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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.641941 | -0.337365 | -0.174237 | -0.541884 | -0.892945 | -0.960292 | -0.334924 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000421 | 0.00014 | 1 | 20,101 |
0.427991 | -0.083708 | 0.572321 | -0.543657 | -0.235131 | -0.50789 | -0.330933 | 0.000365 | -0.232558 | -0.267949 | -0.517638 | 0.000281 | 0.00014 | 1 | 20,102 |
-0.427991 | -0.464082 | -0.174342 | -0.540998 | -0.166059 | -0.159519 | -0.330933 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000281 | 0.001192 | 1 | 20,103 |
0 | -0.590844 | 0.323399 | -0.540998 | -1.41007 | -0.960292 | -0.330586 | 0.000032 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000982 | 1 | 20,104 |
-0.321072 | -0.590844 | -0.174551 | -0.540111 | -0.430684 | -0.421757 | -0.330586 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00021 | 0.001052 | 1 | 20,105 |
-0.53527 | -0.717677 | -0.548341 | -0.538336 | 0.256212 | 0.188159 | -0.345857 | -0.001397 | -0.232558 | -0.267949 | -0.517638 | -0.000351 | 0.001263 | 1 | 20,106 |
-0.428351 | -0.590844 | 0.074162 | -0.536561 | -0.835453 | -0.691024 | -0.345857 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000281 | 0.001684 | 1 | 20,107 |
-0.321342 | -0.46394 | 0.074022 | -0.534784 | 0.042822 | -0.259683 | -0.312711 | 0.003032 | -0.232558 | -0.267949 | -0.517638 | -0.000211 | 0.001754 | 1 | 20,108 |
1.499019 | 1.312185 | 0.572321 | -0.540998 | -0.540282 | -0.421757 | -0.312711 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000983 | 0.000771 | 1 | 20,109 |
-0.321094 | -0.464038 | -3.040732 | -0.539224 | -0.031051 | -0.039527 | -0.330239 | -0.001603 | -0.232558 | -0.267949 | -0.517638 | -0.00021 | 0.000982 | 1 | 20,110 |
1.283973 | 0.930565 | 0.447829 | -0.543657 | 0.04347 | 0 | -0.330239 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000842 | 0.00014 | 1 | 20,111 |
-0.641851 | -1.097838 | -0.174132 | -0.542771 | -0.675943 | -0.788145 | -0.330586 | -0.000032 | -0.232558 | -0.267949 | -0.517638 | -0.000421 | 0.000841 | 1 | 20,112 |
0.427931 | 0.042965 | 0.572321 | -0.544543 | -0.608111 | -0.625212 | -0.330586 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000281 | 0.000421 | 1 | 20,113 |
0 | -0.337365 | 0.199081 | -0.544543 | -0.371664 | -0.208035 | -0.329544 | 0.000095 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000561 | 1 | 20,114 |
0 | -0.337365 | 0.572321 | -0.545428 | -0.670483 | -0.841516 | -0.329544 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000701 | 1 | 20,115 |
0.427811 | 0.169487 | 0.945482 | -0.546313 | -0.5123 | -0.286814 | -0.333362 | -0.000349 | -0.232558 | -0.267949 | -0.517638 | 0.00028 | 0.000701 | 1 | 20,116 |
-0.427811 | -0.337436 | -0.174028 | -0.544543 | 0.061389 | 0.037667 | -0.333362 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00028 | 0.000701 | 1 | 20,117 |
0 | -0.083921 | 0.572321 | -0.544543 | -0.952903 | -0.691024 | -0.333536 | -0.000016 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000981 | 1 | 20,118 |
0.106964 | -0.083921 | 0.572321 | -0.543657 | -1.830908 | -1.268925 | -0.333536 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00007 | 0.001051 | 1 | 20,119 |
