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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.213084 | -0.717083 | -0.047269 | -0.569246 | -0.613099 | -0.526288 | 0.77102 | 0 | -0.046512 | -0.785587 | -0 | -0.00014 | -0.006095 | 0 | 14,501 |
-0.53284 | -0.085903 | -0.419265 | -0.566608 | 0.090464 | 0.157076 | 0.769805 | -0.000111 | -0.046512 | -0.785587 | -0 | -0.000349 | -0.006519 | 0 | 14,502 |
-0.746288 | 0.04053 | -0.543642 | -0.563969 | -0.148744 | -0.070509 | 0.769805 | 0 | -0.046512 | -0.785587 | -0 | -0.000489 | -0.005608 | 0 | 14,503 |
-0.853348 | -0.46449 | -0.916514 | -0.559564 | -0.202041 | 0.055855 | 0.771714 | 0.000175 | -0.046512 | -0.785587 | -0 | -0.000559 | -0.007019 | 0 | 14,504 |
0.426734 | 2.693334 | -0.917348 | -0.560446 | 0.152993 | 0.157076 | 0.771714 | 0 | -0.046512 | -0.785587 | -0 | 0.00028 | -0.007439 | 0 | 14,505 |
0 | -0.085339 | 0.076043 | -0.562208 | -0.247835 | -0.18341 | 0.771714 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.008214 | 0 | 14,506 |
0.85311 | 0.672654 | 0.324199 | -0.564849 | -0.385956 | -0.273134 | 0.771714 | 0 | -0.046512 | -0.785587 | -0 | 0.000559 | -0.008421 | 0 | 14,507 |
-0.959782 | -0.338215 | -0.667941 | -0.562208 | -0.126861 | -0.233443 | 0.771193 | -0.000048 | -0.046512 | -0.785587 | -0 | -0.000629 | -0.007228 | 0 | 14,508 |
0.106672 | 0.420096 | -0.048092 | 5.742893 | -0.137716 | -0.070509 | 0.771193 | 0 | -0.046512 | -0.785587 | -0 | 0.00007 | -0.006453 | 0 | 14,509 |
-0.640145 | -0.338074 | -0.916931 | 5.742893 | -0.420493 | -0.286814 | 0.773623 | 0.000222 | -0.046512 | -0.785587 | -0 | -0.00042 | -0.005893 | 0 | 14,510 |
0.426794 | 0.041281 | -0.172461 | -0.561327 | -0.400547 | -0.147837 | 0.773623 | 0 | -0.046512 | -0.785587 | -0 | 0.00028 | -0.003783 | 0 | 14,511 |
-0.426794 | -0.085268 | 0.075973 | -0.559564 | 0.459874 | -0.738112 | 0.773623 | 0 | -0.046512 | -0.785587 | -0 | -0.00028 | -0.00182 | 0 | 14,512 |
-1.281097 | -0.337967 | -1.911503 | -0.554271 | 0.700466 | 0.564287 | 0.779349 | 0.000524 | -0.046512 | -0.785587 | -0 | -0.00084 | -0.0007 | 0 | 14,513 |
-0.640952 | 0.168316 | -1.043126 | 5.758782 | 0.473267 | 0.615041 | 0.779349 | 0 | -0.046512 | -0.785587 | -0 | -0.00042 | -0.001472 | 0 | 14,514 |
0.32051 | 3.456029 | -0.1734 | -0.552504 | 1.096549 | 1.198289 | 0.781952 | 0.000238 | -0.046512 | -0.785587 | -0 | 0.00021 | -0.002594 | 0 | 14,515 |
0.106822 | 2.570885 | 0.323834 | -0.552504 | 0.104854 | 0.24692 | 0.781952 | 0 | -0.046512 | -0.785587 | -0 | 0.00007 | -0.003086 | 0 | 14,516 |
