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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 | -0.215766 | 0.449595 | -0.629306 | -0.58369 | -0.50789 | -0.174056 | 0.000825 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001866 | 1 | 17,501 |
0.527533 | 0.034242 | 0.449595 | -0.631029 | -1.340082 | -1.223183 | -0.174056 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000346 | 0.001313 | 1 | 17,502 |
-0.738598 | 0.283914 | -0.409389 | -0.628443 | 0.250943 | 0.327688 | -0.174577 | -0.000048 | -0.046512 | -0.267949 | -0.517638 | -0.000484 | 0.001935 | 1 | 17,503 |
-0.316651 | 0.159337 | 0.204065 | -0.627581 | 0.359341 | 0.352895 | -0.174577 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000208 | 0.002212 | 1 | 17,504 |
0.844258 | 0.409536 | 0.572321 | -0.631029 | -0.244883 | -0.246456 | -0.176833 | -0.000206 | -0.046512 | -0.267949 | -0.517638 | 0.000553 | 0.001244 | 1 | 17,505 |
0.210991 | 1.657989 | 0.572321 | -0.631891 | -0.149599 | -0.358959 | -0.176833 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000138 | 0.001106 | 1 | 17,506 |
0.632799 | 1.407981 | 0.572321 | -0.633613 | 0.676659 | 0.885585 | -0.17718 | -0.000032 | -0.046512 | -0.267949 | -0.517638 | 0.000415 | 0.000553 | 1 | 17,507 |
0.948707 | 0.533301 | 0.572321 | -0.637915 | 0.078856 | 0.26096 | -0.17718 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000622 | 0.000345 | 1 | 17,508 |
-0.105383 | -0.091448 | 0.449764 | -0.639634 | 0.203179 | -0.091851 | -0.18256 | -0.000492 | -0.046512 | -0.267949 | -0.517638 | -0.000069 | 0.000276 | 1 | 17,509 |
0.842858 | 0.407878 | 1.062498 | -0.640493 | -1.118117 | -0.99296 | -0.18256 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000552 | -0.000138 | 0 | 17,510 |
0.842393 | 0.407327 | -0.162792 | -0.643927 | 0.794684 | 0.801623 | -0.182733 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000552 | -0.000967 | 0 | 17,511 |
0 | -0.590844 | 0.08255 | -0.643927 | -1.218269 | -1.179915 | -0.182733 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.00069 | 0 | 17,512 |
-1.263764 | -0.341387 | -0.897398 | -0.639634 | 0.372784 | 0.510094 | -0.177006 | 0.000524 | -0.046512 | -0.267949 | -0.517638 | -0.000828 | 0.000069 | 1 | 17,513 |
-0.421487 | -0.216362 | -0.162995 | -0.637055 | 0.068303 | 0.24692 | -0.177006 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000276 | 0.000552 | 1 | 17,514 |
-0.10539 | -0.216258 | 0.2046 | -0.636195 | 0.065169 | 0.301661 | -0.177527 | -0.000048 | -0.046512 | -0.267949 | -0.517638 | -0.000069 | 0.000622 | 1 | 17,515 |
-1.370733 | -0.840628 | -1.267177 | -0.631029 | 0.299229 | 0.340391 | -0.177527 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000899 | 0.001106 | 1 | 17,516 |
-1.055249 | -0.590844 | -0.654901 | -0.626718 | -0.181124 | 0.108065 | -0.176312 | 0.000111 | -0.046512 | -0.267949 | -0.517638 | -0.000692 | 0.001521 | 1 | 17,517 |
0.844258 | 0.409536 | 0.572321 | -0.631029 | -0.840067 | -0.762738 | -0.176312 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000553 | 0.001106 | 1 | 17,518 |
0.316476 | 0.034113 | 0.817698 | -0.631891 | -0.070396 | 0.132946 | -0.176486 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000207 | 0.001037 | 1 | 17,519 |
0.738189 | 0.408776 | -0.041142 | -0.630168 | -0.661478 | -0.646554 | -0.176486 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000484 | 0.000276 | 1 | 17,520 |
