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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.644836 | 0.173236 | 0.322276 | -0.515177 | 0.335917 | 0.091037 | -0.235314 | 0 | -0.139535 | -0.785587 | -0 | 0.000423 | 0.002813 | 1 | 19,701 |
0.429739 | -0.081636 | 0.322382 | 5.826316 | 0.26569 | 0.037667 | -0.235141 | 0.000016 | -0.139535 | -0.785587 | -0 | 0.000282 | 0.002742 | 1 | 19,702 |
0.214824 | 0.172699 | 0.322452 | 5.822744 | 0.107223 | 0.091037 | -0.235141 | 0 | -0.139535 | -0.785587 | -0 | 0.000141 | 0.00211 | 1 | 19,703 |
0 | 0.426998 | -0.177286 | -0.517858 | 0.465545 | 0.650031 | -0.235141 | 0 | -0.139535 | -0.785587 | -0 | 0 | 0.001126 | 1 | 19,704 |
-0.429678 | -0.590844 | -0.427226 | -0.516071 | 0.829395 | 1.038896 | -0.238265 | -0.000286 | -0.139535 | -0.785587 | -0 | -0.000282 | 0.001126 | 1 | 19,705 |
-0.214885 | -0.590844 | -0.927633 | -0.516071 | 0.495255 | 0.650031 | -0.244165 | -0.00054 | -0.139535 | -0.785587 | -0 | -0.000141 | 0.001408 | 1 | 19,706 |
0 | -0.336222 | 0.072407 | -0.516071 | -0.044901 | 0.157076 | -0.244165 | 0 | -0.139535 | -0.785587 | -0 | 0 | 0.001126 | 1 | 19,707 |
-0.644836 | -0.081636 | -0.177603 | 5.835256 | 0.557637 | 0.687648 | -0.2459 | -0.000159 | -0.139535 | -0.785587 | -0 | -0.000423 | 0.002112 | 1 | 19,708 |
1.933689 | 1.700429 | 0.322276 | -0.521429 | 0.459518 | 0.377333 | -0.2459 | 0 | -0.139535 | -0.785587 | -0 | 0.001268 | 0.00246 | 1 | 19,709 |
0.858631 | 0.935059 | -0.17697 | -0.524105 | 0.742217 | 0.679441 | -0.2459 | 0 | -0.139535 | -0.785587 | -0 | 0.000563 | 0.001687 | 1 | 19,710 |
0.321862 | -0.082352 | 0.322733 | -0.525887 | -0.069633 | 0.055855 | -0.234273 | 0.001064 | -0.139535 | -0.785587 | -0 | 0.000211 | 0.002879 | 1 | 19,711 |
1.179581 | 0.806868 | 0.447558 | -0.531229 | -0.085062 | -0.136322 | -0.234273 | 0 | -0.139535 | -0.785587 | -0 | 0.000773 | 0.003227 | 1 | 19,712 |
1.071555 | 0.932702 | 0.821628 | -0.535673 | 0.317379 | 0.281569 | -0.2341 | 0.000016 | -0.139535 | -0.785587 | -0 | 0.000702 | 0.002384 | 1 | 19,713 |
0.428412 | 0.424283 | -4.042947 | -0.537449 | 0.414662 | 0.478911 | -0.2341 | 0 | -0.139535 | -0.785587 | -0 | 0.000281 | 0.001823 | 1 | 19,714 |
0 | 0.297174 | 0.572321 | -0.537449 | 0.485378 | 0.510094 | -0.228373 | 0.000524 | -0.139535 | -0.785587 | -0 | 0 | 0.001543 | 1 | 19,715 |
-0.214191 | -0.210211 | -0.175076 | -0.535673 | 0.305035 | 0.383327 | -0.228373 | 0 | -0.139535 | -0.785587 | -0 | -0.00014 | 0.000842 | 1 | 19,716 |
