |
0.204679 | 0.86384 | 0.334254 | -0.817427 | -0.923581 | -0.50789 | 0.634968 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000134 | -0.007001 | 0 | 13,367 |
0.409275 | -0.105884 | 0.334286 | -0.819048 | -1.179471 | -1.062593 | 0.634968 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000268 | -0.007539 | 0 | 13,368 |
-0.716304 | -0.348413 | -0.260718 | -0.816616 | -0.694459 | -0.526288 | 0.634273 | -0.000063 | -0.116279 | -0.267949 | -0.517638 | -0.00047 | -0.010318 | 0 | 13,369 |
-0.71664 | -0.348299 | -0.499305 | -0.81337 | -0.084283 | 0.082386 | 0.634273 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00047 | -0.009306 | 0 | 13,370 |
-1.22931 | 0.137035 | -0.976518 | -0.809308 | -0.112917 | -0.208035 | 0.58603 | -0.004413 | -0.116279 | -0.267949 | -0.517638 | -0.000806 | -0.008568 | 0 | 13,371 |
0.204954 | 0.623102 | 0.810676 | -0.810933 | -1.2064 | -1.138866 | 0.58603 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000134 | -0.00938 | 0 | 13,372 |
0.409825 | 0.380248 | 0.929794 | -0.810933 | -0.78236 | -0.564403 | 0.636009 | 0.004572 | -0.116279 | -0.267949 | -0.517638 | 0.000269 | -0.009445 | 0 | 13,373 |
-1.024769 | -0.590844 | -0.738675 | -0.806867 | -0.507983 | -0.329316 | 0.636009 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000672 | -0.008909 | 0 | 13,374 |
-1.128041 | -0.347924 | -0.739557 | 5.244964 | -0.513745 | -0.625212 | 0.587419 | -0.004445 | -0.116279 | -0.267949 | -0.517638 | -0.000739 | -0.007628 | 0 | 13,375 |
0.923005 | 1.717281 | 1.645748 | 5.248218 | -0.661478 | -0.526288 | 0.587419 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000605 | -0.007962 | 0 | 13,376 |
0.205036 | -0.104972 | -0.381804 | -0.807681 | -1.555854 | -1.268925 | 0.585163 | -0.000206 | -0.116279 | -0.267949 | -0.517638 | 0.000134 | -0.008638 | 0 | 13,377 |
0.40999 | -0.105037 | 0.33387 | -0.807681 | -1.609807 | -1.547663 | 0.585163 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000269 | -0.009043 | 0 | 13,378 |
-0.820091 | -0.105168 | -0.381419 | 5.249846 | -0.24685 | -0.220638 | 0.633753 | 0.004445 | -0.116279 | -0.267949 | -0.517638 | -0.000538 | -0.008912 | 0 | 13,379 |
-0.307648 | -0.104907 | 0.095259 | 5.251474 | -0.665066 | -0.960292 | 0.633753 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000202 | -0.010611 | 0 | 13,380 |
-0.102563 | -0.469323 | 0.214464 | 5.253103 | -0.994994 | -0.898703 | 0.636356 | 0.000238 | -0.116279 | -0.267949 | -0.517638 | -0.000067 | -0.010408 | 0 | 13,381 |
1.02532 | 0.866968 | 0.572321 | 5.248218 | 0.00069 | -0.246456 | 0.636356 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000672 | -0.010672 | 0 | 13,382 |
0.204981 | -0.347957 | -0.143032 | -0.807681 | -1.58908 | -1.424301 | 0.636356 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000134 | -0.011622 | 0 | 13,383 |
-0.615027 | -0.833731 | -0.142936 | -0.806867 | -0.661478 | -0.584164 | 0.636356 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000403 | -0.010811 | 0 | 13,384 |
0.410045 | -0.104972 | 0.095323 | -0.807681 | -1.860457 | -1.693569 | 0.635835 | -0.000048 | -0.116279 | -0.267949 | -0.517638 | 0.000269 | -0.011351 | 0 | 13,385 |
0 | -0.347957 | 0.333902 | -0.807681 | -2.274619 | -1.777885 | 0.635835 | 0 | -0.116279 | -0.267949 | -0.517638 | 0 | -0.010944 | 0 | 13,386 |
0 | -0.590844 | 0.095451 | -0.807681 | -1.021531 | -0.691024 | 0.635835 | 0 | -0.116279 | -0.267949 | -0.517638 | 0 | -0.010672 | 0 | 13,387 |
-1.33305 | -0.590844 | -1.097285 | -0.802796 | -0.274987 | 0 | 0.636009 | 0.000016 | -0.116279 | -0.267949 | -0.517638 | -0.000874 | -0.009663 | 0 | 13,388 |
-1.128876 | -0.590844 | -0.979332 | 5.264516 | -0.193781 | 0.028415 | 0.636009 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00074 | -0.008515 | 0 | 13,389 |
-0.924248 | -0.347565 | -0.502551 | -0.794637 | -0.223607 | -0.259683 | 0.64 | 0.000365 | -0.116279 | -0.535898 | -0.385986 | -0.000606 | -0.007367 | 0 | 13,390 |
-0.102729 | 0.017661 | -0.025111 | 5.272682 | -0.25577 | 0.028415 | 0.64 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000067 | -0.007028 | 0 | 13,391 |
0.205451 | -0.347401 | 0.094359 | -0.794637 | -0.126861 | -0.171376 | 0.636182 | -0.000349 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.006756 | 0 | 13,392 |
-0.205451 | -0.590844 | 0.094423 | 5.272682 | -1.160856 | -0.898703 | 0.636182 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000135 | -0.00696 | 0 | 13,393 |
0 | -0.347401 | 0.572321 | -0.794637 | -2.415976 | -1.979004 | 0.636529 | 0.000032 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.006621 | 0 | 13,394 |
-0.410984 | -0.347401 | -0.264197 | -0.793003 | -0.256768 | -0.102739 | 0.636529 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000269 | -0.005403 | 0 | 13,395 |
-0.102763 | -0.103859 | 0.333292 | -0.793003 | -0.624882 | -0.50789 | 0.636009 | -0.000048 | -0.116279 | -0.535898 | -0.385986 | -0.000067 | -0.0052 | 0 | 13,396 |
-1.130854 | -0.469077 | -0.742828 | 5.284132 | -0.198358 | -0.136322 | 0.636009 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000741 | -0.004662 | 0 | 13,397 |
-0.514302 | 0.140175 | -0.145444 | -0.785637 | -0.130183 | -0.136322 | 0.637571 | 0.000143 | -0.116279 | -0.535898 | -0.385986 | -0.000337 | -0.003987 | 0 | 13,398 |
0.205742 | -0.225174 | 0.452673 | -0.786457 | 0.220976 | 0.573758 | 0.637571 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.004189 | 0 | 13,399 |
-0.308623 | -0.347089 | -0.025917 | -0.787276 | -0.561647 | -0.489906 | 0.638438 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | -0.000202 | -0.002836 | 0 | 13,400 |
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