-1.476736 | -1.965558 | -1.390556 | -0.629306 | -0.969435 | -0.814386 | -0.183601 | -0.000651 | -0.046512 | -0.267949 | -0.517638 | -0.000968 | 0.001383 | 1 | 17,521 |
0.633062 | 0.409259 | 0.326843 | -0.631891 | -0.364628 | -0.220638 | -0.183601 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000415 | 0.00076 | 1 | 17,522 |
0.843674 | 0.533767 | 0.694997 | -0.634474 | -0.458172 | -0.159519 | -0.178048 | 0.000508 | -0.046512 | -0.267949 | -0.517638 | 0.000553 | 0.000276 | 1 | 17,523 |
0.737832 | 0.65799 | 0.32708 | -0.637915 | -0.500848 | -0.329316 | -0.178048 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000484 | -0.000069 | 0 | 17,524 |
-0.105383 | -0.216284 | -0.040548 | -0.637055 | -0.164308 | -0.0097 | -0.178048 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000069 | -0.000138 | 0 | 17,525 |
0.421487 | 0.033422 | 0.572321 | -0.638775 | -0.414198 | -0.50789 | -0.179436 | -0.000127 | -0.046512 | -0.267949 | -0.517638 | 0.000276 | -0.000414 | 0 | 17,526 |
0 | -0.341181 | 0.082144 | -0.638775 | -0.314009 | -0.159519 | -0.165553 | 0.00127 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.001659 | 0 | 17,527 |
0.2107 | -0.091552 | 0.32725 | -0.640493 | -0.441028 | -0.159519 | -0.165553 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000138 | -0.001659 | 0 | 17,528 |
0.315995 | 0.407464 | 0.817325 | -0.641352 | -0.013942 | 0.164961 | -0.165553 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000207 | -0.001451 | 0 | 17,529 |
0.526514 | 0.282525 | 0.449832 | -0.643927 | -0.341674 | -0.12497 | -0.174924 | -0.000857 | -0.046512 | -0.267949 | -0.517638 | 0.000345 | -0.001519 | 0 | 17,530 |
-0.73717 | -0.590844 | -0.652529 | -0.639634 | -0.218862 | 0.064797 | -0.174924 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000483 | -0.000483 | 0 | 17,531 |
-1.15913 | -0.84049 | -1.511435 | 5.58789 | 0.504994 | 0.124738 | -0.178395 | -0.000317 | -0.046512 | -0.267949 | -0.517638 | -0.00076 | 0.000069 | 1 | 17,532 |
0.421604 | 1.4066 | 0.817494 | -0.638775 | 0.259544 | 0.451963 | -0.178395 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000276 | -0.000138 | 0 | 17,533 |
0.421487 | 0.158249 | 0.572321 | -0.639634 | -0.354204 | -0.081109 | -0.176486 | 0.000175 | -0.046512 | -0.267949 | -0.517638 | 0.000276 | -0.000207 | 0 | 17,534 |
0 | 0.407602 | 0.32725 | -0.640493 | 0.117205 | 0.116445 | -0.176486 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.001659 | 0 | 17,535 |
0.2107 | -0.091552 | 0.817359 | -0.640493 | -0.414198 | -0.259683 | -0.176139 | 0.000032 | -0.046512 | -0.267949 | -0.517638 | 0.000138 | -0.001797 | 0 | 17,536 |
0.631925 | 0.157939 | 0.572321 | -0.642211 | -0.936756 | -0.389742 | -0.176139 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000414 | -0.002073 | 0 | 17,537 |
0.210584 | 0.157629 | -0.652698 | -0.643927 | 0.094692 | 0.225387 | -0.16885 | 0.000667 | -0.046512 | -0.267949 | -0.517638 | 0.000138 | -0.001934 | 0 | 17,538 |
0.42108 | 0.157526 | 0.81719 | -0.645643 | -1.081124 | -0.960292 | -0.16885 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000276 | -0.001934 | 0 | 17,539 |
-0.210526 | -0.341422 | -0.407221 | 5.574143 | 0.652007 | 0.569036 | -0.170239 | -0.000127 | -0.046512 | -0.267949 | -0.517638 | -0.000138 | -0.002072 | 0 | 17,540 |
