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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.530948 | 0.415663 | 0.572321 | -0.59114 | -0.733041 | -0.18341 | 0.725206 | -0.000032 | -0.116279 | -0.267949 | -0.517638 | 0.000348 | -0.002788 | 0 | 14,401 |
-0.106175 | -0.465044 | -0.292206 | 5.681478 | -0.557013 | 0.019055 | 0.725206 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00007 | -0.002648 | 0 | 14,402 |
0 | -0.339235 | 0.325339 | -0.59114 | -0.91838 | -0.691024 | 0.72538 | 0.000016 | -0.116279 | -0.267949 | -0.517638 | 0 | -0.002509 | 0 | 14,403 |
-0.955906 | -0.339235 | -1.157276 | -0.586773 | -0.412946 | -0.286814 | 0.72538 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000627 | -0.001464 | 0 | 14,404 |
-0.106249 | 1.422311 | -0.540066 | -0.586773 | -0.450207 | -0.102739 | 0.726421 | 0.000095 | -0.116279 | -0.267949 | -0.517638 | -0.00007 | -0.002231 | 0 | 14,405 |
0.21249 | -0.21318 | 0.572321 | -0.586773 | -1.517974 | -1.027019 | 0.726421 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000139 | -0.002231 | 0 | 14,406 |
-0.42501 | 0.290126 | -0.416364 | -0.584151 | -0.04343 | 0.07364 | 0.727115 | 0.000063 | -0.116279 | -0.267949 | -0.517638 | -0.000279 | -0.001534 | 0 | 14,407 |
-0.956706 | -0.46493 | -0.663966 | -0.581525 | -0.566312 | -0.329316 | 0.727115 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000627 | -0.000628 | 0 | 14,408 |
0.212653 | -0.086924 | 0.572321 | -0.582401 | -0.316182 | -0.738112 | 0.727983 | 0.000079 | -0.116279 | -0.267949 | -0.517638 | 0.000139 | 0.000348 | 1 | 14,409 |
-0.106323 | -0.464868 | 0.077668 | -0.582401 | 0.394625 | 0.26096 | 0.727983 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00007 | 0.001463 | 1 | 14,410 |
0.212638 | -0.086959 | 0.448662 | -0.582401 | -0.381159 | -0.344 | 0.729718 | 0.000159 | -0.116279 | -0.267949 | -0.517638 | 0.000139 | 0 | 0 | 14,411 |
-1.276274 | 0.920179 | -1.159446 | -0.578022 | -0.018889 | 0.383327 | 0.729718 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000837 | 0.000488 | 1 | 14,412 |
-0.212816 | -0.086608 | -0.170279 | -0.576269 | -0.189234 | -0.147837 | 0.729718 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000139 | 0.000418 | 1 | 14,413 |
-1.277521 | 1.551488 | -1.161138 | -0.571881 | 0.005499 | 0.157076 | 0.730065 | 0.000032 | -0.116279 | -0.267949 | -0.517638 | -0.000837 | 0.001674 | 1 | 14,414 |
-1.278592 | 0.418473 | -0.914643 | -0.566608 | -0.195608 | 0.116445 | 0.735792 | 0.000524 | -0.116279 | -0.267949 | -0.517638 | -0.000838 | 0.002443 | 1 | 14,415 |
0.426316 | 0.166831 | 0.324373 | -0.566608 | -0.182918 | -0.136322 | 0.735792 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000279 | 0.001257 | 1 | 14,416 |
-2.132775 | -0.969695 | -4.889037 | 5.742893 | 0.889232 | 1.041524 | 0.745336 | 0.000873 | -0.116279 | -0.267949 | -0.517638 | -0.001398 | 0.002655 | 1 | 14,417 |
0.426794 | 0.673184 | -1.165991 | -0.562208 | 0.091674 | 0.1805 | 0.745336 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.00028 | 0.002375 | 1 | 14,418 |
0 | 0.167467 | 0.075973 | -0.561327 | -0.035395 | 0.064797 | 0.807809 | 0.005715 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.002096 | 1 | 14,419 |