0 | -0.210158 | 0.323189 | 5.788906 | 0.369549 | 0.308247 | -0.237744 | -0.000857 | -0.139535 | -0.785587 | -0 | 0 | 0.000702 | 1 | 19,717 |
0.321275 | 0.043588 | -0.67369 | -0.537449 | 0.901773 | 0.907598 | -0.237744 | 0 | -0.139535 | -0.785587 | -0 | 0.000211 | 0.000912 | 1 | 19,718 |
-0.642617 | -0.210238 | -0.798051 | 5.792459 | 0.774397 | 0.78009 | -0.236182 | 0.000143 | -0.139535 | -0.785587 | -0 | -0.000421 | 0.001193 | 1 | 19,719 |
-1.393267 | 1.819321 | -2.545007 | -0.529449 | 1.489726 | 1.286049 | -0.236182 | 0 | -0.139535 | -0.785587 | -0 | -0.000913 | 0.001264 | 1 | 19,720 |
-1.287223 | 0.044301 | -1.174303 | -0.524105 | 0.735071 | 0.658545 | -0.249024 | -0.001175 | -0.139535 | -0.785587 | -0 | -0.000844 | 0.001827 | 1 | 19,721 |
3.430183 | 3.727387 | 0.322698 | -0.538336 | 1.127838 | 1.246424 | -0.249024 | 0 | -0.139535 | -0.785587 | -0 | 0.002248 | 0 | 0 | 19,722 |
3.422488 | 4.223913 | 0.821348 | -0.553387 | 1.600192 | 1.60924 | -0.249371 | -0.000032 | -0.139535 | -0.785587 | -0 | 0.002243 | -0.003226 | 0 | 19,723 |
1.067955 | 0.6746 | 0.323817 | -0.556918 | 0.763452 | 0.711779 | -0.249371 | 0 | -0.139535 | -0.785587 | -0 | 0.0007 | -0.004418 | 0 | 19,724 |
0.853826 | 1.179291 | 0.075626 | 5.737605 | 1.413598 | 1.45294 | -0.253536 | -0.000381 | -0.139535 | -0.785587 | -0 | 0.00056 | -0.004346 | 0 | 19,725 |
-1.814952 | 0.167573 | -2.159694 | -0.552504 | 1.059895 | 1.196129 | -0.253536 | 0 | -0.139535 | -0.785587 | -0 | -0.00119 | -0.002735 | 0 | 19,726 |
-0.747961 | 0.294998 | -1.789709 | -0.549852 | 0.87646 | 0.90137 | -0.261345 | -0.000714 | -0.139535 | -0.785587 | -0 | -0.00049 | -0.002104 | 0 | 19,727 |
-0.641401 | -0.084347 | -1.417524 | -0.547199 | 1.391073 | 1.593599 | -0.261345 | 0 | -0.139535 | -0.785587 | -0 | -0.00042 | -0.000982 | 0 | 19,728 |
-0.641671 | 0.422433 | -1.418361 | -0.542771 | 1.066759 | 1.160752 | -0.261345 | 0 | -0.139535 | -0.785587 | -0 | -0.000421 | -0.001684 | 0 | 19,729 |
-2.783698 | -0.337365 | -5.90831 | 5.796015 | 1.251107 | 1.46848 | -0.208937 | 0.004794 | -0.139535 | -0.785587 | -0 | -0.001825 | -0.000703 | 0 | 19,730 |
-1.715573 | 0.42471 | -1.672391 | -0.525887 | 0.746704 | 0.952823 | -0.208937 | 0 | -0.139535 | -0.785587 | -0 | -0.001125 | 0.000844 | 1 | 19,731 |
-0.429195 | 0.171732 | -1.175286 | -0.523213 | 0.586993 | 0.836272 | -0.264642 | -0.005096 | -0.139535 | -0.785587 | -0 | -0.000281 | 0.001406 | 1 | 19,732 |
-1.503134 | 0.171947 | -1.175778 | -0.517858 | 0.750695 | 0.815663 | -0.264642 | 0 | -0.139535 | -0.785587 | -0 | -0.000985 | 0.002391 | 1 | 19,733 |
