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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.320555 | 0.168742 | 0.075139 | -0.55162 | 0.261441 | 0.037667 | 0.806941 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00021 | -0.006112 | 0 | 15,001 |
-0.106844 | 0.548175 | 0.448065 | -0.550737 | 0.202148 | 0.028415 | 0.808156 | 0.000111 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | -0.005619 | 0 | 15,002 |
0 | 0.168635 | 0.572321 | -0.550737 | -0.473016 | -0.246456 | 0.808156 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.007169 | 0 | 15,003 |
-0.213711 | -0.464242 | -0.1734 | -0.550737 | -0.549358 | -0.405589 | 0.807809 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | -0.006888 | 0 | 15,004 |
0.641042 | 0.421866 | 0.572321 | 5.755248 | -0.321644 | -0.18341 | 0.807809 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00042 | -0.006181 | 0 | 15,005 |
-0.213651 | -0.464277 | -0.173191 | -0.552504 | -0.270897 | -0.195628 | 0.807288 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | -0.006463 | 0 | 15,006 |
0 | 0.927583 | 0.448073 | -0.55162 | 0.116622 | 0.164961 | 0.807288 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.006252 | 0 | 15,007 |
0 | -0.337684 | 0.199552 | -0.55162 | -1.190884 | -0.66848 | 0.807288 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.005266 | 0 | 15,008 |
-0.427391 | -0.590844 | -0.546222 | -0.549852 | 0.442579 | 0.583117 | 0.80833 | 0.000095 | -0.046512 | -0.535898 | -0.385986 | -0.00028 | -0.004352 | 0 | 15,009 |
0.641042 | 0.928008 | 0.075139 | -0.553387 | -0.410448 | -0.195628 | 0.807983 | -0.000032 | -0.046512 | -0.785587 | -0 | 0.00042 | -0.004773 | 0 | 15,010 |
-0.213651 | -0.590844 | -0.297474 | -0.552504 | -0.235131 | -0.389742 | 0.807983 | 0 | -0.046512 | -0.785587 | -0 | -0.00014 | -0.005196 | 0 | 15,011 |
1.921781 | 1.686318 | -1.043578 | -0.55162 | -0.97785 | -0.646554 | 0.807983 | 0 | -0.046512 | -0.785587 | -0 | 0.00126 | -0.006314 | 0 | 15,012 |
-1.921781 | -2.108633 | -2.159694 | -0.552504 | -0.324943 | -0.147837 | 0.807983 | 0 | -0.116279 | -0.785587 | -0 | -0.00126 | -0.0059 | 0 | 15,013 |
-0.106837 | -0.337684 | 0.448073 | -0.55162 | -0.430684 | -0.50789 | 0.807983 | 0 | -0.116279 | -0.785587 | -0 | -0.00007 | -0.006112 | 0 | 15,014 |
0.320487 | 0.801193 | -0.049048 | 5.755248 | 0.435243 | 0.650031 | 0.807983 | 0 | -0.116279 | -0.785587 | -0 | 0.00021 | -0.006603 | 0 | 15,015 |
0.854304 | 1.180282 | -1.292048 | -0.556918 | 0.22248 | 0.157076 | 0.807462 | -0.000048 | -0.116279 | -0.785587 | -0 | 0.00056 | -0.007869 | 0 | 15,016 |
