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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.053209 | 0.906619 | 0.082144 | -0.643927 | -0.267845 | 0.116445 | -0.411974 | 0 | -0.069767 | -0.785587 | -0 | 0.00069 | 0.00069 | 1 | 21,301 |
1.683624 | 2.400777 | -1.510428 | 5.558715 | 0.698197 | 0.808674 | -0.411974 | 0 | -0.069767 | -0.785587 | -0 | 0.001104 | -0.000483 | 0 | 21,302 |
-1.052047 | -0.092447 | -0.895979 | -0.645643 | 0.326063 | 0.637088 | -0.412842 | -0.000079 | -0.069767 | -0.785587 | -0 | -0.00069 | 0.000552 | 1 | 21,303 |
-0.421022 | -0.341456 | -0.162183 | -0.644785 | -0.346204 | -0.159519 | -0.412842 | 0 | -0.069767 | -0.785587 | -0 | -0.000276 | 0.00069 | 1 | 21,304 |
-0.631751 | 1.154629 | -0.162386 | -0.643069 | 0.034335 | 0.253971 | -0.409024 | 0.000349 | -0.069767 | -0.785587 | -0 | -0.000414 | 0.000759 | 1 | 21,305 |
1.473679 | 1.653955 | 0.572321 | -0.647358 | -0.492381 | -0.18341 | -0.414056 | -0.00046 | -0.069767 | -0.785587 | -0 | 0.000966 | 0.000207 | 1 | 21,306 |
0.210409 | 0.15701 | -2.244154 | -0.649071 | -0.054539 | 0.108065 | -0.414056 | 0 | -0.069767 | -0.785587 | -0 | 0.000138 | -0.000414 | 0 | 21,307 |
-0.210409 | -0.092309 | 0.327621 | -0.648215 | -0.323841 | -0.246456 | -0.412321 | 0.000159 | -0.069767 | -0.785587 | -0 | -0.000138 | 0.000414 | 1 | 21,308 |
0.631141 | 0.406225 | 0.327588 | -0.650784 | 0.112526 | 0.473594 | -0.412321 | 0 | -0.069767 | -0.785587 | -0 | 0.000414 | -0.000414 | 0 | 21,309 |
0.841116 | 0.903936 | -1.508129 | 5.555291 | 0.432287 | 0.573758 | -0.420304 | -0.00073 | -0.069767 | -1 | 0.614014 | 0.000551 | -0.000276 | 0 | 21,310 |
1.365825 | 1.027553 | 0.083293 | -0.65848 | -0.42557 | -0.060048 | -0.420304 | 0 | -0.069767 | -1 | 0.614014 | 0.000895 | -0.001722 | 0 | 21,311 |
0.734938 | 0.280001 | -0.771628 | -0.661895 | 0.214925 | 0.606049 | -0.419089 | 0.000111 | -0.069767 | -1 | 0.614014 | 0.000482 | -0.00248 | 0 | 21,312 |
-0.629925 | -0.342108 | -0.893149 | -0.659334 | -0.151314 | -0.029461 | -0.419089 | 0 | -0.069767 | -1 | 0.614014 | -0.000413 | -0.002067 | 0 | 21,313 |
-1.681073 | -0.342005 | -1.871811 | -0.653352 | -0.090545 | 0.195744 | -0.419957 | -0.000079 | -0.069767 | -1 | 0.614014 | -0.001102 | -0.000138 | 0 | 21,314 |
-0.420558 | 0.903318 | 0.083225 | -0.65164 | -0.378773 | -0.208035 | -0.419957 | 0 | -0.069767 | -1 | 0.614014 | -0.000276 | 0.000138 | 1 | 21,315 |
1.891598 | 1.899426 | 0.816886 | -0.65848 | -0.040497 | 0.064797 | -0.415618 | 0.000397 | -0.069767 | -1 | 0.614014 | 0.00124 | -0.000689 | 0 | 21,316 |
-1.050598 | -0.466403 | -0.893956 | -0.654207 | -0.358817 | -0.246456 | -0.415618 | 0 | -0.069767 | -1 | 0.614014 | -0.000689 | -0.000827 | 0 | 21,317 |
-2.103369 | -0.839922 | -2.118634 | -0.645643 | 0.376004 | 0.742861 | -0.415618 | 0 | -0.162791 | -1 | 0.614014 | -0.001379 | 0.000276 | 1 | 21,318 |
0.841696 | 0.655751 | 0.572321 | -0.649928 | -0.081949 | 0.028415 | -0.417354 | -0.000159 | -0.162791 | -1 | 0.614014 | 0.000552 | 0 | 0 | 21,319 |
-0.42079 | 0.655063 | -2.243377 | -0.648215 | -0.151314 | -0.049722 | -0.417354 | 0 | -0.162791 | -1 | 0.614014 | -0.000276 | 0.000483 | 1 | 21,320 |
