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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.508355 | 0.161736 | 0.512039 | 0.777263 | -0.852835 | -0.716748 | -0.645695 | 0.000254 | -0.6 | -0.535898 | -0.385986 | 0.000408 | 0.006701 | 1 | 85,872 |
0.2541 | -0.155901 | 0.19786 | 0.776522 | -1.575427 | -1.329392 | -0.645695 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.007003 | 1 | 85,873 |
-0.2541 | 0.161348 | 0.197924 | 0.777263 | -0.087358 | -0.05052 | -0.643977 | 0.000127 | -0.6 | -0.535898 | -0.385986 | -0.000204 | 0.00751 | 1 | 85,874 |
-1.016918 | -0.79085 | -0.745062 | 0.778747 | -0.102122 | 0.480479 | -0.643977 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000815 | 0.008326 | 1 | 85,875 |
0.508563 | 0.161995 | 0.512039 | 0.777634 | -0.955326 | -0.971018 | -0.644836 | -0.000063 | -0.6 | -0.535898 | -0.385986 | 0.000408 | 0.007109 | 1 | 85,876 |
0.508355 | 0.161736 | 0.826282 | 0.777263 | -0.006514 | -0.612644 | -0.644836 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000408 | 0.006296 | 1 | 85,877 |
0.2541 | 0.002796 | -0.116383 | 0.776892 | -0.247161 | -0.519521 | -0.645265 | -0.000032 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.00589 | 1 | 85,878 |
-0.2541 | -0.473343 | 0.197924 | 1.686622 | -1.414263 | -1.132165 | -0.645265 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000204 | 0.005283 | 1 | 85,879 |
0.508148 | 0.478791 | 0.983187 | 0.776522 | -0.364392 | -0.287628 | -0.645265 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000407 | 0.005079 | 1 | 85,880 |
0.507941 | 0.161219 | 0.512039 | -0.133023 | -0.129938 | -0.161147 | -0.650848 | -0.000413 | -0.6 | -0.535898 | -0.385986 | 0.000407 | 0.004671 | 1 | 85,881 |
-0.507941 | -0.473343 | -0.115872 | 0.776151 | -0.540479 | -0.222127 | -0.650848 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000407 | 0.005281 | 1 | 85,882 |
0.253996 | 0.161219 | 0.512039 | 0.776151 | -0.017381 | -0.222127 | -0.654284 | -0.000254 | -0.6 | -0.535898 | -0.385986 | 0.000204 | 0.00447 | 1 | 85,883 |
0 | 0.16109 | 0.198051 | -0.133023 | 1.036963 | 0.683391 | -0.654284 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.00447 | 1 | 85,884 |
0 | -0.156094 | 0.512039 | 0.776151 | 0.924708 | 0.480479 | -0.655787 | -0.000111 | -0.6 | -0.535898 | -0.385986 | 0 | 0.00528 | 1 | 85,885 |
0.761679 | 0.795264 | 0.198051 | 0.774672 | 1.241523 | 1.034178 | -0.655787 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000611 | 0.004264 | 1 | 85,886 |
0.25379 | -0.156288 | 0.512039 | 0.774672 | -1.461028 | -0.612644 | -0.656861 | -0.000079 | -0.6 | -0.535898 | -0.385986 | 0.000203 | 0.004061 | 1 | 85,887 |
0.126876 | 0.160573 | 0.66888 | 0.774302 | -0.523914 | -0.358374 | -0.651922 | 0.000365 | -0.6 | -0.535898 | -0.385986 | 0.000102 | 0.004567 | 1 | 85,888 |
0.253712 | 0.318932 | 0.355197 | -0.133947 | 0.129318 | 0.421534 | -0.651922 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000203 | 0.003958 | 1 | 85,889 |
0.380472 | 0.001973 | 0.041561 | -0.134132 | -0.413062 | -0.161147 | -0.651922 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000305 | 0.002843 | 1 | 85,890 |