-1.053064 | -0.590844 | -0.65236 | -0.639634 | -0.184717 | 0.203258 | -0.170239 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00069 | -0.00152 | 0 | 17,541 |
0.315995 | 0.157939 | 0.327283 | -0.641352 | 0.367519 | -0.646554 | -0.178048 | -0.000714 | -0.046512 | -0.267949 | -0.517638 | 0.000207 | -0.001313 | 0 | 17,542 |
0.105317 | -0.216491 | 0.449832 | -0.641352 | -0.115358 | -0.273134 | -0.178048 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000069 | -0.00152 | 0 | 17,543 |
-1.475104 | -0.715637 | -1.14318 | 5.58961 | -0.269878 | -0.081109 | -0.179436 | -0.000127 | -0.046512 | -0.267949 | -0.517638 | -0.000967 | -0.000138 | 0 | 17,544 |
0.843091 | 0.408154 | 0.449722 | -0.638775 | 0.918701 | -0.091851 | -0.179436 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000553 | -0.001659 | 0 | 17,545 |
0.2107 | -0.341181 | -0.285577 | -0.639634 | 0.395406 | 0.440925 | -0.179783 | -0.000032 | -0.046512 | -0.267949 | -0.517638 | 0.000138 | -0.001382 | 0 | 17,546 |
0 | -0.341215 | 0.082212 | -0.639634 | -0.12438 | -0.060048 | -0.179783 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.000967 | 0 | 17,547 |
-0.421429 | -0.466025 | 0.082212 | -0.638775 | -0.289495 | -0.233443 | -0.178221 | 0.000143 | -0.046512 | -0.267949 | -0.517638 | -0.000276 | -0.000138 | 0 | 17,548 |
-0.105375 | -0.091483 | 0.449773 | -0.637915 | -0.47575 | -0.455106 | -0.178221 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000069 | 0.000483 | 1 | 17,549 |
0.316105 | -0.216284 | -0.285755 | -0.638775 | 0.717125 | 0.675305 | -0.178221 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000207 | 0.000276 | 1 | 17,550 |
0.421371 | -0.091552 | 0.082144 | -0.640493 | 0.114869 | 0.267889 | -0.178048 | 0.000016 | -0.046512 | -0.535898 | -0.385986 | 0.000276 | 0.000138 | 1 | 17,551 |
-0.316017 | -0.590844 | 0.08228 | -0.639634 | -0.681446 | -0.869599 | -0.178568 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.000207 | 0.000621 | 1 | 17,552 |
0.210685 | -0.216388 | 0.449798 | -0.640493 | -1.077856 | -1.223183 | -0.178568 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | 0.000828 | 1 | 17,553 |
0.105332 | -0.466034 | -0.407965 | -0.640493 | 0.223481 | 0.210703 | -0.180998 | -0.000222 | -0.046512 | -0.535898 | -0.385986 | 0.000069 | 0 | 0 | 17,554 |
-0.6321 | -0.590844 | -1.143417 | -0.638775 | 0.332505 | 0.365207 | -0.180998 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000414 | 0.000276 | 1 | 17,555 |
0 | -0.091483 | 0.327216 | -0.637915 | 0.287012 | 0.1805 | -0.182907 | -0.000175 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.00069 | 1 | 17,556 |
-0.210758 | -0.590844 | 0.327216 | -0.637915 | -1.487913 | -1.268925 | -0.182907 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000138 | 0.000691 | 1 | 17,557 |
0.632187 | 0.657472 | 0.572321 | -0.640493 | 0.059491 | 0.009584 | -0.179262 | 0.000333 | -0.046512 | -0.535898 | -0.385986 | 0.000414 | 0.000138 | 1 | 17,558 |
-0.2107 | -0.341215 | 0.082212 | -0.638775 | -0.179335 | -0.171376 | -0.179262 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000138 | 0.000276 | 1 | 17,559 |
0.2107 | -0.216362 | 0.32725 | -0.639634 | -0.39932 | -0.314896 | -0.182213 | -0.00027 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | -0.000276 | 0 | 17,560 |