0.426674 | 0.420167 | 0.572321 | -0.563088 | -0.528362 | -0.389742 | 0.807809 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.00028 | 0.001816 | 1 | 14,420 |
1.705504 | 3.574771 | 0.324234 | -0.569246 | -0.544805 | -0.113778 | 0.807809 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.001118 | 0.000279 | 1 | 14,421 |
2.341959 | 2.436263 | 0.324511 | -0.578898 | -0.176659 | -0.159519 | 0.795141 | -0.001159 | -0.116279 | -0.267949 | -0.517638 | 0.001535 | -0.001395 | 0 | 14,422 |
-2.235429 | -0.842944 | -3.142754 | 5.721769 | -0.112106 | 0.116445 | 0.795141 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.001465 | 0.001256 | 1 | 14,423 |
-0.426168 | -0.212205 | -0.171161 | -0.568367 | -0.692585 | -0.286814 | 0.794794 | -0.000032 | -0.116279 | -0.267949 | -0.517638 | -0.000279 | 0.000489 | 1 | 14,424 |
-0.639475 | 0.292771 | -0.54333 | -0.565729 | 0.023077 | 0.046813 | 0.794794 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000419 | 0.00021 | 1 | 14,425 |
0.106598 | -0.21194 | 0.200359 | -0.565729 | -1.087705 | -0.788145 | 0.793406 | -0.000127 | -0.116279 | -0.267949 | -0.517638 | 0.00007 | 0.000838 | 1 | 14,426 |
0.745976 | 0.419319 | 0.448351 | 5.723526 | -1.024543 | -0.625212 | 0.793406 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000489 | 0.000907 | 1 | 14,427 |
-0.319659 | -0.464604 | -0.047312 | -0.568367 | -0.474382 | -0.113778 | 0.792712 | -0.000063 | -0.116279 | -0.267949 | -0.517638 | -0.00021 | 0.001047 | 1 | 14,428 |
0.213114 | 0.16662 | 0.324442 | -0.568367 | -0.801798 | -0.159519 | 0.792712 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.00014 | 0.000838 | 1 | 14,429 |
-0.63943 | -0.843367 | -0.791253 | -0.565729 | -0.603157 | -0.389742 | 0.795315 | 0.000238 | -0.116279 | -0.535898 | -0.385986 | -0.000419 | 0.001257 | 1 | 14,430 |
-0.213203 | -0.843473 | -0.54372 | -0.563088 | -0.64033 | -0.564403 | 0.795315 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00014 | 0.001955 | 1 | 14,431 |
-0.426495 | -0.590844 | -0.667941 | -0.563969 | -1.015546 | -1.138866 | 0.792538 | -0.000254 | -0.116279 | -0.535898 | -0.385986 | -0.00028 | 0.001955 | 1 | 14,432 |
0.639698 | 0.419743 | 0.324269 | 5.728802 | -1.139158 | -0.738112 | 0.792538 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000419 | 0.001466 | 1 | 14,433 |
1.917486 | 1.68123 | 0.324373 | -0.573637 | 0.053127 | 0.457426 | 0.795488 | 0.00027 | -0.116279 | -0.535898 | -0.385986 | 0.001257 | 0.00007 | 1 | 14,434 |
0.212905 | -0.338567 | -0.29456 | 5.712988 | -0.588506 | -0.329316 | 0.795488 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00014 | -0.000279 | 0 | 14,435 |
-1.064824 | -1.095432 | -0.913812 | -0.570125 | -0.73106 | -0.489906 | 0.791844 | -0.000333 | -0.116279 | -0.535898 | -0.385986 | -0.000698 | 0.000419 | 1 | 14,436 |
-0.426138 | -0.590844 | -0.418988 | -0.568367 | -0.719292 | -0.273134 | 0.791844 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000279 | 0.000698 | 1 | 14,437 |
-0.426257 | -0.085903 | 0.076597 | 5.727043 | -0.670483 | -0.526288 | 0.790282 | -0.000143 | -0.116279 | -0.535898 | -0.385986 | -0.000279 | 0.001536 | 1 | 14,438 |
-0.639609 | -0.338285 | -0.419542 | -0.563969 | -0.5123 | -0.455106 | 0.790282 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000419 | 0.001885 | 1 | 14,439 |
