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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.428652 | -0.336937 | -0.175496 | -0.532118 | -0.047113 | -0.0097 | -0.316876 | 0 | -0.232558 | 0.249689 | 0 | -0.000281 | -0.000422 | 0 | 20,001 |
-0.107182 | -0.46385 | -0.175706 | 5.799572 | -0.002766 | 0.055855 | -0.315141 | 0.000159 | -0.232558 | 0.249689 | 0 | -0.00007 | -0.000211 | 0 | 20,002 |
0.321523 | 0.171036 | 0.198321 | -0.531229 | 0.095294 | -0.18341 | -0.315141 | 0 | -0.232558 | 0.249689 | 0 | 0.000211 | -0.000843 | 0 | 20,003 |
-0.321523 | -0.336902 | -0.674391 | -0.531229 | -0.013238 | -0.329316 | -0.316009 | -0.000079 | -0.232558 | 0.249689 | 0 | -0.000211 | 0.000351 | 1 | 20,004 |
0.321523 | 0.044078 | 0.198321 | -0.532118 | 0.261441 | 0.232629 | -0.316009 | 0 | -0.232558 | 0.249689 | 0 | 0.000211 | 0.00014 | 1 | 20,005 |
-0.964773 | -0.717828 | -0.923838 | -0.528559 | -0.053047 | -0.049722 | -0.321041 | -0.00046 | -0.232558 | 0.249689 | 0 | -0.000632 | 0.000632 | 1 | 20,006 |
0.107227 | -0.463788 | 0.198163 | -0.529449 | -0.897958 | -0.869599 | -0.321041 | 0 | -0.232558 | 0.249689 | 0 | 0.00007 | 0.000843 | 1 | 20,007 |
0 | -0.08271 | 0.572321 | -0.529449 | -0.267845 | -0.233443 | -0.320694 | 0.000032 | -0.232558 | 0.249689 | 0 | 0 | 0.000983 | 1 | 20,008 |
-0.428954 | -0.08271 | -0.176021 | -0.527669 | -0.73106 | -0.545119 | -0.320694 | 0 | -0.232558 | 0.249689 | 0 | -0.000281 | 0.000773 | 1 | 20,009 |
0 | -0.336688 | -0.42582 | 5.806693 | 0.702476 | 0.592369 | -0.320694 | 0 | -0.232558 | 0.249689 | 0 | 0 | 0.000703 | 1 | 20,010 |
-0.429074 | -0.082567 | 0.073321 | -0.525887 | -0.318362 | -0.273134 | -0.320521 | 0.000016 | -0.232558 | 0.249689 | 0 | -0.000281 | 0.000844 | 1 | 20,011 |
-0.214582 | -0.082424 | -0.176443 | 5.815605 | 0.278747 | 0.281569 | -0.320521 | 0 | -0.232558 | 0.249689 | 0 | -0.000141 | 0.001546 | 1 | 20,012 |
-1.073365 | 0.680116 | -0.67597 | -0.520537 | -0.267845 | -0.113778 | -0.324512 | -0.000365 | -0.232558 | 0.249689 | 0 | -0.000704 | 0.00246 | 1 | 20,013 |
-0.214764 | -0.336401 | 0.072759 | 5.822744 | -0.60977 | -0.604425 | -0.324512 | 0 | -0.232558 | 0.249689 | 0 | -0.000141 | 0.002742 | 1 | 20,014 |
0.6442 | 0.172484 | 0.322522 | -0.520537 | -0.340545 | -0.195628 | -0.321388 | 0.000286 | -0.232558 | 0.249689 | 0 | 0.000422 | 0.00253 | 1 | 20,015 |
-1.073818 | -0.590844 | -1.17627 | -0.517858 | 0.829604 | 0.628342 | -0.321562 | -0.000016 | -0.232558 | 0.249689 | 0 | -0.000704 | 0.003374 | 1 | 20,016 |
