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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.222728 | -0.063129 | -0.204869 | 6.293135 | 0.056316 | 0.099597 | -0.822733 | -0.000571 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | 0.001313 | 1 | 1,801 |
1.113313 | 0.728347 | 0.572321 | -0.286402 | -0.294751 | -0.147837 | -0.822733 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00073 | 0.000583 | 1 | 1,802 |
0.222565 | 0.200209 | -0.463403 | 6.285457 | -0.154755 | 0.028415 | -0.813536 | 0.000841 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.000365 | 1 | 1,803 |
-1.113151 | -0.854566 | -1.49943 | 6.295055 | -0.61477 | -0.526288 | -0.813536 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.00073 | 0.000438 | 1 | 1,804 |
-0.668281 | -0.063129 | -0.464008 | 6.296977 | -0.95837 | -0.564403 | -0.816139 | -0.000238 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | 0.001168 | 1 | 1,805 |
-0.445683 | -0.326852 | -0.20521 | 6.300821 | -1.091019 | -0.738112 | -0.816139 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000292 | 0.001095 | 1 | 1,806 |
-0.668769 | -0.590844 | -0.205437 | -0.277755 | -1.164539 | -0.841516 | -0.818915 | -0.000254 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | 0.00146 | 1 | 1,807 |
1.114452 | 0.729696 | 0.831612 | 6.296977 | -0.473016 | -0.273134 | -0.818915 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000731 | 0.001314 | 1 | 1,808 |
-0.222825 | 0.201017 | -0.20521 | -0.281601 | -0.955631 | -0.738112 | -0.82013 | -0.000111 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | 0.001022 | 1 | 1,809 |
-0.668671 | -0.326813 | -0.205323 | -0.278717 | -0.992108 | -0.646554 | -0.82013 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | 0.001825 | 1 | 1,810 |
0.668671 | 0.729503 | 0.831574 | -0.279678 | -0.863604 | -0.526288 | -0.830369 | -0.000937 | 0.023256 | -0.267949 | -0.517638 | 0.000438 | 0.00146 | 1 | 1,811 |
-0.445748 | -0.590844 | -0.464614 | -0.279678 | -0.606455 | -0.259683 | -0.830369 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000292 | 0.001898 | 1 | 1,812 |
2.672538 | 3.10316 | 0.831536 | 6.279704 | 0.41276 | 0.671148 | -0.830369 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001752 | -0.000292 | 0 | 1,813 |
-0.890326 | -0.590844 | -0.981038 | -0.286402 | -0.608111 | -0.389742 | -0.834534 | -0.000381 | 0.023256 | -0.267949 | -0.517638 | -0.000584 | 0.000729 | 1 | 1,814 |
0.445228 | 0.200439 | 0.054383 | 6.283538 | -0.470294 | -0.564403 | -0.834534 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | 0.000292 | 1 | 1,815 |
-1.113313 | -0.590844 | -0.722429 | -0.284483 | -0.647308 | -0.691024 | -0.827072 | 0.000683 | 0.023256 | -0.267949 | -0.517638 | -0.00073 | 0.001313 | 1 | 1,816 |
-0.334153 | -0.326929 | -0.464159 | 6.295055 | -0.287404 | -0.233443 | -0.827072 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.001532 | 1 | 1,817 |
2.226302 | 2.44252 | 0.96093 | -0.292155 | -0.270897 | -0.102739 | -0.810239 | 0.00154 | 0.023256 | -0.267949 | -0.517638 | 0.001459 | 0 | 0 | 1,818 |
0.11123 | 0.068054 | 0.442955 | -0.293113 | -0.692585 | -0.329316 | -0.810239 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | -0.00051 | 0 | 1,819 |
