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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.106859 | -0.211038 | 0.199473 | -0.549852 | -0.159081 | 0.064797 | 0.004859 | 0 | -0.069767 | 0 | -0.385986 | -0.00007 | -0.002033 | 0 | 18,501 |
-0.427511 | -0.337613 | 0.075139 | -0.550737 | -1.40483 | -1.369089 | 0.004859 | 0 | -0.069767 | 0 | -0.385986 | -0.00028 | -0.002526 | 0 | 18,502 |
0.213771 | 0.168954 | 0.572321 | -0.548968 | -0.468936 | -0.389742 | 0.018915 | 0.001286 | -0.069767 | 0 | -0.385986 | 0.00014 | -0.002947 | 0 | 18,503 |
0.213741 | -0.337578 | 0.323712 | -0.549852 | -0.73106 | -0.691024 | -0.003644 | -0.002064 | -0.069767 | 0 | -0.385986 | 0.00014 | -0.002806 | 0 | 18,504 |
-1.282893 | -0.590844 | -1.168427 | -0.545428 | -0.165183 | -0.060048 | -0.003644 | 0 | -0.069767 | 0 | -0.385986 | -0.000841 | -0.001965 | 0 | 18,505 |
0 | -0.3374 | 0.07472 | -0.545428 | -0.883027 | -0.714222 | -0.006594 | -0.00027 | -0.069767 | 0 | -0.385986 | 0 | -0.001965 | 0 | 18,506 |
-0.21392 | -0.083992 | 0.323538 | 5.77294 | -1.052257 | -1.138866 | -0.006594 | 0 | -0.069767 | 0 | -0.385986 | -0.00014 | -0.001122 | 0 | 18,507 |
-0.427931 | -0.337365 | -0.174237 | 5.776485 | -0.681446 | -0.545119 | -0.004512 | 0.00019 | -0.069767 | 0 | -0.385986 | -0.000281 | -0.000772 | 0 | 18,508 |
-0.428051 | -0.337294 | -0.174447 | 5.778258 | -1.064939 | -0.814386 | -0.004512 | 0 | -0.069767 | 0 | -0.385986 | -0.000281 | 0 | 0 | 18,509 |
1.604572 | 1.94377 | 0.821244 | -0.546313 | -0.331587 | -0.171376 | -0.004512 | 0 | -0.069767 | 0 | -0.385986 | 0.001052 | -0.000911 | 0 | 18,510 |
-0.106919 | -0.210825 | -0.298267 | -0.545428 | -1.009612 | -0.714222 | 0.007983 | 0.001143 | -0.069767 | 0 | -0.385986 | -0.00007 | -0.00028 | 0 | 18,511 |
-0.855622 | -0.590844 | -0.671594 | 5.774712 | -0.70772 | -0.564403 | 0.007983 | 0 | -0.069767 | 0 | -0.385986 | -0.000561 | 0.000421 | 1 | 18,512 |
0 | -0.590844 | 0.199029 | -0.543657 | -1.194731 | -1.138866 | 0.007115 | -0.000079 | -0.069767 | 0 | -0.385986 | 0 | -0.000281 | 0 | 18,513 |
-0.320982 | -0.590844 | 0.074581 | -0.542771 | -1.42067 | -0.960292 | 0.007115 | 0 | -0.069767 | 0 | -0.385986 | -0.00021 | 0.000491 | 1 | 18,514 |
0 | 0.80334 | 0.572321 | -0.542771 | -0.729084 | -0.421757 | -0.015271 | -0.002048 | -0.069767 | 0 | -0.385986 | 0 | 0.000351 | 1 | 18,515 |
0.320982 | 0.549932 | 0.821191 | -0.544543 | -1.42067 | -0.898703 | -0.015271 | 0 | -0.069767 | 0 | -0.385986 | 0.00021 | 0.000421 | 1 | 18,516 |
1.069452 | 0.676374 | 0.821139 | -0.547199 | -0.372844 | 0.124738 | -0.007289 | 0.00073 | -0.069767 | 0 | -0.385986 | 0.000701 | 0 | 0 | 18,517 |
-0.21383 | -0.337507 | 0.323643 | -0.547199 | -0.629993 | -0.584164 | -0.007289 | 0 | -0.069767 | 0 | -0.385986 | -0.00014 | 0 | 0 | 18,518 |
-1.069602 | -0.464153 | -0.671594 | -0.541884 | -0.65613 | -0.489906 | -0.009371 | -0.00019 | -0.069767 | 0 | -0.385986 | -0.000701 | 0.000841 | 1 | 18,519 |
-0.21401 | -0.590844 | -0.174447 | -0.540111 | -1.374195 | -1.179915 | -0.009371 | 0 | -0.069767 | 0 | -0.385986 | -0.00014 | 0.000561 | 1 | 18,520 |
0 | -0.590844 | -0.174551 | -0.540998 | -1.340082 | -1.223183 | -0.006768 | 0.000238 | -0.069767 | 0 | -0.385986 | 0 | 0.000701 | 1 | 18,521 |