0.644382 | 1.444553 | 0.822155 | -0.519644 | -0.24981 | -0.039527 | -0.321562 | 0 | -0.232558 | 0.249689 | 0 | 0.000422 | 0.002741 | 1 | 20,017 |
2.896354 | 2.841111 | -1.426773 | -0.514283 | 0.809466 | 0.535183 | -0.320694 | 0.000079 | -0.232558 | 0.249689 | 0 | 0.001899 | 0.000843 | 1 | 20,018 |
-1.608406 | -2.242453 | -4.295159 | -0.524105 | 0.394234 | 0.525242 | -0.320694 | 0 | -0.232558 | 0.249689 | 0 | -0.001054 | 0.001405 | 1 | 20,019 |
-0.429195 | 0.425853 | -0.426101 | -0.524105 | 0.889999 | 0.935038 | -0.320694 | 0 | -0.232558 | 0.249689 | 0 | -0.000281 | 0.001968 | 1 | 20,020 |
-0.644019 | -0.590844 | -0.676145 | -0.520537 | 0.687255 | 0.601515 | -0.320694 | 0 | -0.232558 | 0.249689 | 0 | -0.000422 | 0.0026 | 1 | 20,021 |
-1.503769 | -0.590844 | -1.426491 | -0.514283 | 0.840385 | 0.798074 | -0.3141 | 0.000603 | -0.232558 | 0.249689 | 0 | -0.000986 | 0.003867 | 1 | 20,022 |
0.107461 | -0.336186 | -0.677905 | -0.515177 | 0.637556 | 0.679441 | -0.32 | -0.00054 | -0.232558 | 0.249689 | 0 | 0.00007 | 0.004147 | 1 | 20,023 |
0.322338 | 0.300238 | 0.447347 | -0.516965 | 0.946087 | 0.515175 | -0.32 | 0 | -0.232558 | 0.249689 | 0 | 0.000211 | 0.003515 | 1 | 20,024 |
0.644472 | 0.172806 | 0.072477 | -0.517858 | 0.528276 | 0.334064 | -0.321041 | -0.000095 | -0.232558 | 0.249689 | 0 | 0.000422 | 0.003163 | 1 | 20,025 |
-0.429618 | -0.081923 | -0.677024 | -0.516071 | 0.307699 | 0.395183 | -0.321041 | 0 | -0.232558 | 0.249689 | 0 | -0.000282 | 0.002251 | 1 | 20,026 |
0 | -0.08178 | -0.177392 | -0.516071 | 0.54169 | 0.564287 | -0.320521 | 0.000048 | -0.232558 | 0.249689 | 0 | 0 | 0.002391 | 1 | 20,027 |
0.429618 | 0.172699 | -0.177392 | -0.518751 | 0.509647 | 0.628342 | -0.320521 | 0 | -0.232558 | 0.249689 | 0 | 0.000282 | 0.003092 | 1 | 20,028 |
0 | -0.336365 | -0.427085 | -0.517858 | 0.700717 | 0.754213 | -0.337701 | -0.001572 | -0.232558 | 0.249689 | 0 | 0 | 0.002952 | 1 | 20,029 |
-0.429618 | -0.845358 | -0.427085 | -0.517858 | 0.002067 | 0.149113 | -0.337701 | 0 | -0.232558 | 0 | -0.385986 | -0.000282 | 0.003935 | 1 | 20,030 |
0.644382 | 1.444553 | 0.572321 | -0.522321 | 0.615442 | 0.340391 | -0.325553 | 0.001111 | -0.232558 | 0 | -0.385986 | 0.000422 | 0.003232 | 1 | 20,031 |
0.858752 | 0.681011 | 1.321401 | -0.524105 | -0.652588 | -0.421757 | -0.325553 | 0 | -0.232558 | 0 | -0.385986 | 0.000563 | 0.00274 | 1 | 20,032 |
-0.429316 | -0.082281 | -0.176653 | -0.521429 | -0.253778 | -0.147837 | -0.327288 | -0.000159 | -0.232558 | 0 | -0.385986 | -0.000281 | 0.003372 | 1 | 20,033 |