0.333641 | -0.063745 | 0.054837 | -0.29407 | -0.636867 | -0.564403 | -0.826551 | -0.001492 | 0.023256 | -0.267949 | -0.517638 | 0.000219 | -0.000365 | 0 | 1,820 |
-0.778609 | -0.722614 | -0.591976 | -0.291197 | -0.68329 | -0.329316 | -0.826551 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.00051 | 0.000729 | 1 | 1,821 |
0.667404 | 0.463508 | 0.831082 | -0.29407 | -0.817301 | -0.50789 | -0.825163 | 0.000127 | 0.023256 | -0.267949 | -0.517638 | 0.000437 | 0.00102 | 1 | 1,822 |
0.222403 | -0.327313 | 0.313635 | -0.295027 | -0.42557 | -0.220638 | -0.825163 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.000364 | 1 | 1,823 |
0.333544 | 0.199517 | 0.830931 | -0.295984 | -0.268861 | -0.136322 | -0.826724 | -0.000143 | 0.023256 | -0.267949 | -0.517638 | 0.000219 | 0.000073 | 1 | 1,824 |
-1.112096 | 0.06767 | -0.850398 | -0.291197 | 0.182265 | 0.091037 | -0.826724 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000729 | 0.000875 | 1 | 1,825 |
1.223261 | 1.385418 | 0.701697 | -0.29407 | 0.038918 | 0.055855 | -0.823601 | 0.000286 | 0.023256 | -0.267949 | -0.517638 | 0.000802 | 0.000291 | 1 | 1,826 |
-1.445778 | -0.854297 | -1.109074 | -0.290239 | -0.534297 | -0.233443 | -0.823601 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000948 | 0.000802 | 1 | 1,827 |
0.333763 | -0.195361 | 0.18408 | 6.281621 | -0.599874 | -0.545119 | -0.823774 | -0.000016 | 0.023256 | -0.267949 | -0.517638 | 0.000219 | 0.001166 | 1 | 1,828 |
0.33369 | 0.331613 | 0.054761 | -0.293113 | -0.193781 | -0.18341 | -0.823774 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000219 | 0.000947 | 1 | 1,829 |
-0.33369 | -0.722633 | -0.851021 | -0.292155 | 0.098894 | 0.091037 | -0.817006 | 0.000619 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.001093 | 1 | 1,830 |
-1.335489 | -0.722662 | -3.053773 | 6.293135 | 0.092883 | 0.334064 | -0.817006 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000875 | 0.001969 | 1 | 1,831 |
0.445293 | -0.063206 | -0.463857 | 6.285457 | -1.41535 | -1.223183 | -0.819957 | -0.00027 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | 0.00175 | 1 | 1,832 |
0.890196 | 0.991146 | 0.313409 | 6.277788 | -0.485403 | -0.714222 | -0.819957 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000584 | 0.001603 | 1 | 1,833 |
0.444903 | -0.063668 | 0.831044 | 6.273956 | -1.431435 | -1.138866 | -0.819783 | 0.000016 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | 0.001166 | 1 | 1,834 |
0.222403 | -0.327313 | 0.184279 | -0.29407 | -1.097695 | -0.66848 | -0.819783 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.000729 | 1 | 1,835 |
0.889288 | 0.462894 | -0.203736 | -0.297898 | -0.2361 | -0.18341 | -0.819783 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000583 | 0.000291 | 1 | 1,836 |
-0.222273 | -0.590844 | -4.215984 | -0.297898 | -0.337172 | -0.159519 | -0.818221 | 0.000143 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | 0.000655 | 1 | 1,837 |
0.222273 | 0.988842 | -0.203396 | -0.297898 | 0.346472 | 0.32126 | -0.81475 | 0.000317 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.001165 | 1 | 1,838 |
-0.889288 | -0.854221 | -0.84988 | -0.29407 | -0.947479 | -0.564403 | -0.81475 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000583 | 0.001748 | 1 | 1,839 |