0.962811 | 1.18351 | 0.572321 | -0.545428 | -0.294751 | 0.019055 | -0.006768 | 0 | -0.069767 | 0 | -0.385986 | 0.000631 | 0.000771 | 1 | 18,522 |
-0.320869 | -0.464126 | -0.049658 | -0.544543 | -1.442369 | -1.369089 | -0.007289 | -0.000048 | -0.069767 | 0 | -0.385986 | -0.00021 | 0.000981 | 1 | 18,523 |
-0.106971 | -0.083921 | 0.447917 | -0.543657 | -1.021531 | -0.869599 | -0.007289 | 0 | -0.069767 | 0 | -0.385986 | -0.00007 | 0.000701 | 1 | 18,524 |
-1.177181 | -0.717606 | -1.045732 | -0.538336 | -0.913218 | -0.421757 | -0.006421 | 0.000079 | -0.069767 | 0 | -0.385986 | -0.000772 | 0.001893 | 1 | 18,525 |
-1.606712 | -0.590844 | -1.919527 | 5.796015 | 0.01502 | 0.274758 | -0.006421 | 0 | -0.069767 | 0 | -0.385986 | -0.001053 | 0.002596 | 1 | 18,526 |
0.535759 | 0.043989 | 0.447681 | -0.534784 | -0.642068 | -0.604425 | -0.006421 | 0 | -0.069767 | 0 | -0.385986 | 0.000351 | 0.002175 | 1 | 18,527 |
0 | -0.083138 | 0.323119 | -0.534784 | -1.289649 | -0.928905 | -0.006421 | 0 | -0.069767 | 0 | -0.385986 | 0 | 0.002385 | 1 | 18,528 |
-0.750115 | -0.717793 | -0.424698 | -0.531229 | -0.861214 | -0.604425 | -0.0059 | 0.000048 | -0.069767 | 0 | -0.385986 | -0.000492 | 0.002596 | 1 | 18,529 |
0.750115 | 1.313254 | 0.322996 | -0.535673 | -0.694459 | -0.329316 | -0.0059 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000492 | 0.001754 | 1 | 18,530 |
1.285054 | 1.185503 | 0.946059 | -0.540111 | -0.685139 | -0.545119 | -0.010065 | -0.000381 | -0.069767 | -0.267949 | -0.517638 | 0.000842 | 0.001542 | 1 | 18,531 |
1.070052 | 0.677085 | 0.572321 | -0.541884 | -0.280134 | 0.091037 | -0.010065 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000701 | 0.000701 | 1 | 18,532 |
-0.21395 | -0.083921 | -0.921109 | -0.543657 | -0.992108 | -0.691024 | 0.009197 | 0.001762 | -0.069767 | -0.267949 | -0.517638 | -0.00014 | 0.000841 | 1 | 18,533 |
0.53482 | 0.676374 | 0.821139 | -0.544543 | -0.926196 | -0.646554 | 0.009197 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000351 | 0.000491 | 1 | 18,534 |
0 | 0.549293 | 0.447943 | 5.769398 | -0.743031 | -0.50789 | 0 | -0.000841 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.00035 | 1 | 18,535 |
0.534632 | 1.562144 | 1.194082 | -0.548083 | -0.314009 | 0.14107 | 0 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00035 | 0 | 0 | 18,536 |
0.427571 | 0.169061 | 0.572321 | -0.549852 | -1.453478 | -0.928905 | -0.001215 | -0.000111 | -0.069767 | -0.267949 | -0.517638 | 0.00028 | -0.00014 | 0 | 18,537 |
0 | -0.590844 | -1.044258 | 5.765857 | -0.421758 | -0.259683 | -0.001215 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.00042 | 1 | 18,538 |
-0.427571 | -0.084347 | -0.67107 | -0.548083 | -0.725151 | -0.526288 | -0.001215 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00028 | -0.000561 | 0 | 18,539 |
-0.21383 | 0.169061 | 0.323643 | -0.546313 | -0.389575 | -0.18341 | 0.013362 | 0.001333 | -0.069767 | -0.267949 | -0.517638 | -0.00014 | -0.00014 | 0 | 18,540 |
0.427631 | -0.084134 | 0.323608 | 5.764088 | -1.638442 | -1.179915 | 0.013362 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00028 | -0.000981 | 0 | 18,541 |