-0.536815 | -0.590844 | -0.426663 | -0.519644 | -0.478494 | -0.405589 | -0.327288 | 0 | -0.232558 | 0 | -0.385986 | -0.000352 | 0.003724 | 1 | 20,034 |
0.322111 | -0.209167 | 0.32254 | -0.520537 | -0.544805 | -0.273134 | -0.332494 | -0.000476 | -0.232558 | 0 | -0.385986 | 0.000211 | 0.003653 | 1 | 20,035 |
0 | -0.336437 | -0.426803 | -0.522321 | 0.04928 | 0.157076 | -0.332494 | 0 | -0.232558 | 0 | -0.385986 | 0 | 0.003653 | 1 | 20,036 |
0.858631 | 0.426568 | 0.822014 | -0.524996 | -0.55241 | -0.358959 | -0.323818 | 0.000794 | -0.232558 | 0 | -0.385986 | 0.000563 | 0.00316 | 1 | 20,037 |
0.429135 | -0.082352 | 0.572321 | -0.525887 | -0.416709 | -0.405589 | -0.323818 | 0 | -0.232558 | 0 | -0.385986 | 0.000281 | 0.002879 | 1 | 20,038 |
0 | -0.590844 | 0.073251 | -0.526778 | -0.675943 | -0.438258 | -0.321388 | 0.000222 | -0.232558 | 0 | -0.385986 | 0 | 0.002738 | 1 | 20,039 |
0.107265 | -0.463743 | 0.322803 | -0.526778 | -2.005394 | -1.693569 | -0.321388 | 0 | -0.232558 | 0 | -0.385986 | 0.00007 | 0.002879 | 1 | 20,040 |
0.750642 | 0.298609 | 0.447575 | 5.801351 | 0.100687 | -0.18341 | -0.321388 | 0 | -0.232558 | 0 | -0.385986 | 0.000492 | 0.002386 | 1 | 20,041 |
-0.214432 | -0.463815 | 0.073531 | 5.803131 | 0.009596 | -0.113778 | -0.322777 | -0.000127 | -0.232558 | 0 | -0.385986 | -0.000141 | 0.002807 | 1 | 20,042 |
0 | -0.336759 | 0.322909 | -0.528559 | -0.885493 | -0.604425 | -0.322777 | 0 | -0.232558 | 0 | -0.385986 | 0 | 0.002667 | 1 | 20,043 |
0 | -0.336759 | 0.198189 | -0.528559 | -0.329365 | -0.438258 | -0.330065 | -0.000667 | -0.232558 | 0 | -0.385986 | 0 | 0.002317 | 1 | 20,044 |
-0.536211 | -0.844964 | -0.176021 | -0.526778 | -1.31212 | -1.027019 | -0.330065 | 0 | -0.232558 | 0 | -0.385986 | -0.000351 | 0.002528 | 1 | 20,045 |
-0.536399 | -0.463752 | -0.550706 | 5.813822 | -0.58369 | -0.841516 | -0.326247 | 0.000349 | -0.232558 | 0 | -0.385986 | -0.000352 | 0.002669 | 1 | 20,046 |
-0.32193 | -0.590844 | 0.07311 | -0.523213 | -0.349621 | -0.259683 | -0.326247 | 0 | -0.232558 | 0 | -0.385986 | -0.000211 | 0.00302 | 1 | 20,047 |
1.180079 | 1.061579 | 0.697128 | -0.529449 | -0.340545 | -0.246456 | -0.328677 | -0.000222 | -0.232558 | 0 | -0.385986 | 0.000774 | 0.002457 | 1 | 20,048 |
1.607728 | 1.31419 | 1.071111 | -0.534784 | 0 | -0.049722 | -0.328677 | 0 | -0.232558 | 0 | -0.385986 | 0.001054 | 0.001193 | 1 | 20,049 |
-1.178835 | -0.717784 | -0.798628 | -0.531229 | -0.23999 | -0.113778 | -0.329892 | -0.000111 | -0.232558 | 0 | -0.385986 | -0.000773 | 0.002246 | 1 | 20,050 |