0.222371 | -0.327352 | -0.203736 | -0.295984 | -0.590118 | -0.405589 | -0.81475 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000146 | 0.001893 | 1 | 1,840 |
0.666917 | 0.989302 | 0.572321 | -0.297898 | 0.325631 | 0.108065 | -0.819957 | -0.000476 | 0.023256 | -0.267949 | -0.517638 | 0.000437 | 0.001165 | 1 | 1,841 |
-0.666917 | -0.327505 | -0.203283 | 6.270128 | -0.700111 | -0.405589 | -0.822386 | -0.000222 | 0.023256 | -0.267949 | -0.517638 | -0.000437 | 0.001602 | 1 | 1,842 |
0.111173 | 0.199402 | 0.443021 | -0.295984 | -0.304313 | -0.049722 | -0.822386 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000073 | 0.001966 | 1 | 1,843 |
-0.111173 | -0.590844 | 0.18442 | -0.295984 | -0.997893 | -1.099821 | -0.822386 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.001311 | 1 | 1,844 |
-0.444774 | -0.32739 | -0.979906 | -0.293113 | -0.725151 | -0.421757 | -0.817527 | 0.000444 | 0.023256 | -0.267949 | -0.517638 | -0.000292 | 0.001166 | 1 | 1,845 |
-0.778666 | -0.063821 | -0.721484 | 6.281621 | 0.149106 | 0 | -0.817527 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.00051 | 0.00153 | 1 | 1,846 |
-0.333836 | -0.195361 | 0.18408 | -0.28928 | -0.96388 | -0.960292 | -0.822212 | -0.000429 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.001604 | 1 | 1,847 |
-0.111295 | -0.327121 | 0.183995 | -0.288321 | -0.847045 | -0.762738 | -0.822212 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.001968 | 1 | 1,848 |
-0.333933 | 1.518014 | 0.183967 | 6.285457 | -1.542996 | -1.062593 | -0.818395 | 0.000349 | 0.023256 | -0.267949 | -0.517638 | -0.000219 | 0.00175 | 1 | 1,849 |
0.445228 | 1.650226 | 0.054383 | -0.288321 | -1.246777 | -0.99296 | -0.818395 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | 0.001458 | 1 | 1,850 |
0.890066 | 0.990915 | 0.572321 | 6.273956 | -0.21603 | -0.113778 | -0.820824 | -0.000222 | 0.023256 | -0.267949 | -0.517638 | 0.000583 | 0.001166 | 1 | 1,851 |
0 | -0.327275 | 0.054837 | -0.293113 | -0.863604 | -0.691024 | -0.820824 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.001311 | 1 | 1,852 |
-0.11123 | -0.327275 | -0.203962 | -0.292155 | -0.40796 | -0.526288 | -0.819783 | 0.000095 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.000364 | 1 | 1,853 |
-1.001434 | 0.068054 | -0.592316 | -0.287362 | -1.094349 | -0.714222 | -0.819783 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000656 | 0.001021 | 1 | 1,854 |
0.445163 | 0.200324 | 0.572321 | -0.290239 | -0.598239 | -0.564403 | -0.819957 | -0.000016 | 0.023256 | -0.267949 | -0.517638 | 0.000292 | 0.000292 | 1 | 1,855 |
-0.556474 | -0.458997 | -0.204302 | -0.287362 | -0.890452 | -0.646554 | -0.819957 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000365 | 0.000073 | 1 | 1,856 |
-0.111319 | -0.195188 | 0.18391 | -0.287362 | -0.851736 | -0.584164 | -0.818742 | 0.000111 | 0.023256 | -0.267949 | -0.517638 | -0.000073 | 0.000292 | 1 | 1,857 |
0.890326 | 0.464124 | 0.313371 | -0.290239 | -0.815065 | -0.455106 | -0.818742 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000584 | -0.000365 | 0 | 1,858 |
-0.667696 | 0.199978 | -0.204189 | -0.288321 | -0.185618 | 0.037667 | -0.817006 | 0.000159 | 0.023256 | -0.267949 | -0.517638 | -0.000438 | 0.000438 | 1 | 1,859 |
0.556433 | 0.068487 | 0.572321 | -0.290239 | -0.698222 | -0.564403 | -0.817006 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000365 | 0.000365 | 1 | 1,860 |