1.267402 | 1.109999 | 0.512039 | -0.134685 | -0.294134 | 0.136247 | -0.671462 | -0.001445 | -0.6 | -0.535898 | -0.385986 | 0.001016 | 0.002029 | 1 | 85,891 |
-0.506806 | -0.789883 | -0.74123 | 0.772088 | 0.045325 | 0.390518 | -0.652996 | 0.001365 | -0.6 | -0.535898 | -0.385986 | -0.000406 | 0.002436 | 1 | 85,892 |
1.266629 | 1.425317 | 0.512039 | -0.13579 | 0.985077 | 0.885139 | -0.646339 | 0.000492 | -0.6 | -0.535898 | -0.385986 | 0.001016 | 0.001623 | 1 | 85,893 |
1.518259 | 1.423391 | 0.199008 | -0.136893 | 0.607116 | 0.809872 | -0.646339 | 0 | -0.6 | -0.535898 | -0.385986 | 0.001217 | -0.000203 | 0 | 85,894 |
0.505676 | 0.474159 | 0.512039 | -0.137076 | 1.335027 | 1.73383 | -0.658793 | -0.000921 | -0.6 | -0.535898 | -0.385986 | 0.000405 | -0.000405 | 0 | 85,895 |
0 | -0.473343 | -0.113071 | -0.137076 | 0.552247 | 0.612644 | -0.658793 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.000405 | 0 | 85,896 |
0.252761 | -0.157573 | 0.199515 | -0.13726 | 0.62213 | 0.587745 | -0.656861 | 0.000143 | -0.6 | -0.535898 | -0.385986 | 0.000203 | -0.000203 | 0 | 85,897 |
0.379046 | 0.473583 | 0.199579 | -0.137626 | 1.24085 | 1.558764 | -0.656861 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000304 | 0.000304 | 1 | 85,898 |
0.378931 | 0.000048 | -0.581516 | -0.137992 | 0.667918 | 0.809872 | -0.659652 | -0.000206 | -0.6 | -0.535898 | -0.385986 | 0.000304 | 0 | 0 | 85,899 |
-1.769328 | -0.315578 | -1.675181 | -0.136709 | 1.259698 | 1.470304 | -0.659652 | 0 | -0.6 | -0.535898 | -0.385986 | -0.001419 | 0.00071 | 1 | 85,900 |
1.011352 | 1.737047 | 0.824688 | -0.13726 | 0.810845 | 1.064142 | -0.652566 | 0.000524 | -0.6 | -0.535898 | -0.385986 | 0.000811 | -0.000203 | 0 | 85,901 |
0 | -0.157637 | -0.112945 | -0.13726 | 0.316676 | -0.05052 | -0.652566 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0 | 0 | 85,902 |
0 | -0.473343 | 0.355816 | -0.13726 | -0.848684 | -0.716748 | -0.652566 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.000811 | 0 | 85,903 |
-1.390821 | -0.473343 | -1.207275 | -0.136158 | 1.162306 | 1.284631 | -0.648271 | 0.000317 | -0.6 | -0.535898 | -0.385986 | -0.001115 | -0.000507 | 0 | 85,904 |
-0.126515 | 0.00072 | 0.042802 | -0.136342 | 0.388866 | 0.390518 | -0.648271 | 0 | -0.6 | -0.785587 | -0 | -0.000101 | -0.000812 | 0 | 85,905 |
0.505984 | 0.474735 | 0.199198 | -0.136526 | 0.757407 | 0.705768 | -0.648271 | 0 | -0.6 | -0.785587 | -0 | 0.000406 | -0.002437 | 0 | 85,906 |
-0.505984 | -0.473343 | -0.739196 | -0.136158 | 0.405846 | 0.683391 | -0.654069 | -0.000429 | -0.6 | -0.785587 | -0 | -0.000406 | -0.001828 | 0 | 85,907 |
0.505984 | 0.158773 | 0.199198 | -0.136526 | 0.371602 | 0.177365 | -0.660296 | -0.00046 | -0.6 | -0.785587 | -0 | 0.000406 | -0.002233 | 0 | 85,908 |
-0.632512 | -0.473343 | -0.426292 | -0.136158 | 0.555034 | 0.76969 | -0.660296 | 0 | -0.6 | -0.785587 | -0 | -0.000507 | -0.001523 | 0 | 85,909 |
