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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.881198 | -0.590844 | -0.708779 | -0.353836 | -0.905546 | -0.472317 | -0.269327 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000578 | -0.00159 | 0 | 5,101 |
0.660946 | 1.496856 | 0.316027 | -0.356654 | 0.174793 | 0.520224 | -0.26256 | 0.000619 | 0.023256 | 0.464102 | 0.614014 | 0.000433 | -0.002023 | 0 | 5,102 |
0.220252 | -0.329863 | 0.316138 | -0.357593 | -1.000804 | -0.898703 | -0.263427 | -0.000079 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | -0.002168 | 0 | 5,103 |
1.540872 | 1.234971 | 0.316175 | -0.365096 | 0.07824 | 0.055855 | -0.264121 | -0.000063 | 0.023256 | 0.464102 | 0.614014 | 0.00101 | -0.002455 | 0 | 5,104 |
-0.220029 | 0.191084 | 0.060509 | -0.364159 | 0.139011 | 0.274758 | -0.264121 | 0 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.001588 | 0 | 5,105 |
0.989882 | 0.58209 | 0.828209 | -0.367905 | -0.603157 | -0.405589 | -0.264121 | 0 | 0.023256 | 0.249689 | 0 | 0.000649 | -0.001082 | 0 | 5,106 |
0.109947 | 0.060457 | 0.18867 | 6.124393 | 0.014344 | 0.132946 | -0.267245 | -0.000286 | 0.023256 | 0.249689 | 0 | 0.000072 | 0 | 0 | 5,107 |
0.659517 | 0.451051 | 0.444456 | 6.11878 | 0.166698 | 0.14107 | -0.271931 | -0.000429 | 0.023256 | 0.249689 | 0 | 0.000432 | -0.000432 | 0 | 5,108 |
-0.549578 | -0.330427 | -0.194677 | -0.368841 | 0.907586 | 0.157076 | -0.271931 | 0 | 0.023256 | 0.249689 | 0 | -0.00036 | -0.000072 | 0 | 5,109 |
0.989098 | 0.841503 | -0.322865 | -0.372582 | 0.0856 | 0.288322 | -0.260998 | 0.001 | 0.023256 | 0.249689 | 0 | 0.000648 | -0.001153 | 0 | 5,110 |
0.10986 | -0.070197 | -2.88079 | 6.111304 | -0.111295 | -0.208035 | -0.260998 | 0 | 0.023256 | 0.249689 | 0 | 0.000072 | -0.001369 | 0 | 5,111 |
0.219697 | 0.059895 | -1.217213 | -0.374451 | -0.076534 | -0.113778 | -0.260998 | 0 | 0.023256 | 0.249689 | 0 | 0.000144 | -0.001369 | 0 | 5,112 |
-0.109844 | -0.460696 | -0.322092 | -0.374451 | -0.145332 | -0.259683 | -0.265683 | -0.000429 | 0.023256 | 0.249689 | 0 | -0.000072 | -0.00173 | 0 | 5,113 |
-0.219712 | -0.070272 | 0.061247 | -0.372582 | 0.065169 | 0.195744 | -0.265683 | 0 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.001153 | 0 | 5,114 |
0.87866 | 0.580401 | 0.572321 | -0.376318 | -0.025301 | -0.029461 | -0.264469 | 0.000111 | 0.023256 | 0.249689 | 0 | 0.000576 | -0.005196 | 0 | 5,115 |
0.548906 | 0.059567 | 0.316913 | -0.379118 | -0.166059 | -0.060048 | -0.264469 | 0 | 0.023256 | 0.249689 | 0 | 0.00036 | -0.004688 | 0 | 5,116 |
1.206898 | 0.839237 | 0.699966 | -0.383778 | 0.66431 | 0.554703 | -0.267419 | -0.00027 | 0.023256 | 0.249689 | 0 | 0.000791 | -0.006057 | 0 | 5,117 |
-0.219365 | 0.188723 | 0.062055 | 6.094515 | -0.047852 | 0.07364 | -0.267419 | 0 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.005046 | 0 | 5,118 |
-0.219396 | -0.330913 | 0.31717 | -0.382846 | -1.285241 | -1.369089 | -0.266551 | 0.000079 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.005047 | 0 | 5,119 |