-0.421429 | -0.341215 | -0.162894 | -0.638775 | -0.243901 | -0.286814 | -0.182213 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000276 | 0.000138 | 1 | 17,561 |
0.421429 | 0.40774 | 0.572321 | -0.639634 | 0.476401 | 0.484193 | -0.182213 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000276 | 0 | 0 | 17,562 |
-0.105346 | -0.590844 | 0.327283 | -0.639634 | -1.26361 | -1.099821 | -0.183774 | -0.000143 | -0.046512 | -0.535898 | -0.385986 | -0.000069 | 0.000069 | 1 | 17,563 |
0.316017 | 0.033207 | 0.327266 | -0.641352 | -0.806192 | -0.584164 | -0.183774 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000207 | -0.000345 | 0 | 17,564 |
0 | -0.34125 | -0.775619 | -0.640493 | 0.809036 | 0.88239 | -0.181518 | 0.000206 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.000622 | 0 | 17,565 |
-0.6321 | -0.715654 | -0.28534 | -0.637915 | -0.145332 | -0.171376 | -0.181518 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000414 | -0.000138 | 0 | 17,566 |
-0.421546 | -0.341146 | 0.082076 | -0.636195 | 0.258594 | 0.1805 | -0.174056 | 0.000683 | -0.046512 | -0.535898 | -0.385986 | -0.000276 | -0.000138 | 0 | 17,567 |
0.210787 | -0.216207 | 0.081941 | -0.637055 | -0.412946 | -0.389742 | -0.174056 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | -0.000553 | 0 | 17,568 |
0.210758 | -0.216258 | 0.572321 | -0.637915 | -0.357661 | -0.625212 | -0.178915 | -0.000444 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | -0.000484 | 0 | 17,569 |
-0.421546 | -0.341146 | -0.285696 | -0.636195 | -0.202041 | -0.344 | -0.178915 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000276 | -0.000829 | 0 | 17,570 |
0.210787 | -0.341077 | 0.327148 | -0.637055 | -0.624882 | -0.814386 | -0.179262 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | -0.000484 | 0 | 17,571 |
-0.316192 | -0.216258 | 0.082009 | -0.635335 | 0.173719 | 0.157076 | -0.179262 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000207 | 0.000207 | 1 | 17,572 |
0.105405 | -0.465947 | 0.204523 | -0.636195 | -0.482631 | -0.358959 | -0.179609 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | 0.000069 | 0 | 0 | 17,573 |
0.210787 | -0.091345 | -0.1633 | -0.637055 | 0.556399 | 0.715731 | -0.179609 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | -0.000691 | 0 | 17,574 |
-0.210787 | -0.465973 | 0.327182 | -0.637055 | -0.294751 | -0.584164 | -0.177874 | 0.000159 | -0.046512 | -0.535898 | -0.385986 | -0.000138 | -0.000622 | 0 | 17,575 |
0 | -0.091345 | 0.081941 | -0.637055 | 0.959039 | 0.711779 | -0.177874 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.001383 | 0 | 17,576 |
-1.898398 | -0.341077 | -2.86319 | 5.603391 | 0.872543 | 0.765405 | -0.180651 | -0.000254 | -0.046512 | -0.535898 | -0.385986 | -0.001244 | 0.000415 | 1 | 17,577 |
0.21105 | -0.340766 | 0.326843 | 5.603391 | -0.765528 | -0.928905 | -0.180651 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | 0.000415 | 1 | 17,578 |
0.632974 | 0.159182 | 0.326877 | -0.632752 | -0.351909 | -0.526288 | -0.160694 | 0.001826 | -0.046512 | -0.535898 | -0.385986 | 0.000415 | -0.000553 | 0 | 17,579 |
0.421837 | 0.03394 | 0.081602 | -0.633613 | 0.39306 | 0.377333 | -0.160694 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000277 | -0.000553 | 0 | 17,580 |