0 | -0.473343 | 0.199166 | -0.136158 | -0.406389 | -0.287628 | -0.663517 | -0.000238 | -0.6 | -0.785587 | -0 | 0 | -0.001726 | 0 | 85,910 |
0.506035 | 0.158837 | 0.042707 | -0.136526 | 0.14062 | 0.390518 | -0.663517 | 0 | -0.6 | -0.785587 | -0 | 0.000406 | -0.001929 | 0 | 85,911 |
0.379392 | 0.474447 | 0.042897 | -0.137076 | 1.984477 | 1.947476 | -0.668456 | -0.000365 | -0.6 | -0.785587 | -0 | 0.000304 | -0.00203 | 0 | 85,912 |
1.263806 | 1.736599 | 0.199389 | -0.137992 | 0.97919 | 0.987236 | -0.668456 | 0 | -0.6 | -0.785587 | -0 | 0.001013 | -0.003246 | 0 | 85,913 |
0.505164 | 0.788586 | 0.512039 | -0.138175 | 1.328719 | 1.20039 | -0.663732 | 0.000349 | -0.6 | -0.785587 | -0 | 0.000405 | -0.004058 | 0 | 85,914 |
0 | -0.157893 | 0.199832 | -0.137992 | 1.069628 | 1.583663 | -0.663732 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.003448 | 0 | 85,915 |
0.126259 | -0.157893 | -0.112438 | -0.138175 | 0.675834 | 1.018806 | -0.662014 | 0.000127 | -0.6 | -0.785587 | -0 | 0.000101 | -0.002838 | 0 | 85,916 |
0.883455 | 0.630342 | 0.512039 | -0.138541 | 0.493043 | 1.003162 | -0.662014 | 0 | -0.6 | -0.785587 | -0 | 0.000708 | -0.003445 | 0 | 85,917 |
-0.12617 | -0.630965 | -0.424013 | -0.138724 | -0.482333 | -0.834771 | -0.656217 | 0.000429 | -0.6 | -0.785587 | -0 | -0.000101 | -0.003953 | 0 | 85,918 |
-0.126182 | -0.315722 | 0.356054 | -0.138724 | -0.787942 | -0.358374 | -0.656217 | 0 | -0.6 | -0.785587 | -0 | -0.000101 | -0.002431 | 0 | 85,919 |
-0.504857 | 0.472242 | -0.112059 | -0.138358 | 1.537013 | 1.767698 | -0.656217 | 0 | -0.6 | -0.785587 | -0 | -0.000405 | -0.003041 | 0 | 85,920 |
-0.126246 | -0.157957 | 0.199895 | -0.137992 | 0.28847 | 0.358374 | -0.656217 | 0 | -0.6 | -0.785587 | -0 | -0.000101 | -0.002737 | 0 | 85,921 |
0.3787 | 0.945537 | 0.355959 | -0.138724 | 0.818318 | 1.161674 | -0.668456 | -0.000905 | -0.6 | -0.785587 | -0 | 0.000304 | -0.003447 | 0 | 85,922 |
0.630912 | 0.472433 | 0.512039 | -0.138724 | 1.075205 | 1.187672 | -0.680481 | -0.000889 | -0.6 | -0.785587 | -0 | 0.000506 | -0.00314 | 0 | 85,923 |
0.378394 | 0.156919 | 0.044131 | -0.139272 | 0.93573 | 0.987236 | -0.680481 | 0 | -0.6 | -0.785587 | -0 | 0.000303 | -0.003444 | 0 | 85,924 |
0 | 0.156728 | 0.200211 | -0.139272 | 0.440269 | 0.727593 | -0.674898 | 0.000413 | -0.6 | -0.785587 | -0 | 0 | -0.003444 | 0 | 85,925 |
-1.009306 | -0.473343 | -0.735652 | -0.138541 | 0.721011 | 1.078752 | -0.674898 | 0 | -0.6 | -0.785587 | -0 | -0.000809 | -0.002837 | 0 | 85,926 |
-0.504959 | -0.473343 | -1.986375 | -0.138358 | 1.368208 | 1.583663 | -0.658793 | 0.001191 | -0.6 | -0.785587 | -0 | -0.000405 | -0.002839 | 0 | 85,927 |
-0.252556 | -0.000192 | 0.199832 | -0.137809 | 0.58101 | 0.885139 | -0.658793 | 0 | -0.6 | -0.785587 | -0 | -0.000202 | -0.002839 | 0 | 85,928 |
-1.010737 | -0.788921 | -0.737421 | -0.13726 | 0.331301 | -0.05052 | -0.664162 | -0.000397 | -0.6 | -0.785587 | -0 | -0.00081 | -0.001826 | 0 | 85,929 |
0.252761 | 0.158133 | 0.199515 | -0.137443 | 0.322205 | 0.480479 | -0.664162 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | -0.002231 | 0 | 85,930 |