-0.320914 | -0.717588 | -0.42309 | -0.542771 | -0.001382 | -0.286814 | -0.332321 | 0.000111 | -0.232558 | -0.267949 | -0.517638 | -0.00021 | 0.001121 | 1 | 20,120 |
0.106979 | -0.464082 | 0.323468 | -0.543657 | -0.50512 | -0.691024 | -0.332321 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00007 | 0.000911 | 1 | 20,121 |
-0.320959 | -0.464091 | 0.199055 | -0.542771 | -0.868409 | -0.489906 | -0.332668 | -0.000032 | -0.232558 | -0.267949 | -0.517638 | -0.00021 | 0.000421 | 1 | 20,122 |
0 | -0.590844 | -0.174447 | -0.540998 | -0.821795 | -1.027019 | -0.332668 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000421 | 1 | 20,123 |
0.320959 | -0.210532 | 0.074511 | -0.543657 | -0.923581 | -0.604425 | -0.332668 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00021 | 0.000491 | 1 | 20,124 |
-0.963081 | -0.464091 | -0.547713 | -0.540998 | -0.371664 | -0.389742 | -0.330933 | 0.000159 | -0.232558 | -0.267949 | -0.517638 | -0.000631 | 0.001122 | 1 | 20,125 |
-0.214101 | -0.083565 | 0.323329 | -0.540111 | -0.784493 | -0.564403 | -0.330065 | 0.000079 | -0.232558 | -0.267949 | -0.517638 | -0.00014 | 0.001403 | 1 | 20,126 |
-0.321207 | -0.337151 | 0.198767 | -0.537449 | -0.435837 | -0.604425 | -0.330065 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000211 | 0.001683 | 1 | 20,127 |
0.107077 | -0.210238 | 0.696848 | 5.785354 | -0.880569 | -0.646554 | -0.329197 | 0.000079 | -0.232558 | -0.267949 | -0.517638 | 0.00007 | 0.001683 | 1 | 20,128 |
0.214131 | -0.337116 | 0.572321 | -0.539224 | -2.056847 | -1.693569 | -0.329197 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00014 | 0.001823 | 1 | 20,129 |
0.642211 | 0.170127 | 0.821314 | -0.541884 | -1.157192 | -0.738112 | -0.329197 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000421 | -0.000983 | 0 | 20,130 |
0.321004 | -0.210478 | 0.447864 | -0.542771 | -0.618125 | -0.526288 | -0.333189 | -0.000365 | -0.232558 | -0.267949 | -0.517638 | 0.00021 | -0.000351 | 0 | 20,131 |
0 | -0.210558 | 0.199003 | -0.542771 | -0.880569 | -0.898703 | -0.333189 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | -0.000631 | 0 | 20,132 |
0.534857 | 0.042921 | 0.696743 | -0.544543 | -0.690716 | -0.113778 | -0.329718 | 0.000317 | -0.232558 | -0.267949 | -0.517638 | 0.000351 | 0 | 0 | 20,133 |
0 | -0.590844 | 0.323538 | -0.544543 | -1.084406 | -0.738112 | -0.329718 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | -0.000631 | 0 | 20,134 |
-0.427871 | -0.590844 | 0.07472 | -0.543657 | -0.056034 | -0.039527 | -0.31757 | 0.001111 | -0.232558 | -0.267949 | -0.517638 | -0.00028 | 0.000421 | 1 | 20,135 |
0.641761 | 0.169594 | 0.572321 | -0.545428 | -0.719292 | -0.171376 | -0.333189 | -0.001429 | -0.232558 | -0.267949 | -0.517638 | 0.000421 | 0 | 0 | 20,136 |
-0.534782 | -0.590844 | -0.174028 | -0.543657 | -0.020309 | 0.082386 | -0.336486 | -0.000302 | -0.232558 | -0.267949 | -0.517638 | -0.000351 | 0.000911 | 1 | 20,137 |
0.106971 | -0.210612 | 0.447908 | -0.544543 | -1.631171 | -1.617295 | -0.336486 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00007 | 0.001401 | 1 | 20,138 |
0 | -0.083921 | 0.323503 | -0.544543 | -0.342803 | -0.220638 | -0.335445 | 0.000095 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.001541 | 1 | 20,139 |