-0.214432 | 0.044212 | 0.322944 | -0.528559 | -0.404244 | -0.159519 | -0.329892 | 0 | -0.232558 | 0 | -0.385986 | -0.000141 | 0.001966 | 1 | 20,051 |
0.214432 | -0.20973 | 0.322909 | -0.530339 | -0.284279 | -0.374202 | -0.322429 | 0.000683 | -0.232558 | 0 | -0.385986 | 0.000141 | 0.002106 | 1 | 20,052 |
-0.643385 | -0.590844 | -0.425399 | 5.806693 | -0.104042 | 0 | -0.322429 | 0 | -0.232558 | 0 | -0.385986 | -0.000422 | 0.002247 | 1 | 20,053 |
1.50081 | 1.441407 | 0.697049 | -0.533896 | 0.561951 | 0.535183 | -0.322429 | 0 | -0.232558 | 0 | -0.385986 | 0.000984 | 0.001263 | 1 | 20,054 |
0 | -0.590844 | 0.073812 | -0.533007 | -0.686993 | -0.526288 | -0.308026 | 0.001318 | -0.232558 | 0 | -0.385986 | 0 | 0.001053 | 1 | 20,055 |
-0.214311 | -0.590844 | 0.073812 | -0.533007 | -0.433256 | -0.50789 | -0.324512 | -0.001508 | -0.232558 | 0 | -0.385986 | -0.00014 | 0.000843 | 1 | 20,056 |
0.428592 | -0.082995 | 0.572321 | -0.534784 | -1.087705 | -1.027019 | -0.324512 | 0 | -0.232558 | 0 | -0.385986 | 0.000281 | 0.000281 | 1 | 20,057 |
0.214251 | -0.083138 | 0.572321 | 5.790682 | -0.623186 | -0.358959 | -0.326594 | -0.00019 | -0.232558 | 0 | -0.385986 | 0.00014 | -0.00007 | 0 | 20,058 |
-0.75001 | -0.590844 | -0.424558 | -0.532118 | -0.103241 | -0.113778 | -0.326594 | 0 | -0.232558 | 0 | -0.385986 | -0.000492 | 0.001404 | 1 | 20,059 |
-0.107174 | -0.590844 | -0.050969 | -0.531229 | -0.225515 | -0.358959 | -0.326594 | 0 | -0.232558 | 0 | -0.385986 | -0.00007 | 0.001264 | 1 | 20,060 |
-0.214371 | -0.590844 | 0.073671 | -0.530339 | -0.70581 | -0.421757 | -0.311844 | 0.001349 | -0.232558 | 0 | -0.385986 | -0.000141 | 0.002246 | 1 | 20,061 |
0.857305 | 0.424996 | 0.447654 | -0.533896 | -0.543294 | -0.526288 | -0.329024 | -0.001572 | -0.232558 | 0 | -0.385986 | 0.000562 | 0.001263 | 1 | 20,062 |
0.321365 | 0.043766 | 0.572321 | -0.535673 | -0.989233 | -1.062593 | -0.329024 | 0 | -0.232558 | 0 | -0.385986 | 0.000211 | 0.001333 | 1 | 20,063 |
0.214206 | 0.551053 | 0.696883 | -0.536561 | -0.136035 | -0.246456 | -0.323991 | 0.00046 | -0.232558 | 0 | -0.385986 | 0.00014 | 0.001193 | 1 | 20,064 |
0.321252 | 0.297236 | 0.572321 | -0.538336 | -1.43688 | -0.960292 | -0.323991 | 0 | -0.232558 | 0 | -0.385986 | 0.000211 | 0.000982 | 1 | 20,065 |
0.214131 | -0.337116 | 0.323259 | -0.538336 | -0.926196 | -1.317441 | -0.323818 | 0.000016 | -0.232558 | 0 | -0.385986 | 0.00014 | 0.001122 | 1 | 20,066 |
-0.321207 | -0.083494 | 0.074231 | -0.537449 | -0.389575 | -0.220638 | -0.323818 | 0 | -0.232558 | 0 | -0.385986 | -0.000211 | 0.001052 | 1 | 20,067 |
