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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.214251 | -0.337009 | 0.323154 | 5.790682 | -0.966652 | -0.788145 | -0.295531 | -0.000222 | -0.046512 | 0 | -0.385986 | -0.00014 | -0.001265 | 0 | 20,601 |
0.214251 | 0.424425 | 0.821488 | -0.536561 | 0.052487 | 0.019055 | -0.295531 | 0 | -0.046512 | 0 | -0.385986 | 0.00014 | -0.001687 | 0 | 20,602 |
-0.214251 | -0.337009 | 0.073952 | 5.792459 | -0.21603 | -0.12497 | -0.296573 | -0.000095 | -0.046512 | 0 | -0.385986 | -0.00014 | -0.001124 | 0 | 20,603 |
0.107129 | -0.336973 | 0.198505 | -0.534784 | 0.370764 | -0.405589 | -0.296573 | 0 | -0.046512 | 0 | -0.385986 | 0.00007 | -0.000913 | 0 | 20,604 |
-0.535721 | 0.551214 | -0.050706 | -0.532118 | -0.257768 | -0.405589 | -0.295705 | 0.000079 | -0.046512 | 0 | -0.385986 | -0.000351 | -0.000562 | 0 | 20,605 |
0.428592 | 0.42471 | 0.572321 | -0.534784 | -0.214148 | -0.220638 | -0.295705 | 0 | -0.046512 | 0 | -0.385986 | 0.000281 | -0.000773 | 0 | 20,606 |
-0.107137 | -0.336973 | 0.447724 | -0.533896 | -0.992108 | -1.138866 | -0.295878 | -0.000016 | -0.046512 | 0 | -0.385986 | -0.00007 | -0.000703 | 0 | 20,607 |
0.749799 | 0.805102 | 0.447716 | -0.537449 | -0.350764 | -0.314896 | -0.295878 | 0 | -0.046512 | 0 | -0.385986 | 0.000491 | -0.001194 | 0 | 20,608 |
0 | -0.33708 | 0.323224 | -0.536561 | -0.942097 | -0.869599 | -0.296399 | -0.000048 | -0.046512 | 0 | -0.385986 | 0 | -0.000983 | 0 | 20,609 |
-0.642662 | -0.33708 | -0.922787 | -0.534784 | 1.061393 | 1.204734 | -0.296399 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000421 | -0.000702 | 0 | 20,610 |
0.214251 | -0.336973 | 0.073882 | -0.534784 | -0.549358 | -0.314896 | -0.295358 | 0.000095 | -0.046512 | -0.267949 | -0.517638 | 0.00014 | -0.000562 | 0 | 20,611 |
-0.214251 | -0.590844 | 0.073952 | -0.533896 | -0.450207 | -0.329316 | -0.295358 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.000492 | 0 | 20,612 |
-0.214281 | -0.336973 | 0.323119 | -0.533896 | -0.410448 | -0.147837 | -0.295878 | -0.000048 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.000351 | 0 | 20,613 |
0.214281 | -0.083067 | 0.572321 | -0.534784 | -0.498014 | -0.564403 | -0.295878 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00014 | -0.000421 | 0 | 20,614 |
0.321365 | -0.210051 | 0.696909 | -0.535673 | -1.087705 | -1.424301 | -0.298134 | -0.000206 | -0.046512 | -0.267949 | -0.517638 | 0.000211 | -0.000773 | 0 | 20,615 |
0.749589 | 0.297361 | 0.572321 | -0.538336 | -0.532808 | -0.438258 | -0.298134 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000491 | -0.001967 | 0 | 20,616 |
0.856222 | 0.930778 | 0.572321 | -0.541884 | 0.468011 | 0.515175 | -0.303861 | -0.000524 | -0.046512 | -0.267949 | -0.517638 | 0.000561 | -0.002247 | 0 | 20,617 |
0.21398 | -0.083779 | 0.572321 | 5.774712 | -0.434545 | -0.50789 | -0.303861 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00014 | -0.002247 | 0 | 20,618 |
-0.427991 | -0.337329 | 0.074581 | -0.541884 | -0.398094 | -0.438258 | -0.303861 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000281 | -0.002177 | 0 | 20,619 |
0 | -0.590844 | 0.323399 | -0.541884 | -1.802565 | -1.483608 | -0.297787 | 0.000556 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.001334 | 0 | 20,620 |
