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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.106352 | -0.086819 | 0.201215 | -0.58065 | -0.331587 | -0.070509 | 0.766855 | 0.003254 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.002094 | 0 | 14,901 |
0.212683 | -0.212838 | 0.695997 | -0.581525 | -2.511894 | -2.102366 | 0.733883 | -0.003016 | -0.046512 | -0.267949 | -0.517638 | 0.000139 | -0.002303 | 0 | 14,902 |
0.212653 | 0.039034 | 0.572321 | -0.582401 | -0.21603 | -0.18341 | 0.733883 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000139 | -0.002233 | 0 | 14,903 |
-0.744416 | 0.038946 | -0.293412 | -0.578898 | -0.578907 | -0.259683 | 0.733189 | -0.000063 | -0.046512 | -0.267949 | -0.517638 | -0.000488 | -0.001954 | 0 | 14,904 |
-0.212757 | -0.338778 | 0.324891 | -0.578898 | -0.672298 | -0.405589 | 0.733189 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000139 | -0.001954 | 0 | 14,905 |
-0.319191 | -0.338743 | -0.170175 | -0.577145 | 0.057588 | 0.082386 | 0.730412 | -0.000254 | -0.046512 | -0.267949 | -0.517638 | -0.000209 | -0.001955 | 0 | 14,906 |
0.106404 | 0.291539 | 0.448567 | -0.577145 | -0.447572 | -0.421757 | 0.730412 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.002095 | 0 | 14,907 |
0.850968 | 0.417488 | 0.448576 | -0.58065 | -0.276013 | -0.208035 | 0.736486 | 0.000556 | -0.046512 | -0.267949 | -0.517638 | 0.000558 | -0.002792 | 0 | 14,908 |
-0.638182 | -0.842874 | -0.664828 | -0.578898 | -0.87812 | -0.99296 | 0.736486 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000418 | -0.002933 | 0 | 14,909 |
0.425484 | 2.935368 | 0.572321 | -0.579774 | 0.429318 | 0.274758 | 0.736312 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000279 | -0.003492 | 0 | 14,910 |
0 | -0.590844 | 0.201215 | -0.58065 | -0.642068 | -0.472317 | 0.736312 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.003702 | 0 | 14,911 |
0.212698 | -0.086819 | 0.572321 | -0.58065 | -0.111295 | -0.195628 | 0.737007 | 0.000063 | -0.046512 | -0.267949 | -0.517638 | 0.000139 | -0.003631 | 0 | 14,912 |
-0.212698 | -0.338849 | -0.046146 | -0.579774 | -0.304313 | -0.300732 | 0.737007 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000139 | -0.003352 | 0 | 14,913 |
-0.212727 | -0.716872 | -0.417467 | -0.578898 | -0.11373 | 0.019055 | 0.731106 | -0.00054 | -0.046512 | -0.267949 | -0.517638 | -0.000139 | -0.003282 | 0 | 14,914 |
0.638093 | 0.165247 | 0.448611 | -0.581525 | -0.571008 | -0.50789 | 0.731106 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000418 | -0.003351 | 0 | 14,915 |
0 | 0.164931 | 0.324995 | -0.582401 | 0.067051 | 0.218079 | 0.731106 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.003701 | 0 | 14,916 |
-0.531725 | -0.590844 | -0.169761 | -0.579774 | -0.555475 | -0.438258 | 0.73718 | 0.000556 | -0.046512 | -0.267949 | -0.517638 | -0.000349 | -0.003562 | 0 | 14,917 |
0.10636 | 0.03921 | 0.077461 | -0.579774 | 0.215431 | 0.203258 | 0.737007 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.003772 | 0 | 14,918 |
0 | 0.165141 | 0.324926 | -0.579774 | -1.549395 | -1.179915 | 0.737007 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.004472 | 0 | 14,919 |
-0.319102 | -0.842909 | 0.077496 | -0.578898 | -1.32596 | -0.869599 | 0.737007 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000209 | -0.004963 | 0 | 14,920 |
0.106375 | -0.212733 | 0.572321 | -0.578898 | -0.868409 | -0.584164 | 0.754881 | 0.001635 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.005033 | 0 | 14,921 |
-0.319146 | -0.590844 | 0.077427 | -0.578022 | -0.3327 | -0.374202 | 0.754881 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000209 | -0.005104 | 0 | 14,922 |
-0.319213 | -0.46478 | 0.077323 | -0.576269 | -0.318362 | -0.489906 | 0.778655 | 0.002175 | -0.046512 | -0.267949 | -0.517638 | -0.000209 | -0.004614 | 0 | 14,923 |
0.425603 | -0.086537 | 0.07722 | 5.705972 | -0.391998 | 0.009584 | 0.779696 | 0.000095 | -0.046512 | -0.267949 | -0.517638 | 0.000279 | -0.004753 | 0 | 14,924 |
-0.851324 | -0.338743 | -0.665346 | -0.575392 | -0.103241 | -0.358959 | 0.779696 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000558 | -0.003915 | 0 | 14,925 |