0 | -0.210238 | 0.447786 | -0.537449 | -1.374195 | -1.138866 | -0.323818 | 0 | -0.232558 | 0 | -0.385986 | 0 | 0.001052 | 1 | 20,068 |
-0.749746 | -0.210238 | -0.299611 | 5.788906 | -0.121908 | 0.082386 | -0.324685 | -0.000079 | -0.232558 | 0 | -0.385986 | -0.000491 | 0.001614 | 1 | 20,069 |
0.428472 | 0.424425 | -0.923418 | -0.536561 | -0.596607 | -1.062593 | -0.324685 | 0 | -0.232558 | 0 | -0.385986 | 0.000281 | 0.001123 | 1 | 20,070 |
0.321275 | -0.083281 | 0.821418 | -0.537449 | -0.826318 | -0.814386 | -0.327115 | -0.000222 | -0.232558 | 0 | -0.385986 | 0.000211 | 0.000982 | 1 | 20,071 |
0.428261 | 0.043454 | -0.299611 | -0.539224 | 0.166698 | 0.14107 | -0.327115 | 0 | -0.232558 | 0 | -0.385986 | 0.000281 | 0.000491 | 1 | 20,072 |
0.535157 | 0.043276 | 0.572321 | -0.540998 | -0.390786 | -0.438258 | -0.3259 | 0.000111 | -0.232558 | 0 | -0.385986 | 0.000351 | 0.00014 | 1 | 20,073 |
-0.642211 | -0.71765 | -0.174551 | -0.539224 | -0.376396 | -0.472317 | -0.3259 | 0 | -0.232558 | 0 | -0.385986 | -0.000421 | 0.000772 | 1 | 20,074 |
0.107054 | -0.083494 | 0.572321 | -0.539224 | -1.164539 | -0.625212 | -0.327462 | -0.000143 | -0.232558 | 0 | -0.385986 | 0.00007 | 0.00007 | 1 | 20,075 |
-1.820941 | -0.590844 | -1.545378 | 5.796015 | 0.273181 | 0.116445 | -0.327462 | 0 | -0.232558 | 0 | -0.385986 | -0.001194 | 0.001123 | 1 | 20,076 |
0.214341 | -0.209891 | 0.572321 | -0.533007 | -0.842385 | -0.66848 | -0.326074 | 0.000127 | -0.232558 | 0 | -0.385986 | 0.00014 | 0.000772 | 1 | 20,077 |
1.499546 | 1.186002 | 0.572321 | -0.539224 | -0.39443 | -0.259683 | -0.326074 | 0 | -0.232558 | 0 | -0.385986 | 0.000983 | -0.00014 | 0 | 20,078 |
-0.214131 | 0.043321 | 0.074231 | -0.539224 | 0.040872 | 0 | -0.328677 | -0.000238 | -0.232558 | 0 | -0.385986 | -0.00014 | 0.00014 | 1 | 20,079 |
1.070353 | 0.677441 | 0.572321 | -0.540998 | -0.613099 | -0.374202 | -0.328677 | 0 | -0.232558 | 0 | -0.385986 | 0.000702 | -0.00014 | 0 | 20,080 |
-0.428051 | -0.971236 | -0.049963 | -0.540998 | -0.698222 | -0.564403 | -0.329024 | -0.000032 | -0.232558 | 0 | -0.385986 | -0.000281 | 0.000351 | 1 | 20,081 |
0.107024 | -0.337222 | 0.323364 | -0.540998 | -0.495191 | -0.358959 | -0.329024 | 0 | -0.232558 | 0 | -0.385986 | 0.00007 | 0.000281 | 1 | 20,082 |
0.535007 | 0.043099 | 0.447855 | -0.543657 | 0.323902 | 0.462852 | -0.326247 | 0.000254 | -0.232558 | 0 | -0.385986 | 0.000351 | 0.00028 | 1 | 20,083 |
0 | -0.210585 | 0.323468 | -0.543657 | -0.474382 | -0.344 | -0.326247 | 0 | -0.232558 | 0 | -0.385986 | 0 | 0.00028 | 1 | 20,084 |
