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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.212047 | -0.08843 | -0.90782 | -0.599855 | -1.009612 | -0.869599 | -0.360087 | 0.000095 | -0.023256 | 0.464102 | 0.614014 | -0.000139 | 0.002915 | 1 | 21,001 |
1.271841 | 1.418255 | 0.572321 | -0.605072 | -0.700111 | -0.455106 | -0.360087 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000834 | 0.001943 | 1 | 21,002 |
0.317795 | -0.088778 | -0.167081 | -0.605941 | -1.379208 | -1.424301 | -0.35731 | 0.000254 | -0.023256 | 0.464102 | 0.614014 | 0.000208 | 0.00118 | 1 | 21,003 |
0.317728 | -0.21436 | 0.449134 | -0.605941 | -0.694459 | -0.625212 | -0.35731 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000208 | 0.00111 | 1 | 21,004 |
-0.211812 | -0.339898 | -0.043569 | -0.60681 | -0.616446 | -0.564403 | -0.35731 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000139 | 0.001249 | 1 | 21,005 |
0.211812 | -0.088918 | -2.016216 | 5.646652 | -0.812836 | -0.489906 | -0.361649 | -0.000397 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.00111 | 1 | 21,006 |
-0.317728 | -0.339898 | 0.202813 | -0.605941 | -0.934101 | -1.369089 | -0.361649 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000208 | 0.001318 | 1 | 21,007 |
0.529511 | 0.036586 | 0.695499 | -0.60681 | -0.700111 | -0.960292 | -0.364078 | -0.000222 | -0.023256 | 0.464102 | 0.614014 | 0.000347 | 0.001041 | 1 | 21,008 |
-0.423594 | -0.590844 | -0.413069 | -0.607678 | -0.952903 | -0.928905 | -0.364078 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000278 | 0.001249 | 1 | 21,009 |
0.211812 | 0.161993 | 0.572321 | 5.644916 | -0.873248 | -0.421757 | -0.363731 | 0.000032 | -0.023256 | 0.249689 | 0 | 0.000139 | 0.00111 | 1 | 21,010 |
0.846953 | 0.41273 | -1.892524 | -0.611148 | -0.91838 | -1.179915 | -0.372928 | -0.000841 | -0.023256 | 0.249689 | 0 | 0.000555 | 0.000555 | 1 | 21,011 |
-0.423418 | -0.340037 | 0.079899 | -0.609414 | -0.771793 | -1.223183 | -0.372928 | 0 | -0.023256 | 0.249689 | 0 | -0.000278 | 0.000694 | 1 | 21,012 |
0.423418 | -0.089127 | 0.572321 | -0.611148 | -1.335343 | -1.369089 | -0.360607 | 0.001127 | -0.023256 | 0.249689 | 0 | 0.000278 | 0.000277 | 1 | 21,013 |
0 | -0.089266 | 0.326127 | -0.611148 | -0.737019 | -0.545119 | -0.360607 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.000277 | 1 | 21,014 |
-0.317552 | -0.340037 | -0.166363 | -0.609414 | -0.160819 | -0.233443 | -0.363905 | -0.000302 | -0.023256 | 0.249689 | 0 | -0.000208 | 0.000347 | 1 | 21,015 |
-0.105865 | -0.46541 | 0.449203 | 5.64318 | -1.359369 | -1.223183 | -0.363905 | 0 | -0.023256 | 0.249689 | 0 | -0.000069 | 0.000139 | 1 | 21,016 |
0 | -0.590844 | -0.166568 | 5.64318 | -0.061291 | -0.091851 | -0.363905 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.00111 | 1 | 21,017 |
0 | 0.663188 | 0.572321 | -0.609414 | -1.009612 | -0.928905 | -0.364252 | -0.000032 | -0.023256 | 0.249689 | 0 | 0 | 0.000278 | 1 | 21,018 |
-0.635347 | -0.465401 | -0.166568 | -0.607678 | -0.363462 | -0.286814 | -0.364252 | 0 | -0.023256 | 0.249689 | 0 | -0.000416 | 0.00111 | 1 | 21,019 |