0.213771 | -0.337542 | 0.074999 | -0.548968 | -1.146315 | -0.928905 | -0.010412 | -0.002175 | -0.069767 | -0.267949 | -0.517638 | 0.00014 | -0.001122 | 0 | 18,542 |
-1.069152 | -0.844145 | -0.67107 | -0.545428 | -1.267882 | -0.898703 | -0.010412 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000701 | -0.00014 | 0 | 18,543 |
-0.320892 | -0.590844 | -0.174132 | -0.542771 | -1.230344 | -0.869599 | -0.002429 | 0.00073 | -0.069767 | -0.267949 | -0.517638 | -0.00021 | 0.000421 | 1 | 18,544 |
0.106971 | -0.464091 | -0.174289 | -0.544543 | -1.091019 | -0.898703 | -0.002429 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00007 | 0.000561 | 1 | 18,545 |
0 | -0.083921 | 0.323503 | -0.544543 | -1.784293 | -1.138866 | -0.002429 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.000561 | 1 | 18,546 |
-1.284153 | -0.4641 | -0.921109 | -0.540111 | -0.547837 | -0.374202 | -0.002429 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000842 | 0.002033 | 1 | 18,547 |
-0.107062 | 0.423713 | 0.447812 | -0.538336 | -1.335343 | -0.814386 | -0.000521 | 0.000175 | -0.069767 | -0.267949 | -0.517638 | -0.00007 | 0.002733 | 1 | 18,548 |
0.749273 | 0.296987 | 0.69683 | 5.781805 | -0.521015 | -0.246456 | -0.000521 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000491 | 0.002382 | 1 | 18,549 |
-0.107016 | -0.71765 | -0.921738 | -0.540998 | -0.900478 | -0.545119 | -0.001909 | -0.000127 | -0.069767 | -0.267949 | -0.517638 | -0.00007 | 0.001962 | 1 | 18,550 |
-0.856402 | -0.717659 | -0.797281 | -0.537449 | -0.861214 | -0.329316 | -0.001909 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000561 | 0.001893 | 1 | 18,551 |
-1.178339 | -0.463966 | -0.798051 | -0.533007 | -0.560099 | -0.171376 | 0.001041 | 0.00027 | -0.069767 | -0.267949 | -0.517638 | -0.000772 | 0.002385 | 1 | 18,552 |
-0.428712 | -0.082995 | -0.674391 | -0.531229 | -0.66327 | -0.344 | 0.001041 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000281 | 0.002316 | 1 | 18,553 |
0.428712 | 0.678867 | 0.821628 | -0.533007 | -0.868409 | -0.738112 | -0.0059 | -0.000635 | -0.069767 | -0.267949 | -0.517638 | 0.000281 | 0.002666 | 1 | 18,554 |
0 | -0.082995 | 0.572321 | -0.533007 | -0.989233 | -0.300732 | -0.0059 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.002245 | 1 | 18,555 |
0 | -0.082995 | 0.572321 | 5.792459 | -0.749094 | -0.455106 | -0.002777 | 0.000286 | -0.069767 | -0.267949 | -0.517638 | 0 | 0.002245 | 1 | 18,556 |
1.071254 | 1.186002 | 0.821558 | -0.538336 | -0.287404 | -0.233443 | -0.002777 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000702 | 0.001122 | 1 | 18,557 |
0.107084 | -0.083352 | 0.323224 | -0.538336 | -0.729084 | -0.526288 | -0.009718 | -0.000635 | -0.069767 | -0.267949 | -0.517638 | 0.00007 | 0.001403 | 1 | 18,558 |
0.749378 | 0.297111 | 0.821366 | -0.540998 | -0.68329 | -0.898703 | -0.009718 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000491 | 0.001122 | 1 | 18,559 |
0.21404 | 0.169914 | 0.572321 | -0.541884 | -0.308606 | -0.273134 | -0.017354 | -0.000698 | -0.069767 | -0.267949 | -0.517638 | 0.00014 | 0.000841 | 1 | 18,560 |
0.855862 | 0.423286 | 0.323399 | 5.771169 | -0.60977 | -0.472317 | -0.017354 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000561 | 0.000561 | 1 | 18,561 |