3.004788 | 2.969598 | 0.572321 | -0.528559 | 0.461651 | 0.632727 | -0.264642 | 0 | -0.139535 | -0.785587 | -0 | 0.00197 | 0.000983 | 1 | 19,734 |
-0.428893 | 0.171197 | -0.425399 | 5.803131 | 1.136352 | 1.375568 | -0.240347 | 0.002222 | -0.139535 | -0.785587 | -0 | -0.000281 | 0.001826 | 1 | 19,735 |
-2.146277 | -0.590844 | -2.173532 | 5.820958 | 0.871561 | 1.183045 | -0.245727 | -0.000492 | -0.139535 | -0.785587 | -0 | -0.001407 | 0.003934 | 1 | 19,736 |
2.360739 | 3.476516 | 0.572321 | -0.528559 | 1.115906 | 1.338422 | -0.245727 | 0 | -0.139535 | -0.785587 | -0 | 0.001547 | 0.002527 | 1 | 19,737 |
-0.214462 | -0.590844 | -0.92468 | -0.528559 | 0.568068 | 0.856363 | -0.244685 | 0.000095 | -0.139535 | -0.785587 | -0 | -0.000141 | 0.002948 | 1 | 19,738 |
0.96484 | 0.933344 | 0.322874 | -0.532118 | 0.915201 | 0.964463 | -0.244685 | 0 | -0.139535 | -0.785587 | -0 | 0.000632 | -0.00007 | 0 | 19,739 |
-2.037601 | -0.209917 | -2.04697 | -0.524105 | 1.04596 | 1.183045 | -0.249544 | -0.000444 | -0.139535 | -0.785587 | -0 | -0.001336 | 0.001827 | 1 | 19,740 |
1.287223 | 1.696563 | 0.572321 | -0.527669 | 0.896101 | 1.133154 | -0.249544 | 0 | -0.139535 | -0.785587 | -0 | 0.000844 | 0.001545 | 1 | 19,741 |
2.999303 | 3.470234 | 0.198189 | -0.541884 | 1.173742 | 1.246424 | -0.256659 | -0.000651 | -0.139535 | -0.785587 | -0 | 0.001966 | 0.000421 | 1 | 19,742 |
0.321004 | 0.169807 | 0.572321 | -0.542771 | 0.490164 | 0.352895 | -0.256659 | 0 | -0.139535 | -0.785587 | -0 | 0.00021 | -0.000281 | 0 | 19,743 |
-1.819919 | -0.590844 | -2.291796 | 5.790682 | 0.874309 | 0.711779 | -0.252495 | 0.000381 | -0.139535 | -0.785587 | -0 | -0.001193 | 0.000983 | 1 | 19,744 |
-0.642843 | 0.170555 | -0.923208 | -0.532118 | 0.827931 | 0.812176 | -0.252495 | 0 | -0.139535 | -0.785587 | -0 | -0.000421 | 0.000843 | 1 | 19,745 |
0.214311 | 0.932274 | 0.447689 | -0.533007 | 0.739605 | 0.879183 | -0.252495 | 0 | -0.139535 | -0.785587 | -0 | 0.00014 | 0.00014 | 1 | 19,746 |
-1.39356 | -0.083067 | -1.173075 | 5.804912 | 1.060794 | 1.111812 | -0.252495 | 0 | -0.139535 | -0.785587 | -0 | -0.000913 | 0.000211 | 1 | 19,747 |
-0.214507 | 0.044435 | -0.30096 | -0.526778 | 0.780926 | 0.783719 | -0.255098 | -0.000238 | -0.139535 | -0.785587 | -0 | -0.000141 | -0.000633 | 0 | 19,748 |
1.179415 | 0.933665 | -0.550706 | -0.530339 | 0.916492 | 0.949886 | -0.255098 | 0 | -0.139535 | -0.785587 | -0 | 0.000773 | -0.000703 | 0 | 19,749 |
1.927987 | 1.693672 | -0.175706 | -0.540111 | 0.878605 | 0.916849 | -0.250412 | 0.000429 | -0.139535 | -1 | 0.614014 | 0.001264 | -0.002248 | 0 | 19,750 |