1.270429 | 0.914516 | 0.818652 | -0.608546 | -0.20389 | 0.046813 | -0.363731 | 0.000048 | -0.023256 | 0.249689 | 0 | 0.000833 | -0.000278 | 0 | 21,020 |
-1.270429 | -1.594278 | -0.905149 | -0.60681 | -0.923581 | -0.841516 | -0.363731 | 0 | -0.023256 | 0.249689 | 0 | -0.000833 | 0 | 0 | 21,021 |
-0.211841 | -0.088918 | 0.325956 | -0.605941 | -0.71735 | -0.738112 | -0.358872 | 0.000444 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.000139 | 1 | 21,022 |
0.635435 | 0.914725 | 0.325922 | 5.64318 | -1.218269 | -0.841516 | -0.358872 | 0 | -0.023256 | 0.249689 | 0 | 0.000417 | 0 | 0 | 21,023 |
0.423476 | -0.089057 | -1.152471 | -0.609414 | -2.538097 | -1.872143 | -0.364252 | -0.000492 | -0.023256 | 0.249689 | 0 | 0.000278 | -0.000139 | 0 | 21,024 |
-0.211723 | -0.340003 | -0.289626 | -0.609414 | -0.828591 | -0.646554 | -0.364252 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.000278 | 1 | 21,025 |
0.635082 | 0.16168 | 0.572321 | -0.610281 | -0.76761 | -0.99296 | -0.365813 | -0.000143 | -0.023256 | 0.249689 | 0 | 0.000416 | 0.000208 | 1 | 21,026 |
0.846365 | 0.537354 | 0.326161 | 5.631043 | -0.98637 | -0.788145 | -0.365813 | 0 | -0.023256 | 0.249689 | 0 | 0.000555 | -0.000277 | 0 | 21,027 |
0.105763 | -0.465523 | -0.411976 | -0.615481 | -0.751127 | -0.898703 | -0.362863 | 0.00027 | -0.023256 | 0.249689 | 0 | 0.000069 | -0.000347 | 0 | 21,028 |
0.105755 | 0.536651 | 0.572321 | -0.615481 | -0.624882 | -0.421757 | -0.362863 | 0 | -0.023256 | 0.249689 | 0 | 0.000069 | -0.000277 | 0 | 21,029 |
-0.211518 | 0.160845 | -0.165748 | -0.615481 | -0.972229 | -0.869599 | -0.366334 | -0.000317 | -0.023256 | 0.249689 | 0 | -0.000139 | -0.000277 | 0 | 21,030 |
0 | 0.160949 | 0.572321 | -0.616347 | -0.586897 | -0.66848 | -0.366334 | 0 | -0.023256 | 0.249689 | 0 | 0 | -0.000139 | 0 | 21,031 |
0 | 0.160949 | 0.203274 | 5.631043 | -0.887968 | -0.625212 | -0.361128 | 0.000476 | -0.023256 | 0.249689 | 0 | 0 | 0.000069 | 1 | 21,032 |
-1.163873 | -0.590844 | -0.904329 | 5.632776 | -1.775335 | -1.223183 | -0.361128 | 0 | -0.023256 | 0.249689 | 0 | -0.000763 | 0.001595 | 1 | 21,033 |
1.375391 | 1.038889 | 1.43379 | -0.614615 | -1.555854 | -1.483608 | -0.364078 | -0.00027 | -0.023256 | 0.249689 | 0 | 0.000902 | 0.000554 | 1 | 21,034 |
0.634378 | 0.160845 | 0.326332 | -0.617212 | -0.928821 | -0.545119 | -0.364078 | 0 | -0.023256 | 0.249689 | 0 | 0.000416 | -0.000971 | 0 | 21,035 |
-0.317156 | -0.966649 | -0.165441 | -0.617212 | -1.194731 | -1.223183 | -0.387505 | -0.002143 | -0.023256 | 0.249689 | 0 | -0.000208 | 0.000901 | 1 | 21,036 |
0.317156 | 0.035455 | -0.903817 | -0.618943 | -0.65613 | -0.869599 | -0.387505 | 0 | -0.023256 | 0.249689 | 0 | 0.000208 | 0.000831 | 1 | 21,037 |
1.267965 | 1.912531 | 0.326434 | 5.613746 | -0.214148 | -0.18341 | -0.387505 | 0 | -0.023256 | 0.249689 | 0 | 0.000831 | 0.000138 | 1 | 21,038 |
-0.422538 | 0.159909 | -0.410613 | -0.621537 | 0.081316 | 0.218079 | -0.390976 | -0.000317 | -0.023256 | 0.249689 | 0 | -0.000277 | 0.000831 | 1 | 21,039 |