0.641671 | 0.42286 | 0.572321 | -0.546313 | 0.363033 | 0.225387 | -0.335445 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000421 | 0.001961 | 1 | 20,140 |
-0.641671 | -0.717543 | -0.173923 | -0.546313 | -0.498014 | -0.455106 | -0.335445 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000421 | 0.002381 | 1 | 20,141 |
0.427811 | 0.042787 | 1.069852 | -0.545428 | -1.033659 | -0.691024 | -0.335445 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00028 | 0.001751 | 1 | 20,142 |
0 | 0.422575 | 0.323573 | -0.546313 | -1.132073 | -1.099821 | -0.33475 | 0.000063 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.001821 | 1 | 20,143 |
0 | -0.464135 | 0.323573 | -0.545428 | -0.438427 | -0.405589 | -0.33475 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.001401 | 1 | 20,144 |
0 | -0.464135 | 0.199186 | -0.546313 | -0.151314 | -0.259683 | -0.330933 | 0.000349 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000561 | 1 | 20,145 |
0 | -0.337436 | 0.323573 | -0.545428 | -0.101641 | -0.472317 | -0.330933 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.00007 | 1 | 20,146 |
-0.427811 | -0.590844 | -0.174028 | -0.543657 | 0.201632 | 0.1805 | -0.330933 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00028 | 0.000841 | 1 | 20,147 |
0.21392 | -0.337365 | 0.323503 | -0.544543 | -1.259363 | -0.928905 | -0.330412 | 0.000048 | -0.232558 | -0.267949 | -0.517638 | 0.00014 | 0.00028 | 1 | 20,148 |
0 | -0.590844 | 0.323538 | -0.543657 | -0.482631 | -0.691024 | -0.330759 | -0.000032 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.000421 | 1 | 20,149 |
-0.427871 | -0.844323 | -0.298572 | -0.543657 | -0.253778 | -0.286814 | -0.330759 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00028 | 0 | 0 | 20,150 |
-0.21398 | -0.210585 | 0.323468 | -0.541884 | -0.031051 | 0.07364 | -0.331627 | -0.000079 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | -0.000421 | 0 | 20,151 |
0.427931 | -0.083779 | 0.323433 | -0.544543 | -0.677773 | -0.472317 | -0.331627 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000281 | -0.000561 | 0 | 20,152 |
1.176191 | 0.802852 | 0.821104 | -0.548968 | 0.131057 | -0.233443 | -0.332321 | -0.000063 | -0.232558 | -0.535898 | -0.385986 | 0.000771 | -0.001192 | 0 | 20,153 |
-0.320689 | -0.210931 | -0.049309 | -0.547199 | 0.033678 | -0.273134 | -0.332321 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00021 | -0.001052 | 0 | 20,154 |
-0.21383 | -0.844216 | -0.422601 | -0.545428 | 0.033678 | 0.091037 | -0.329024 | 0.000302 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | -0.000701 | 0 | 20,155 |
-0.21386 | 0.169167 | 0.07486 | -0.546313 | -0.560099 | -0.489906 | -0.329024 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | -0.000701 | 0 | 20,156 |
0.21386 | -0.337436 | 0.572321 | -0.547199 | -1.015546 | -0.814386 | -0.330933 | -0.000175 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | 0 | 0 | 20,157 |
-0.21386 | -0.337471 | 0.199238 | -0.545428 | -0.499429 | -0.841516 | -0.330933 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | -0.00014 | 0 | 20,158 |
0 | -0.590844 | 0.07479 | -0.545428 | -0.152173 | -0.738112 | -0.327809 | 0.000286 | -0.232558 | -0.535898 | -0.385986 | 0 | 0.00014 | 1 | 20,159 |
0 | -0.337436 | 0.323573 | 5.769398 | -0.97785 | -1.027019 | -0.327809 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.00007 | 0 | 20,160 |