0.111262 | 0.068246 | -0.074794 | -0.291197 | -0.997893 | -0.545119 | -0.817354 | -0.000032 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | 0.000365 | 1 | 1,861 |
0.2225 | -0.327198 | 0.313522 | 6.279704 | -0.815065 | -0.625212 | -0.817354 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | 0.000583 | 1 | 1,862 |
-0.667598 | -0.590844 | -0.721862 | -0.28928 | -0.448888 | -0.246456 | -0.817354 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000438 | 0.000365 | 1 | 1,863 |
0.667598 | 0.463816 | 0.313447 | -0.292155 | -0.371664 | -0.259683 | -0.674186 | 0.013096 | 0.023256 | -0.535898 | -0.385986 | 0.000438 | -0.000146 | 0 | 1,864 |
-0.2225 | -0.327237 | 0.184165 | -0.291197 | -0.942097 | -0.646554 | -0.674186 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0.000073 | 1 | 1,865 |
0.444968 | 0.463508 | 0.054686 | -0.291197 | -0.460847 | -0.171376 | -0.815965 | -0.012969 | 0.023256 | -0.535898 | -0.385986 | 0.000292 | 0.001311 | 1 | 1,866 |
0 | -0.327275 | -0.203962 | 6.275872 | -0.861214 | -0.438258 | -0.815965 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.001603 | 1 | 1,867 |
-0.11123 | -0.063745 | 0.313598 | -0.292155 | -1.609807 | -1.424301 | -0.818221 | -0.000206 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | 0.001603 | 1 | 1,868 |
-0.66755 | -0.195476 | -0.333442 | -0.28928 | -0.409203 | -0.147837 | -0.818221 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000438 | 0.001895 | 1 | 1,869 |
0.556312 | 0.33195 | 0.701735 | -0.292155 | -0.66327 | -0.314896 | -0.816312 | 0.000175 | 0.023256 | -0.535898 | -0.385986 | 0.000365 | 0.001166 | 1 | 1,870 |
0.889677 | 1.2536 | 0.572321 | -0.295984 | 0.318252 | 0.525242 | -0.816312 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000583 | 0.001456 | 1 | 1,871 |
1.111367 | 0.72604 | 0.830894 | -0.298854 | -1.187059 | -0.898703 | -0.819436 | -0.000286 | 0.023256 | -0.535898 | -0.385986 | 0.000728 | 0.000582 | 1 | 1,872 |
-0.777872 | -0.854144 | -1.237423 | -0.296941 | -0.036121 | -0.060048 | -0.819436 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00051 | 0.001092 | 1 | 1,873 |
-0.111157 | -0.195764 | 0.184476 | -0.295984 | -0.672298 | -0.358959 | -0.822733 | -0.000302 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | 0.001238 | 1 | 1,874 |
0.111157 | -0.064052 | 0.055138 | -0.296941 | -0.702005 | -0.564403 | -0.822733 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | 0.000947 | 1 | 1,875 |
0.333422 | -0.195764 | 0.313767 | -0.297898 | -0.571008 | -0.159519 | -0.81961 | 0.000286 | 0.023256 | -0.535898 | -0.385986 | 0.000219 | 0.000583 | 1 | 1,876 |
-0.666917 | -0.854221 | -0.720542 | -0.295027 | -0.400547 | -0.246456 | -0.81961 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000437 | 0.001093 | 1 | 1,877 |
0.889158 | 1.252525 | 0.313711 | 6.262476 | 0.154099 | 0.267889 | -0.819436 | 0.000016 | 0.023256 | -0.535898 | -0.385986 | 0.000583 | 0 | 0 | 1,878 |
0 | -0.327544 | 0.055364 | 6.264388 | -0.46623 | -0.374202 | -0.819436 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.000073 | 0 | 1,879 |
-0.111116 | -0.722508 | 0.313862 | -0.298854 | -2.017905 | -1.777885 | -0.818048 | 0.000127 | 0.023256 | -0.535898 | -0.385986 | -0.000073 | 0.000073 | 1 | 1,880 |