0.640414 | 0.167998 | 0.075626 | -0.559564 | 0.921635 | 0.91991 | 0.807462 | 0 | -0.116279 | -0.785587 | -0 | 0.00042 | -0.009276 | 0 | 15,017 |
0 | 1.178548 | -0.669156 | -0.558683 | 1.395433 | 1.389277 | 0.806421 | -0.000095 | -0.116279 | -0.785587 | -0 | 0 | -0.008853 | 0 | 15,018 |
-1.067506 | -0.337967 | -0.669156 | -0.555153 | 0.438554 | 0.478911 | 0.806421 | 0 | -0.116279 | -0.785587 | -0 | -0.0007 | -0.008435 | 0 | 15,019 |
1.4943 | 1.179786 | 0.696508 | 5.74113 | 1.023571 | 0.776444 | 0.807288 | 0.000079 | -0.116279 | -0.785587 | -0 | 0.00098 | -0.010262 | 0 | 15,020 |
-0.213382 | -0.085268 | 0.075973 | -0.559564 | 0.477443 | 0.569036 | 0.807288 | 0 | -0.116279 | -0.785587 | -0 | -0.00014 | -0.010688 | 0 | 15,021 |
-0.960588 | -0.590844 | -0.544813 | -0.556036 | -0.61477 | -0.714222 | 0.807636 | 0.000032 | -0.116279 | -0.785587 | -0 | -0.00063 | -0.010907 | 0 | 15,022 |
-0.106769 | -0.211357 | 0.199787 | -0.555153 | 0.065169 | 0.108065 | 0.807636 | 0 | -0.116279 | -0.785587 | -0 | -0.00007 | -0.012111 | 0 | 15,023 |
-0.106777 | -0.337826 | 0.323956 | -0.555153 | -1.335343 | -0.960292 | 0.807636 | 0 | -0.116279 | -0.785587 | -0 | -0.00007 | -0.01105 | 0 | 15,024 |
1.174134 | 1.306061 | 0.572321 | -0.559564 | 0.858857 | 0.703816 | 0.806074 | -0.000143 | -0.116279 | -0.785587 | -0 | 0.00077 | -0.012386 | 0 | 15,025 |
-0.426853 | -0.085197 | 0.075904 | -0.558683 | 0.405486 | 0.359075 | 0.806074 | 0 | -0.116279 | -0.785587 | -0 | -0.00028 | -0.012814 | 0 | 15,026 |
0.213442 | -0.085056 | 0.075765 | -0.558683 | -0.294751 | -0.233443 | 0.805727 | -0.000032 | -0.116279 | -0.785587 | -0 | 0.00014 | -0.012317 | 0 | 15,027 |
1.919631 | 1.683771 | 0.324095 | -0.566608 | 0.351898 | 0.24692 | 0.805727 | 0 | -0.116279 | -0.785587 | -0 | 0.001258 | -0.013646 | 0 | 15,028 |
0.213143 | -0.085762 | 0.076459 | 5.725284 | -0.142784 | -0.220638 | 0.805206 | -0.000048 | -0.116279 | -0.785587 | -0 | 0.00014 | -0.013644 | 0 | 15,029 |
0.639251 | 0.16662 | -0.419404 | -0.570125 | 0.241747 | 0.274758 | 0.805206 | 0 | -0.116279 | -0.785587 | -0 | 0.000419 | -0.012506 | 0 | 15,030 |
0.638984 | 1.679644 | 0.448438 | -0.572759 | 1.070608 | 1.363376 | 0.803297 | -0.000175 | -0.116279 | -0.785587 | -0 | 0.000419 | -0.014623 | 0 | 15,031 |
1.277165 | 0.922498 | 0.076943 | -0.578022 | 1.061841 | 1.10457 | 0.803297 | 0 | -0.116279 | -0.785587 | -0 | 0.000837 | -0.015319 | 0 | 15,032 |
0.638182 | 0.669307 | 0.448593 | -0.58065 | -0.025301 | 0.082386 | 0.801215 | -0.00019 | -0.116279 | -0.785587 | -0 | 0.000418 | -0.015596 | 0 | 15,033 |