-0.219428 | -0.330876 | 0.317133 | -0.380983 | -0.082726 | -0.070509 | -0.266551 | 0 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.005047 | 0 | 5,120 |
-0.878028 | -0.330839 | -0.448799 | -0.378185 | -0.713482 | -0.50789 | -0.265857 | 0.000063 | 0.023256 | 0.249689 | 0 | -0.000576 | -0.00505 | 0 | 5,121 |
-0.878533 | -0.330689 | -0.704905 | -0.374451 | 0.259544 | 0.32126 | -0.265857 | 0 | 0.023256 | 0.249689 | 0 | -0.000576 | -0.003896 | 0 | 5,122 |
-0.659232 | 0.580233 | -0.449975 | -0.370712 | -0.261781 | -0.070509 | -0.248503 | 0.001587 | 0.023256 | 0.249689 | 0 | -0.000432 | -0.003898 | 0 | 5,123 |
0 | -0.070047 | 0.316692 | 6.11878 | -0.308606 | -0.233443 | -0.248503 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.003753 | 0 | 5,124 |
0 | -0.330427 | 0.316692 | -0.370712 | -0.382355 | -0.438258 | -0.24885 | -0.000032 | 0.023256 | 0.249689 | 0 | 0 | -0.00397 | 0 | 5,125 |
-1.099354 | -0.330427 | -0.706194 | -0.366033 | 0.047349 | 0.308247 | -0.24885 | 0 | 0.023256 | 0.249689 | 0 | -0.000721 | -0.003032 | 0 | 5,126 |
-0.439963 | -0.590844 | 0.060657 | -0.364159 | -1.464767 | -0.99296 | -0.247983 | 0.000079 | 0.023256 | 0.249689 | 0 | -0.000288 | -0.002744 | 0 | 5,127 |
-0.660183 | -0.330164 | -0.195452 | -0.362285 | -1.012572 | -0.869599 | -0.247983 | 0 | 0.023256 | 0.249689 | 0 | -0.000433 | -0.002456 | 0 | 5,128 |
-0.220125 | -0.330051 | 0.316323 | -0.363222 | -0.489581 | -0.625212 | -0.255445 | -0.000683 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.002745 | 0 | 5,129 |
-1.541762 | 0.191535 | -1.220701 | -0.352895 | 0.001379 | -0.01952 | -0.255445 | 0 | 0.023256 | 0.249689 | 0 | -0.001011 | -0.002169 | 0 | 5,130 |
0.440662 | -0.068693 | 0.059696 | -0.355715 | -0.12438 | 0.108065 | -0.260824 | -0.000492 | 0.023256 | 0.249689 | 0 | 0.000289 | -0.002458 | 0 | 5,131 |
0.440535 | 0.713874 | -0.19645 | -0.358532 | 1.210792 | 0.973084 | -0.260824 | 0 | 0.023256 | 0.249689 | 0 | 0.000289 | -0.002747 | 0 | 5,132 |
-0.220252 | -0.3299 | 0.059992 | -0.356654 | -0.516644 | -0.314896 | -0.259436 | 0.000127 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.002023 | 0 | 5,133 |
-1.322178 | -0.329863 | -0.965332 | -0.351955 | -0.055286 | -0.12497 | -0.259436 | 0 | 0.023256 | 0.249689 | 0 | -0.000867 | -0.001736 | 0 | 5,134 |
0.440853 | -0.068467 | 0.315916 | -0.353836 | -1.039803 | -0.584164 | -0.253362 | 0.000556 | 0.023256 | 0.249689 | 0 | 0.000289 | -0.002676 | 0 | 5,135 |
-0.881834 | 1.627577 | -0.453225 | -0.350073 | -0.60977 | -0.526288 | -0.253362 | 0 | 0.023256 | 0.249689 | 0 | -0.000578 | -0.001591 | 0 | 5,136 |
1.32256 | 1.237345 | 0.572321 | -0.355715 | 0.623079 | 0.352895 | -0.253362 | 0 | 0.023256 | 0.249689 | 0 | 0.000867 | -0.002169 | 0 | 5,137 |
-0.220347 | -0.329787 | 0.187922 | -0.353836 | -1.091019 | -0.960292 | -0.253189 | 0.000016 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.001735 | 0 | 5,138 |
0.440662 | 0.453307 | 0.316027 | -0.355715 | -0.272939 | -0.195628 | -0.253709 | -0.000048 | 0.023256 | 0.249689 | 0 | 0.000289 | -0.001879 | 0 | 5,139 |
-1.542876 | -0.8519 | -1.478476 | -0.350073 | -0.642068 | -0.50789 | -0.253709 | 0 | 0.023256 | 0.249689 | 0 | -0.001011 | -0.001085 | 0 | 5,140 |