0.426436 | 0.167043 | 0.572321 | -0.565729 | -0.631705 | -0.455106 | 0.791323 | 0.000095 | -0.116279 | -0.535898 | -0.385986 | 0.00028 | 0.002024 | 1 | 14,440 |
0.426316 | -0.085692 | 0.324373 | -0.567488 | -0.638597 | -0.564403 | 0.791323 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000279 | 0.002442 | 1 | 14,441 |
1.49117 | 1.176078 | 0.572321 | 5.718255 | -0.647308 | -0.374202 | 0.791323 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000977 | 0.000279 | 1 | 14,442 |
-1.064973 | -1.095502 | -1.657657 | -0.570125 | -0.540282 | -0.233443 | 0.803124 | 0.001079 | -0.116279 | -0.535898 | -0.385986 | -0.000698 | 0.000559 | 1 | 14,443 |
0 | -0.338391 | -0.171213 | -0.567488 | -1.128557 | -0.814386 | 0.803124 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | 0.000419 | 1 | 14,444 |
-0.532765 | -0.590844 | -0.667075 | -0.568367 | -0.42557 | -0.18341 | 0.793059 | -0.000921 | -0.116279 | -0.535898 | -0.385986 | -0.000349 | 0.000768 | 1 | 14,445 |
0.426227 | 0.040442 | 0.448377 | -0.569246 | -0.733041 | -0.928905 | 0.793059 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000279 | -0.00007 | 0 | 14,446 |
-0.319659 | -0.212152 | -0.047312 | -0.566608 | -1.074604 | -0.714222 | 0.79167 | -0.000127 | -0.116279 | -0.535898 | -0.385986 | -0.00021 | 0.000419 | 1 | 14,447 |
1.49117 | 1.428354 | -0.17142 | 5.716499 | 0.040872 | 0.301661 | 0.789067 | -0.000238 | -0.116279 | -0.535898 | -0.385986 | 0.000977 | -0.000838 | 0 | 14,448 |
-0.4259 | -0.338567 | -0.418434 | -0.571881 | -1.081124 | -0.814386 | 0.789067 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000279 | -0.000698 | 0 | 14,449 |
0.4259 | 0.418332 | 0.324615 | -0.574515 | -0.356507 | -0.195628 | 0.789588 | 0.000048 | -0.116279 | -0.535898 | -0.385986 | 0.000279 | -0.000698 | 0 | 14,450 |
-0.106464 | 0.418051 | -1.781627 | -0.573637 | -0.538781 | -0.389742 | 0.789588 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00007 | -0.000768 | 0 | 14,451 |
0.106464 | 0.292031 | 0.448498 | -0.573637 | -0.745046 | -0.788145 | 0.789588 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00007 | -0.001187 | 0 | 14,452 |
0.212905 | -0.338567 | -0.170694 | -0.572759 | -0.703905 | -1.027019 | 0.789241 | -0.000032 | -0.116279 | -0.535898 | -0.385986 | 0.00014 | -0.001816 | 0 | 14,453 |
0.638538 | 0.165774 | -1.533402 | -0.576269 | -0.765528 | -0.584164 | 0.789241 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000419 | -0.002794 | 0 | 14,454 |
-1.277343 | -0.590844 | -1.160896 | -0.572759 | -0.396871 | -0.049722 | 0.786291 | -0.00027 | -0.116279 | -0.535898 | -0.385986 | -0.000837 | -0.001677 | 0 | 14,455 |
0.212965 | 0.166091 | 0.324615 | -0.572759 | -0.64033 | -0.564403 | 0.786291 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00014 | -0.001816 | 0 | 14,456 |
0.638716 | 0.165985 | -0.418573 | 5.709479 | -0.46488 | -0.233443 | 0.795315 | 0.000825 | -0.116279 | -0.535898 | -0.385986 | 0.000419 | -0.001676 | 0 | 14,457 |
0.425662 | -0.086467 | 0.077151 | -0.576269 | -0.490979 | -0.246456 | 0.787679 | -0.000698 | -0.116279 | -0.535898 | -0.385986 | 0.000279 | -0.002584 | 0 | 14,458 |
1.701462 | 1.677112 | -0.170279 | 11.972452 | 0.094089 | 0.295019 | 0.787679 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.001115 | -0.003629 | 0 | 14,459 |
