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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.254827 | -0.473343 | 0.197025 | 0.782467 | -0.644283 | -1.132165 | -0.627657 | 0 | 1.8 | 0 | -0.385986 | -0.000204 | 0.002653 | 1 | 85,772 |
-0.254879 | -0.791759 | 0.196961 | -0.129866 | -1.36076 | -1.583663 | -0.632167 | -0.000333 | 1.8 | 0 | -0.385986 | -0.000204 | 0.002857 | 1 | 85,773 |
0.254879 | 0.481708 | 0.827116 | -0.129866 | -0.321201 | 0.451498 | -0.632167 | 0 | 1.8 | 0 | -0.385986 | 0.000204 | 0.002449 | 1 | 85,774 |
-0.764793 | -0.473343 | -0.433388 | 0.783586 | -0.305916 | -0.05052 | -0.631952 | 0.000016 | 1.8 | 0 | -0.385986 | -0.000613 | 0.002858 | 1 | 85,775 |
-0.255035 | -0.473343 | -0.433968 | 0.784333 | -0.115008 | 0.290351 | -0.632381 | -0.000032 | 1.8 | 0 | -0.385986 | -0.000204 | 0.003674 | 1 | 85,776 |
0 | -0.473343 | 0.512039 | 0.784333 | -4.029688 | -2.554681 | -0.632381 | 0 | 1.8 | 0 | -0.385986 | 0 | 0.003674 | 1 | 85,777 |
-0.510227 | -1.11076 | -0.118697 | -0.128746 | -1.532365 | -1.132165 | -0.627872 | 0.000333 | 1.8 | 0 | -0.385986 | -0.000409 | 0.003676 | 1 | 85,778 |
0 | -0.473343 | 0.512039 | -0.128559 | -0.567529 | -0.834771 | -0.627872 | 0 | 1.8 | 0 | -0.385986 | 0 | 0.003472 | 1 | 85,779 |
0.25514 | -0.154602 | 0.512039 | -0.128746 | -1.672816 | -1.132165 | -0.621215 | 0.000492 | 1.8 | 0 | -0.385986 | 0.000205 | 0.003471 | 1 | 85,780 |
-0.510331 | -0.473343 | -0.118826 | 0.784707 | -0.555073 | -0.971018 | -0.621215 | 0 | 1.8 | 0 | -0.385986 | -0.000409 | 0.00388 | 1 | 85,781 |
0 | 0.164205 | 0.512039 | 0.78508 | -1.175207 | -1.329392 | -0.619068 | 0.000159 | 1.8 | 0 | -0.385986 | 0 | 0.003676 | 1 | 85,782 |
0 | -0.473343 | 0.512039 | -0.128372 | -2.670782 | -1.942037 | -0.619068 | 0 | 1.8 | 0 | -0.385986 | 0 | 0.003676 | 1 | 85,783 |
0.255192 | -0.154537 | 0.512039 | -0.128746 | -0.705114 | -0.104104 | -0.622289 | -0.000238 | 1.8 | 0 | -0.385986 | 0.000205 | 0.003676 | 1 | 85,784 |
0 | -0.473343 | 0.512039 | -0.128746 | -4.029688 | -2.554681 | -0.622289 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.003676 | 1 | 85,785 |
-0.255192 | -0.473343 | 0.196574 | -0.128746 | -0.349626 | -0.43528 | -0.622289 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000205 | 0.003676 | 1 | 85,786 |
0.892943 | 1.756934 | 1.142903 | -0.12912 | -0.844562 | -0.612644 | -0.625295 | -0.000222 | 1.8 | -0.267949 | -0.517638 | 0.000716 | 0.003979 | 1 | 85,787 |
0.127511 | -0.314046 | 0.512039 | 0.783586 | -1.824163 | -0.612644 | -0.625295 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000102 | 0.00347 | 1 | 85,788 |
-0.510123 | -0.473343 | -0.433968 | -0.128746 | -0.758966 | -0.358374 | -0.622719 | 0.00019 | 1.8 | -0.267949 | -0.517638 | -0.000409 | 0.004082 | 1 | 85,789 |
0.510123 | 0.163944 | 0.512039 | 0.783959 | -1.728603 | -1.583663 | -0.622719 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000409 | 0.003877 | 1 | 85,790 |
-0.510123 | -0.791954 | -0.118568 | 0.783959 | -2.141301 | -1.329392 | -0.621215 | 0.000111 | 1.8 | -0.267949 | -0.517638 | -0.000409 | 0.004286 | 1 | 85,791 |