1.063043 | 0.66878 | -4.629512 | -0.585025 | 0.682623 | 0.457426 | 0.801215 | 0 | -0.116279 | -0.785587 | -0 | 0.000697 | -0.016717 | 0 | 15,034 |
-2.339674 | -0.339024 | -3.386833 | -0.576269 | 0.982062 | 1.21747 | 0.801041 | -0.000016 | -0.116279 | -0.785587 | -0 | -0.001534 | -0.01646 | 0 | 15,035 |
-0.851681 | -0.086467 | -0.418158 | -0.572759 | 0.540106 | 0.615041 | 0.801041 | 0 | -0.116279 | -0.785587 | -0 | -0.000558 | -0.016469 | 0 | 15,036 |
-2.131285 | -0.590844 | -1.906298 | -0.563969 | 0.655237 | 0.808674 | 0.801041 | 0 | -0.116279 | -0.785587 | -0 | -0.001397 | -0.015214 | 0 | 15,037 |
0.426495 | 0.924824 | 0.076181 | -0.565729 | 0.786729 | 0.978779 | 0.812495 | 0.001048 | -0.116279 | -0.785587 | -0 | 0.00028 | -0.015635 | 0 | 15,038 |
1.065717 | 0.671948 | 0.324338 | -0.570125 | 0.389918 | 0.540108 | 0.812495 | 0 | -0.116279 | -0.785587 | -0 | 0.000699 | -0.016618 | 0 | 15,039 |
-5.549874 | -0.590844 | -6.379475 | 5.767627 | 1.611802 | 1.964941 | 0.811974 | -0.000048 | -0.116279 | -0.785587 | -0 | -0.003638 | -0.014259 | 0 | 15,040 |
-2.354115 | 0.675664 | -2.663673 | 5.78713 | 1.308866 | 1.310792 | 0.811974 | 0 | -0.116279 | -0.785587 | -0 | -0.001543 | -0.013142 | 0 | 15,041 |
1.498494 | 1.184755 | -0.673515 | -0.542771 | 0.960425 | 0.975937 | 0.807462 | -0.000413 | -0.116279 | -0.785587 | -0 | 0.000982 | -0.013982 | 0 | 15,042 |
0.320914 | 1.183013 | -0.672292 | -0.544543 | 0.804068 | 1.074927 | 0.807462 | 0 | -0.116279 | -0.785587 | -0 | 0.00021 | -0.014691 | 0 | 15,043 |
-1.391117 | -0.210665 | -1.792692 | 5.785354 | 0.797097 | 1.022943 | 0.855531 | 0.004397 | -0.116279 | -0.785587 | -0 | -0.000912 | -0.013992 | 0 | 15,044 |
-1.499546 | -0.083494 | -1.919527 | -0.533007 | 0.683139 | 0.992844 | 0.856746 | 0.000111 | -0.116279 | -0.785587 | -0 | -0.000983 | -0.012867 | 0 | 15,045 |
0.214311 | 1.439695 | -0.175601 | -0.533896 | 0.987576 | 1.151658 | 0.856746 | 0 | -0.116279 | -0.785587 | -0 | 0.00014 | -0.013506 | 0 | 15,046 |
-1.715332 | -0.083067 | -1.672076 | -0.526778 | 0.787839 | 1.121368 | 0.813536 | -0.003953 | -0.116279 | -0.785587 | -0 | -0.001124 | -0.01231 | 0 | 15,047 |
-0.85839 | 6.259826 | -0.925312 | -0.522321 | 0.847955 | 1.13782 | 0.813536 | 0 | -0.116279 | -0.785587 | -0 | -0.000563 | -0.012317 | 0 | 15,048 |
-2.578071 | -0.590844 | -3.676652 | 5.837046 | 1.286833 | 1.569549 | 0.813536 | 0 | -0.116279 | -0.785587 | -0 | -0.00169 | -0.010627 | 0 | 15,049 |
1.28958 | 10.838193 | 0.822366 | 5.82453 | 1.035477 | 1.059683 | 0.808156 | -0.000492 | -0.116279 | -0.785587 | -0 | 0.000845 | -0.011615 | 0 | 15,050 |