1.593399 | 2.429098 | -0.416777 | -0.59114 | 0.191754 | 0.554703 | 0.787679 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.001044 | -0.005093 | 0 | 14,460 |
-2.018587 | 0.792478 | -3.754535 | -0.58065 | 0.13788 | 0.418381 | 0.790629 | 0.00027 | -0.116279 | -0.535898 | -0.385986 | -0.001323 | -0.00349 | 0 | 14,461 |
-0.531651 | -0.590844 | -2.025964 | -0.58065 | -1.071368 | -0.762738 | 0.790629 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000348 | -0.003422 | 0 | 14,462 |
-0.31908 | -0.590844 | -1.531493 | 5.702467 | -0.02102 | 0.346667 | 0.776052 | -0.001333 | -0.116279 | -0.535898 | -0.385986 | -0.000209 | -0.004052 | 0 | 14,463 |
0.638093 | 1.172876 | -0.046318 | 5.697213 | -0.751127 | -0.358959 | 0.768937 | -0.000651 | -0.116279 | -0.535898 | -0.385986 | 0.000418 | -0.004891 | 0 | 14,464 |
-0.10633 | -0.086959 | 0.201319 | -0.581525 | -1.21429 | -0.545119 | 0.768937 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00007 | -0.004611 | 0 | 14,465 |
-1.382968 | -0.464851 | -1.283597 | 5.709479 | -0.347341 | -0.208035 | 0.766855 | -0.00019 | -0.116279 | -0.535898 | -0.385986 | -0.000907 | -0.003634 | 0 | 14,466 |
0 | -0.086467 | 0.077151 | -0.574515 | -0.578907 | -0.489906 | 0.766855 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.005316 | 0 | 14,467 |
0 | -0.338638 | 0.077151 | -0.576269 | -0.395649 | -0.300732 | 0.766855 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.006439 | 0 | 14,468 |
-0.425781 | -0.086467 | -0.542007 | -0.574515 | -0.261781 | -0.18341 | 0.774664 | 0.000714 | -0.116279 | -0.535898 | -0.385986 | -0.000279 | -0.007143 | 0 | 14,469 |
0 | -0.086326 | 0.572321 | -0.574515 | -0.801798 | -0.762738 | 0.774664 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.011652 | 0 | 14,470 |
-0.638894 | -0.338567 | -0.91402 | -0.571881 | -0.151314 | 0.064797 | 0.76859 | -0.000556 | -0.116279 | -0.535898 | -0.385986 | -0.000419 | -0.011657 | 0 | 14,471 |
-0.213024 | 1.175091 | 0.32458 | -0.571881 | -0.858833 | -0.246456 | 0.76859 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00014 | -0.010388 | 0 | 14,472 |
1.809759 | 1.553581 | 0.324546 | -0.571003 | -0.837756 | -0.472317 | 0.77987 | 0.001032 | -0.116279 | -0.535898 | -0.385986 | 0.001186 | -0.012562 | 0 | 14,473 |
-1.596735 | -1.978122 | -2.275803 | -0.570125 | 0.053127 | 0.26096 | 0.77987 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.001047 | -0.008694 | 0 | 14,474 |
-1.065419 | -1.095714 | -0.914643 | -0.568367 | -0.318362 | 0.149113 | 0.765119 | -0.001349 | -0.116279 | -0.535898 | -0.385986 | -0.000698 | -0.005745 | 0 | 14,475 |
1.065419 | 0.923977 | 0.944127 | 5.718255 | -0.258769 | 0.028415 | 0.765119 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000698 | -0.011233 | 0 | 14,476 |
0.8518 | 0.418473 | 0.696179 | -0.573637 | -0.666867 | -0.526288 | 0.765813 | 0.000063 | -0.116279 | -0.535898 | -0.385986 | 0.000558 | -0.010521 | 0 | 14,477 |
-0.106449 | -0.338603 | -0.17059 | -0.574515 | -0.795258 | -0.344 | 0.765813 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00007 | -0.009042 | 0 | 14,478 |
-0.106456 | -0.212469 | 0.200879 | -0.573637 | -0.73106 | -0.220638 | 0.769458 | 0.000333 | -0.116279 | -0.535898 | -0.385986 | -0.00007 | -0.008128 | 0 | 14,479 |