-1.499335 | -0.590844 | -1.66987 | -0.533896 | 0.643318 | 0.754213 | -0.250412 | 0 | -0.139535 | -1 | 0.614014 | -0.000983 | -0.000773 | 0 | 19,751 |
0.32141 | 0.424568 | -0.175496 | -0.534784 | 0.674833 | 0.91991 | -0.257354 | -0.000635 | -0.139535 | -1 | 0.614014 | 0.000211 | -0.001335 | 0 | 19,752 |
-0.750062 | 0.297485 | -0.798628 | -0.531229 | 0.911497 | 0.958664 | -0.257354 | 0 | -0.139535 | -1 | 0.614014 | -0.000492 | -0.000984 | 0 | 19,753 |
-1.501232 | -0.590844 | -1.423119 | 5.810256 | 0.805151 | 1.001166 | -0.257354 | 0 | -0.139535 | -1 | 0.614014 | -0.000984 | 0.000562 | 1 | 19,754 |
-0.429195 | -0.463725 | -0.675794 | -0.523213 | 0.82835 | 1.059683 | -0.234967 | 0.002048 | -0.139535 | -1 | 0.614014 | -0.000281 | -0.000211 | 0 | 19,755 |
0.214613 | 0.680295 | 0.572321 | -0.524105 | 0.871364 | 0.916849 | -0.250586 | -0.001429 | -0.139535 | -1 | 0.614014 | 0.000141 | 0.000563 | 1 | 19,756 |
-0.429255 | 1.442264 | -0.426241 | -0.523213 | 0.829186 | 1.036259 | -0.250586 | 0 | -0.186047 | -1 | 0.614014 | -0.000281 | 0.000984 | 1 | 19,757 |
0.85839 | 1.442836 | 0.572321 | -0.526778 | 0.738176 | 0.879183 | -0.248503 | 0.000191 | -0.186047 | -1 | 0.614014 | 0.000563 | 0.000141 | 1 | 19,758 |
2.465184 | 2.710868 | 0.572321 | -0.536561 | 0.9074 | 1.025624 | -0.248503 | 0 | -0.186047 | -1 | 0.614014 | 0.001616 | -0.001335 | 0 | 19,759 |
-0.32132 | 0.550893 | -0.798243 | -0.534784 | 0.671693 | 0.772781 | -0.248503 | 0 | -0.186047 | -1 | 0.614014 | -0.000211 | -0.000281 | 0 | 19,760 |
2.140855 | 2.706235 | 0.572321 | -0.544543 | 1.035322 | 1.062244 | -0.255271 | -0.000619 | -0.186047 | -1 | 0.614014 | 0.001403 | -0.001403 | 0 | 19,761 |
1.710524 | 1.435995 | 0.821104 | -0.55162 | 0.403559 | 0.515175 | -0.257006 | -0.000159 | -0.186047 | -1 | 0.614014 | 0.001121 | -0.003227 | 0 | 19,762 |
-0.213711 | 0.168635 | -0.919435 | -0.549852 | 1.027982 | 0.94101 | -0.257006 | 0 | -0.186047 | -1 | 0.614014 | -0.00014 | -0.002314 | 0 | 19,763 |
-0.427511 | -0.084418 | -0.422183 | -0.548083 | 0.503993 | 0.484193 | -0.238612 | 0.001683 | -0.186047 | -1 | 0.614014 | -0.00028 | -0.001402 | 0 | 19,764 |
-0.427631 | -0.590844 | -0.671245 | -0.548083 | 0.673265 | 0.885585 | -0.252842 | -0.001302 | -0.186047 | -1 | 0.614014 | -0.00028 | -0.000561 | 0 | 19,765 |
-1.283612 | -0.084134 | -1.418361 | -0.541884 | 0.629241 | 1.059683 | -0.257354 | -0.000413 | -0.186047 | -1 | 0.614014 | -0.000841 | 0.000281 | 1 | 19,766 |
-0.21404 | 1.18351 | -0.174551 | -0.540998 | 0.931267 | 1.204734 | -0.257354 | 0 | -0.186047 | -1 | 0.614014 | -0.00014 | 0.000281 | 1 | 19,767 |
