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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.512884 | 0.01668 | -0.024147 | -0.801981 | -0.337172 | -0.171376 | 0.614664 | -0.000032 | -0.046512 | 0 | -0.385986 | -0.000336 | 0.002284 | 1 | 13,801 |
0.307751 | 0.138405 | -0.143706 | -0.803611 | -0.389575 | -0.18341 | 0.614664 | 0 | -0.046512 | 0 | -0.385986 | 0.000202 | 0.002619 | 1 | 13,802 |
-0.512953 | -0.469306 | -0.501611 | -0.801166 | -0.430684 | -0.259683 | 0.614143 | -0.000048 | -0.046512 | 0 | -0.385986 | -0.000336 | 0.002955 | 1 | 13,803 |
-0.205229 | -0.347695 | 0.094938 | -0.800351 | -0.926196 | -0.869599 | 0.614143 | 0 | -0.046512 | 0 | -0.385986 | -0.000135 | 0.004497 | 1 | 13,804 |
-1.129256 | -0.590844 | -0.740969 | -0.796271 | 0.03302 | 0.108065 | 0.613449 | -0.000063 | -0.046512 | 0 | -0.385986 | -0.00074 | 0.005304 | 1 | 13,805 |
0.308062 | -0.225814 | 0.333437 | -0.797087 | -1.003728 | -0.738112 | 0.613449 | 0 | -0.046512 | 0 | -0.385986 | 0.000202 | 0.004767 | 1 | 13,806 |
-0.10268 | -0.347532 | 0.094616 | -0.797087 | -0.284279 | -0.329316 | 0.611887 | -0.000143 | -0.046512 | 0 | -0.385986 | -0.000067 | 0.005705 | 1 | 13,807 |
0.10268 | -0.225863 | 0.452899 | -0.797087 | -0.061291 | 0.124738 | 0.611887 | 0 | -0.046512 | 0 | -0.385986 | 0.000067 | 0.006574 | 1 | 13,808 |
0.308 | -0.104253 | 0.094616 | -0.79872 | -0.01043 | -0.438258 | 0.611193 | -0.000063 | -0.046512 | 0 | -0.385986 | 0.000202 | 0.006238 | 1 | 13,809 |
-0.10266 | -0.225962 | 0.333533 | -0.79872 | -0.052303 | -0.113778 | 0.611193 | 0 | -0.046512 | 0 | -0.385986 | -0.000067 | 0.006172 | 1 | 13,810 |
0.410597 | 0.625225 | 0.691711 | -0.799535 | -1.183255 | -1.268925 | 0.612755 | 0.000143 | -0.046512 | 0 | -0.385986 | 0.000269 | 0.006438 | 1 | 13,811 |
-1.437573 | -0.34763 | -1.099533 | -0.794637 | 0.276433 | 0.549867 | 0.612755 | 0 | -0.046512 | 0 | -0.385986 | -0.000942 | 0.007915 | 1 | 13,812 |
-0.410984 | -0.347401 | -0.14467 | -0.793003 | -0.204816 | -0.039527 | 0.615705 | 0.00027 | -0.046512 | 0 | -0.385986 | -0.000269 | 0.008919 | 1 | 13,813 |
0.616435 | 0.382994 | 0.45281 | -0.796271 | 1.369618 | 0.478911 | 0.615705 | 0 | -0.046512 | 0 | -0.385986 | 0.000404 | 0.008782 | 1 | 13,814 |
1.026838 | 0.62588 | 0.572321 | -0.79872 | 0.178539 | -0.01952 | 0.61449 | -0.000111 | -0.046512 | 0 | -0.385986 | 0.000673 | 0.007775 | 1 | 13,815 |
-0.513333 | -0.347597 | -1.099758 | -0.797087 | 0.224481 | 0.232629 | 0.61449 | 0 | -0.046512 | 0 | -0.385986 | -0.000336 | 0.008111 | 1 | 13,816 |
0.30802 | 0.017416 | 0.691735 | -0.797904 | -0.585291 | -0.286814 | 0.613275 | -0.000111 | -0.046512 | 0 | -0.385986 | 0.000202 | 0.007776 | 1 | 13,817 |
-0.30802 | -0.712496 | 0.094681 | -0.797087 | -0.349621 | -0.564403 | 0.613275 | 0 | -0.046512 | 0 | -0.385986 | -0.000202 | 0.010778 | 1 | 13,818 |
0 | 0.017416 | 0.21403 | -0.797087 | -0.599874 | -0.545119 | 0.613275 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.011976 | 1 | 13,819 |
0.513333 | 0.017416 | 0.333469 | -0.797904 | 0.219971 | 0.295019 | 0.613275 | 0 | -0.046512 | 0 | -0.385986 | 0.000336 | 0.009776 | 1 | 13,820 |