-1.074575 | 8.677085 | -1.177502 | -0.512494 | 1.137694 | 1.45294 | 0.808156 | 0 | -0.116279 | -0.785587 | -0 | -0.000704 | -0.010341 | 0 | 15,051 |
0.644836 | 0.173236 | -0.678257 | -0.515177 | 0.586103 | 0.735203 | 0.80295 | -0.000476 | -0.116279 | -0.785587 | -0 | 0.000423 | -0.010194 | 0 | 15,052 |
-2.365731 | -0.336222 | -2.679642 | 5.849586 | 0.842234 | 1.123739 | 0.80295 | 0 | -0.116279 | -0.785587 | -0 | -0.001551 | -0.008928 | 0 | 15,053 |
0.215218 | 2.721572 | 0.447162 | 5.847793 | 0.906839 | 0.987248 | 0.800868 | -0.00019 | -0.116279 | -0.785587 | -0 | 0.000141 | -0.008358 | 0 | 15,054 |
1.720652 | 2.466555 | 0.572321 | -0.513389 | 1.884225 | 2.010775 | 0.800868 | 0 | -0.116279 | -0.785587 | -0 | 0.001128 | -0.009557 | 0 | 15,055 |
-0.645017 | -0.081493 | -2.680559 | -0.5116 | 1.31699 | 1.524923 | 0.806074 | 0.000476 | -0.116279 | -0.785587 | -0 | -0.000423 | -0.008494 | 0 | 15,056 |
0.322543 | -0.208656 | -1.179229 | -0.512494 | 0.798628 | 1.074927 | 0.806074 | 0 | -0.116279 | -0.785587 | -0 | 0.000211 | -0.009559 | 0 | 15,057 |
1.504298 | 1.318886 | 0.197214 | -0.518751 | 0.554228 | 0.731346 | 0.791497 | -0.001333 | -0.116279 | -0.785587 | -0 | 0.000986 | -0.011185 | 0 | 15,058 |
0.966266 | 0.808442 | 0.197583 | -0.522321 | 0.403945 | 0.473594 | 0.791497 | 0 | -0.116279 | -0.785587 | -0 | 0.000633 | -0.012887 | 0 | 15,059 |
0 | 0.93463 | -0.176759 | 5.817389 | 0.688792 | 0.907598 | 0.792364 | 0.000079 | -0.116279 | -0.785587 | -0 | 0 | -0.012602 | 0 | 15,060 |
-0.858873 | -0.590844 | -0.676321 | -0.519644 | 0.097096 | 0.435348 | 0.792364 | 0 | -0.116279 | -0.785587 | -0 | -0.000563 | -0.012467 | 0 | 15,061 |
0.214764 | 0.426855 | 0.072688 | -0.519644 | 0.391883 | 0.675305 | 0.790629 | -0.000159 | -0.116279 | -0.785587 | -0 | 0.000141 | -0.013249 | 0 | 15,062 |
-1.289035 | -0.590844 | -1.926898 | -0.514283 | 0.668275 | 0.836272 | 0.790629 | 0 | -0.116279 | -0.785587 | -0 | -0.000845 | -0.012475 | 0 | 15,063 |
-0.429921 | -0.590844 | -1.303348 | -0.513389 | 1.047488 | 1.456073 | 0.788026 | -0.000238 | -0.116279 | -0.785587 | -0 | -0.000282 | -0.012194 | 0 | 15,064 |
-0.430042 | -0.081421 | -0.428071 | -0.512494 | 0.455948 | 0.812176 | 0.788026 | 0 | -0.116279 | -0.785587 | -0 | -0.000282 | -0.012126 | 0 | 15,065 |
-1.075635 | -0.081277 | -0.928902 | -0.507121 | 0.352314 | 0.731346 | 0.788373 | 0.000032 | -0.116279 | -0.785587 | -0 | -0.000705 | -0.010422 | 0 | 15,066 |