0.739365 | 0.410367 | -0.165032 | -0.624992 | -0.288449 | -0.472317 | -0.390108 | 0.000079 | -0.023256 | 0.249689 | 0 | 0.000485 | 0.000623 | 1 | 21,040 |
-1.584792 | -0.715974 | -1.270744 | -0.619808 | -0.443638 | -0.564403 | -0.390108 | 0 | -0.023256 | 0.249689 | 0 | -0.001039 | 0.001177 | 1 | 21,041 |
0.634114 | 0.160533 | 0.818174 | -0.621537 | -1.164539 | -1.027019 | -0.401735 | -0.001064 | -0.023256 | 0.249689 | 0 | 0.000416 | 0.000692 | 1 | 21,042 |
0 | -0.465645 | 0.326537 | -0.621537 | -2.720255 | -2.102366 | -0.401735 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.000554 | 1 | 21,043 |
0.422597 | -0.0901 | -3.487484 | -0.621537 | -0.18202 | -0.136322 | -0.401735 | 0 | -0.023256 | 0.249689 | 0 | 0.000277 | 0.000623 | 1 | 21,044 |
-0.422597 | -0.841199 | -0.042034 | -0.621537 | -1.912684 | -1.979004 | -0.40295 | -0.000111 | -0.023256 | 0.249689 | 0 | -0.000277 | 0.000969 | 1 | 21,045 |
0 | -0.340454 | 0.326537 | -0.620672 | -1.42067 | -1.179915 | -0.405206 | -0.000206 | -0.023256 | 0.249689 | 0 | 0 | 0.001246 | 1 | 21,046 |
-0.845544 | -0.716052 | -0.902897 | -0.618078 | -0.496601 | -0.374202 | -0.405206 | 0 | -0.023256 | 0.249689 | 0 | -0.000554 | 0.001662 | 1 | 21,047 |
0 | -0.089822 | 0.572321 | -0.618078 | -1.4591 | -1.369089 | -0.399132 | 0.000556 | -0.023256 | 0.249689 | 0 | 0 | 0.001662 | 1 | 21,048 |
-0.422948 | -0.089822 | -1.765304 | -0.615481 | -0.942097 | -0.738112 | -0.399132 | 0 | -0.023256 | 0.249689 | 0 | -0.000277 | 0.001801 | 1 | 21,049 |
0.211489 | -0.340246 | -0.411839 | -0.617212 | -1.111242 | -0.625212 | -0.399132 | 0 | -0.023256 | 0.249689 | 0 | 0.000139 | 0.0018 | 1 | 21,050 |
0.211459 | -0.340281 | -0.165646 | -0.617212 | -1.76649 | -1.617295 | -0.398959 | 0.000016 | -0.023256 | 0.249689 | 0 | 0.000139 | 0.001939 | 1 | 21,051 |
-0.211459 | 0.285853 | 0.3264 | -0.617212 | -0.840067 | -0.714222 | -0.398959 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.00097 | 1 | 21,052 |
-0.846131 | -0.089753 | -0.411703 | -0.613749 | -1.077856 | -0.646554 | -0.400173 | -0.000111 | -0.023256 | 0.249689 | 0 | -0.000555 | 0.001663 | 1 | 21,053 |
0.211577 | 0.161158 | 0.572321 | -0.614615 | -0.743031 | -0.344 | -0.400173 | 0 | -0.023256 | 0.249689 | 0 | 0.000139 | 0.00194 | 1 | 21,054 |
0 | -0.089544 | 0.449297 | -0.614615 | -1.76649 | -1.777885 | -0.405206 | -0.00046 | -0.023256 | 0.249689 | 0 | 0 | 0.002493 | 1 | 21,055 |
0 | -0.590844 | 0.080173 | -0.613749 | -1.354497 | -1.547663 | -0.405206 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.002216 | 1 | 21,056 |
0 | 0.662145 | 0.572321 | 5.632776 | -1.623977 | -1.369089 | -0.404512 | 0.000063 | -0.023256 | 0.249689 | 0 | 0 | 0.00194 | 1 | 21,057 |
0.105777 | 0.161054 | 0.572321 | 5.632776 | -1.153548 | -1.027019 | -0.404512 | 0 | -0.023256 | 0.249689 | 0 | 0.000069 | 0.001455 | 1 | 21,058 |
-0.105777 | -0.716182 | 0.203248 | -0.614615 | -2.68638 | -1.872143 | -0.402777 | 0.000159 | -0.023256 | 0.249689 | 0 | -0.000069 | 0.00097 | 1 | 21,059 |
0 | 0.411617 | 0.572321 | 5.629311 | -0.686993 | -0.438258 | -0.402777 | 0 | -0.023256 | 0.249689 | 0 | 0 | -0.000139 | 0 | 21,060 |