0.642031 | 0.423428 | 0.323364 | -0.544543 | 0.260967 | 0.610558 | -0.249892 | 0.000683 | -0.186047 | -1 | 0.614014 | 0.000421 | -0.00014 | 0 | 19,768 |
-0.21398 | 0.169594 | 0.323468 | -0.542771 | 0.536929 | 0.587757 | -0.249892 | 0 | -0.186047 | -1 | 0.614014 | -0.00014 | -0.000281 | 0 | 19,769 |
-1.284513 | -0.337294 | -1.170626 | -0.537449 | 0.397745 | 0.761692 | -0.248156 | 0.000159 | -0.186047 | -1 | 0.614014 | -0.000842 | 0.001403 | 1 | 19,770 |
-0.428412 | 0.170341 | 0.074092 | -0.535673 | 0.139576 | 0.281569 | -0.248156 | 0 | -0.186047 | -1 | 0.614014 | -0.000281 | 0.001824 | 1 | 19,771 |
0.642572 | 1.185254 | -0.424558 | -0.538336 | 0.649845 | 0.675305 | -0.229588 | 0.001699 | -0.186047 | -1 | 0.614014 | 0.000421 | 0.001543 | 1 | 19,772 |
-1.499756 | -0.463975 | -1.421157 | -0.532118 | 0.092883 | 0.412644 | -0.245727 | -0.001476 | -0.186047 | -1 | 0.614014 | -0.000983 | 0.003086 | 1 | 19,773 |
-0.750431 | -0.590844 | -0.924048 | -0.528559 | 0.3752 | 0.578451 | -0.244338 | 0.000127 | -0.186047 | -1 | 0.614014 | -0.000492 | 0.003578 | 1 | 19,774 |
0.964773 | 0.552337 | -0.05132 | -0.531229 | 0.599619 | 0.610558 | -0.244338 | 0 | -0.186047 | -1 | 0.614014 | 0.000632 | 0.002946 | 1 | 19,775 |
0.642843 | 0.42471 | -0.050925 | -0.535673 | 0.576242 | 0.554703 | -0.244338 | 0 | -0.186047 | -1 | 0.614014 | 0.000421 | 0.001824 | 1 | 19,776 |
0.214221 | -0.083209 | -0.175286 | -0.535673 | 0.312995 | 0.424077 | -0.244512 | -0.000016 | -0.186047 | -1 | 0.614014 | 0.00014 | 0.002244 | 1 | 19,777 |
1.070653 | 1.185005 | 0.074022 | -0.540111 | 0.716633 | 0.679441 | -0.244512 | 0 | -0.186047 | -1 | 0.614014 | 0.000702 | 0.001262 | 1 | 19,778 |
-1.713406 | -0.844501 | -1.918827 | -0.533896 | 0.680295 | 0.711779 | -0.243471 | 0.000095 | -0.186047 | -1 | 0.614014 | -0.001123 | 0.002105 | 1 | 19,779 |
-1.286318 | 0.678332 | -0.923628 | -0.528559 | 0.60397 | 0.679441 | -0.243471 | 0 | -0.186047 | -1 | 0.614014 | -0.000843 | 0.003509 | 1 | 19,780 |
0.643295 | 0.679402 | -0.425679 | 5.799572 | 0.539789 | 0.695773 | -0.235835 | 0.000698 | -0.186047 | -1 | 0.614014 | 0.000422 | 0.003717 | 1 | 19,781 |
0.428712 | 0.678867 | 0.572321 | 5.796015 | 0.422968 | 0.473594 | -0.235835 | 0 | -0.186047 | -1 | 0.614014 | 0.000281 | 0.003646 | 1 | 19,782 |
0 | -0.463868 | -0.424978 | -0.533007 | 0.210352 | 0.395183 | -0.241215 | -0.000492 | -0.186047 | -1 | 0.614014 | 0 | 0.003646 | 1 | 19,783 |