-0.441108 | -0.329561 | 0.059325 | -0.348191 | -0.688852 | -0.358959 | -0.253709 | 0 | 0.023256 | 0.249689 | 0 | -0.000289 | -0.001881 | 0 | 5,141 |
-0.441236 | -0.590844 | 0.059177 | -0.346307 | -0.765528 | -0.489906 | -0.251974 | 0.000159 | 0.023256 | 0.249689 | 0 | -0.000289 | -0.001447 | 0 | 5,142 |
0.661806 | 4.239579 | 0.700621 | -0.348191 | -0.549358 | -0.421757 | -0.251974 | 0 | 0.023256 | 0.249689 | 0 | 0.000434 | -0.002026 | 0 | 5,143 |
-1.10317 | 4.10716 | -0.967334 | -0.343479 | -0.521015 | -0.344 | -0.275922 | -0.002191 | 0.023256 | 0.249689 | 0 | -0.000723 | -0.001593 | 0 | 5,144 |
0 | -0.590844 | -0.197896 | -0.343479 | -0.462189 | -0.246456 | -0.275922 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.001448 | 0 | 5,145 |
0.441364 | 1.238931 | 0.572321 | -0.345364 | -0.828591 | -0.841516 | -0.266725 | 0.000841 | 0.023256 | 0.249689 | 0 | 0.000289 | -0.001592 | 0 | 5,146 |
0.220634 | -0.068013 | 0.572321 | -0.347249 | -0.812836 | -0.714222 | -0.266725 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | -0.001882 | 0 | 5,147 |
0.220602 | 0.976968 | 0.315731 | -0.348191 | -0.444947 | -0.344 | -0.266204 | 0.000048 | 0.023256 | 0.249689 | 0 | 0.000145 | -0.002171 | 0 | 5,148 |
-0.220602 | -0.329485 | -0.454115 | -0.347249 | -0.574157 | -0.374202 | -0.266204 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | -0.001882 | 0 | 5,149 |
-0.220634 | -0.590844 | -0.454264 | -0.345364 | -0.715413 | -0.545119 | -0.265857 | 0.000032 | 0.023256 | 0.249689 | 0 | -0.000145 | -0.001592 | 0 | 5,150 |
-0.441364 | -0.32941 | -0.197673 | 6.173239 | -0.952903 | -0.584164 | -0.265857 | 0 | 0.023256 | 0.249689 | 0 | -0.000289 | -0.001738 | 0 | 5,151 |
0 | 0.585653 | 0.315619 | -0.344422 | -0.486793 | -0.714222 | -0.264989 | 0.000079 | 0.023256 | 0.249689 | 0 | 0 | -0.001158 | 0 | 5,152 |
0 | -0.067862 | 0.315619 | -0.344422 | -0.70581 | -0.738112 | -0.264989 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.001013 | 0 | 5,153 |
1.10317 | 0.716327 | 0.315619 | -0.346307 | 0.047349 | 0.340391 | -0.265163 | -0.000016 | 0.023256 | 0.249689 | 0 | 0.000723 | -0.001157 | 0 | 5,154 |
1.102373 | 0.976515 | -0.710632 | -0.351955 | 0.828768 | 1.038896 | -0.265163 | 0 | 0.023256 | 0.249689 | 0 | 0.000723 | -0.001156 | 0 | 5,155 |
1.762141 | 2.018781 | 0.059622 | -0.360409 | 0.89439 | 0.978779 | -0.288069 | -0.002095 | 0.023256 | 0.249689 | 0 | 0.001155 | -0.00318 | 0 | 5,156 |
1.760108 | 1.755278 | -0.195895 | -0.365096 | 0.812471 | 0.987248 | -0.288069 | 0 | 0.023256 | 0.249689 | 0 | 0.001154 | -0.003899 | 0 | 5,157 |
0 | -0.069822 | -0.962671 | -0.366969 | 0.67405 | 0.958664 | -0.305076 | -0.001556 | 0.023256 | 0.249689 | 0 | 0 | -0.00361 | 0 | 5,158 |
0 | 0.451051 | 0.060804 | -0.366969 | 0.749055 | 0.913777 | -0.305076 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.003321 | 0 | 5,159 |
-0.659803 | -0.069822 | -1.218633 | -0.362285 | 0.800155 | 0.916849 | -0.304382 | 0.000063 | 0.023256 | 0.249689 | 0 | -0.000432 | -0.00296 | 0 | 5,160 |