0.315603 | 0.406225 | 0.327588 | -0.649071 | -0.166059 | -0.081109 | -0.439045 | -0.001984 | -0.162791 | -1 | 0.614014 | 0.000207 | 0.000069 | 1 | 21,321 |
0.946418 | 0.530589 | 0.327638 | 5.555291 | -0.40548 | -0.18341 | -0.439045 | 0 | -0.162791 | -1 | 0.614014 | 0.00062 | -0.000414 | 0 | 21,322 |
-0.63088 | -0.590844 | -4.447315 | 5.560427 | -0.484015 | -0.208035 | -0.433319 | 0.000524 | -0.162791 | -1 | 0.614014 | -0.000414 | 0.000414 | 1 | 21,323 |
-0.631141 | -0.590844 | -0.40641 | -0.647358 | -0.321644 | -0.171376 | -0.433319 | 0 | -0.162791 | -1 | 0.614014 | -0.000414 | 0.000207 | 1 | 21,324 |
0.42079 | 0.406225 | 0.08282 | 5.560427 | -0.085843 | 0.26096 | -0.433319 | 0 | -0.162791 | -1 | 0.614014 | 0.000276 | 0 | 0 | 21,325 |
-0.21038 | -0.341594 | 0.082955 | 5.563853 | -0.591735 | -0.604425 | -0.433319 | 0 | -0.162791 | -1 | 0.614014 | -0.000138 | 0.000965 | 1 | 21,326 |
0.631054 | 0.406088 | -0.40668 | -0.65164 | 0.070177 | 0.164961 | -0.431757 | 0.000143 | -0.162791 | -1 | 0.614014 | 0.000414 | 0.000965 | 1 | 21,327 |
-0.210322 | 0.156597 | 0.327723 | -0.649928 | 0.027071 | -0.286814 | -0.431757 | 0 | -0.162791 | -1 | 0.614014 | -0.000138 | 0.000827 | 1 | 21,328 |
-1.052047 | -0.840094 | -0.651178 | -0.6465 | -0.23999 | -0.102739 | -0.428113 | 0.000333 | -0.162791 | -1 | 0.614014 | -0.00069 | 0.001379 | 1 | 21,329 |
-1.052773 | -0.092103 | -0.896992 | -0.642211 | 0.572924 | 0.829461 | -0.428113 | 0 | -0.162791 | -1 | 0.614014 | -0.00069 | 0.002482 | 1 | 21,330 |
0.631751 | 0.407189 | 0.327351 | -0.644785 | 0.141267 | 0.24692 | -0.427419 | 0.000063 | -0.162791 | -1 | 0.614014 | 0.000414 | 0.001241 | 1 | 21,331 |
0.315777 | -0.216672 | -0.162386 | -0.645643 | -0.190141 | -0.029461 | -0.427419 | 0 | -0.162791 | -1 | 0.614014 | 0.000207 | 0.000483 | 1 | 21,332 |
-0.315777 | 0.157268 | 0.205082 | -0.645643 | -0.112917 | 0.037667 | -0.426724 | 0.000063 | -0.162791 | -1 | 0.614014 | -0.000207 | 0 | 0 | 21,333 |
0.421022 | 0.406776 | 0.572321 | -0.6465 | 0.145198 | 0.412644 | -0.426724 | 0 | -0.162791 | -1 | 0.614014 | 0.000276 | 0 | 0 | 21,334 |
1.052047 | 0.780363 | -0.162183 | -0.649928 | 0.112526 | 0.116445 | -0.425163 | 0.000143 | -0.162791 | -1 | 0.614014 | 0.00069 | -0.000828 | 0 | 21,335 |
-0.631141 | -0.715465 | -0.895979 | -0.648215 | -0.093697 | 0.091037 | -0.425163 | 0 | -0.162791 | -1 | 0.614014 | -0.000414 | -0.000759 | 0 | 21,336 |
0 | -0.341525 | 0.327588 | -0.648215 | -0.481249 | -0.314896 | -0.424295 | 0.000079 | -0.162791 | -1 | 0.614014 | 0 | -0.000897 | 0 | 21,337 |
1.262021 | 0.904554 | 0.327588 | -0.653352 | 0.169947 | 0.352895 | -0.424295 | 0 | -0.162791 | -1 | 0.614014 | 0.000827 | -0.001586 | 0 | 21,338 |
-0.841232 | 0.156391 | -0.650672 | -0.649928 | 0.063911 | 0.108065 | -0.428807 | -0.000413 | -0.162791 | -1 | 0.614014 | -0.000551 | -0.000483 | 0 | 21,339 |
0.420674 | 0.156804 | 0.327655 | -0.65164 | -0.467582 | -0.18341 | -0.428807 | 0 | -0.162791 | -1 | 0.614014 | 0.000276 | -0.000414 | 0 | 21,340 |