0.857064 | 0.42471 | 0.323049 | -0.536561 | 0.277822 | 0.377333 | -0.241215 | 0 | -0.186047 | -1 | 0.614014 | 0.000562 | 0.003364 | 1 | 19,784 |
0.856582 | 0.42414 | 0.323189 | -0.540111 | 0.472219 | 0.462852 | -0.240694 | 0.000048 | -0.186047 | -1 | 0.614014 | 0.000561 | 0.002383 | 1 | 19,785 |
1.070052 | 0.930565 | 0.821279 | -0.544543 | 0.87038 | 0.955749 | -0.240694 | 0 | -0.186047 | -1 | 0.614014 | 0.000701 | 0.002101 | 1 | 19,786 |
0.21392 | -0.337365 | -0.174237 | -0.544543 | 0.267571 | 0.340391 | -0.249371 | -0.000794 | -0.186047 | -1 | 0.614014 | 0.00014 | 0.001471 | 1 | 19,787 |
0.427751 | 0.676019 | 0.572321 | -0.547199 | 0.724213 | 0.711779 | -0.249371 | 0 | -0.186047 | -1 | 0.614014 | 0.00028 | 0.001681 | 1 | 19,788 |
-3.639711 | -0.464153 | -3.909859 | -0.532118 | 1.054324 | 1.278279 | -0.249371 | 0 | -0.186047 | -1 | 0.614014 | -0.002386 | 0.004486 | 1 | 19,789 |
0.857184 | 1.186251 | 0.073671 | -0.535673 | 0.921086 | 1.092352 | -0.249371 | 0 | -0.186047 | -1 | 0.614014 | 0.000562 | 0.003924 | 1 | 19,790 |
0.856703 | 0.931632 | 0.323154 | -0.539224 | 0.576844 | 0.776444 | -0.249371 | 0 | -0.186047 | -1 | 0.614014 | 0.000562 | 0.003363 | 1 | 19,791 |
1.284153 | 1.437701 | 0.572321 | -0.544543 | 0.444764 | 0.606049 | -0.24295 | 0.000587 | -0.186047 | -1 | 0.614014 | 0.000842 | 0.002521 | 1 | 19,792 |
-0.748958 | -0.083921 | -1.170137 | -0.540998 | 0.52472 | 0.798074 | -0.24295 | 0 | -0.186047 | -1 | 0.614014 | -0.000491 | 0.003012 | 1 | 19,793 |
0.107016 | 0.296613 | -0.299122 | -0.541884 | 0.683913 | 0.637088 | -0.243471 | -0.000048 | -0.186047 | -1 | 0.614014 | 0.00007 | 0.002942 | 1 | 19,794 |
-0.856342 | -0.590844 | -0.672641 | -0.537449 | 0.29878 | 0.545002 | -0.243471 | 0 | -0.186047 | -1 | 0.614014 | -0.000561 | 0.003503 | 1 | 19,795 |
-0.856823 | -0.337116 | -0.424138 | -0.534784 | 0.344794 | 0.446463 | -0.249892 | -0.000587 | -0.186047 | -1 | 0.614014 | -0.000562 | 0.004065 | 1 | 19,796 |
-1.286138 | -0.083138 | -1.422278 | -0.529449 | 0.844078 | 1.109405 | -0.249892 | 0 | -0.186047 | -1 | 0.614014 | -0.000843 | 0.004908 | 1 | 19,797 |
-1.501865 | -0.08271 | -1.174303 | -0.523213 | 1.023729 | 1.144769 | -0.260998 | -0.001016 | -0.186047 | -1 | 0.614014 | -0.000984 | 0.005892 | 1 | 19,798 |
1.072912 | 0.93463 | 0.322663 | -0.527669 | 0.806232 | 0.952823 | -0.260998 | 0 | -0.186047 | -1 | 0.614014 | 0.000703 | 0.005189 | 1 | 19,799 |
-0.429074 | 0.67958 | -0.42582 | -0.525887 | 0.850798 | 1.022943 | -0.247115 | 0.00127 | -0.186047 | -1 | 0.614014 | -0.000281 | 0.004631 | 1 | 19,800 |
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