-0.638805 | -0.086397 | -0.17059 | -0.572759 | 0.324335 | 0.606049 | 0.779696 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000419 | -0.003917 | 0 | 14,926 |
-0.426019 | -0.590844 | -0.170901 | -0.571003 | 0.1928 | 0.510094 | 0.780911 | 0.000111 | -0.046512 | -0.267949 | -0.517638 | -0.000279 | -0.003918 | 0 | 14,927 |
0.426019 | 0.166302 | 0.324546 | -0.572759 | -0.493785 | -0.220638 | 0.781779 | 0.000079 | -0.046512 | -0.267949 | -0.517638 | 0.000279 | -0.004337 | 0 | 14,928 |
-0.212995 | 0.922709 | 0.076874 | -0.571003 | -0.952903 | -0.928905 | 0.781779 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.004478 | 0 | 14,929 |
-0.213024 | -0.590844 | -0.171005 | -0.570125 | -0.428122 | -0.374202 | 0.781779 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.004829 | 0 | 14,930 |
-0.639251 | -0.843296 | -0.171109 | -0.568367 | -0.20389 | 0.14107 | 0.77987 | -0.000175 | -0.046512 | -0.267949 | -0.517638 | -0.000419 | -0.004761 | 0 | 14,931 |
1.49117 | 1.428354 | 0.572321 | -0.573637 | 0.187553 | 0.253971 | 0.77987 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000977 | -0.005879 | 0 | 14,932 |
0.212905 | -0.338567 | 0.077012 | -0.575392 | 0.308584 | 0.055855 | 0.77987 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00014 | -0.006019 | 0 | 14,933 |
0.425722 | -0.086397 | 0.448524 | -0.576269 | -1.168242 | -0.99296 | 0.77987 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000279 | -0.005456 | 0 | 14,934 |
-1.064527 | -0.338673 | -0.78954 | -0.572759 | 0.130485 | 0.401046 | 0.77987 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000698 | -0.004618 | 0 | 14,935 |
0 | -0.338497 | 0.572321 | -0.572759 | -0.915794 | -0.928905 | 0.77987 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.004477 | 0 | 14,936 |
-1.278414 | -0.590844 | -2.154351 | -0.567488 | 0.575941 | 0.632727 | 0.791323 | 0.001048 | -0.046512 | -0.267949 | -0.517638 | -0.000838 | -0.00378 | 0 | 14,937 |
0.319704 | -0.085762 | 0.200437 | -0.568367 | -0.544805 | -0.374202 | 0.791323 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00021 | -0.003288 | 0 | 14,938 |
-0.213128 | -0.590844 | 0.076563 | -0.567488 | -0.215088 | -0.029461 | 0.797744 | 0.000587 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.003289 | 0 | 14,939 |
0.213128 | 0.040442 | 0.572321 | -0.568367 | -0.384753 | -0.049722 | 0.797744 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00014 | -0.002868 | 0 | 14,940 |
0.532691 | 0.7975 | 0.572321 | -0.570125 | -0.703905 | -0.545119 | 0.797744 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000349 | -0.003918 | 0 | 14,941 |
0.851919 | 0.418614 | 0.324546 | -0.571881 | -0.038306 | -0.246456 | 0.798959 | 0.000111 | -0.046512 | -0.267949 | -0.517638 | 0.000558 | -0.003916 | 0 | 14,942 |
-0.4259 | -0.086326 | -0.170694 | -0.571881 | 0.150774 | 0.037667 | 0.798959 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000279 | -0.003776 | 0 | 14,943 |
-0.426019 | -0.590844 | 0.076874 | -0.570125 | -0.513745 | -0.489906 | 0.798785 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | -0.000279 | -0.003918 | 0 | 14,944 |
-0.426138 | -0.843296 | -0.171109 | -0.568367 | -0.430684 | -0.220638 | 0.798785 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000279 | -0.003919 | 0 | 14,945 |
-0.213114 | -0.338356 | 0.324477 | -0.568367 | -0.819544 | -1.027019 | 0.805206 | 0.000587 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.003919 | 0 | 14,946 |
0.10656 | -0.338321 | 0.572321 | -0.568367 | -0.727115 | -0.545119 | 0.805206 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.004831 | 0 | 14,947 |
-0.213128 | -0.212099 | 0.324459 | -0.568367 | -0.151314 | -0.102739 | 0.805206 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.004411 | 0 | 14,948 |
0.745819 | 0.545312 | 0.696256 | -0.569246 | 0.10009 | 0.164961 | 0.805206 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000489 | -0.004409 | 0 | 14,949 |
-0.426138 | -0.843296 | -0.295044 | -0.568367 | -0.608111 | -0.625212 | 0.804686 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.000279 | -0.002938 | 0 | 14,950 |