0 | 0.912638 | 0.326264 | 5.632776 | -1.12506 | -0.714222 | -0.396876 | 0.00054 | -0.023256 | 0.249689 | 0 | 0 | -0.000277 | 0 | 21,061 |
-0.211577 | -0.590844 | -0.412112 | -0.613749 | -0.854093 | -0.66848 | -0.396876 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.000139 | 1 | 21,062 |
-0.211606 | -0.590844 | 0.32623 | -0.612882 | -1.303044 | -1.369089 | -0.396876 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | 0.000277 | 1 | 21,063 |
0 | -0.465471 | 0.326196 | 5.636242 | -0.727115 | -0.389742 | -0.386291 | 0.000968 | -0.023256 | 0.249689 | 0 | 0 | 0 | 0 | 21,064 |
-0.211635 | -0.716225 | -0.166158 | -0.612015 | -1.107831 | -0.928905 | -0.386291 | 0 | -0.023256 | 0.249689 | 0 | -0.000139 | -0.000139 | 0 | 21,065 |
-0.423359 | -0.465454 | 0.079968 | -0.610281 | 0.027735 | -0.564403 | -0.397917 | -0.001064 | -0.023256 | 0.249689 | 0 | -0.000278 | -0.000278 | 0 | 21,066 |
1.481242 | 1.164314 | 0.818515 | -0.614615 | -0.842385 | -0.526288 | -0.397397 | 0.000048 | -0.023256 | 0.249689 | 0 | 0.000971 | -0.001179 | 0 | 21,067 |
-1.269548 | -1.092143 | -0.904125 | -0.611148 | -0.702005 | -0.66848 | -0.397397 | 0 | -0.023256 | 0.249689 | 0 | -0.000832 | -0.000278 | 0 | 21,068 |
0.634906 | 0.66284 | 0.572321 | 5.632776 | -1.084406 | -0.928905 | -0.397397 | 0 | -0.023256 | 0.249689 | 0 | 0.000416 | 0 | 0 | 21,069 |
-0.8466 | 0.411756 | -1.027883 | -0.610281 | -0.534297 | -0.300732 | -0.400347 | -0.00027 | -0.023256 | 0 | -0.385986 | -0.000555 | 0.000278 | 1 | 21,070 |
-0.84707 | -0.089196 | -0.412796 | -0.60681 | -1.31212 | -0.99296 | -0.400347 | 0 | -0.023256 | 0 | -0.385986 | -0.000555 | 0.000833 | 1 | 21,071 |
0 | -0.088918 | 0.325956 | -0.60681 | -1.524145 | -0.960292 | -0.400868 | -0.000048 | -0.023256 | 0 | -0.385986 | 0 | 0.000694 | 1 | 21,072 |
0.423594 | 0.412869 | 0.079557 | 5.644916 | -0.70581 | -0.344 | -0.400868 | 0 | -0.023256 | 0 | -0.385986 | 0.000278 | 0.000555 | 1 | 21,073 |
0.211753 | 0.161784 | 0.572321 | -0.609414 | -1.653214 | -1.547663 | -0.400347 | 0.000048 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.000832 | 1 | 21,074 |
0.423418 | -0.089127 | 0.572321 | -0.611148 | -0.975034 | -0.625212 | -0.400347 | 0 | -0.023256 | 0 | -0.385986 | 0.000278 | 0.000694 | 1 | 21,075 |
0.529107 | 0.412173 | 0.818481 | -0.612882 | -1.160856 | -1.179915 | -0.403124 | -0.000254 | -0.023256 | 0 | -0.385986 | 0.000347 | 0.000485 | 1 | 21,076 |
0.105799 | 0.035889 | 0.203146 | -0.613749 | -0.837756 | -0.455106 | -0.403124 | 0 | -0.023256 | 0 | -0.385986 | 0.000069 | 0.000555 | 1 | 21,077 |
0 | -0.340142 | 0.32623 | -0.613749 | -1.064939 | -0.762738 | -0.404859 | -0.000159 | -0.023256 | 0 | -0.385986 | 0 | 0.000832 | 1 | 21,078 |
0.211577 | -0.340142 | 0.32623 | -0.614615 | -1.052257 | -1.062593 | -0.404859 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.00097 | 1 | 21,079 |
-0.211577 | -0.340177 | 0.326264 | -0.613749 | -0.642068 | -0.604425 | -0.400694 | 0.000381 | -0.023256 | 0 | -0.385986 | -0.000139 | 0.00097 | 1 | 21,080 |