-0.219998 | 0.451501 | -0.707301 | -0.363222 | 0.818866 | 1.036259 | -0.304382 | 0 | 0.023256 | 0.249689 | 0 | -0.000144 | -0.002744 | 0 | 5,161 |
0.219998 | -0.069521 | -0.45145 | -0.362285 | 0.779131 | 1.006666 | -0.304382 | 0 | 0.023256 | 0.249689 | 0 | 0.000144 | -0.004118 | 0 | 5,162 |
-0.660088 | -0.330201 | -1.475517 | -0.361347 | 0.938985 | 1.07744 | -0.304382 | 0 | 0.023256 | 0.249689 | 0 | -0.000433 | -0.003468 | 0 | 5,163 |
0.660088 | 0.451952 | 0.060362 | 6.133758 | 0.667747 | 0.675305 | -0.31757 | -0.001206 | 0.023256 | 0.249689 | 0 | 0.000433 | -0.003322 | 0 | 5,164 |
-5.288718 | -0.851524 | -5.578297 | -0.343479 | 0.367519 | 0.587757 | -0.31757 | 0 | 0.023256 | 0 | -0.385986 | -0.003467 | 0.000289 | 1 | 5,165 |
1.323899 | 1.239196 | 0.315582 | 6.163817 | 0.246118 | 0.489441 | -0.295705 | 0.002 | 0.023256 | 0 | -0.385986 | 0.000868 | -0.000868 | 0 | 5,166 |
-0.882472 | 3.585762 | -0.967334 | -0.344422 | 0.136181 | 0.210703 | -0.295705 | 0 | 0.023256 | 0 | -0.385986 | -0.000578 | 0 | 0 | 5,167 |
1.323517 | 0.977421 | 0.572321 | 6.161934 | 0.011635 | 0.019055 | -0.296746 | -0.000095 | 0.023256 | 0 | -0.385986 | 0.000868 | -0.000868 | 0 | 5,168 |
-0.220506 | -0.590844 | -0.197117 | -0.349132 | -0.446258 | -0.714222 | -0.296746 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | -0.000434 | 0 | 5,169 |
-0.220538 | 0.192892 | -0.453819 | 6.163817 | -0.421758 | -0.12497 | -0.296746 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | -0.000578 | 0 | 5,170 |
-0.882472 | -0.721518 | -0.967334 | -0.344422 | -1.39963 | -0.788145 | -0.26551 | 0.002857 | 0.023256 | 0 | -0.385986 | -0.000578 | -0.000434 | 0 | 5,171 |
0.882472 | 0.454817 | 0.315656 | 6.167584 | -0.011833 | 0.401046 | -0.26551 | 0 | 0.023256 | 0 | -0.385986 | 0.000578 | -0.000578 | 0 | 5,172 |
-0.661806 | -1.113599 | -0.453967 | -0.346307 | -0.721239 | -0.625212 | -0.274187 | -0.000794 | 0.023256 | 0 | -0.385986 | -0.000434 | -0.000145 | 0 | 5,173 |
0.220634 | -0.32941 | 0.572321 | -0.347249 | -1.431435 | -0.960292 | -0.274187 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | -0.000362 | 0 | 5,174 |
-0.330963 | -0.590844 | -0.454264 | -0.345364 | -0.654357 | -0.374202 | -0.274534 | -0.000032 | 0.023256 | 0 | -0.385986 | -0.000217 | 0.000072 | 1 | 5,175 |
0.330963 | 0.062718 | 0.444003 | -0.347249 | -0.890452 | -0.584164 | -0.274534 | 0 | 0.023256 | 0 | -0.385986 | 0.000217 | -0.000434 | 0 | 5,176 |
0 | 0.454515 | 0.315731 | -0.346307 | -0.776 | -0.344 | -0.273319 | 0.000111 | 0.023256 | 0 | -0.385986 | 0 | -0.000579 | 0 | 5,177 |
-0.220634 | 2.673897 | 0.315731 | -0.345364 | -1.394467 | -1.223183 | -0.273319 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.000289 | 1 | 5,178 |
-0.662093 | -0.32941 | -0.197673 | -0.343479 | -0.778114 | -0.455106 | -0.280434 | -0.000651 | 0.023256 | 0 | -0.385986 | -0.000434 | 0.001012 | 1 | 5,179 |
-0.662381 | -0.067786 | -0.198008 | -0.339705 | -0.301111 | -0.159519 | -0.280434 | 0 | 0.023256 | 0 | -0.385986 | -0.000434 | 0.001157 | 1 | 5,180 |