-2.565786 | -0.33772 | -3.40737 | -0.540998 | 0.185442 | 0.564287 | 0.790282 | 0.000762 | -0.046512 | -0.785587 | -0 | -0.001682 | -0.000421 | 0 | 14,517 |
-1.712925 | -0.84443 | -2.167365 | 5.794237 | 0.47501 | 0.658545 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | -0.001123 | 0.001123 | 1 | 14,518 |
-1.500388 | -0.337009 | -2.419998 | 5.803131 | 0.407407 | 0.64574 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | -0.000983 | 0.001545 | 1 | 14,519 |
-6.877773 | -0.336759 | -7.927434 | 12.222449 | 1.306242 | 1.80011 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | -0.004508 | 0.006615 | 1 | 14,520 |
-0.646384 | 1.959864 | -0.931447 | -0.497247 | 0.844692 | 1.254507 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | -0.000424 | 0.007038 | 1 | 14,521 |
1.723082 | 12.005439 | -0.932084 | -0.502637 | 0.632856 | 0.94101 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | 0.001129 | 0.005628 | 1 | 14,522 |
-1.50759 | -0.590844 | -2.183614 | 5.865746 | 0.420712 | 0.615041 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | -0.000988 | 0.007458 | 1 | 14,523 |
4.303454 | 9.339426 | 0.071065 | -0.514283 | 0.446217 | 0.794509 | 0.790282 | 0 | -0.046512 | -0.785587 | -0 | 0.002821 | 0.004287 | 1 | 14,524 |
3.434044 | 3.605244 | -1.427899 | -0.518751 | 0.512952 | 0.623933 | -0.897354 | -0.15438 | -0.046512 | -0.785587 | -0 | 0.002251 | 0.001404 | 1 | 14,525 |
-7.306606 | -4.150785 | -7.925039 | -0.500841 | 0.393451 | 0.615041 | -0.897354 | 0 | -0.046512 | -0.785587 | -0 | -0.004789 | 0.006334 | 1 | 14,526 |
1.93751 | 2.979141 | 0.572321 | -0.508913 | 0.673527 | 0.790929 | -0.897354 | 0 | -0.046512 | -0.785587 | -0 | 0.00127 | 0.004783 | 1 | 14,527 |
2.149906 | 2.720172 | 0.071843 | -0.517858 | 0.783834 | 0.967347 | 0.822039 | 0.157285 | -0.046512 | -0.785587 | -0 | 0.001409 | 0.003795 | 1 | 14,528 |
1.288491 | 3.477661 | -0.052418 | -0.522321 | 0.847344 | 1.183045 | 0.822039 | 0 | -0.046512 | -0.785587 | -0 | 0.000845 | 0.00281 | 1 | 14,529 |
2.788003 | 3.727993 | 0.322663 | -0.533896 | 0.352729 | 0.510094 | 0.827939 | 0.00054 | -0.046512 | -0.785587 | -0 | 0.001828 | 0.001474 | 1 | 14,530 |
-1.286138 | 0.424425 | -0.923418 | -0.529449 | 0.484348 | 0.583117 | 0.827939 | 0 | -0.046512 | -0.785587 | -0 | -0.000843 | 0.002247 | 1 | 14,531 |
0.214432 | 0.425281 | -0.92468 | 5.804912 | 0.348146 | 0.592369 | 0.827939 | 0 | -0.046512 | -0.785587 | -0 | 0.000141 | 0.001966 | 1 | 14,532 |
1.928529 | 1.694314 | -0.924469 | 5.785354 | 0.539472 | 0.569036 | 0.827939 | 0 | -0.046512 | -0.785587 | -0 | 0.001264 | -0.000421 | 0 | 14,533 |