-1.507165 | -0.080918 | -2.934985 | -0.499943 | 0.995847 | 1.26846 | 0.788373 | 0 | -0.116279 | -0.785587 | -0 | -0.000988 | -0.009648 | 0 | 15,067 |
0.64611 | 9.717369 | 0.071207 | -0.500841 | 0.667484 | 0.93803 | 0.788373 | 0 | -0.116279 | -0.785587 | -0 | 0.000424 | -0.0105 | 0 | 15,068 |
-0.43071 | 0.68442 | -0.93081 | 12.219755 | 0.637831 | 1.054537 | 0.788373 | 0 | -0.116279 | -0.785587 | -0 | -0.000282 | -0.010503 | 0 | 15,069 |
-1.292859 | 0.939797 | -1.432703 | 5.867544 | 1.129061 | 1.338422 | 0.788373 | 0 | -0.116279 | -1 | 0.614014 | -0.000847 | -0.010083 | 0 | 15,070 |
-0.862515 | 0.430592 | -0.681616 | 5.876542 | 0.944673 | 0.826034 | 0.782646 | -0.000524 | -0.116279 | -1 | 0.614014 | -0.000565 | -0.009161 | 0 | 15,071 |
-1.294688 | 0.686583 | -1.184432 | -0.48644 | 1.323688 | 1.30326 | 0.793406 | 0.000984 | -0.116279 | -1 | 0.614014 | -0.000849 | -0.007813 | 0 | 15,072 |
-1.944094 | -0.846655 | -2.191419 | 5.901805 | 0.697692 | 0.952823 | 0.793406 | 0 | -0.116279 | -1 | 0.614014 | -0.001274 | -0.006824 | 0 | 15,073 |
1.512287 | 1.201099 | 0.069503 | -0.484636 | 1.254174 | 1.289906 | 0.796182 | 0.000254 | -0.116279 | -1 | 0.614014 | 0.000991 | -0.007387 | 0 | 15,074 |
-0.86398 | 0.432327 | -1.940704 | 5.901805 | 0.67796 | 1.07744 | 0.796182 | 0 | -0.116279 | -1 | 0.614014 | -0.000566 | -0.007249 | 0 | 15,075 |
-1.080664 | -0.846872 | -1.438953 | 5.907231 | 0.904029 | 1.079944 | 0.796356 | 0.000016 | -0.116279 | -1 | 0.614014 | -0.000708 | -0.006541 | 0 | 15,076 |
0.972632 | 1.201607 | -0.433744 | -0.481023 | 0.86623 | 0.975937 | 0.796356 | 0 | -0.116279 | -1 | 0.614014 | 0.000638 | -0.007606 | 0 | 15,077 |
-0.10804 | -0.462834 | -0.810283 | 5.899997 | 0.667747 | 0.801623 | 0.796356 | 0 | -0.116279 | -1 | 0.614014 | -0.000071 | -0.008106 | 0 | 15,078 |
0.216072 | 5.543845 | -0.684636 | -0.481023 | 1.057943 | 1.321958 | 0.79705 | 0.000063 | -0.116279 | -1 | 0.614014 | 0.000142 | -0.009105 | 0 | 15,079 |
2.37477 | 2.734226 | 0.069716 | 5.880145 | 0.921635 | 0.949886 | 0.79705 | 0 | -0.116279 | -1 | 0.614014 | 0.001557 | -0.009805 | 0 | 15,080 |
-2.590841 | -0.590844 | -3.194816 | -0.481023 | 0.700717 | 0.925995 | 0.81718 | 0.001841 | -0.116279 | -1 | 0.614014 | -0.001698 | -0.008964 | 0 | 15,081 |
0.216072 | 0.688934 | -0.056046 | -0.481927 | 0.681848 | 0.761692 | 0.81718 | 0 | -0.116279 | -1 | 0.614014 | 0.000142 | -0.009105 | 0 | 15,082 |
0.216041 | 0.688753 | -0.18164 | 5.89819 | 0.633965 | 0.715731 | 0.797918 | -0.001762 | -0.116279 | -1 | 0.614014 | 0.000142 | -0.010534 | 0 | 15,083 |