0 | -0.086326 | 0.077012 | -0.574515 | -0.267845 | -0.604425 | 0.769458 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.0063 | 0 | 14,480 |
0.851443 | 0.418051 | 0.077012 | -0.577145 | 0.112526 | -0.12497 | 0.763558 | -0.00054 | -0.116279 | -0.535898 | -0.385986 | 0.000558 | -0.007702 | 0 | 14,481 |
-0.425662 | -0.086608 | -0.170279 | -0.575392 | -0.515193 | -0.329316 | 0.763558 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000279 | -0.007282 | 0 | 14,482 |
-0.106434 | -0.086467 | -0.294318 | -0.575392 | -0.01818 | -0.421757 | 0.762516 | -0.000095 | -0.116279 | -0.535898 | -0.385986 | -0.00007 | -0.005948 | 0 | 14,483 |
-0.212891 | 0.795951 | -0.418227 | -0.574515 | -0.575737 | -0.50789 | 0.762516 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00014 | -0.004686 | 0 | 14,484 |
-0.319391 | -0.212469 | 0.200879 | -0.573637 | -0.57732 | -0.472317 | 0.76026 | -0.000206 | -0.116279 | -0.535898 | -0.385986 | -0.000209 | -0.003916 | 0 | 14,485 |
0 | -0.086256 | 0.076943 | 5.718255 | -0.287404 | -0.646554 | 0.76026 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.003216 | 0 | 14,486 |
0 | 0.165985 | -0.914227 | -0.573637 | 1.154907 | 0.525242 | 0.76026 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.003286 | 0 | 14,487 |
0.851562 | 1.426664 | 0.32465 | -0.577145 | -0.046375 | -0.329316 | 0.756442 | -0.000349 | -0.116279 | -0.535898 | -0.385986 | 0.000558 | -0.005315 | 0 | 14,488 |
-0.106419 | 0.921654 | 0.07722 | -0.576269 | -0.286361 | -0.029461 | 0.756442 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00007 | -0.004825 | 0 | 14,489 |
0.638404 | 1.047752 | 0.696083 | 5.697213 | 0.081316 | 0.14107 | 0.757831 | 0.000127 | -0.116279 | -0.785587 | -0 | 0.000418 | -0.006506 | 0 | 14,490 |
1.063414 | 0.795177 | 0.943427 | -0.583276 | -0.675943 | -0.526288 | 0.757831 | 0 | -0.116279 | -0.785587 | -0 | 0.000697 | -0.006361 | 0 | 14,491 |
-1.808245 | 1.045926 | -1.530613 | -0.576269 | -0.254773 | -0.273134 | 0.761649 | 0.000349 | -0.116279 | -0.785587 | -0 | -0.001185 | -0.005456 | 0 | 14,492 |
-0.638716 | 0.417769 | -0.170486 | 5.714743 | -0.224561 | -0.0097 | 0.761649 | 0 | -0.046512 | -0.785587 | -0 | -0.000419 | -0.005318 | 0 | 14,493 |
-0.212965 | -0.590844 | -0.666383 | -0.571003 | -0.928821 | -0.869599 | 0.770846 | 0.000841 | -0.046512 | -0.785587 | -0 | -0.00014 | -0.004618 | 0 | 14,494 |
0 | 0.039957 | -0.170901 | -0.571881 | -0.097658 | -0.070509 | 0.770846 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.0056 | 0 | 14,495 |
-0.852157 | -0.086185 | -0.666556 | -0.569246 | 0.215937 | -0.01952 | 0.776746 | 0.00054 | -0.046512 | -0.785587 | -0 | -0.000559 | -0.006306 | 0 | 14,496 |
0.426138 | 0.166514 | 0.572321 | -0.570125 | -0.540282 | -0.147837 | 0.776746 | 0 | -0.046512 | -0.785587 | -0 | 0.000279 | -0.007429 | 0 | 14,497 |
-0.426138 | -0.086044 | 0.076736 | -0.569246 | -0.558554 | -0.286814 | 0.771714 | -0.00046 | -0.046512 | -0.785587 | -0 | -0.000279 | -0.006587 | 0 | 14,498 |
-0.213114 | 1.428072 | 0.200541 | -0.568367 | -0.880569 | -0.584164 | 0.771714 | 0 | -0.046512 | -0.785587 | -0 | -0.00014 | -0.004761 | 0 | 14,499 |
0.426197 | 0.16662 | 0.572321 | -0.569246 | -0.588506 | -0.489906 | 0.77102 | -0.000064 | -0.046512 | -0.785587 | -0 | 0.000279 | -0.005672 | 0 | 14,500 |
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