1.712204 | 2.451547 | -5.164977 | 5.769398 | 0.572924 | 0.879183 | 0.823774 | -0.000381 | -0.046512 | -0.785587 | -0 | 0.001122 | -0.00028 | 0 | 14,534 |
0.855382 | 1.941995 | 0.07472 | -0.548083 | 0.712935 | 0.843025 | 0.823774 | 0 | -0.046512 | -0.785587 | -0 | 0.000561 | -0.00042 | 0 | 14,535 |
1.068553 | 1.434576 | -1.168915 | -0.553387 | 1.000763 | 0.839656 | 0.803471 | -0.001857 | -0.046512 | -0.785587 | -0 | 0.0007 | -0.001121 | 0 | 14,536 |
-0.106822 | 0.674423 | -1.416409 | -0.553387 | 0.611734 | 0.671148 | 0.803471 | 0 | -0.046512 | -0.785587 | -0 | -0.00007 | -0.000771 | 0 | 14,537 |
-2.244984 | 0.294998 | -4.030327 | -0.541884 | 0.609156 | 0.885585 | 0.803471 | 0 | -0.046512 | -0.785587 | -0 | -0.001472 | 0.001261 | 1 | 14,538 |
0.641761 | 0.676374 | 0.074581 | -0.546313 | 0.678479 | 0.88239 | -0.836269 | -0.149998 | -0.046512 | -0.785587 | -0 | 0.000421 | 0.000841 | 1 | 14,539 |
-1.926094 | -0.590844 | -2.165827 | 5.785354 | -0.004848 | 0.295019 | 0.789067 | 0.148681 | -0.046512 | -0.785587 | -0 | -0.001263 | 0.002663 | 1 | 14,540 |
1.284333 | 0.930991 | -1.919877 | 5.776485 | 0.495931 | 0.641426 | 0.789067 | 0 | -0.046512 | -0.785587 | -0 | 0.000842 | 0.002521 | 1 | 14,541 |
-0.427991 | -0.590844 | -0.921319 | -0.540998 | 0.18597 | 0.082386 | 0.820304 | 0.002857 | -0.046512 | -0.785587 | -0 | -0.000281 | 0.002382 | 1 | 14,542 |
-0.428111 | -0.083708 | -3.664119 | -0.538336 | 0.550803 | 0.808674 | 0.820304 | 0 | -0.046512 | -0.785587 | -0 | -0.000281 | 0.002663 | 1 | 14,543 |
0.856102 | 0.677085 | -0.423858 | -0.541884 | 0.709715 | 0.949886 | 0.820304 | 0 | -0.046512 | -0.785587 | -0 | 0.000561 | 0.002102 | 1 | 14,544 |
-1.498494 | 0.169594 | -1.170381 | -0.536561 | 0.859658 | 1.033614 | 0.820304 | 0 | -0.046512 | -0.785587 | -0 | -0.000982 | 0.003084 | 1 | 14,545 |
-1.9288 | 0.804417 | -3.167815 | -0.529449 | 0.584618 | 0.888767 | 0.820304 | 0 | -0.046512 | -0.785587 | -0 | -0.001264 | 0.004488 | 1 | 14,546 |
-1.287223 | 0.171304 | -0.92468 | -0.524105 | 0.783164 | 0.853049 | 0.820304 | 0 | -0.046512 | -0.785587 | -0 | -0.000844 | 0.005472 | 1 | 14,547 |
0.858269 | 1.696563 | 0.07304 | 5.804912 | 1.018019 | 1.404425 | 0.831757 | 0.001048 | -0.046512 | -0.785587 | -0 | 0.000563 | 0.005329 | 1 | 14,548 |
2.571914 | 2.583544 | 0.198084 | 5.78713 | 0.148549 | 0.554703 | 0.831757 | 0 | -0.046512 | -0.785587 | -0 | 0.001686 | 0.003363 | 1 | 14,549 |