-0.205312 | -0.104383 | -0.502406 | -0.797904 | 0.831482 | 0.691721 | 0.612581 | -0.000063 | -0.046512 | 0 | -0.385986 | -0.000135 | 0.009244 | 1 | 13,821 |
0.821084 | 0.382077 | 0.333517 | -0.801166 | -0.00903 | -0.489906 | 0.612581 | 0 | -0.046512 | 0 | -0.385986 | 0.000538 | 0.008506 | 1 | 13,822 |
0.615523 | 0.138503 | -0.501972 | -0.804425 | 0.877046 | 0.787332 | 0.612755 | 0.000016 | -0.046512 | 0 | -0.385986 | 0.000403 | 0.008169 | 1 | 13,823 |
0.410211 | -0.104776 | 0.572321 | -0.80524 | -0.328257 | -0.762738 | 0.612755 | 0 | -0.046512 | 0 | -0.385986 | 0.000269 | 0.0081 | 1 | 13,824 |
-0.410211 | -0.104907 | 0.095259 | -0.804425 | 0.603392 | 0.288322 | 0.611887 | -0.000079 | -0.046512 | 0 | -0.385986 | -0.000269 | 0.008302 | 1 | 13,825 |
0 | -0.104776 | 0.333742 | 5.251474 | -0.489581 | -0.604425 | 0.611887 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.008569 | 1 | 13,826 |
0 | 0.016721 | 0.09513 | -0.802796 | -0.164308 | -0.273134 | 0.611887 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.008435 | 1 | 13,827 |
-0.820752 | -0.833927 | -0.382189 | -0.801981 | 0.318688 | 0.108065 | 0.618134 | 0.000571 | -0.046512 | 0 | -0.385986 | -0.000538 | 0.008773 | 1 | 13,828 |
1.230963 | 1.110737 | 0.930323 | -0.806054 | 0.028398 | -0.18341 | 0.613275 | -0.000444 | -0.046512 | 0 | -0.385986 | 0.000807 | 0.008233 | 1 | 13,829 |
1.434869 | 2.080196 | 0.572321 | 5.238461 | 1.338 | 1.26251 | 0.613275 | 0 | -0.046512 | 0 | -0.385986 | 0.000941 | 0.007892 | 1 | 13,830 |
0.409715 | 0.379987 | 0.33403 | -0.812558 | -0.521015 | -0.489906 | 0.613275 | 0 | -0.046512 | 0 | -0.385986 | 0.000269 | 0.007757 | 1 | 13,831 |
2.660468 | 3.04611 | 0.334094 | -0.823098 | 1.408988 | 1.30326 | 0.610325 | -0.00027 | -0.046512 | 0 | -0.385986 | 0.001744 | 0.00588 | 1 | 13,832 |
0.204459 | 0.135864 | 0.096665 | 5.214135 | 0.148549 | 0.157076 | 0.610325 | 0 | -0.046512 | 0 | -0.385986 | 0.000134 | 0.005346 | 1 | 13,833 |
0.613214 | 0.135767 | -0.141114 | -0.826333 | -0.087407 | -0.060048 | 0.607722 | -0.000238 | -0.046512 | 0 | -0.385986 | 0.000402 | 0.005011 | 1 | 13,834 |
-0.204377 | 0.377517 | -0.61642 | -0.825525 | 0.738653 | 0.772781 | 0.607722 | 0 | -0.046512 | 0 | -0.385986 | -0.000134 | 0.005345 | 1 | 13,835 |
-1.022297 | -0.348673 | -1.092362 | 5.217373 | -0.173108 | -0.233443 | 0.610325 | 0.000238 | -0.046512 | 0 | -0.385986 | -0.00067 | 0.006748 | 1 | 13,836 |
-1.637101 | -0.106209 | -1.331578 | 5.230341 | -0.290543 | -0.039527 | 0.610325 | 0 | -0.046512 | 0 | -0.385986 | -0.001073 | 0.007155 | 1 | 13,837 |
0.40944 | 0.379336 | 0.572321 | -0.816616 | -0.024586 | 0.172768 | 0.596095 | -0.001302 | -0.046512 | 0 | -0.385986 | 0.000268 | 0.007086 | 1 | 13,838 |
-0.204706 | -0.348315 | 0.334254 | 5.228719 | -0.870824 | -0.960292 | 0.596095 | 0 | -0.046512 | 0 | -0.385986 | -0.000134 | 0.007087 | 1 | 13,839 |
0.204706 | -0.105754 | 0.334222 | -0.816616 | -1.049123 | -0.960292 | 0.609978 | 0.00127 | -0.046512 | 0 | -0.385986 | 0.000134 | 0.007885 | 1 | 13,840 |
0 | 0.136644 | -1.09482 | -0.818238 | 0.411616 | 0.359075 | 0.609978 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.007486 | 1 | 13,841 |