0 | -0.157637 | 0.199579 | -0.13726 | -0.097707 | -0.161147 | -0.664162 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.002536 | 0 | 85,931 |
0.25271 | -0.157637 | 0.199579 | -0.13726 | -0.055867 | -0.05052 | -0.664162 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | -0.00284 | 0 | 85,932 |
-0.758283 | -0.473343 | -0.425341 | -0.137443 | -0.464206 | -0.43528 | -0.664162 | 0 | -0.6 | -0.785587 | -0 | -0.000608 | -0.002436 | 0 | 85,933 |
0 | 0.158261 | -0.113198 | -0.137076 | 0.639605 | 1.187672 | -0.654499 | 0.000714 | -0.6 | -0.785587 | -0 | 0 | -0.001826 | 0 | 85,934 |
1.010942 | 1.105187 | 0.512039 | -0.137626 | 0.384892 | 0.748892 | -0.646339 | 0.000603 | -0.6 | -0.785587 | -0 | 0.000811 | -0.002434 | 0 | 85,935 |
-0.505369 | -0.473343 | -1.050261 | -0.13726 | 0.62444 | 1.187672 | -0.646339 | 0 | -0.6 | -0.785587 | -0 | -0.000405 | -0.000811 | 0 | 85,936 |
0 | 0.158005 | 0.199579 | 0.767309 | -0.151281 | -0.104104 | -0.646339 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.000811 | 0 | 85,937 |
0.757976 | 0.789097 | 0.824435 | -0.137992 | 0.0785 | 0.136247 | -0.65321 | -0.000508 | -0.6 | -0.785587 | -0 | 0.000608 | -0.001216 | 0 | 85,938 |
-0.505266 | -0.473343 | -0.112565 | -0.137443 | 0.228391 | 0.480479 | -0.65321 | 0 | -0.6 | -0.785587 | -0 | -0.000405 | -0.000608 | 0 | 85,939 |
-1.011147 | -0.157701 | -1.050578 | -0.136893 | 1.423543 | 1.121185 | -0.648701 | 0.000333 | -0.6 | -0.785587 | -0 | -0.000811 | -0.000203 | 0 | 85,940 |
0.252864 | 0.158389 | -0.113325 | -0.136893 | 0.025332 | 0.216654 | -0.656861 | -0.000603 | -0.6 | -0.785587 | -0 | 0.000203 | -0.00071 | 0 | 85,941 |
0 | 0.158261 | 0.512039 | -0.137076 | 1.365887 | 0.76969 | -0.656861 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.000203 | 0 | 85,942 |
0.252812 | 0.158261 | 0.199452 | -0.137076 | 0.317205 | -0.716748 | -0.656861 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | -0.000405 | 0 | 85,943 |
-0.758591 | -0.789177 | -0.738435 | 0.768777 | 0.435784 | 0.885139 | -0.656431 | 0.000032 | -0.6 | -0.785587 | -0 | -0.000608 | 0.000608 | 1 | 85,944 |
0.252915 | 0.474351 | 0.512039 | -0.137076 | 0.42496 | 0.660432 | -0.651492 | 0.000365 | -0.6 | -0.785587 | -0 | 0.000203 | -0.000811 | 0 | 85,945 |
0 | 0.00048 | 0.512039 | -0.136893 | -0.346207 | -0.222127 | -0.651492 | 0 | -0.6 | -0.785587 | -0 | 0 | -0.00203 | 0 | 85,946 |
0.505676 | 0.474159 | 0.512039 | -0.13726 | -0.402611 | -0.222127 | -0.648057 | 0.000254 | -0.6 | -0.785587 | -0 | 0.000405 | -0.001623 | 0 | 85,947 |
1.010737 | 0.789353 | 0.199515 | -0.137809 | 1.436563 | 1.093124 | -0.648057 | 0 | -0.6 | -0.785587 | -0 | 0.00081 | -0.003042 | 0 | 85,948 |
0 | -0.473343 | 0.199768 | -0.137809 | -0.315522 | -0.358374 | -0.654928 | -0.000508 | -0.6 | -0.785587 | -0 | 0 | -0.004465 | 0 | 85,949 |
-0.88435 | -0.788921 | -1.362531 | -0.13726 | 0.620274 | 0.971018 | -0.654928 | 0 | -0.6 | -0.785587 | -0 | -0.000709 | -0.003349 | 0 | 85,950 |
-0.126387 | 0.00024 | 0.043277 | -0.13726 | 0.500169 | 0.358374 | -0.654928 | 0 | -0.6 | -0.785587 | -0 | -0.000101 | -0.003248 | 0 | 85,951 |