0 | -0.459179 | -0.332518 | -0.298854 | -0.737019 | -0.421757 | -0.818048 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.000146 | 1 | 1,881 |
0.111116 | 0.856938 | 0.572321 | 6.262476 | -0.696338 | -0.344 | -0.820651 | -0.000238 | 0.023256 | -0.535898 | -0.385986 | 0.000073 | -0.000146 | 0 | 1,882 |
0.666529 | 0.198941 | -0.073898 | 6.258654 | -0.278071 | -0.389742 | -0.820651 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000437 | -0.000437 | 0 | 1,883 |
-0.222144 | -0.590844 | 0.05559 | -0.300765 | -1.179471 | -1.317441 | -0.818221 | 0.000222 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | 0 | 0 | 1,884 |
-0.444385 | -0.590844 | 0.055515 | -0.300765 | -0.5123 | -0.455106 | -0.818221 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000291 | -0.000146 | 0 | 1,885 |
0.222209 | -0.064282 | 0.572321 | 6.260565 | -0.141091 | 0.009584 | -0.817874 | 0.000032 | 0.023256 | -0.535898 | -0.385986 | 0.000146 | 0.000364 | 1 | 1,886 |
0.333252 | 0.461973 | 0.701518 | -0.30172 | -0.38716 | -0.233443 | -0.817874 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000218 | 0.00051 | 1 | 1,887 |
0.99932 | 0.593274 | -1.495657 | -0.305539 | 0.131057 | -0.233443 | -0.825683 | -0.000714 | 0.023256 | -0.535898 | -0.385986 | 0.000655 | -0.000582 | 0 | 1,888 |
0 | -0.327812 | 0.314125 | -0.306493 | -1.055406 | -1.027019 | -0.825683 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0 | 0 | 1,889 |
0.443932 | 0.3296 | 0.314125 | 6.245294 | -0.225515 | -0.208035 | -0.828113 | -0.000222 | 0.023256 | -0.535898 | -0.385986 | 0.000291 | -0.000582 | 0 | 1,890 |
-0.443932 | -0.590844 | 0.056041 | -0.305539 | -0.454178 | -0.438258 | -0.828113 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000291 | -0.000437 | 0 | 1,891 |
0 | -0.327812 | -0.33153 | -0.306493 | -0.002074 | -0.113778 | -0.826377 | 0.000159 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.000364 | 1 | 1,892 |
0.66585 | 0.198137 | 0.443228 | -0.308399 | -0.083504 | 0.055855 | -0.826377 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000436 | -0.000291 | 0 | 1,893 |
-1.109912 | 0.066377 | -0.718472 | -0.30363 | 0.546104 | 0.573758 | -0.826377 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000728 | 0.000291 | 1 | 1,894 |
-0.666335 | 0.198367 | -0.202606 | 6.258654 | -0.053047 | 0.274758 | -0.830542 | -0.000381 | 0.023256 | -0.535898 | -0.385986 | -0.000437 | 0.000073 | 1 | 1,895 |
-0.222176 | -0.32762 | 0.184731 | 6.260565 | -0.790932 | -0.438258 | -0.827766 | 0.000254 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | -0.000656 | 0 | 1,896 |
-0.222209 | 0.461973 | 0.313899 | -0.299809 | -0.588506 | -0.259683 | -0.827766 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000146 | -0.000656 | 0 | 1,897 |
0.444385 | 1.251452 | 0.313862 | -0.30172 | -0.119444 | 0.028415 | -0.825336 | 0.000222 | 0.023256 | -0.535898 | -0.385986 | 0.000291 | -0.000291 | 0 | 1,898 |
-0.666626 | 0.198711 | -0.202945 | -0.297898 | -0.586897 | -0.489906 | -0.825336 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000437 | 0.000291 | 1 | 1,899 |
0 | -0.590844 | -0.203283 | -0.297898 | -0.318362 | 0.037667 | -0.825336 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.000728 | 1 | 1,900 |
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