1.274916 | 1.119386 | 0.512039 | 0.78284 | -0.205777 | -0.104104 | -0.621215 | 0 | 1.8 | -0.267949 | -0.517638 | 0.001022 | 0.003366 | 1 | 85,792 |
-0.50981 | -0.950991 | -0.118182 | 0.783213 | -1.11919 | -0.971018 | -0.623148 | -0.000143 | 1.8 | -0.267949 | -0.517638 | -0.000409 | 0.00408 | 1 | 85,793 |
1.528805 | 1.754656 | 0.827181 | 0.780977 | 1.006389 | 0.480479 | -0.623148 | 0 | 1.8 | -0.267949 | -0.517638 | 0.001226 | 0.002854 | 1 | 85,794 |
-0.254671 | -0.791499 | 0.197218 | 0.780977 | -1.397675 | -1.583663 | -0.623148 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.002855 | 1 | 85,795 |
0 | 0.639917 | 0.512039 | -0.13061 | 0.877459 | 0.790009 | -0.623148 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.002855 | 1 | 85,796 |
0.127342 | -0.155188 | 0.197154 | -0.130424 | -0.269044 | -0.43528 | -0.623792 | -0.000048 | 1.8 | -0.267949 | -0.517638 | 0.000102 | 0.002753 | 1 | 85,797 |
0 | -0.473343 | 0.512039 | -0.130424 | -4.029688 | -2.554681 | -0.623792 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.002753 | 1 | 85,798 |
0.381948 | 0.003817 | 0.039735 | -0.130796 | -0.19133 | -0.358374 | -0.627872 | -0.000302 | 1.8 | -0.267949 | -0.517638 | 0.000306 | 0.00265 | 1 | 85,799 |
0.254567 | 0.79837 | 0.197282 | 0.780233 | 0.897935 | 1.107266 | -0.627872 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.002446 | 1 | 85,800 |
-0.254567 | -0.632348 | 0.197347 | 0.780605 | -0.861231 | -0.716748 | -0.637106 | -0.000683 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.002243 | 1 | 85,801 |
0.254567 | -0.155317 | 0.82673 | 0.779861 | -2.621472 | -1.942037 | -0.637106 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.00265 | 1 | 85,802 |
0.381753 | 0.162514 | 0.512039 | -0.131168 | -0.745016 | -0.612644 | -0.631952 | 0.000381 | 1.8 | -0.267949 | -0.517638 | 0.000306 | 0.002547 | 1 | 85,803 |
0.381636 | 0.321194 | 0.669312 | -0.13154 | -0.87623 | -0.519521 | -0.631952 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000306 | 0.002241 | 1 | 85,804 |
0 | -0.473343 | -0.431652 | 0.779118 | -1.171539 | -0.834771 | -0.630878 | 0.000079 | 1.8 | -0.267949 | -0.517638 | 0 | 0.002444 | 1 | 85,805 |
0 | -0.473343 | 0.512039 | -0.131354 | -2.121415 | -1.329392 | -0.630878 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.002241 | 1 | 85,806 |
-0.508874 | -0.473343 | -0.117024 | -0.130982 | 0.072426 | 0.25427 | -0.630878 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000408 | 0.002445 | 1 | 85,807 |
-0.254515 | -0.473343 | 0.197411 | 0.779861 | -0.891637 | -1.329392 | -0.628087 | 0.000206 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.002242 | 1 | 85,808 |
0.508978 | 0.162514 | 0.512039 | -0.131168 | -1.983352 | -1.329392 | -0.628087 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000408 | 0.001223 | 1 | 85,809 |
0.50877 | 0.479956 | 0.197475 | 0.778747 | -0.252192 | -0.05052 | -0.636891 | -0.000651 | 1.8 | -0.267949 | -0.517638 | 0.000408 | 0.000815 | 1 | 85,810 |
0 | -0.473343 | 0.512039 | 0.778747 | -1.284449 | -1.583663 | -0.635388 | 0.000111 | 1.8 | -0.267949 | -0.517638 | 0 | 0.001426 | 1 | 85,811 |