0.211577 | -0.214804 | 0.572321 | -0.614615 | -1.027569 | -0.738112 | -0.400694 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | 0.000762 | 1 | 21,081 |
0.31731 | 0.161054 | 0.572321 | -0.615481 | -1.114671 | -0.604425 | -0.401041 | -0.000032 | -0.023256 | 0 | -0.385986 | 0.000208 | 0.000347 | 1 | 21,082 |
1.162905 | 0.787109 | 0.080275 | 5.620659 | -1.289649 | -0.762738 | -0.401041 | 0 | -0.023256 | 0 | -0.385986 | 0.000762 | -0.000832 | 0 | 21,083 |
-0.211371 | -0.34042 | 0.08065 | -0.619808 | -1.29855 | -0.99296 | -0.398612 | 0.000222 | -0.023256 | 0 | -0.385986 | -0.000139 | -0.000762 | 0 | 21,084 |
-1.692027 | -0.215169 | -1.395454 | -0.619808 | -1.524145 | -1.099821 | -0.398612 | 0 | -0.023256 | 0 | -0.385986 | -0.001109 | 0.000832 | 1 | 21,085 |
2.537337 | 2.666024 | 2.294244 | -0.622401 | -0.429402 | -0.208035 | -0.399132 | -0.000048 | -0.023256 | 0 | -0.385986 | 0.001663 | -0.001247 | 0 | 21,086 |
0.211254 | 0.910557 | 0.326605 | -0.623265 | 0.225479 | 0.569036 | -0.399132 | 0 | -0.023256 | 0 | -0.385986 | 0.000138 | -0.001663 | 0 | 21,087 |
0.211225 | -0.090308 | 0.572321 | -0.624992 | -0.994994 | -0.788145 | -0.397917 | 0.000111 | -0.023256 | 0 | -0.385986 | 0.000138 | -0.001801 | 0 | 21,088 |
0.6335 | 0.159805 | 0.572321 | -0.626718 | -0.733041 | -0.584164 | -0.397917 | 0 | -0.023256 | 0 | -0.385986 | 0.000415 | -0.002217 | 0 | 21,089 |
0.422187 | 0.159493 | -0.041609 | -0.629306 | 0.034335 | 0.116445 | -0.387158 | 0.000984 | -0.023256 | 0 | -0.385986 | 0.000277 | -0.002771 | 0 | 21,090 |
-0.738904 | -0.340766 | -0.655411 | -0.625855 | -0.481249 | -0.171376 | -0.387158 | 0 | -0.023256 | 0 | -0.385986 | -0.000484 | -0.002425 | 0 | 21,091 |
-0.105587 | -0.340645 | 0.449527 | -0.625855 | -0.727115 | -0.960292 | -0.399132 | -0.001095 | -0.023256 | 0 | -0.385986 | -0.000069 | -0.002356 | 0 | 21,092 |
-0.211196 | -0.090446 | 0.326707 | -0.624129 | -0.61477 | -0.604425 | -0.399132 | 0 | -0.023256 | 0 | -0.385986 | -0.000138 | -0.002495 | 0 | 21,093 |
0.527935 | 0.159805 | 0.572321 | 5.608566 | -1.316703 | -0.714222 | -0.399132 | 0 | -0.023256 | 0 | -0.385986 | 0.000346 | -0.003397 | 0 | 21,094 |
0.105565 | 0.159545 | -0.041651 | -0.627581 | -1.349659 | -0.960292 | -0.403991 | -0.000444 | -0.023256 | 0 | -0.385986 | 0.000069 | -0.003049 | 0 | 21,095 |
0.422187 | 0.159493 | 0.572321 | 5.605115 | -2.438742 | -1.872143 | -0.403991 | 0 | -0.023256 | 0 | -0.385986 | 0.000277 | -0.003187 | 0 | 21,096 |
-0.211079 | -0.840956 | 0.08133 | -0.628443 | -1.142727 | -1.027019 | -0.401041 | 0.00027 | -0.023256 | 0 | -0.385986 | -0.000138 | -0.00291 | 0 | 21,097 |
0 | -0.340732 | 0.326809 | -0.628443 | -1.59592 | -1.027019 | -0.401041 | 0 | -0.023256 | 0 | -0.385986 | 0 | -0.002632 | 0 | 21,098 |
-0.211108 | -0.090654 | -0.409932 | -0.628443 | -0.555475 | -1.027019 | -0.413015 | -0.001095 | -0.023256 | 0 | -0.385986 | -0.000138 | -0.002633 | 0 | 21,099 |
0.211108 | 0.159493 | 0.817834 | -0.629306 | -0.688852 | -0.50789 | -0.413015 | 0 | -0.023256 | 0 | -0.385986 | 0.000138 | -0.003465 | 0 | 21,100 |
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