-0.648215 | -0.718835 | -1.18717 | -0.477407 | 0.229458 | 0.435348 | 0.797918 | 0 | -0.116279 | -1 | 0.614014 | -0.000425 | -0.00968 | 0 | 15,084 |
-1.946298 | -0.846944 | -3.201761 | -0.471068 | 1.115353 | 1.295656 | 0.798612 | 0.000063 | -0.116279 | -1 | 0.614014 | -0.001276 | -0.007117 | 0 | 15,085 |
-0.865819 | 3.634969 | -2.702265 | -0.466532 | 0.749055 | 0.929021 | 0.798612 | 0 | -0.116279 | -1 | 0.614014 | -0.000568 | -0.006836 | 0 | 15,086 |
-0.216532 | 0.691476 | -0.183245 | 5.927168 | 0.428946 | 0.679441 | 0.805206 | 0.000603 | -0.116279 | -1 | 0.614014 | -0.000142 | -0.006408 | 0 | 15,087 |
-0.216562 | 0.178767 | 0.068575 | -0.465624 | 0.437819 | 0.610558 | 0.805206 | 0 | -0.116279 | -1 | 0.614014 | -0.000142 | -0.006838 | 0 | 15,088 |
-0.433217 | -0.077661 | -0.309454 | -0.463808 | 0.624484 | 0.757961 | 0.793406 | -0.001079 | -0.116279 | -1 | 0.614014 | -0.000284 | -0.006554 | 0 | 15,089 |
-1.951 | -0.077515 | -2.201239 | 5.950809 | 0.881326 | 0.929021 | 0.793406 | 0 | -0.116279 | -1 | 0.614014 | -0.001279 | -0.004989 | 0 | 15,090 |
-0.650888 | -0.333833 | -0.689464 | 5.954454 | 1.013224 | 1.099705 | 0.796009 | 0.000238 | -0.116279 | -1 | 0.614014 | -0.000427 | -0.003991 | 0 | 15,091 |
0.216994 | 1.208233 | 0.319928 | -0.452887 | 0.829395 | 0.879183 | 0.796009 | 0 | -0.116279 | -1 | 0.614014 | 0.000142 | -0.004419 | 0 | 15,092 |
-0.759613 | -0.076712 | -0.437322 | -0.451063 | 0.662983 | 0.750447 | 0.812495 | 0.001508 | -0.116279 | -1 | 0.614014 | -0.000498 | -0.00335 | 0 | 15,093 |
-0.325664 | 0.309238 | -0.816778 | -0.449238 | 0.712193 | 0.801623 | 0.812495 | 0 | -0.116279 | -1 | 0.614014 | -0.000213 | -0.004136 | 0 | 15,094 |
0.217117 | 0.180847 | -0.185396 | -0.450151 | 1.169273 | 1.219574 | 0.793579 | -0.00173 | -0.116279 | -1 | 0.614014 | 0.000142 | -0.004278 | 0 | 15,095 |
-0.760045 | 0.180738 | -0.311588 | -0.447413 | 0.521796 | 0.606049 | 0.793579 | 0 | -0.116279 | -1 | 0.614014 | -0.000498 | -0.00378 | 0 | 15,096 |
0.108601 | 0.824175 | 0.193368 | -0.447413 | 0.787839 | 0.826034 | 0.793579 | 0 | -0.116279 | -1 | 0.614014 | 0.000071 | -0.003708 | 0 | 15,097 |
-0.869025 | -0.333504 | -0.691081 | -0.443758 | 0.422968 | 0.675305 | 0.816833 | 0.002127 | -0.116279 | -1 | 0.614014 | -0.00057 | -0.002353 | 0 | 15,098 |
0 | 0.181507 | 0.06678 | -0.443758 | 0.883649 | 0.94398 | 0.800347 | -0.001508 | -0.116279 | -1 | 0.614014 | 0 | -0.002282 | 0 | 15,099 |
-0.217334 | 0.696224 | -0.186044 | -0.443758 | 0.989404 | 0.832874 | 0.800347 | 0 | -0.116279 | -1 | 0.614014 | -0.000142 | -0.000998 | 0 | 15,100 |
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