-1.017748 | -0.791109 | -0.746087 | -0.130982 | 0.369678 | 0.390518 | -0.635388 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000816 | 0.002039 | 1 | 85,812 |
0.254515 | -0.155382 | 0.512039 | -0.130982 | 0.295105 | -0.161147 | -0.636461 | -0.000079 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.002038 | 1 | 85,813 |
0 | -0.473343 | -0.117281 | -0.130982 | -0.28107 | -0.716748 | -0.636461 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.002038 | 1 | 85,814 |
0.254463 | 0.162384 | 0.512039 | -0.130982 | 0.20857 | 0.177365 | -0.633455 | 0.000222 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.002038 | 1 | 85,815 |
-0.254463 | -0.791239 | -0.431845 | -0.131168 | 1.079835 | 0.790009 | -0.633455 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.002242 | 1 | 85,816 |
0.763233 | 0.48015 | 0.826602 | 0.778747 | -0.867611 | -1.132165 | -0.633455 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000612 | 0.000408 | 1 | 85,817 |
0.508563 | 0.161995 | 0.197603 | 0.778375 | -0.676929 | -0.716748 | -0.634529 | -0.000079 | 1.8 | -0.267949 | -0.517638 | 0.000408 | 0.000611 | 1 | 85,818 |
0 | -0.473343 | 0.512039 | -0.132096 | -0.739872 | -1.132165 | -0.634529 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.000408 | 1 | 85,819 |
0 | 0.161736 | 0.197731 | 0.778375 | 0.240019 | 1.284631 | -0.635388 | -0.000063 | 1.8 | -0.267949 | -0.517638 | 0 | 0.000611 | 1 | 85,820 |
0.254204 | -0.155771 | -0.11664 | 0.777263 | -0.464206 | -0.358374 | -0.635388 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000204 | -0.000204 | 0 | 85,821 |
0 | 0.161607 | 0.512039 | 0.777263 | -0.912081 | -1.132165 | -0.632167 | 0.000238 | 1.8 | -0.267949 | -0.517638 | 0 | 0.000204 | 1 | 85,822 |
0 | 0.478984 | 0.512039 | 0.777263 | 1.323058 | 0.636861 | -0.632167 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.000407 | 1 | 85,823 |
-0.254204 | -0.473343 | 0.197796 | 0.777634 | -0.02121 | -0.834771 | -0.634743 | -0.000191 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.000408 | 1 | 85,824 |
-0.254255 | -0.155771 | 0.197731 | 0.777263 | -1.205439 | -1.132165 | -0.634743 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000204 | -0.000204 | 0 | 85,825 |
0.762611 | 0.479373 | 1.140589 | -0.132467 | -0.832374 | -1.583663 | -0.634743 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000611 | -0.000408 | 0 | 85,826 |
0 | -0.155901 | 0.512039 | -0.132467 | -0.3344 | -0.358374 | -0.629805 | 0.000365 | 1.8 | -0.267949 | -0.517638 | 0 | 0 | 0 | 85,827 |
-0.508355 | -0.473343 | -0.116383 | 0.778004 | 0.360692 | 0.325017 | -0.629805 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000408 | 0.000611 | 1 | 85,828 |
-0.254255 | -0.79098 | 0.197731 | 0.778004 | -2.851252 | -1.942037 | -0.637106 | -0.00054 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.000611 | 1 | 85,829 |
0.254255 | 0.161865 | 0.826346 | 0.778004 | -2.391691 | -1.329392 | -0.63775 | -0.000048 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.000815 | 1 | 85,830 |
0 | -0.473343 | 0.512039 | 0.778004 | -4.029688 | -2.554681 | -0.63775 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.001222 | 1 | 85,831 |