0 | -0.337436 | 0.323573 | -0.545428 | -0.910651 | -0.841516 | -0.327809 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.000701 | 0 | 20,161 |
0.427691 | -0.084063 | 0.323573 | -0.547199 | 0.590834 | 0.091037 | -0.314967 | 0.001175 | -0.232558 | -0.535898 | -0.385986 | 0.00028 | -0.000561 | 0 | 20,162 |
-0.21383 | -0.590844 | 0.07493 | -0.547199 | -0.34848 | -0.738112 | -0.314967 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | 0.00014 | 1 | 20,163 |
0.21383 | -0.337471 | -0.049527 | 5.765857 | -0.198358 | -0.329316 | -0.329371 | -0.001318 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | 0.000981 | 1 | 20,164 |
0.2138 | -0.084205 | 0.447986 | -0.548083 | -1.285241 | -1.317441 | -0.329371 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | 0.00098 | 1 | 20,165 |
0.427511 | -0.084276 | -0.173714 | -0.550737 | -0.557013 | -0.50789 | -0.329718 | -0.000032 | -0.232558 | -0.535898 | -0.385986 | 0.00028 | 0.00014 | 1 | 20,166 |
-0.427511 | -0.590844 | -0.29784 | -0.548968 | 0.080702 | -0.12497 | -0.329718 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00028 | 0.00112 | 1 | 20,167 |
0.427511 | 0.168954 | 0.82093 | -0.549852 | -0.535788 | -0.564403 | -0.327983 | 0.000159 | -0.232558 | -0.535898 | -0.385986 | 0.00028 | 0.00112 | 1 | 20,168 |
0.213711 | -0.337613 | 0.075139 | -0.550737 | 0.03302 | -0.389742 | -0.327983 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | 0.002169 | 1 | 20,169 |
-0.213711 | -0.844074 | 0.075208 | 5.76055 | -0.786633 | -0.928905 | -0.353666 | -0.002349 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | 0.002239 | 1 | 20,170 |
-0.213741 | 0.421866 | 0.323747 | -0.548968 | 0.689815 | 0.554703 | -0.353666 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | 0.002798 | 1 | 20,171 |
-1.069152 | -0.844145 | -0.919853 | -0.545428 | 0.224481 | 0.124738 | -0.352104 | 0.000143 | -0.232558 | -0.535898 | -0.385986 | -0.000701 | 0.003359 | 1 | 20,172 |
0 | -0.3374 | 0.447934 | -0.544543 | -0.439726 | -0.314896 | -0.352104 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | 0.003779 | 1 | 20,173 |
0.427751 | -0.083992 | 0.447934 | -0.547199 | -0.138558 | -0.18341 | -0.362343 | -0.000937 | -0.232558 | -0.535898 | -0.385986 | 0.00028 | 0.003079 | 1 | 20,174 |
0 | -0.337471 | 0.572321 | -0.546313 | -0.692585 | -0.50789 | -0.362343 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | 0.0028 | 1 | 20,175 |
0.21383 | -0.084134 | 0.323608 | -0.547199 | 0.178539 | -0.220638 | -0.362343 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | 0.002939 | 1 | 20,176 |
0.106904 | -0.464171 | 0.07493 | -0.548083 | -0.173994 | 0.019055 | -0.352451 | 0.000905 | -0.232558 | -0.535898 | -0.385986 | 0.00007 | 0.003009 | 1 | 20,177 |
0.106896 | -0.46418 | 0.447995 | 5.764088 | -0.498014 | -0.625212 | -0.352625 | -0.000016 | -0.232558 | -0.535898 | -0.385986 | 0.00007 | 0.003078 | 1 | 20,178 |
0.427511 | -0.084276 | 0.82093 | -0.549852 | -1.114671 | -0.869599 | -0.352625 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00028 | 0.001959 | 1 | 20,179 |
-3.637669 | 0.674955 | -6.400943 | 5.792459 | 1.393117 | 1.454508 | -0.352625 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.002384 | 0.004064 | 1 | 20,180 |