0.7359 | 0.405676 | 0.327723 | -0.654207 | -0.178442 | 0.1805 | -0.428807 | 0 | -0.162791 | -1 | 0.614014 | 0.000482 | -0.001103 | 0 | 21,341 |
0.735545 | 1.027441 | 0.694549 | -0.656772 | -0.105647 | 0.14107 | -0.432451 | -0.000333 | -0.162791 | -1 | 0.614014 | 0.000482 | -0.001378 | 0 | 21,342 |
-1.471445 | -0.839819 | -1.383524 | -0.652496 | 0.423718 | 0.510094 | -0.434707 | -0.000206 | -0.162791 | -1 | 0.614014 | -0.000965 | -0.000483 | 0 | 21,343 |
0.7359 | 0.405676 | 0.572321 | -0.654207 | -0.346204 | -0.233443 | -0.434707 | 0 | -0.162791 | -1 | 0.614014 | 0.000482 | -0.001034 | 0 | 21,344 |
0.525426 | 0.156237 | 0.450085 | 5.54845 | -0.302177 | -0.159519 | -0.423254 | 0.001048 | -0.162791 | -1 | 0.614014 | 0.000344 | -0.001999 | 0 | 21,345 |
-0.525426 | -0.092927 | -0.405466 | -0.654207 | 0.084379 | 0.164961 | -0.423254 | 0 | -0.162791 | -1 | 0.614014 | -0.000344 | -0.001862 | 0 | 21,346 |
-0.315342 | 0.031745 | 0.205588 | -0.652496 | 0.13788 | 0.157076 | -0.424989 | -0.000159 | -0.162791 | -1 | 0.614014 | -0.000207 | -0.001931 | 0 | 21,347 |
-0.210264 | -0.590844 | -0.161373 | -0.652496 | 0.108995 | -0.01952 | -0.424989 | 0 | -0.162791 | -1 | 0.614014 | -0.000138 | -0.002139 | 0 | 21,348 |
-1.262195 | -0.590844 | -1.385142 | -0.647358 | 0.057588 | 0.395183 | -0.424989 | 0 | -0.162791 | -1 | 0.614014 | -0.000827 | -0.000414 | 0 | 21,349 |
-0.420964 | 0.281742 | -0.162082 | -0.645643 | -0.156482 | -0.060048 | -0.427766 | -0.000254 | -0.162791 | -1 | 0.614014 | -0.000276 | -0.000138 | 0 | 21,350 |
0.631402 | 0.157319 | 0.327486 | 5.567281 | -0.202965 | -0.070509 | -0.427766 | 0 | -0.162791 | -1 | 0.614014 | 0.000414 | -0.000552 | 0 | 21,351 |
-0.105216 | 0.406225 | 0.08282 | -0.647358 | 0.124165 | 0.267889 | -0.40833 | 0.001778 | -0.162791 | -1 | 0.614014 | -0.000069 | -0.000483 | 0 | 21,352 |
0.526005 | 0.032432 | 0.44995 | 5.567281 | -0.078077 | -0.12497 | -0.423948 | -0.001429 | -0.162791 | -1 | 0.614014 | 0.000345 | -0.000828 | 0 | 21,353 |
-0.21038 | -0.840128 | -0.284158 | -0.647358 | -0.385956 | -0.091851 | -0.423948 | 0 | -0.162791 | -1 | 0.614014 | -0.000138 | -0.00069 | 0 | 21,354 |
-0.526078 | -0.341559 | -0.161879 | -0.6465 | 0.04347 | 0.055855 | -0.401388 | 0.002064 | -0.162791 | -1 | 0.614014 | -0.000345 | -0.000345 | 0 | 21,355 |
0.631272 | 0.281802 | -0.162133 | -0.6465 | -0.908094 | -0.472317 | -0.401388 | 0 | -0.162791 | -1 | 0.614014 | 0.000414 | -0.000759 | 0 | 21,356 |
-0.736509 | -0.964809 | -0.529018 | -0.645643 | 0.065797 | -0.208035 | -0.401388 | 0 | -0.162791 | -1 | 0.614014 | -0.000483 | -0.000276 | 0 | 21,357 |
1.052047 | 0.655751 | 0.572321 | -0.649928 | -0.330475 | -0.421757 | -0.405033 | -0.000333 | -0.162791 | -1 | 0.614014 | 0.00069 | -0.000966 | 0 | 21,358 |
-0.631141 | -0.341628 | -0.40641 | -0.647358 | -0.339419 | -0.300732 | -0.405033 | 0 | -0.162791 | -1 | 0.614014 | -0.000414 | -0.000552 | 0 | 21,359 |
1.051757 | 0.655407 | 0.572321 | -0.652496 | -0.585291 | -0.50789 | -0.402603 | 0.000222 | -0.162791 | -1 | 0.614014 | 0.000689 | -0.002208 | 0 | 21,360 |
-0.841348 | -0.466266 | -0.40614 | -0.649071 | -0.28324 | -0.159519 | -0.402603 | 0 | -0.162791 | -1 | 0.614014 | -0.000551 | -0.000828 | 0 | 21,361 |