0.21389 | -0.083992 | -0.42302 | -0.544543 | -0.268861 | -0.455106 | -0.017354 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00014 | -0.00014 | 0 | 18,562 |
-1.069752 | -0.590844 | -0.671768 | 5.778258 | -1.349659 | -0.898703 | -0.006074 | 0.001032 | -0.069767 | -0.267949 | -0.517638 | -0.000701 | -0.000421 | 0 | 18,563 |
0.855862 | 0.67673 | 0.323399 | -0.544543 | -1.344854 | -0.960292 | -0.008503 | -0.000222 | -0.069767 | -0.267949 | -0.517638 | 0.000561 | -0.000842 | 0 | 18,564 |
-0.21392 | -0.3374 | 0.07472 | 5.77294 | -0.972229 | -0.738112 | -0.008503 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00014 | -0.00014 | 0 | 18,565 |
0.427811 | -0.083921 | 0.821104 | -0.546313 | -1.89132 | -1.179915 | -0.007983 | 0.000048 | -0.069767 | -0.267949 | -0.517638 | 0.00028 | 0 | 0 | 18,566 |
0.427691 | -0.084063 | 0.572321 | -0.548083 | -1.097695 | -1.223183 | -0.007983 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00028 | -0.000561 | 0 | 18,567 |
-0.21383 | -0.084205 | 0.323643 | 5.765857 | -1.107831 | -1.062593 | -0.010586 | -0.000238 | -0.069767 | -0.267949 | -0.517638 | -0.00014 | -0.000982 | 0 | 18,568 |
0.21383 | -0.084134 | 0.323608 | -0.548083 | -0.797431 | -0.960292 | -0.010586 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00014 | -0.001122 | 0 | 18,569 |
-0.641581 | -0.464171 | -0.422601 | -0.543657 | -0.567874 | -0.405589 | -0.010586 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.000421 | -0.001333 | 0 | 18,570 |
0.21389 | -0.3374 | 0.07472 | -0.546313 | -1.006664 | -0.928905 | -0.007809 | 0.000254 | -0.069767 | -0.267949 | -0.517638 | 0.00014 | -0.001403 | 0 | 18,571 |
1.069002 | 1.94164 | 0.821034 | -0.549852 | 0.08499 | 0.24692 | -0.007809 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.000701 | -0.002525 | 0 | 18,572 |
0 | 0.674955 | -0.919644 | -0.549852 | -0.784493 | -0.625212 | -0.00833 | -0.000048 | -0.069767 | -0.267949 | -0.517638 | 0 | -0.001893 | 0 | 18,573 |
-0.534408 | -0.84411 | -0.670896 | -0.548083 | -0.847045 | -0.358959 | -0.00833 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00035 | -0.001332 | 0 | 18,574 |
0.641267 | 1.055098 | 0.447995 | -0.550737 | -0.797431 | -0.455106 | -0.0118 | -0.000317 | -0.069767 | -0.267949 | -0.517638 | 0.00042 | -0.001191 | 0 | 18,575 |
-0.53437 | -0.717464 | -0.049135 | -0.548968 | -1.389343 | -0.99296 | -0.0118 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00035 | -0.000911 | 0 | 18,576 |
-0.106896 | -0.337542 | -0.920063 | -0.548083 | -1.699518 | -1.483608 | -0.007635 | 0.000381 | -0.069767 | -0.267949 | -0.517638 | -0.00007 | -0.000911 | 0 | 18,577 |
0.320667 | -0.084241 | 0.447995 | 5.764088 | -0.833158 | -0.374202 | -0.007635 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00021 | -0.001051 | 0 | 18,578 |
-0.427571 | -0.71749 | -0.173609 | 5.765857 | -1.426032 | -1.223183 | -0.00295 | 0.000429 | -0.069767 | -0.267949 | -0.517638 | -0.00028 | -0.000631 | 0 | 18,579 |
-0.534632 | -0.590844 | -0.04944 | -0.545428 | -1.335343 | -0.898703 | -0.00295 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00035 | -0.000351 | 0 | 18,580 |