-0.428111 | -0.590844 | 0.074441 | -0.539224 | -0.444947 | -0.50789 | -0.297787 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000281 | -0.002318 | 0 | 20,621 |
-0.214101 | -0.590844 | 0.074301 | 5.78358 | -1.003728 | -1.099821 | -0.294317 | 0.000317 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.002318 | 0 | 20,622 |
-0.856703 | -0.590844 | -0.423998 | -0.536561 | 0.021741 | 0.055855 | -0.294317 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000562 | -0.001968 | 0 | 20,623 |
0.749641 | 0.424283 | 1.070551 | -0.538336 | -0.733041 | -0.438258 | -0.295878 | -0.000143 | -0.046512 | -0.267949 | -0.517638 | 0.000491 | -0.002741 | 0 | 20,624 |
-0.107069 | -0.717712 | 0.198741 | -0.537449 | -1.530372 | -1.179915 | -0.295878 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | -0.0026 | 0 | 20,625 |
-0.428351 | -0.337116 | -0.174971 | -0.536561 | -0.111295 | 0.009584 | -0.284425 | 0.001048 | -0.046512 | -0.267949 | -0.517638 | -0.000281 | -0.001968 | 0 | 20,626 |
-0.107107 | 0.170448 | 0.323189 | -0.535673 | -0.355355 | -0.259683 | -0.284425 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | -0.001475 | 0 | 20,627 |
0.642527 | 0.297361 | 0.447751 | -0.538336 | -0.778114 | -0.714222 | -0.28564 | -0.000111 | -0.046512 | -0.267949 | -0.517638 | 0.000421 | -0.001897 | 0 | 20,628 |
0.107062 | -0.210292 | 0.323276 | -0.538336 | -0.897958 | -0.738112 | -0.28564 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.002178 | 0 | 20,629 |
0.428171 | 0.170127 | 0.447812 | -0.540998 | -1.168242 | -0.814386 | -0.286681 | -0.000095 | -0.046512 | -0.267949 | -0.517638 | 0.000281 | -0.002107 | 0 | 20,630 |
0.107024 | -0.464029 | 0.323364 | -0.540998 | -0.162561 | -0.18341 | -0.286681 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.002318 | 0 | 20,631 |
-0.107024 | -0.210452 | 0.074406 | -0.540998 | -0.608111 | -0.358959 | -0.285813 | 0.000079 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | -0.001826 | 0 | 20,632 |
0.428051 | -0.083637 | 0.572321 | -0.541884 | -0.488185 | -0.421757 | -0.285813 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000281 | -0.001404 | 0 | 20,633 |
-0.21401 | -0.590844 | 0.198977 | -0.540998 | -0.578907 | -0.472317 | -0.293275 | -0.000683 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.001263 | 0 | 20,634 |
-0.21404 | -0.464046 | 0.323399 | 5.778258 | -0.685139 | -0.625212 | -0.293275 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00014 | -0.001123 | 0 | 20,635 |
0.21404 | -0.337222 | 0.572321 | -0.540998 | -2.084078 | -1.979004 | -0.293275 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00014 | -0.001404 | 0 | 20,636 |
0 | -0.083708 | 0.447864 | -0.541884 | -0.430684 | -0.604425 | -0.286855 | 0.000587 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.001685 | 0 | 20,637 |
0.107009 | -0.337258 | 0.447864 | -0.541884 | -0.815065 | -1.099821 | -0.289631 | -0.000254 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | -0.001896 | 0 | 20,638 |
-0.107009 | -0.464055 | 0.19895 | -0.540998 | -0.305384 | -0.259683 | -0.289631 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | -0.001334 | 0 | 20,639 |
-3.642778 | -0.844465 | -5.41148 | -0.526778 | 1.440549 | 1.449796 | -0.289631 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.002388 | 0.001195 | 1 | 20,640 |