-0.319681 | -0.085903 | 0.076597 | -0.567488 | -0.854093 | -0.646554 | 0.804686 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | -0.002518 | 0 | 14,951 |
-0.106575 | -0.212046 | 0.200463 | -0.567488 | -0.262788 | -0.159519 | 0.80538 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | -0.002518 | 0 | 14,952 |
0.319704 | 0.671595 | 0.696265 | -0.568367 | -0.216973 | -0.329316 | 0.80538 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00021 | -0.002728 | 0 | 14,953 |
-0.319704 | -0.464587 | 0.200515 | -0.567488 | -1.384257 | -0.898703 | 0.804512 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | -0.002658 | 0 | 14,954 |
-0.213173 | -0.338285 | 0.324407 | -0.565729 | -0.47987 | -0.691024 | 0.804512 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | -0.002098 | 0 | 14,955 |
-0.319816 | -0.464543 | 0.200385 | -0.564849 | 0.00755 | -0.039527 | 0.805206 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | -0.002029 | 0 | 14,956 |
-0.10662 | -0.211887 | 0.200307 | -0.563969 | 0.050565 | 0.037667 | 0.805206 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | -0.001959 | 0 | 14,957 |
-0.213263 | 1.050843 | 0.324303 | -0.563088 | 0.051847 | -0.0097 | 0.805033 | -0.000016 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | -0.001819 | 0 | 14,958 |
-0.853348 | -0.08548 | -1.164775 | -0.560446 | 0.538202 | 0.549867 | 0.805033 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000559 | -0.00154 | 0 | 14,959 |
-0.426853 | -0.338003 | -0.172357 | -0.557801 | -0.593355 | -0.455106 | 0.805727 | 0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | -0.00084 | 0 | 14,960 |
-0.320218 | -0.337932 | -0.42093 | -0.556918 | 0.29878 | 0.267889 | 0.805727 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | -0.00077 | 0 | 14,961 |
0.320218 | -0.21141 | 0.696464 | -0.557801 | -0.529841 | -0.584164 | 0.805033 | -0.000063 | -0.046512 | -0.535898 | -0.385986 | 0.00021 | 0.00028 | 1 | 14,962 |
0.213442 | -0.085056 | 0.448195 | -0.558683 | -0.557013 | -0.604425 | 0.805033 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | -0.00112 | 0 | 14,963 |
-0.106717 | -0.337967 | 0.324095 | -0.558683 | -1.359369 | -0.928905 | 0.805033 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | -0.00112 | 0 | 14,964 |
0.533511 | 0.041325 | 0.572321 | -0.560446 | -0.790932 | -0.421757 | 0.805206 | 0.000016 | -0.046512 | -0.535898 | -0.385986 | 0.00035 | -0.00126 | 0 | 14,965 |
-0.533511 | 0.167467 | -0.172253 | -0.558683 | -0.665066 | -0.208035 | 0.805206 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00035 | -0.00035 | 0 | 14,966 |
-0.320196 | -0.464392 | 0.199943 | -0.556918 | -1.4591 | -1.138866 | 0.805727 | 0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.00021 | 0.00028 | 1 | 14,967 |
-0.213501 | -0.084985 | 0.324026 | -0.556918 | -0.743031 | -0.50789 | 0.804859 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.00042 | 1 | 14,968 |
-1.067955 | 0.167998 | -1.166721 | -0.55162 | 0.353559 | 0.473594 | 0.804859 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.0007 | 0.00042 | 1 | 14,969 |
-1.068703 | -0.717437 | -0.919226 | -0.547199 | 0.106632 | 0.195744 | 0.809197 | 0.000397 | -0.046512 | -0.535898 | -0.385986 | -0.000701 | 0.0021 | 1 | 14,970 |
0 | 0.169061 | 0.323643 | -0.547199 | -0.126861 | 0.046813 | 0.809197 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.00196 | 1 | 14,971 |
-0.427691 | -0.337507 | -0.173818 | -0.545428 | 0.002067 | 0.340391 | 0.807115 | -0.00019 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | 0.001611 | 1 | 14,972 |
0.427691 | 0.169274 | 0.572321 | -0.547199 | 0.513611 | 0.395183 | 0.807115 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00028 | 0.001261 | 1 | 14,973 |
0.2138 | 2.067426 | -0.173818 | -0.548083 | 0.275506 | 0.359075 | 0.807115 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.00105 | 1 | 14,974 |
0.427511 | 0.168954 | 0.074999 | -0.549852 | 0.053127 | -0.136322 | 0.808156 | 0.000095 | -0.046512 | -0.535898 | -0.385986 | 0.00028 | 0.00154 | 1 | 14,975 |