0.962203 | 1.05579 | 0.19916 | -0.548968 | -0.58369 | -0.625212 | -0.003297 | -0.000032 | -0.069767 | -0.267949 | -0.517638 | 0.000631 | -0.000701 | 0 | 18,581 |
-0.213771 | -0.084347 | 0.323712 | -0.548083 | -0.992108 | -0.898703 | -0.003297 | 0 | -0.069767 | -0.267949 | -0.517638 | -0.00014 | -0.000841 | 0 | 18,582 |
0 | -0.590844 | 0.448004 | -0.548083 | -3.356432 | -2.657068 | 0.000174 | 0.000317 | -0.069767 | -0.267949 | -0.517638 | 0 | -0.000561 | 0 | 18,583 |
0 | -0.337542 | 0.323678 | -0.549852 | -1.39963 | -1.483608 | 0.000174 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | -0.001262 | 0 | 18,584 |
-0.2138 | 0.42215 | 0.323678 | -0.548968 | -1.168242 | -0.526288 | -0.011974 | -0.001111 | -0.069767 | -0.267949 | -0.517638 | -0.00014 | -0.000841 | 0 | 18,585 |
0 | -0.084205 | -0.173818 | -0.547199 | -1.015546 | -0.960292 | -0.011974 | 0 | -0.069767 | -0.267949 | -0.517638 | 0 | -0.001824 | 0 | 18,586 |
0.2138 | -0.337507 | 0.323643 | -0.548083 | -1.202489 | -0.841516 | -0.010412 | 0.000143 | -0.069767 | -0.267949 | -0.517638 | 0.00014 | -0.001122 | 0 | 18,587 |
0.854902 | 0.42215 | -0.173714 | -0.55162 | 0.088644 | 0.26096 | -0.010412 | 0 | -0.069767 | -0.267949 | -0.517638 | 0.00056 | -0.001752 | 0 | 18,588 |
-1.924205 | -0.844039 | -1.66547 | -0.543657 | -0.484015 | -0.233443 | -0.008503 | 0.000175 | -0.069767 | -0.267949 | -0.517638 | -0.001261 | -0.000842 | 0 | 18,589 |
0.427811 | -0.083921 | -0.174237 | -0.545428 | -0.398094 | -0.329316 | -0.008503 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00028 | -0.001122 | 0 | 18,590 |
-0.855742 | -0.337436 | -0.42288 | -0.542771 | -0.944782 | -0.928905 | -0.002082 | 0.000587 | -0.069767 | -0.535898 | -0.385986 | -0.000561 | -0.000982 | 0 | 18,591 |
0 | -0.337294 | 0.323433 | -0.542771 | -1.052257 | -0.99296 | -0.002082 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.000631 | 0 | 18,592 |
0.427931 | 0.1697 | 0.572321 | -0.544543 | -0.755212 | -0.66848 | -0.002256 | -0.000016 | -0.069767 | -0.535898 | -0.385986 | 0.000281 | -0.001122 | 0 | 18,593 |
0.534745 | 0.42286 | 0.572321 | -0.546313 | -0.495191 | -0.329316 | -0.002256 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000351 | -0.002035 | 0 | 18,594 |
0.320757 | -0.210772 | 0.44796 | 5.765857 | -0.826318 | -0.714222 | -0.002256 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00021 | -0.002245 | 0 | 18,595 |
0 | -0.337507 | 0.199291 | -0.548083 | -0.96388 | -0.788145 | -0.002256 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.002807 | 0 | 18,596 |
0.961866 | 0.548893 | 0.820965 | -0.55162 | -1.164539 | -1.317441 | -0.008677 | -0.000587 | -0.069767 | -0.535898 | -0.385986 | 0.00063 | -0.002595 | 0 | 18,597 |
0.96126 | 1.054176 | 0.3238 | -0.555153 | -0.488185 | -0.374202 | -0.008677 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00063 | -0.003646 | 0 | 18,598 |
0.213531 | 0.168104 | -0.421348 | -0.557801 | 0.097096 | -0.489906 | -0.0118 | -0.000286 | -0.069767 | -0.535898 | -0.385986 | 0.00014 | -0.003365 | 0 | 18,599 |
-0.74749 | 0.167998 | -0.421208 | -0.553387 | -0.459508 | -0.259683 | -0.0118 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00049 | -0.003015 | 0 | 18,600 |
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