0.21395 | -0.08385 | 0.323468 | -0.544543 | -0.489581 | -0.220638 | -0.324165 | 0.00019 | -0.232558 | 0 | -0.385986 | 0.00014 | -0.00014 | 0 | 20,085 |
0 | -0.083921 | 0.572321 | -0.544543 | -0.723192 | -0.526288 | -0.324165 | 0 | -0.232558 | 0 | -0.385986 | 0 | 0.00028 | 1 | 20,086 |
0.106964 | -0.337365 | 0.696717 | -0.544543 | -2.112421 | -1.617295 | -0.325553 | -0.000127 | -0.232558 | 0 | -0.385986 | 0.00007 | -0.00014 | 0 | 20,087 |
0 | -0.464109 | 0.199107 | -0.544543 | -0.20389 | -0.286814 | -0.325553 | 0 | -0.232558 | 0 | -0.385986 | 0 | -0.00007 | 0 | 20,088 |
-0.213935 | -0.590844 | 0.323521 | -0.543657 | -1.530372 | -1.369089 | -0.325553 | 0 | -0.232558 | 0 | -0.385986 | -0.00014 | 0.00007 | 1 | 20,089 |
0.320892 | 0.042832 | 0.447908 | -0.545428 | 0.168866 | 0.099597 | -0.31757 | 0.00073 | -0.232558 | -0.267949 | -0.517638 | 0.00021 | 0.00028 | 1 | 20,090 |
0 | -0.3374 | 0.572321 | -0.545428 | -0.972229 | -0.762738 | -0.332494 | -0.001365 | -0.232558 | -0.267949 | -0.517638 | 0 | -0.00014 | 0 | 20,091 |
0.427751 | -0.083992 | 0.323538 | -0.546313 | 0.024411 | -0.039527 | -0.332494 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00028 | -0.00014 | 0 | 20,092 |
-0.21386 | -0.717543 | 0.07486 | -0.545428 | -0.500848 | -0.374202 | -0.332321 | 0.000016 | -0.232558 | -0.267949 | -0.517638 | -0.00014 | 0 | 0 | 20,093 |
-0.534782 | -0.337436 | -0.29845 | -0.543657 | 0.021072 | 0.07364 | -0.332321 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000351 | 0.000351 | 1 | 20,094 |
-0.213965 | -0.464091 | 0.199055 | -0.542771 | -0.291593 | -0.714222 | -0.333536 | -0.000111 | -0.232558 | -0.267949 | -0.517638 | -0.00014 | 0.000491 | 1 | 20,095 |
-0.321004 | -0.464073 | 0.199003 | -0.542771 | -1.064939 | -0.869599 | -0.333536 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00021 | 0.000701 | 1 | 20,096 |
0.21401 | -0.337258 | 0.323399 | -0.542771 | -0.067348 | -0.233443 | -0.336659 | -0.000286 | -0.232558 | -0.267949 | -0.517638 | 0.00014 | 0.000281 | 1 | 20,097 |
0.320959 | 0.1697 | 0.821174 | -0.543657 | -0.151314 | -0.171376 | -0.336659 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00021 | 0.00021 | 1 | 20,098 |
-0.320959 | -0.210612 | 0.199055 | -0.542771 | -0.883027 | -0.814386 | -0.336659 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00021 | 0.000421 | 1 | 20,099 |
0.427931 | -0.083779 | 0.572321 | -0.543657 | -0.484015 | -0.604425 | -0.334924 | 0.000159 | -0.232558 | -0.267949 | -0.517638 | 0.000281 | -0.00014 | 0 | 20,100 |
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