1.072309 | 1.18775 | 0.073251 | -0.525887 | 0.365891 | 0.281569 | -0.289631 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000703 | 0.000702 | 1 | 20,641 |
-1.179581 | -1.353098 | -0.924259 | -0.525887 | -0.258769 | -0.314896 | -0.291714 | -0.00019 | -0.046512 | -0.267949 | -0.517638 | -0.000773 | 0.001476 | 1 | 20,642 |
0.107272 | -0.463734 | 0.447558 | -0.525887 | -1.153548 | -1.062593 | -0.291714 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | 0.001686 | 1 | 20,643 |
0.214522 | -0.082495 | 0.447567 | 5.808474 | -0.528362 | -0.788145 | -0.291714 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000141 | 0.001475 | 1 | 20,644 |
-0.429074 | -0.845036 | -0.176232 | 5.810256 | -0.635142 | -0.869599 | -0.285119 | 0.000603 | -0.046512 | -0.267949 | -0.517638 | -0.000281 | 0.002107 | 1 | 20,645 |
-0.214582 | -0.717971 | 0.07318 | -0.524105 | -1.793369 | -1.369089 | -0.285119 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000141 | 0.002809 | 1 | 20,646 |
0.107295 | -0.463708 | 0.322733 | -0.524996 | -0.666867 | -0.472317 | -0.284425 | 0.000063 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | 0.002599 | 1 | 20,647 |
0.536362 | 0.044703 | 0.44754 | -0.527669 | -0.347341 | -0.526288 | -0.284425 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000352 | 0.001405 | 1 | 20,648 |
-0.107257 | -0.590844 | 0.073321 | 5.806693 | -0.698222 | -0.841516 | -0.286855 | -0.000222 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | 0.002177 | 1 | 20,649 |
-0.107265 | -0.463752 | 0.198058 | -0.525887 | -1.32596 | -1.099821 | -0.286855 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | 0.002668 | 1 | 20,650 |
0 | -0.082495 | 0.322803 | -0.525887 | -0.458172 | -0.344 | -0.288937 | -0.00019 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002668 | 1 | 20,651 |
-0.429135 | -0.590844 | 0.073251 | -0.524996 | -0.647308 | -0.472317 | -0.288937 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000281 | 0.00302 | 1 | 20,652 |
0.643657 | 0.17184 | 0.821874 | -0.527669 | -0.939421 | -1.062593 | -0.285813 | 0.000286 | -0.046512 | -0.267949 | -0.517638 | 0.000422 | 0.002738 | 1 | 20,653 |
0.428954 | -0.082567 | 0.322839 | -0.528559 | -0.233197 | -0.405589 | -0.285813 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000281 | 0.002527 | 1 | 20,654 |
0 | -0.20973 | 0.322909 | 5.803131 | -0.546319 | -0.714222 | -0.286508 | -0.000064 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002737 | 1 | 20,655 |
0.10722 | -0.336759 | 0.572321 | -0.529449 | -2.720255 | -2.102366 | -0.286508 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | 0.002667 | 1 | 20,656 |
0 | -0.463806 | 0.447628 | -0.529449 | -1.969162 | -1.617295 | -0.288243 | -0.000159 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002527 | 1 | 20,657 |
0 | -0.209757 | 0.447628 | -0.529449 | -0.489581 | -0.526288 | -0.288243 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002387 | 1 | 20,658 |
0.321613 | -0.209757 | 0.447628 | -0.530339 | -1.349659 | -1.979004 | -0.288416 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000211 | 0.002246 | 1 | 20,659 |
-0.214401 | -0.717864 | -0.0511 | -0.530339 | -0.361136 | -0.584164 | -0.288416 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000141 | 0.002246 | 1 | 20,660 |