-0.96396 | -0.844608 | -1.421157 | -0.533007 | 0.374396 | 0.435348 | 0.831757 | 0 | -0.046512 | -1 | 0.614014 | -0.000632 | 0.004275 | 1 | 14,550 |
-0.857365 | 1.312452 | -0.424768 | -0.530339 | 0.01502 | 0.295019 | 0.831757 | 0 | -0.046512 | -1 | 0.614014 | -0.000562 | 0.004067 | 1 | 14,551 |
-1.179664 | -0.20981 | -2.047707 | 5.810256 | 0.363851 | 0.583117 | -0.894577 | -0.15792 | -0.046512 | -1 | 0.614014 | -0.000773 | 0.004911 | 1 | 14,552 |
0.643566 | 1.441978 | 0.322768 | 5.810256 | -0.324943 | -0.029461 | -0.894577 | 0 | -0.046512 | -1 | 0.614014 | 0.000422 | 0.004489 | 1 | 14,553 |
-3.005634 | -0.590844 | -3.673064 | -0.515177 | 0.465897 | 0.783719 | 0.832104 | 0.157951 | -0.046512 | -1 | 0.614014 | -0.00197 | 0.006739 | 1 | 14,554 |
-0.214915 | 4.748694 | -0.427648 | -0.516965 | -0.047852 | 0.308247 | 0.832104 | 0 | -0.046512 | -1 | 0.614014 | -0.000141 | 0.00674 | 1 | 14,555 |
-1.182573 | 0.300301 | -1.428463 | -0.509809 | 0.476401 | 0.478911 | 0.832104 | 0 | -0.046512 | -1 | 0.614014 | -0.000775 | 0.006815 | 1 | 14,556 |
0.537647 | 1.319694 | 0.697392 | -0.5116 | 0.393451 | 0.468241 | 0.860217 | 0.002572 | -0.046512 | -1 | 0.614014 | 0.000352 | 0.005622 | 1 | 14,557 |
0.859841 | 2.209601 | -0.178026 | -0.516071 | 0.609443 | 0.6195 | 0.847028 | -0.001206 | -0.046512 | -1 | 0.614014 | 0.000564 | 0.004918 | 1 | 14,558 |
1.288854 | 4.621745 | 0.447356 | -0.518751 | 0.367519 | 0.564287 | 0.847028 | 0 | -0.046512 | -1 | 0.614014 | 0.000845 | 0.004774 | 1 | 14,559 |
0.214703 | 1.316334 | -0.17697 | 5.806693 | 0.165068 | 0.457426 | 0.845813 | -0.000111 | -0.046512 | -1 | 0.614014 | 0.000141 | 0.005193 | 1 | 14,560 |
3.645338 | 3.982364 | 2.069743 | -0.537449 | -0.097658 | 0.124738 | 0.845813 | 0 | -0.046512 | -1 | 0.614014 | 0.002389 | 0.004343 | 1 | 14,561 |
2.567946 | 2.958612 | 0.572321 | -0.548968 | -0.462189 | -0.102739 | 0.832278 | -0.001238 | -0.046512 | -1 | 0.614014 | 0.001683 | 0.003777 | 1 | 14,562 |
0.427571 | 0.928646 | -4.781959 | -0.547199 | 0.046059 | 0.395183 | 0.832278 | 0 | -0.046512 | -1 | 0.614014 | 0.00028 | 0.003078 | 1 | 14,563 |
-1.818005 | -0.337578 | -4.905132 | -0.541884 | 0.377207 | 0.564287 | 0.838178 | 0.00054 | -0.046512 | -1 | 0.614014 | -0.001192 | 0.004409 | 1 | 14,564 |
-1.391702 | -0.210505 | -1.295319 | -0.535673 | 0.39149 | 0.091037 | 0.838178 | 0 | -0.046512 | -1 | 0.614014 | -0.000912 | 0.003644 | 1 | 14,565 |
-0.642753 | 0.42414 | -0.424418 | 5.794237 | 0.221477 | 0.253971 | 0.844946 | 0.000619 | -0.046512 | -1 | 0.614014 | -0.000421 | 0.005184 | 1 | 14,566 |