-0.204706 | 0.136644 | 0.334254 | -0.816616 | -0.460847 | -0.273134 | 0.609805 | -0.000016 | -0.046512 | 0 | -0.385986 | -0.000134 | 0.007686 | 1 | 13,842 |
-0.614284 | -0.105754 | -0.142072 | -0.814182 | 0.097696 | -0.0097 | 0.609805 | 0 | -0.046512 | 0 | -0.385986 | -0.000403 | 0.008289 | 1 | 13,843 |
0.204789 | 0.137035 | -0.738147 | -0.814182 | -0.670483 | -0.714222 | 0.600607 | -0.000841 | -0.046512 | 0 | -0.385986 | 0.000134 | 0.009219 | 1 | 13,844 |
-1.024218 | -0.833503 | -1.095492 | -0.81012 | 0.139011 | 0.334064 | 0.600607 | 0 | -0.046512 | 0 | -0.385986 | -0.000671 | 0.010356 | 1 | 13,845 |
-0.40988 | -0.590844 | 0.095643 | -0.808494 | -0.448888 | -0.604425 | 0.602516 | 0.000175 | -0.046512 | 0 | -0.385986 | -0.000269 | 0.009893 | 1 | 13,846 |
0.922075 | 1.351078 | -0.142936 | -0.812558 | 0.194367 | 0.525242 | 0.602516 | 0 | -0.046512 | 0 | -0.385986 | 0.000604 | 0.009023 | 1 | 13,847 |
0.512023 | 0.015864 | 0.214945 | -0.81337 | -0.071926 | -0.259683 | 0.601301 | -0.000111 | -0.046512 | 0 | -0.385986 | 0.000336 | 0.008554 | 1 | 13,848 |
-0.409605 | -0.833503 | 0.095963 | 5.235212 | -1.234416 | -0.841516 | 0.601301 | 0 | -0.046512 | 0 | -0.385986 | -0.000268 | 0.008423 | 1 | 13,849 |
0.204816 | -0.348152 | -0.619134 | 5.233588 | 0.330793 | 0.610558 | 0.601301 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000134 | 0.007823 | 1 | 13,850 |
0.614284 | 0.379596 | 0.095899 | -0.816616 | -0.153893 | -0.136322 | 0.600087 | -0.000111 | -0.046512 | -0.267949 | -0.517638 | 0.000403 | 0.007353 | 1 | 13,851 |
0.81866 | 0.379205 | 0.334222 | -0.819048 | 0.055679 | 0.195744 | 0.60026 | 0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000537 | 0.00655 | 1 | 13,852 |
0 | 0.136352 | 0.33435 | -0.819859 | 0.124165 | 0.281569 | 0.60026 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.006684 | 1 | 13,853 |
2.146895 | 2.07411 | 0.810261 | -0.82795 | 0.601363 | 0.637088 | 0.602516 | 0.000206 | -0.046512 | -0.267949 | -0.517638 | 0.001407 | 0.005276 | 1 | 13,854 |
0.102158 | 0.135329 | 0.215854 | -0.82795 | 0.569589 | 0.596955 | 0.602516 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000067 | 0.005409 | 1 | 13,855 |
-0.510857 | 0.135281 | -0.378353 | -0.826333 | -0.276013 | -0.195628 | 0.602516 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000335 | 0.005411 | 1 | 13,856 |
1.327874 | 1.708319 | 0.691159 | 5.197972 | 0.736745 | 0.952823 | 0.604772 | 0.000206 | -0.046512 | -0.267949 | -0.517638 | 0.00087 | 0.004607 | 1 | 13,857 |
1.428726 | 2.310352 | 0.809783 | 5.185073 | 1.302234 | 1.352777 | 0.604772 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000937 | 0.003604 | 1 | 13,858 |
-0.204022 | 0.134213 | -0.139588 | -0.836019 | 0.052487 | 0.26096 | 0.603037 | -0.000159 | -0.046512 | -0.267949 | -0.517638 | -0.000134 | 0.004004 | 1 | 13,859 |
-0.204049 | -0.349094 | -0.377081 | 5.189907 | 0.152993 | 0.406866 | 0.603037 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000134 | 0.004005 | 1 | 13,860 |
0.816033 | 0.617745 | 0.09762 | -0.837631 | 0.146317 | 0.301661 | 0.609458 | 0.000587 | -0.046512 | -0.267949 | -0.517638 | 0.000535 | 0.00367 | 1 | 13,861 |