0.428773 | -0.082781 | 0.821663 | -0.532118 | -1.153548 | -0.898703 | -0.28616 | 0.000206 | -0.046512 | -0.267949 | -0.517638 | 0.000281 | 0.002526 | 1 | 20,661 |
-0.107182 | -0.336866 | 0.323014 | -0.531229 | -0.78236 | -0.738112 | -0.28616 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00007 | 0.002316 | 1 | 20,662 |
0 | -0.209864 | 0.572321 | -0.531229 | -1.26361 | -1.317441 | -0.28616 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.002246 | 1 | 20,663 |
0.107182 | -0.336848 | 0.69697 | -0.531229 | -1.76649 | -1.693569 | -0.291367 | -0.000476 | -0.046512 | -0.267949 | -0.517638 | 0.00007 | 0.002386 | 1 | 20,664 |
-0.214371 | -0.336866 | 0.323014 | -0.531229 | 0.123588 | -0.136322 | -0.287549 | 0.000349 | -0.046512 | -0.267949 | -0.517638 | -0.000141 | 0.002526 | 1 | 20,665 |
-1.072309 | -0.33683 | -0.674741 | -0.525887 | -0.029609 | -0.029461 | -0.287549 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000703 | 0.003159 | 1 | 20,666 |
0.429014 | -0.082495 | 0.322803 | -0.527669 | 0.244179 | 0.232629 | -0.286681 | 0.000079 | -0.046512 | -0.267949 | -0.517638 | 0.000281 | 0.003509 | 1 | 20,667 |
0.214462 | -0.336723 | -0.176127 | -0.528559 | -0.765528 | -0.738112 | -0.286681 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000141 | 0.003438 | 1 | 20,668 |
-0.321704 | -0.844964 | -0.300776 | -0.527669 | -0.780234 | -0.814386 | -0.288416 | -0.000159 | -0.046512 | -0.267949 | -0.517638 | -0.000211 | 0.003439 | 1 | 20,669 |
1.286409 | 0.933451 | 0.447593 | -0.528559 | -0.398094 | -0.50789 | -0.288416 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000843 | 0.002595 | 1 | 20,670 |
-1.93002 | -1.988065 | -1.672233 | -0.524996 | -0.76761 | -0.526288 | -0.289284 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.001265 | 0.003861 | 1 | 20,671 |
-0.214597 | -0.71798 | 0.197952 | -0.524105 | -0.302177 | -0.374202 | -0.289284 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000141 | 0.004141 | 1 | 20,672 |
-0.321953 | -0.463699 | 0.1979 | 5.815605 | -0.709635 | -0.584164 | -0.288069 | 0.000111 | -0.046512 | -0.535898 | -0.385986 | -0.000211 | 0.004633 | 1 | 20,673 |
-0.429376 | -0.590844 | -0.176759 | -0.521429 | -0.073458 | -0.18341 | -0.288069 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000281 | 0.004984 | 1 | 20,674 |
0.107355 | -0.336437 | 0.572321 | -0.521429 | -1.157192 | -0.898703 | -0.283557 | 0.000413 | -0.046512 | -0.535898 | -0.385986 | 0.00007 | 0.004844 | 1 | 20,675 |
0.536664 | 0.553624 | 0.44747 | 5.812039 | -0.214148 | -0.113778 | -0.283557 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000352 | 0.004492 | 1 | 20,676 |
0.643747 | 0.171947 | 0.572321 | -0.526778 | -0.161689 | -0.329316 | -0.283557 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000422 | 0.00421 | 1 | 20,677 |
0 | -0.082495 | 0.322803 | -0.525887 | -0.334933 | -0.50789 | -0.279566 | 0.000365 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.004 | 1 | 20,678 |
-0.32184 | -0.717953 | 0.073251 | -0.524996 | -1.811885 | -1.179915 | -0.279566 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000211 | 0.004141 | 1 | 20,679 |
0.536362 | 0.807065 | 0.572321 | -0.526778 | -0.463533 | -0.389742 | -0.281128 | -0.000143 | -0.046512 | -0.535898 | -0.385986 | 0.000352 | 0.003649 | 1 | 20,680 |