-0.254255 | -0.473343 | 0.197731 | 0.778375 | -0.708334 | -0.716748 | -0.63775 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.001019 | 1 | 85,832 |
0 | -0.473343 | 0.512039 | 0.778004 | -4.029688 | -2.554681 | -0.640327 | -0.000191 | 1.8 | -0.267949 | -0.517638 | 0 | 0.001222 | 1 | 85,833 |
0.254255 | 0.161865 | 0.826346 | -0.132096 | -0.03679 | 0 | -0.640327 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.001019 | 1 | 85,834 |
0 | -0.473343 | 0.512039 | 0.778375 | -3.117607 | -1.583663 | -0.631308 | 0.000667 | 1.8 | -0.267949 | -0.517638 | 0 | 0.001019 | 1 | 85,835 |
-0.254255 | -0.473343 | 0.197731 | -0.131911 | -1.271218 | -1.583663 | -0.631308 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000204 | 0.001833 | 1 | 85,836 |
1.270759 | 1.114193 | 0.826346 | -0.132467 | 0.106782 | -0.104104 | -0.635173 | -0.000286 | 1.8 | -0.267949 | -0.517638 | 0.001019 | 0.001018 | 1 | 85,837 |
-0.508148 | -1.108163 | -0.116127 | -0.132467 | -1.293444 | -1.329392 | -0.635173 | 0 | 1.8 | -0.267949 | -0.517638 | -0.000407 | 0.001527 | 1 | 85,838 |
0.2541 | -0.155901 | 0.826153 | -0.132653 | -3.636876 | -1.942037 | -0.631952 | 0.000238 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.001527 | 1 | 85,839 |
0.254048 | -0.155965 | 0.512039 | -0.132838 | -0.468419 | -0.716748 | -0.631952 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000204 | 0.001628 | 1 | 85,840 |
0 | 0.161219 | 0.512039 | -0.133023 | -0.314715 | -0.519521 | -0.636032 | -0.000302 | 1.8 | -0.267949 | -0.517638 | 0 | 0.002644 | 1 | 85,841 |
0.127005 | 0.161219 | 0.66904 | -0.132838 | -0.319573 | -0.358374 | -0.636032 | 0 | 1.8 | -0.267949 | -0.517638 | 0.000102 | 0.002136 | 1 | 85,842 |
0.380937 | 0.319738 | 0.355037 | 0.775781 | -0.441576 | -0.287628 | -0.630878 | 0.000381 | 1.8 | -0.267949 | -0.517638 | 0.000305 | 0.002846 | 1 | 85,843 |
0 | -0.156159 | 0.512039 | 0.775781 | -1.598251 | -1.583663 | -0.630878 | 0 | 1.8 | -0.267949 | -0.517638 | 0 | 0.004063 | 1 | 85,844 |
-0.253945 | -0.790592 | 0.198115 | 0.775781 | -0.896117 | -0.971018 | -0.636247 | -0.000397 | 1.8 | -0.535898 | -0.385986 | -0.000204 | 0.004672 | 1 | 85,845 |
0 | -0.156094 | 0.512039 | 0.775781 | -0.39606 | -0.519521 | -0.636247 | 0 | 1.8 | -0.535898 | -0.385986 | 0 | 0.004672 | 1 | 85,846 |
0 | 0.478209 | 0.512039 | 0.776151 | -0.024582 | 0.177365 | -0.652566 | -0.001206 | -0.6 | -0.535898 | -0.385986 | 0 | 0.004875 | 1 | 85,847 |
0 | -0.473343 | 0.512039 | 0.776151 | -4.029688 | -2.554681 | -0.652566 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.005179 | 1 | 85,848 |
0.253945 | 0.478209 | 0.825962 | 0.775781 | -0.216521 | -0.358374 | -0.651922 | 0.000048 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.005279 | 1 | 85,849 |
0 | -0.473343 | 0.512039 | -0.133208 | -0.321201 | -0.287628 | -0.651922 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.003861 | 1 | 85,850 |
-0.507941 | -0.156159 | -0.115872 | -0.132838 | -0.423709 | -0.519521 | -0.651922 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000407 | 0.005079 | 1 | 85,851 |