1.499335 | 1.439409 | 0.572321 | -0.538336 | 0.094089 | 0.046813 | 0.844946 | 0 | -0.046512 | -1 | 0.614014 | 0.000983 | 0.003502 | 1 | 14,567 |
0.642121 | 0.930565 | 0.074301 | 5.776485 | 0.171027 | 0.334064 | 0.838872 | -0.000556 | -0.046512 | -1 | 0.614014 | 0.000421 | 0.002522 | 1 | 14,568 |
-0.856222 | -0.083779 | -1.170626 | 5.785354 | -0.008332 | 0.1805 | 0.838872 | 0 | -0.046512 | -1 | 0.614014 | -0.000561 | 0.002663 | 1 | 14,569 |
0.856222 | 0.930778 | -2.044211 | -0.542771 | 0.633134 | 0.715731 | 0.838872 | 0 | -0.046512 | -1 | 0.614014 | 0.000561 | 0.002522 | 1 | 14,570 |
0 | 0.1697 | -0.298938 | -0.542771 | 0.378409 | 0.288322 | 0.849805 | 0.001 | -0.046512 | -1 | 0.614014 | 0 | 0.001682 | 1 | 14,571 |
-0.428051 | -0.337294 | -1.170626 | -0.540998 | 0.280131 | 0.446463 | 0.849805 | 0 | -0.046512 | -1 | 0.614014 | -0.000281 | 0.000771 | 1 | 14,572 |
1.283793 | 1.690469 | 0.696787 | 5.77294 | 1.113551 | 1.10457 | 0.83974 | -0.000921 | -0.046512 | -1 | 0.614014 | 0.000842 | 0.001401 | 1 | 14,573 |
-0.534782 | -0.590844 | -0.42288 | -0.544543 | -0.141091 | 0 | 0.83974 | 0 | -0.046512 | -1 | 0.614014 | -0.000351 | 0.003011 | 1 | 14,574 |
-0.963081 | -0.083885 | -2.914552 | 5.781805 | 0.22248 | 0.301661 | 0.839046 | -0.000063 | -0.046512 | -1 | 0.614014 | -0.000631 | 0.003502 | 1 | 14,575 |
0.21407 | 0.17002 | -0.174761 | -0.539224 | -0.046375 | -0.220638 | 0.839046 | 0 | -0.046512 | -1 | 0.614014 | 0.00014 | 0.002452 | 1 | 14,576 |
-0.428171 | -0.590844 | -1.171115 | -0.538336 | 0.077623 | 0.288322 | 0.850499 | 0.001048 | -0.046512 | -1 | 0.614014 | -0.000281 | 0.002103 | 1 | 14,577 |
0.642211 | 0.423713 | 0.572321 | -0.540998 | -0.178442 | -0.259683 | 0.871844 | 0.001953 | -0.046512 | -1 | 0.614014 | 0.000421 | 0.002312 | 1 | 14,578 |
-0.21404 | -0.083708 | -0.423579 | -0.540111 | -0.004153 | 0.07364 | 0.839566 | -0.002953 | -0.046512 | -1 | 0.614014 | -0.00014 | 0.004131 | 1 | 14,579 |
0.74901 | 0.423428 | -1.171115 | -0.543657 | 0.487433 | 0.494654 | 0.839566 | 0 | -0.046512 | -1 | 0.614014 | 0.000491 | 0.003849 | 1 | 14,580 |
-0.106979 | 1.815943 | -0.423229 | -0.542771 | 0.296983 | 0.116445 | 0.843731 | 0.000381 | -0.046512 | -1 | 0.614014 | -0.00007 | 0.002591 | 1 | 14,581 |
-0.21398 | 0.676374 | -1.917778 | -0.542771 | -0.044901 | 0.1805 | 0.843731 | 0 | -0.046512 | -1 | 0.614014 | -0.00014 | 0.002941 | 1 | 14,582 |
-1.712925 | 0.1697 | -1.419758 | -0.534784 | -0.381159 | 0 | 0.846508 | 0.000254 | -0.046512 | -1 | 0.614014 | -0.001123 | 0.003924 | 1 | 14,583 |