-0.420848 | -0.092309 | 0.082888 | 5.567281 | -0.248822 | -0.113778 | -0.4059 | -0.000302 | -0.162791 | -1 | 0.614014 | -0.000276 | 0 | 0 | 21,362 |
0 | 0.157113 | 0.327554 | -0.6465 | -0.613099 | -0.300732 | -0.4059 | 0 | -0.162791 | -1 | 0.614014 | 0 | -0.000552 | 0 | 21,363 |
1.262195 | 1.153907 | 0.572321 | -0.65164 | -0.033219 | -0.102739 | -0.409891 | -0.000365 | -0.162791 | -1 | 0.614014 | 0.000827 | -0.000414 | 0 | 21,364 |
0 | -0.092584 | 0.083158 | -0.652496 | 0.095294 | 0.028415 | -0.409891 | 0 | -0.162791 | -1 | 0.614014 | 0 | 0 | 0 | 21,365 |
0.630706 | 0.405539 | -0.161474 | -0.654207 | 0.236366 | 0.327688 | -0.413709 | -0.000349 | -0.162791 | -1 | 0.614014 | 0.000413 | -0.002 | 0 | 21,366 |
-1.261673 | -0.09279 | -0.894967 | -0.649071 | 0.599328 | 0.761692 | -0.413709 | 0 | -0.162791 | -1 | 0.614014 | -0.000827 | -0.000276 | 0 | 21,367 |
-0.42079 | -0.092378 | 0.082955 | -0.647358 | -0.093697 | 0.055855 | -0.413709 | 0 | -0.162791 | -1 | 0.614014 | -0.000276 | 0.000276 | 1 | 21,368 |
0.42079 | 0.655407 | 0.08282 | -0.649928 | 0.020402 | 0.028415 | -0.413709 | 0 | -0.162791 | -1 | 0.614014 | 0.000276 | -0.00069 | 0 | 21,369 |
0.315516 | 0.281381 | 0.327655 | -0.650784 | 0.0856 | 0.046813 | -0.415271 | -0.000143 | -0.162791 | -1.164525 | 1.414214 | 0.000207 | -0.002554 | 0 | 21,370 |
-0.315516 | -0.46624 | -0.039281 | 5.56214 | 0.158507 | 0.26096 | -0.415271 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000207 | -0.000414 | 0 | 21,371 |
0.210351 | 0.156804 | -0.161778 | -0.649928 | 0.047993 | 0.132946 | -0.417354 | -0.00019 | -0.162791 | -1.164525 | 1.414214 | 0.000138 | -0.000276 | 0 | 21,372 |
0.63088 | 0.1567 | -0.161677 | 5.557003 | -0.03033 | -0.286814 | -0.417354 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000414 | -0.001103 | 0 | 21,373 |
-0.946418 | -0.839991 | -0.650672 | -0.649071 | -0.42557 | -0.455106 | -0.415098 | 0.000206 | -0.162791 | -1.164525 | 1.414214 | -0.00062 | -0.000483 | 0 | 21,374 |
0.105187 | -0.341576 | 0.572321 | -0.649928 | -1.12158 | -1.138866 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000069 | -0.00069 | 0 | 21,375 |
1.261673 | 1.153186 | 0.694641 | -0.655062 | 0.246602 | 0.301661 | -0.414924 | 0.000016 | -0.162791 | -1.164525 | 1.414214 | 0.000827 | -0.001379 | 0 | 21,376 |
0.630446 | 0.902906 | -0.528031 | -0.657626 | 0.0856 | 0.225387 | -0.414924 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000413 | -0.000965 | 0 | 21,377 |
-0.420268 | -0.590844 | -0.160868 | 5.55016 | 0.113698 | -0.060048 | -0.413709 | 0.000111 | -0.162791 | -1.164525 | 1.414214 | -0.000275 | -0.001517 | 0 | 21,378 |
-0.210177 | -0.341834 | -0.405601 | 5.55187 | -0.278071 | -0.039527 | -0.413709 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000138 | -0.002207 | 0 | 21,379 |
0.630446 | 0.156186 | 0.572321 | -0.656772 | -0.819544 | -0.545119 | -0.413709 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000413 | -0.003034 | 0 | 21,380 |
-1.261152 | -0.590844 | -0.89436 | -0.652496 | -0.205744 | -0.12497 | -0.415098 | -0.000127 | -0.162791 | -1.164525 | 1.414214 | -0.000827 | -0.002208 | 0 | 21,381 |