0.815597 | 0.858591 | 0.097874 | 5.177025 | 0.563486 | 0.654299 | 0.609458 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000535 | 0.002935 | 1 | 13,862 |
1.120734 | 1.581712 | -1.325214 | -0.846477 | 1.352908 | 1.558623 | 0.608937 | -0.000048 | -0.046512 | -0.267949 | -0.517638 | 0.000735 | 0.0024 | 1 | 13,863 |
0.407336 | 0.253729 | -0.020005 | 5.165776 | 0.428574 | 0.658545 | 0.608937 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000267 | 0.002067 | 1 | 13,864 |
-0.509186 | -0.228933 | -0.019847 | -0.845674 | 0.94485 | 0.907598 | 0.59436 | -0.001333 | -0.046512 | -0.267949 | -0.517638 | -0.000334 | 0.002534 | 1 | 13,865 |
0 | -0.590844 | -0.612609 | -0.845674 | -0.171339 | 0.046813 | 0.59436 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002667 | 1 | 13,866 |
-0.203722 | -0.349481 | -0.138542 | -0.844871 | -0.00903 | 0.164961 | 0.59731 | 0.00027 | -0.046512 | -0.267949 | -0.517638 | -0.000134 | 0.002534 | 1 | 13,867 |
4.272463 | 5.915534 | 0.572321 | -0.862496 | 2.19605 | 2.238454 | 0.59731 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.002801 | -0.000067 | 0 | 13,868 |
1.827399 | 2.055314 | 0.572321 | -0.868083 | 0.534696 | 0.535183 | 0.599566 | 0.000206 | -0.046512 | -0.267949 | -0.517638 | 0.001198 | -0.001331 | 0 | 13,869 |
-2.843567 | -0.831308 | -3.917221 | 5.14494 | 1.485514 | 1.568191 | 0.599566 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001864 | 0 | 0 | 13,870 |
-1.016846 | 0.613237 | -1.083484 | -0.853696 | 0.34731 | 0.406866 | 0.598872 | -0.000063 | -0.046512 | -0.267949 | -0.517638 | -0.000667 | 0.0008 | 1 | 13,871 |
-0.305186 | -0.108794 | -0.374295 | -0.852895 | 0.516897 | 0.401046 | 0.598872 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.0002 | 0.0012 | 1 | 13,872 |
0.101735 | 0.011819 | 0.453998 | -0.852895 | -0.06507 | 0.009584 | 0.59731 | -0.000143 | -0.046512 | -0.267949 | -0.517638 | 0.000067 | 0.0008 | 1 | 13,873 |
0.305166 | 0.132279 | 0.099013 | -0.854498 | -0.64381 | -0.604425 | 0.59731 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.0002 | 0.001133 | 1 | 13,874 |
-0.101715 | -0.470327 | -0.492587 | -0.852895 | 0.2344 | 0.406866 | 0.600954 | 0.000333 | -0.046512 | -0.267949 | -0.517638 | -0.000067 | 0.000866 | 1 | 13,875 |
0.40682 | 0.132183 | -0.137594 | -0.854498 | 0.264748 | 0.028415 | 0.600954 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000267 | 0.001066 | 1 | 13,876 |
-0.203396 | 0.37287 | -0.610712 | -0.853696 | 0.335066 | 0.055855 | 0.602343 | 0.000127 | -0.046512 | -0.267949 | -0.517638 | -0.000133 | 0.001199 | 1 | 13,877 |
-0.305145 | -0.349835 | -0.61087 | -0.853696 | 0.303254 | 0.424077 | 0.602343 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.0002 | 0.001666 | 1 | 13,878 |
0.406847 | 0.49366 | 0.454014 | -0.855298 | -0.099248 | -0.0097 | 0.601649 | -0.000063 | -0.046512 | -0.267949 | -0.517638 | 0.000267 | 0.001133 | 1 | 13,879 |
0.915009 | 0.493371 | -0.019137 | 5.14654 | -0.029609 | 0.14107 | 0.601649 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.0006 | 0.000133 | 1 | 13,880 |
0.203261 | -0.109179 | -0.137026 | -0.859299 | 0.813755 | 0.637088 | 0.607722 | 0.000556 | -0.046512 | -0.267949 | -0.517638 | 0.000133 | 0.0002 | 1 | 13,881 |