1.926905 | 2.072649 | 0.323154 | -0.544543 | 0.154652 | 0.116445 | 0.846508 | 0 | -0.046512 | -1 | 0.614014 | 0.001263 | 0.002521 | 1 | 14,584 |
0.641761 | 0.169594 | -0.672292 | -0.544543 | 0.499974 | 0.334064 | 0.856399 | 0.000905 | -0.046512 | -1 | 0.614014 | 0.000421 | 0.001121 | 1 | 14,585 |
0 | -0.337436 | -0.42288 | -0.546313 | 0.097696 | 0.239807 | 0.856399 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.003638 | 1 | 14,586 |
0.427691 | 0.675842 | 0.323573 | -0.548083 | -0.074994 | 0 | 0.854664 | -0.000159 | -0.046512 | -1 | 0.614014 | 0.00028 | 0.002659 | 1 | 14,587 |
0.855022 | 0.675487 | 0.323643 | -0.55162 | -0.356507 | 0.132946 | 0.854664 | 0 | -0.046512 | -1 | 0.614014 | 0.00056 | 0.001679 | 1 | 14,588 |
0 | -0.084489 | -0.049092 | -0.550737 | -0.448888 | -0.081109 | 0.83679 | -0.001635 | -0.046512 | -1 | 0.614014 | 0 | 0.002518 | 1 | 14,589 |
0.854543 | 1.433725 | 0.323782 | -0.555153 | -0.081173 | 0.225387 | 0.83679 | 0 | -0.046512 | -1 | 0.614014 | 0.00056 | 0.001958 | 1 | 14,590 |
1.067506 | 1.432592 | -3.032884 | -0.559564 | 0.148549 | 0.239807 | 0.82603 | -0.000984 | -0.046512 | -1 | 0.614014 | 0.0007 | 0.001258 | 1 | 14,591 |
-0.640414 | -0.590844 | -0.54497 | -0.556918 | -0.470294 | -0.18341 | 0.82603 | 0 | -0.046512 | -1 | 0.614014 | -0.00042 | 0.001678 | 1 | 14,592 |
0 | 0.167998 | 0.075626 | -0.556918 | -0.601514 | -0.286814 | 0.82603 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.001678 | 1 | 14,593 |
0 | 0.167998 | 0.199813 | -0.556918 | -0.564753 | -0.455106 | 0.822213 | -0.000349 | -0.046512 | -1 | 0.614014 | 0 | 0.001678 | 1 | 14,594 |
0 | -0.084914 | -0.172774 | -0.554271 | -0.187424 | 0.099597 | 0.822213 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.001678 | 1 | 14,595 |
0.213501 | 0.673715 | -3.031874 | 5.74642 | -0.513745 | -0.113778 | 0.821692 | -0.000048 | -0.046512 | -1 | 0.614014 | 0.00014 | 0.001538 | 1 | 14,596 |
0.213471 | 0.167891 | -0.17267 | -0.556918 | -0.068109 | 0.108065 | 0.821692 | 0 | -0.046512 | -1 | 0.614014 | 0.00014 | 0.001398 | 1 | 14,597 |
0.640235 | 1.43146 | -3.777265 | -0.561327 | 0.2344 | 0.473594 | 0.826551 | 0.000444 | -0.046512 | -1 | 0.614014 | 0.00042 | 0.000979 | 1 | 14,598 |
-0.426794 | -0.085268 | -0.048135 | -0.559564 | -0.253778 | 0.116445 | 0.826551 | 0 | -0.046512 | -1 | 0.614014 | -0.00028 | 0.001258 | 1 | 14,599 |
0.426794 | 0.167679 | 0.075834 | -0.558683 | -0.566312 | -0.147837 | 0.826204 | -0.000032 | -0.046512 | -1 | 0.614014 | 0.00028 | -0.005188 | 0 | 14,600 |
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