-0.841348 | -0.092584 | -0.40614 | -0.649071 | -0.228386 | 0.046813 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000551 | -0.002209 | 0 | 21,382 |
-1.052337 | -0.590844 | -0.651515 | -0.644785 | -0.326046 | -0.136322 | -0.411974 | 0.000286 | -0.162791 | -1.164525 | 1.414214 | -0.00069 | -0.000552 | 0 | 21,383 |
0.421022 | 0.157422 | 0.817156 | -0.6465 | -0.5123 | -0.455106 | -0.411974 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000276 | -0.000828 | 0 | 21,384 |
-0.210496 | 0.655751 | 0.32752 | -0.645643 | 0.327356 | 0.583117 | -0.412147 | -0.000016 | -0.162791 | -1.164525 | 1.414214 | -0.000138 | -0.001519 | 0 | 21,385 |
-0.526368 | -0.590844 | -1.019709 | -0.643069 | -0.108062 | 0.055855 | -0.412147 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000345 | -0.000483 | 0 | 21,386 |
-0.210598 | -0.216594 | 0.204929 | -0.642211 | -0.507983 | -0.358959 | -0.415098 | -0.00027 | -0.162791 | -1.164525 | 1.414214 | -0.000138 | -0.000483 | 0 | 21,387 |
0.210598 | 0.032948 | 0.572321 | -0.643069 | -0.214148 | -0.147837 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000138 | -0.000207 | 0 | 21,388 |
0.842102 | 1.528879 | 0.449866 | -0.645643 | 0.123588 | 0.371293 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000552 | -0.000897 | 0 | 21,389 |
0.526078 | 0.281802 | 0.327537 | -0.649071 | -0.25577 | 0.116445 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000345 | -0.00069 | 0 | 21,390 |
-0.315625 | -0.466197 | 0.082888 | -0.647358 | -0.631705 | -0.584164 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000207 | -0.000759 | 0 | 21,391 |
0.315625 | -0.216853 | 0.205183 | -0.648215 | -0.459508 | -0.273134 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000207 | -0.000276 | 0 | 21,392 |
-0.105201 | -0.092309 | -3.469547 | -0.648215 | -0.047852 | -0.039527 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000069 | -0.000207 | 0 | 21,393 |
-0.105208 | 0.032346 | -0.039534 | -0.647358 | -0.437131 | -0.405589 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000069 | -0.000276 | 0 | 21,394 |
-0.947202 | 0.032389 | -4.083398 | -0.644785 | -0.126861 | 0.1805 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000621 | -0.000345 | 0 | 21,395 |
-0.315865 | -0.216646 | -0.039956 | -0.643069 | -0.099248 | 0.14107 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000207 | -0.00152 | 0 | 21,396 |
-0.421255 | -0.091827 | -0.162589 | -0.640493 | 0.008233 | 0.418381 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000276 | 0.000138 | 1 | 21,397 |
-0.526732 | -0.09169 | -0.040252 | -0.638775 | 0.180138 | 0.457426 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000345 | 0.000345 | 1 | 21,398 |
1.369125 | 1.031463 | 0.204676 | -0.643927 | 0.73531 | 0.91991 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000897 | -0.000967 | 0 | 21,399 |
0 | -0.590844 | -1.387575 | -0.643927 | 0.73531 | 0.91991 | -0.415098 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.001312 | 0 | 21,400 |
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