0 | -0.067559 | 0.058583 | -0.340649 | -0.847045 | -0.604425 | -0.281128 | -0.000063 | 0.023256 | 0 | -0.385986 | 0 | 0.001736 | 1 | 5,181 |
0 | 4.374254 | 0.315471 | -0.340649 | -1.146315 | -1.223183 | -0.281128 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.00188 | 1 | 5,182 |
0.883111 | 0.586334 | 0.572321 | -0.343479 | -0.757263 | -0.358959 | -0.279566 | 0.000143 | 0.023256 | 0 | -0.385986 | 0.000579 | 0.001446 | 1 | 5,183 |
-0.883111 | -0.721613 | -0.71156 | -0.339705 | -0.908094 | -0.489906 | -0.279566 | 0 | 0.023256 | 0 | -0.385986 | -0.000579 | 0.002025 | 1 | 5,184 |
-0.994111 | -0.198366 | -0.96934 | -0.335926 | -0.608111 | -0.208035 | -0.272104 | 0.000683 | 0.023256 | 0 | -0.385986 | -0.000652 | 0.002532 | 1 | 5,185 |
0.773253 | 0.848762 | 0.443817 | -0.339705 | -0.790932 | -0.438258 | -0.272104 | 0 | 0.023256 | 0 | -0.385986 | 0.000507 | 0.002025 | 1 | 5,186 |
0.441683 | 0.717273 | 0.829172 | -0.340649 | -0.350764 | -0.091851 | -0.262386 | 0.000889 | 0.023256 | 0 | -0.385986 | 0.00029 | 0.00188 | 1 | 5,187 |
0.441555 | -0.067635 | -0.198231 | -0.343479 | -0.580497 | -0.389742 | -0.262386 | 0 | 0.023256 | 0 | -0.385986 | 0.000289 | 0.001374 | 1 | 5,188 |
0.22073 | 0.193686 | 0.572321 | 6.171353 | -0.8084 | -0.526288 | -0.262386 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.001301 | 1 | 5,189 |
-0.331107 | -0.329334 | -0.197896 | -0.342536 | -0.797431 | -0.604425 | -0.27679 | -0.001318 | 0.023256 | 0 | -0.385986 | -0.000217 | 0.001446 | 1 | 5,190 |
-1.656611 | -0.460056 | -1.354268 | -0.335926 | -1.22227 | -0.66848 | -0.27679 | 0 | 0.023256 | 0 | -0.385986 | -0.001086 | 0.002604 | 1 | 5,191 |
0.220985 | 0.194595 | 0.700825 | -0.335926 | -0.992108 | -0.869599 | -0.276095 | 0.000063 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.002459 | 1 | 5,192 |
-0.220985 | 1.110262 | 0.315322 | -0.334981 | -0.972229 | -0.714222 | -0.276095 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.002532 | 1 | 5,193 |
-0.442067 | -0.852732 | -0.456049 | -0.333089 | 0.029721 | 0.301661 | -0.266898 | 0.000841 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.003183 | 1 | 5,194 |
0.22105 | -0.067028 | 0.31521 | -0.334981 | -1.230344 | -0.841516 | -0.270369 | -0.000317 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.003832 | 1 | 5,195 |
0.221018 | -0.067104 | 0.572321 | 6.190233 | -0.903008 | -0.625212 | -0.270369 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.003759 | 1 | 5,196 |
-0.221018 | -0.328993 | -0.198901 | -0.334035 | -1.055406 | -0.646554 | -0.270369 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.00376 | 1 | 5,197 |
-0.22105 | -0.590844 | -0.199012 | -0.333089 | -0.96112 | -0.66848 | -0.270369 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.003905 | 1 | 5,198 |
0.22105 | -0.328917 | 0.572321 | -0.334035 | -0.887968 | -0.691024 | -0.270195 | 0.000016 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.003904 | 1 | 5,199 |
0.221018 | -0.328955 | 0.315247 | 6.192124 | -0.485403 | -0.545119 | -0.270195 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.003759 | 1 | 5,200 |
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