-0.203261 | 0.131508 | -3.450531 | -0.8585 | 0.511632 | 0.489441 | 0.607722 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000133 | 0.000533 | 1 | 13,882 |
-0.609945 | -0.590844 | -0.373538 | 5.148141 | -0.319454 | -0.113778 | 0.607896 | 0.000016 | -0.046512 | -0.267949 | -0.517638 | -0.0004 | 0.000466 | 1 | 13,883 |
0.101674 | 0.131894 | 0.099265 | -0.856899 | -0.038306 | -0.0097 | 0.607896 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000067 | -0.000067 | 0 | 13,884 |
0.304983 | 0.252266 | 0.454077 | -0.8585 | -0.444947 | -0.526288 | 0.606508 | -0.000127 | -0.046512 | -0.267949 | -0.517638 | 0.0002 | 0.000067 | 1 | 13,885 |
1.117748 | 0.853957 | 0.335872 | -0.861697 | 0.443308 | 0.707807 | 0.606508 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000733 | -0.000733 | 0 | 13,886 |
-1.016101 | -0.711208 | -0.727586 | -0.8585 | 0.135613 | 0.418381 | 0.606681 | 0.000016 | -0.046512 | -0.267949 | -0.517638 | -0.000666 | -0.000333 | 0 | 13,887 |
0.304901 | 0.011257 | 0.454108 | 5.141741 | 0.345214 | 0.401046 | 0.606681 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.0002 | -0.0006 | 0 | 13,888 |
-0.203261 | -0.229632 | -0.609924 | -0.8585 | 0.826463 | 0.967347 | 0.606681 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000133 | -0.000333 | 0 | 13,889 |
1.422257 | 1.09442 | 0.335904 | -0.862496 | 0.093486 | 0.132946 | 0.604772 | -0.000175 | -0.046512 | -0.267949 | -0.517638 | 0.000932 | -0.001265 | 0 | 13,890 |
-0.609376 | -0.8315 | -1.08172 | -0.861697 | 0.37238 | 0.489441 | 0.604772 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000399 | -0.000999 | 0 | 13,891 |
0.10158 | -0.109436 | -0.373034 | -0.862496 | 0.13788 | 0.253971 | 0.604599 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000067 | -0.000999 | 0 | 13,892 |
0.304698 | 0.25148 | 0.454187 | -0.864093 | -0.582092 | -0.564403 | 0.604599 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.0002 | -0.001199 | 0 | 13,893 |
1.62403 | 1.814274 | 0.336092 | -0.870474 | 1.057792 | 1.092352 | 0.597657 | -0.000635 | -0.046512 | -0.267949 | -0.517638 | 0.001065 | -0.00253 | 0 | 13,894 |
0.70997 | 0.370564 | 0.100335 | -0.872863 | 0.658453 | 0.719663 | 0.597657 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000465 | -0.003129 | 0 | 13,895 |
-1.115816 | 0.009816 | -1.19745 | -0.86888 | 0.45559 | 0.679441 | 0.59384 | -0.000349 | -0.046512 | -0.267949 | -0.517638 | -0.000731 | -0.003598 | 0 | 13,896 |
-0.405954 | -0.109948 | -0.135893 | 5.127367 | -0.021731 | 0.055855 | 0.59384 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000266 | -0.004134 | 0 | 13,897 |
-0.203017 | -0.590844 | -0.136082 | 5.128962 | -0.721239 | -0.358959 | 0.595054 | 0.000111 | -0.046512 | -0.267949 | -0.517638 | -0.000133 | -0.004602 | 0 | 13,898 |
-0.609214 | -0.590844 | -1.08128 | -0.864093 | 0.240284 | 0.494654 | 0.595054 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000399 | -0.005206 | 0 | 13,899 |
-0.711057 | -0.229872 | -0.845523 | -0.860898 | 0.327787 | 0.564287 | 0.600781 | 0.000524 | -0.046512 | -0.267949 | -0.517638 | -0.000466 | -0.004071 | 0 | 13,900 |
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