0.761834 | 0.478403 | 1.453808 | -0.133023 | -3.636876 | -1.942037 | -0.65321 | -0.000095 | -0.6 | -0.535898 | -0.385986 | 0.000611 | 0.004468 | 1 | 85,852 |
0.253841 | 0.160831 | -0.115744 | -0.133578 | 0.245445 | 0.535739 | -0.65321 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.004264 | 1 | 85,853 |
0 | -0.473343 | 0.198243 | 0.775041 | 0.000462 | -0.43528 | -0.649775 | 0.000254 | -0.6 | -0.535898 | -0.385986 | 0 | 0.003149 | 1 | 85,854 |
0.25379 | -0.156288 | 0.198243 | 0.774672 | -0.128775 | -0.358374 | -0.650419 | -0.000048 | -0.6 | -0.535898 | -0.385986 | 0.000203 | 0.002844 | 1 | 85,855 |
-0.25379 | -0.156353 | 0.198307 | -0.133393 | 0.385596 | 0 | -0.650419 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000203 | 0.003454 | 1 | 85,856 |
-0.253841 | -0.790463 | -0.115616 | 0.775411 | 0.037586 | -0.519521 | -0.642903 | 0.000556 | -0.6 | -0.535898 | -0.385986 | -0.000204 | 0.003251 | 1 | 85,857 |
-0.507838 | -0.156224 | -0.429731 | 0.776522 | -0.044244 | 0.290351 | -0.642903 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000407 | 0.004064 | 1 | 85,858 |
-0.762145 | -0.949337 | -0.430114 | -0.132467 | -0.49438 | -0.971018 | -0.642903 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000611 | 0.004168 | 1 | 85,859 |
0 | -0.473343 | 0.512039 | -0.132467 | -0.89837 | -1.583663 | -0.641185 | 0.000127 | -0.6 | -0.535898 | -0.385986 | 0 | 0.004168 | 1 | 85,860 |
0.762145 | 0.478791 | 0.669104 | 0.776151 | 0.474124 | 0 | -0.641185 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000611 | 0.003963 | 1 | 85,861 |
-0.253996 | -0.473343 | 0.198051 | -0.132838 | -1.027089 | -1.329392 | -0.642474 | -0.000095 | -0.6 | -0.535898 | -0.385986 | -0.000204 | 0.004471 | 1 | 85,862 |
0.253996 | -0.15603 | 0.512039 | 0.776151 | -0.618903 | -0.971018 | -0.642474 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.00528 | 1 | 85,863 |
0 | -0.473343 | 0.512039 | 0.776151 | -1.365888 | -1.942037 | -0.640112 | 0.000175 | -0.6 | -0.535898 | -0.385986 | 0 | 0.005685 | 1 | 85,864 |
0.253945 | -0.156094 | 0.512039 | 0.776151 | 0.732559 | 0.216654 | -0.640112 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.005482 | 1 | 85,865 |
0 | -0.473343 | 0.198115 | 0.776151 | 0.686128 | 0.047788 | -0.640112 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.005583 | 1 | 85,866 |
-1.524445 | -1.107905 | -1.686767 | -0.132282 | 0.341522 | 0.421534 | -0.648701 | -0.000635 | -0.6 | -0.535898 | -0.385986 | -0.001222 | 0.007513 | 1 | 85,867 |
0.762455 | 0.479179 | 0.826282 | -0.132282 | -0.181686 | -0.287628 | -0.64956 | -0.000063 | -0.6 | -0.535898 | -0.385986 | 0.000611 | 0.006801 | 1 | 85,868 |
-0.2541 | -0.790786 | 0.197924 | 0.777263 | -2.065628 | -1.583663 | -0.64956 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000204 | 0.006904 | 1 | 85,869 |
0.2541 | -0.155901 | 0.512039 | 0.776892 | -0.923766 | -0.971018 | -0.64913 | 0.000032 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.006295 | 1 | 85,870 |
-0.762455 | -0.790786 | -0.430498 | 0.777634 | -0.45175 | -0.43528 | -0.64913 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000611 | 0.006805 | 1 | 85,871 |
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