1.284874 | 2.199384 | 0.073952 | -0.540998 | 0.095895 | 0.515175 | -0.306985 | 0.004175 | -0.232558 | -0.535898 | -0.385986 | 0.000842 | 0.003362 | 1 | 20,181 |
-0.428171 | 0.169914 | 0.074371 | 5.78358 | 0.30459 | 0.504981 | -0.043037 | 0.024145 | -0.232558 | -0.535898 | -0.385986 | -0.000281 | 0.003642 | 1 | 20,182 |
1.498073 | 1.184257 | 0.323294 | -0.545428 | 0.140704 | 0.365207 | -0.043037 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000982 | 0.002521 | 1 | 20,183 |
-0.962878 | 0.16938 | -0.547477 | -0.548083 | 0.214925 | 0.24692 | -0.366855 | -0.029622 | -0.232558 | -0.535898 | -0.385986 | -0.000631 | 0.003012 | 1 | 20,184 |
1.176769 | 1.310317 | -1.669397 | -0.545428 | -0.282203 | -0.12497 | -0.366855 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000771 | 0.002101 | 1 | 20,185 |
0 | -0.337436 | -1.169648 | -0.546313 | 0.031702 | 0.116445 | -0.366681 | 0.000016 | -0.232558 | -0.535898 | -0.385986 | 0 | 0.001261 | 1 | 20,186 |
0.855262 | 0.802461 | 0.323573 | -0.549852 | 0.282892 | 0.484193 | -0.366681 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000561 | -0.000701 | 0 | 20,187 |
0.854783 | 1.434292 | 0.448021 | 5.753481 | 0.300573 | 0.395183 | -0.363384 | 0.000302 | -0.232558 | -0.535898 | -0.385986 | 0.00056 | -0.001822 | 0 | 20,188 |
0.213621 | -0.084631 | -0.173191 | -0.554271 | 0.275041 | 0.14107 | -0.363384 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | -0.002102 | 0 | 20,189 |
1.281097 | 1.180034 | 0.820721 | -0.558683 | 0.897049 | 0.478911 | -0.364078 | -0.000063 | -0.232558 | -0.535898 | -0.385986 | 0.00084 | -0.004065 | 0 | 20,190 |
0 | -0.337967 | -0.420791 | -0.558683 | 0.070801 | 0.274758 | -0.364078 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.004346 | 0 | 20,191 |
-0.53366 | 0.041281 | -0.172461 | -0.556918 | 1.02908 | 0.790929 | -0.364078 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00035 | -0.001751 | 0 | 20,192 |
0.106747 | 0.294378 | 0.448169 | -0.557801 | -0.207603 | -0.039527 | -0.371019 | -0.000635 | -0.232558 | -0.535898 | -0.385986 | 0.00007 | 0.000979 | 1 | 20,193 |
-0.640593 | -0.337897 | -0.917973 | -0.555153 | 0.165068 | 0.124738 | -0.371019 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00042 | 0.00042 | 1 | 20,194 |
-1.281994 | -0.590844 | -1.167208 | -0.548968 | 0.332505 | 0.064797 | -0.352972 | 0.001651 | -0.232558 | -0.535898 | -0.385986 | -0.00084 | 0.00014 | 1 | 20,195 |
-0.748328 | -0.590844 | -0.422322 | -0.546313 | -0.345069 | -0.039527 | -0.352972 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000491 | 0.00259 | 1 | 20,196 |
0.748328 | 0.295867 | -0.049571 | -0.548968 | -0.58369 | -0.405589 | -0.365987 | -0.001191 | -0.232558 | -0.535898 | -0.385986 | 0.000491 | 0.00042 | 1 | 20,197 |
-0.641401 | -0.337578 | -0.422322 | 5.767627 | -0.172223 | -0.081109 | -0.365987 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00042 | 0.000701 | 1 | 20,198 |
0.21383 | -0.337471 | 0.323608 | -0.546313 | -1.036724 | -1.027019 | -0.364252 | 0.000159 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | -0.000841 | 0 | 20,199 |
-1.069452 | -1.097624 | -0.920272 | -0.543657 | 0.010956 | 0.046813 | -0.364252 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000701 | -0.000281 | 0 | 20,200 |
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