-0.214522 | -0.463761 | 0.322839 | -0.526778 | 0.010276 | 0.064797 | -0.281128 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000141 | 0.003369 | 1 | 20,681 |
0.643476 | 0.171625 | 0.572321 | -0.527669 | -0.369311 | -0.389742 | -0.280954 | 0.000016 | -0.046512 | -0.535898 | -0.385986 | 0.000422 | 0.003508 | 1 | 20,682 |
1.071857 | 0.679223 | -0.425539 | -0.533007 | 0.194889 | 0.301661 | -0.280954 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000703 | 0.002525 | 1 | 20,683 |
0 | -0.590844 | 0.073812 | -0.533896 | -0.601514 | -0.788145 | -0.287202 | -0.000571 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.002665 | 1 | 20,684 |
0 | -0.336937 | 0.572321 | -0.533896 | -0.410448 | -0.421757 | -0.287202 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.002875 | 1 | 20,685 |
-0.214311 | -0.336937 | -0.175496 | -0.532118 | 0.182265 | 0.14107 | -0.293622 | -0.000587 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.002806 | 1 | 20,686 |
-0.428712 | -0.590844 | 0.073742 | -0.531229 | -0.952903 | -0.960292 | -0.293622 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000281 | 0.002877 | 1 | 20,687 |
-0.214401 | -0.33683 | -0.175811 | -0.530339 | -0.531323 | -0.344 | -0.288069 | 0.000508 | -0.046512 | -0.535898 | -0.385986 | -0.000141 | 0.002737 | 1 | 20,688 |
0.750273 | 0.425139 | 0.821663 | -0.533007 | -0.106451 | -0.060048 | -0.288069 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000492 | 0.002385 | 1 | 20,689 |
0.214296 | 0.0439 | 0.696935 | -0.533896 | -0.910651 | -0.898703 | -0.289805 | -0.000159 | -0.046512 | -0.535898 | -0.385986 | 0.00014 | 0.002035 | 1 | 20,690 |
0.321388 | 0.29761 | 0.447716 | -0.535673 | -0.162561 | -0.18341 | -0.289805 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000211 | 0.002104 | 1 | 20,691 |
0 | -0.337009 | 0.323154 | -0.535673 | -0.153893 | -0.50789 | -0.286508 | 0.000302 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.001964 | 1 | 20,692 |
0.428412 | -0.083209 | 0.696892 | 5.78713 | -1.021531 | -1.099821 | -0.286508 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000281 | 0.001964 | 1 | 20,693 |
-0.107092 | -0.463957 | 0.323224 | -0.536561 | -1.749132 | -1.317441 | -0.288243 | -0.000159 | -0.046512 | -0.535898 | -0.385986 | -0.00007 | 0.001753 | 1 | 20,694 |
0.535383 | 0.043543 | 0.198636 | -0.538336 | -0.298985 | -0.300732 | -0.288243 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000351 | 0.001473 | 1 | 20,695 |
0.856222 | 0.804025 | 0.323294 | -0.542771 | 0.628125 | 0.662768 | -0.288243 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000561 | 0.000841 | 1 | 20,696 |
-0.21401 | -0.590844 | -0.174447 | -0.541884 | 0.026407 | -0.01952 | -0.293449 | -0.000476 | -0.046512 | -0.535898 | -0.385986 | -0.00014 | 0.000982 | 1 | 20,697 |
-1.284693 | -0.337258 | -1.0463 | -0.540998 | -0.115358 | -0.102739 | -0.296746 | -0.000302 | -0.046512 | -0.535898 | -0.385986 | -0.000842 | 0.001824 | 1 | 20,698 |
1.070653 | 1.185005 | 1.817458 | -0.540998 | -0.58369 | -0.898703 | -0.296746 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000702 | 0.001122 | 1 | 20,699 |
0.642031 | 0.169914 | 0.572321 | -0.543657 | -0.761383 | -0.738112 | -0.296746 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000421 | 0.001191 | 1 | 20,700 |
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