0.843324 | 0.533301 | 0.327046 | 5.58617 | -0.002074 | 0.32126 | -0.175098 | -0.001318 | -0.046512 | -0.535898 | -0.385986 | 0.000553 | -0.001659 | 0 | 17,581 |
-0.316192 | 0.033422 | -0.163198 | -0.636195 | 0.523747 | 0.592369 | -0.175098 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000207 | -0.00159 | 0 | 17,582 |
0.105405 | 0.033551 | 0.44973 | -0.637055 | -0.202041 | -0.147837 | -0.175098 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000069 | -0.00166 | 0 | 17,583 |
0.31617 | 0.657645 | 0.572321 | -0.637915 | 0.023745 | 0.157076 | -0.17423 | 0.000079 | -0.046512 | -0.535898 | -0.385986 | 0.000207 | -0.001867 | 0 | 17,584 |
-2.214568 | -0.590844 | -2.003154 | -0.628443 | 0.518861 | 0.727471 | -0.169891 | 0.000397 | -0.046512 | -0.535898 | -0.385986 | -0.001452 | -0.000069 | 0 | 17,585 |
0 | 2.033248 | 0.08133 | -0.629306 | 0.101284 | 0.31478 | -0.169891 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.00083 | 0 | 17,586 |
0.21105 | 0.284277 | 0.08133 | -0.630168 | 0.127045 | 0.157076 | -0.169891 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000138 | -0.001523 | 0 | 17,587 |
0.422012 | 0.409121 | 0.572321 | -0.632752 | -0.482631 | -0.273134 | -0.173362 | -0.000317 | -0.046512 | -0.535898 | -0.385986 | 0.000277 | -0.002562 | 0 | 17,588 |
0.421895 | 0.65868 | 0.572321 | -0.632752 | 0.08193 | 0.028415 | -0.17423 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | 0.000277 | -0.002215 | 0 | 17,589 |
-0.421895 | -0.091069 | -0.041014 | -0.631029 | 0.07515 | -0.029461 | -0.17423 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000277 | -0.002077 | 0 | 17,590 |
-0.210991 | -0.34087 | -0.409389 | 5.598219 | 0.060124 | 0.172768 | -0.174056 | 0.000016 | -0.046512 | -0.535898 | -0.385986 | -0.000138 | -0.0018 | 0 | 17,591 |
0.632887 | 1.15849 | 0.326911 | -0.632752 | 0.608007 | 0.879183 | -0.174056 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000415 | -0.006519 | 0 | 17,592 |
-0.210933 | -0.216 | -0.163707 | -0.632752 | -0.267845 | 0.064797 | -0.174056 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000138 | -0.004435 | 0 | 17,593 |
0.632712 | 0.408706 | 0.449654 | -0.635335 | -0.023157 | -0.01952 | -0.176139 | -0.00019 | -0.046512 | -0.535898 | -0.385986 | 0.000415 | -0.004502 | 0 | 17,594 |
-1.476736 | 0.65799 | -1.145078 | -0.628443 | 0.180138 | 0.301661 | -0.176139 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000968 | -0.005132 | 0 | 17,595 |
0.633062 | 0.659199 | 0.326843 | -0.631891 | 0.134477 | 0.484193 | -0.173015 | 0.000286 | -0.046512 | -0.535898 | -0.385986 | 0.000415 | -0.006104 | 0 | 17,596 |
0.632799 | 0.158974 | 0.081534 | -0.633613 | -0.564753 | -0.455106 | -0.173015 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000415 | -0.006379 | 0 | 17,597 |
0.843324 | 1.157523 | 0.572321 | -0.637915 | 0.581638 | 0.849722 | -0.179957 | -0.000635 | -0.046512 | -0.535898 | -0.385986 | 0.000553 | -0.005403 | 0 | 17,598 |
0.842858 | 0.407878 | 0.572321 | -0.640493 | -0.292644 | -0.246456 | -0.179957 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000552 | -0.006094 | 0 | 17,599 |
0 | 0.033077 | 0.572321 | -0.641352 | -0.379965 | -0.584164 | -0.176139 | 0.000349 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.00332 | 0 | 17,600 |
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