-0.641312 | -0.337613 | -0.795266 | -0.548083 | 0.392275 | 0.31478 | 0.808156 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00042 | 0.00168 | 1 | 14,976 |
-0.427691 | -0.337507 | 0.07493 | 5.767627 | -0.141937 | -0.220638 | 0.808156 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | 0.002101 | 1 | 14,977 |
-0.21389 | 3.206553 | 0.199186 | -0.544543 | -0.737019 | -0.960292 | 0.808156 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.003499 | 1 | 14,978 |
-0.427871 | -0.590844 | 0.07472 | -0.543657 | -0.593355 | -0.564403 | 0.809197 | 0.000095 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | 0.003919 | 1 | 14,979 |
-0.749063 | -0.337329 | -0.423299 | -0.540111 | -0.339419 | -0.091851 | 0.809197 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000491 | 0.004829 | 1 | 14,980 |
-0.53527 | -0.717677 | -0.050182 | -0.537449 | -0.875679 | -0.738112 | 0.80833 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.000351 | 0.005599 | 1 | 14,981 |
-0.214161 | 7.76344 | 0.323259 | -0.537449 | -0.166059 | -0.081109 | 0.80833 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.006577 | 1 | 14,982 |
0 | -0.33708 | 0.323224 | -0.536561 | -0.780234 | -0.50789 | 0.808677 | 0.000032 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.006995 | 1 | 14,983 |
1.284513 | 0.931205 | 0.447777 | -0.542771 | 0.263805 | 0.281569 | 0.808677 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000842 | 0.00685 | 1 | 14,984 |
0.21398 | 0.1697 | 0.572321 | -0.542771 | -0.242922 | -0.246456 | 0.807809 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.005176 | 1 | 14,985 |
0.21395 | -0.337329 | 0.447899 | 5.77294 | -0.810614 | -0.714222 | 0.807809 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.004477 | 1 | 14,986 |
-0.21395 | -0.590844 | -0.174237 | -0.542771 | 0.188079 | 0.1805 | 0.807115 | -0.000063 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.003221 | 1 | 14,987 |
1.069452 | 1.056367 | 0.323468 | -0.547199 | -0.104042 | 0.116445 | 0.807115 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000701 | 0.002799 | 1 | 14,988 |
-0.21383 | -0.844216 | 0.323643 | -0.547199 | -1.431435 | -1.424301 | 0.802256 | -0.000444 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.003638 | 1 | 14,989 |
0.855142 | 0.422433 | -0.173923 | -0.549852 | -0.109677 | 0.195744 | 0.802256 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000561 | -0.000561 | 0 | 14,990 |
-1.069002 | -0.84411 | -0.670896 | -0.546313 | -0.370487 | -0.374202 | 0.806768 | 0.000413 | -0.046512 | -0.535898 | -0.385986 | -0.000701 | -0.001403 | 0 | 14,991 |
0.855262 | 0.422575 | -0.174028 | -0.548968 | -0.143632 | -0.625212 | 0.806768 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000561 | -0.000981 | 0 | 14,992 |
-0.213771 | -0.084347 | -0.67107 | -0.548083 | -0.793092 | -0.738112 | 0.806768 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | -0.000631 | 0 | 14,993 |
-0.641491 | -0.590844 | -0.298083 | 5.769398 | -0.110486 | 0.132946 | 0.805727 | -0.000095 | -0.046512 | -0.535898 | -0.385986 | -0.00042 | -0.001122 | 0 | 14,994 |
-0.427811 | 4.344218 | -0.174028 | -0.544543 | -0.175769 | -0.01952 | 0.805727 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | -0.001825 | 0 | 14,995 |
-0.21395 | -0.590844 | 0.323503 | -0.543657 | -1.840618 | -1.062593 | 0.806247 | 0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | -0.001544 | 0 | 14,996 |
-1.284333 | -0.337329 | -1.917778 | -0.537449 | 0.826673 | 1.033614 | 0.806247 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000842 | -0.001826 | 0 | 14,997 |
0.428231 | 0.297049 | 0.572321 | 5.781805 | 0.26286 | 0.327688 | 0.807636 | 0.000127 | -0.046512 | -0.535898 | -0.385986 | 0.000281 | -0.00267 | 0 | 14,998 |
0.749115 | 0.677085 | 0.323329 | -0.542771 | 0.042173 | 0.124738 | 0.807636 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000491 | -0.004851 | 0 | 14,999 |
1.81775 | 1.56305 | 0.696743 | -0.550737 | -0.188328 | 0.108065 | 0.806941 | -0.000063 | -0.046512 | -0.535898 | -0.385986 | 0.001192 | -0.005197 | 0 | 15,000 |
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