0.252761 | 0.789353 | 0.512039 | -0.137443 | 0.061325 | -0.161147 | -0.648271 | 0.000492 | -0.6 | -0.785587 | -0 | 0.000203 | -0.003044 | 0 | 85,952 |
-1.011352 | -0.473343 | -0.738181 | -0.136709 | 0.377336 | 0.829298 | -0.648271 | 0 | -0.6 | -0.785587 | -0 | -0.000811 | -0.00264 | 0 | 85,953 |
-1.012173 | -0.473343 | -0.739196 | -0.136158 | 0.143141 | 0.290351 | -0.650848 | -0.00019 | -0.6 | -0.785587 | -0 | -0.000812 | -0.001828 | 0 | 85,954 |
-0.506395 | -0.157125 | -0.740212 | -0.135422 | -0.193929 | 0.216654 | -0.650848 | 0 | -0.6 | -0.785587 | -0 | -0.000406 | -0.001422 | 0 | 85,955 |
-1.520418 | 2.529362 | -1.367482 | -0.134316 | 0.417258 | 0.76969 | -0.634099 | 0.001238 | -0.6 | -0.785587 | -0 | -0.001219 | 0.001219 | 1 | 85,956 |
0.253532 | -0.15661 | 0.198562 | -0.134501 | 0.531443 | 0.705768 | -0.634099 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | 0.001219 | 1 | 85,957 |
0 | -0.156675 | -1.055662 | -0.134501 | -0.041251 | 0.216654 | -0.640971 | -0.000508 | -0.6 | -0.785587 | -0 | 0 | 0.000813 | 1 | 85,958 |
0.25348 | -0.156675 | 0.35534 | 0.772457 | 0.108695 | 0.177365 | -0.640971 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | 0.000813 | 1 | 85,959 |
-0.25348 | -0.156739 | 0.19869 | -0.13487 | -0.125879 | 0 | -0.641615 | -0.000048 | -0.6 | -0.785587 | -0 | -0.000203 | 0.00203 | 1 | 85,960 |
0.25348 | 0.159929 | 0.512039 | -0.134685 | 0.215255 | -0.104104 | -0.641615 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | 0.002638 | 1 | 85,961 |
0.253429 | 0.159801 | -0.114723 | -0.135054 | -0.070345 | 0.047788 | -0.641615 | 0 | -0.6 | -0.785587 | -0 | 0.000203 | 0.00365 | 1 | 85,962 |
-0.253429 | -0.473343 | 0.198753 | -0.13487 | -0.905184 | -0.43528 | -0.651492 | -0.00073 | -0.6 | -0.785587 | -0 | -0.000203 | 0.003449 | 1 | 85,963 |
-0.507012 | 0.159801 | -0.114723 | -0.134685 | 0.185036 | 0.390518 | -0.651492 | 0 | -0.6 | -0.785587 | -0 | -0.000407 | 0.003653 | 1 | 85,964 |
0.760441 | 0.476662 | 0.982134 | -0.13487 | -0.310699 | 0.047788 | -0.64913 | 0.000175 | -0.6 | -1 | 0.614014 | 0.00061 | 0.00284 | 1 | 85,965 |
0.886595 | 0.634265 | 0.82526 | -0.135606 | 0.007354 | -0.104104 | -0.64913 | 0 | -0.6 | -1 | 0.614014 | 0.000711 | 0.002129 | 1 | 85,966 |
0.126605 | -0.315178 | 0.355515 | -0.135606 | -0.087358 | 0.216654 | -0.65321 | -0.000302 | -0.6 | -1 | 0.614014 | 0.000102 | 0.00142 | 1 | 85,967 |
-0.759823 | -0.473343 | -0.740466 | -0.135238 | 0.18303 | 0.508541 | -0.65321 | 0 | -0.6 | -1 | 0.614014 | -0.000609 | 0.001826 | 1 | 85,968 |
1.772201 | 1.740636 | 0.512039 | -0.135238 | -0.923766 | -0.519521 | -0.654499 | -0.000095 | -0.6 | -1 | 0.614014 | 0.001421 | 0.000203 | 1 | 85,969 |
-1.265601 | -1.738089 | -1.991954 | -0.135606 | -0.385002 | 0.177365 | -0.654499 | 0 | -0.6 | -1 | 0.614014 | -0.001015 | 0.001015 | 1 | 85,970 |
0.253223 | -0.156996 | -0.427435 | -0.135606 | 0.12895 | 0 | -0.666309 | -0.000873 | -0.6 | -1 | 0.614014 | 0.000203 | 0.001015 | 1 | 85,971 |
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