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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.252812 | -0.157509 | 0.824562 | -0.13726 | -1.004863 | -1.329392 | -0.729654 | 0 | -1 | -0.535898 | -0.385986 | 0.000203 | 0 | 0 | 86,372 |
0 | -0.157573 | 0.199515 | -0.13726 | -1.077431 | -0.971018 | -0.726433 | 0.000238 | -1 | -0.535898 | -0.385986 | 0 | -0.000203 | 0 | 86,373 |
0.252761 | -0.157573 | 0.824498 | -0.13726 | -0.675404 | -0.519521 | -0.729654 | -0.000238 | -1 | -0.535898 | -0.385986 | 0.000203 | -0.001014 | 0 | 86,374 |
0.25271 | 0.473583 | 0.824435 | -0.137809 | -0.267559 | -0.161147 | -0.722568 | 0.000524 | -1 | -0.535898 | -0.385986 | 0.000203 | -0.001419 | 0 | 86,375 |
0.505266 | 0.157877 | 1.136642 | -0.137809 | -1.769099 | -1.942037 | -0.722568 | 0 | -1 | -0.535898 | -0.385986 | 0.000405 | -0.001621 | 0 | 86,376 |
0 | -0.473343 | -0.112565 | -0.137992 | -0.530954 | -1.132165 | -0.722783 | -0.000016 | -1 | -0.535898 | -0.385986 | 0 | -0.002535 | 0 | 86,377 |
-0.505266 | -0.473343 | -0.112565 | -0.137809 | -0.266818 | -1.329392 | -0.722783 | 0 | -1 | -0.535898 | -0.385986 | -0.000405 | -0.002231 | 0 | 86,378 |
0.505266 | 0.157877 | 1.136642 | -0.137809 | -0.069822 | -0.358374 | -0.729654 | -0.000508 | -1 | -0.535898 | -0.385986 | 0.000405 | -0.002636 | 0 | 86,379 |
-0.505266 | -0.473343 | -0.112565 | -0.137443 | -0.128775 | 0.047788 | -0.729654 | 0 | -1 | -0.535898 | -0.385986 | -0.000405 | -0.002231 | 0 | 86,380 |
-0.25271 | -0.157701 | 0.199642 | -0.137626 | -1.027089 | -0.834771 | -0.807387 | -0.005747 | -1 | -0.535898 | -0.385986 | -0.000203 | -0.002028 | 0 | 86,381 |
0 | -0.473343 | 0.512039 | -0.137443 | -1.70939 | -1.942037 | -0.807387 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.001622 | 0 | 86,382 |
0 | -0.473343 | 0.512039 | -0.137443 | -4.029688 | -2.554681 | -0.807387 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.001825 | 0 | 86,383 |
-0.252761 | -0.157637 | 0.043325 | -0.137076 | 0.447035 | 0.562124 | -0.729654 | 0.005747 | -1 | -0.535898 | -0.385986 | -0.000203 | -0.002029 | 0 | 86,384 |
-0.252812 | 0.473775 | -0.425721 | -0.137076 | 0.606641 | 0.885139 | -0.729654 | 0 | -1 | -0.535898 | -0.385986 | -0.000203 | -0.001623 | 0 | 86,385 |
0 | 0.473967 | 0.199452 | -0.13726 | -0.200481 | 0.047788 | -0.735023 | -0.000397 | -1 | -0.535898 | -0.385986 | 0 | -0.002436 | 0 | 86,386 |
-1.011762 | -0.157509 | -0.738688 | -0.136158 | -0.205777 | 0.047788 | -0.735023 | 0 | -1 | -0.535898 | -0.385986 | -0.000811 | -0.001624 | 0 | 86,387 |
0.505984 | 0.158773 | 0.824815 | -0.136526 | -0.396991 | -0.519521 | -0.735023 | 0 | -1 | -0.535898 | -0.385986 | 0.000406 | -0.001218 | 0 | 86,388 |
0 | -0.157381 | 0.512039 | -0.136893 | -0.441576 | -0.971018 | -0.739103 | -0.000302 | -1 | -0.535898 | -0.385986 | 0 | -0.001218 | 0 | 86,389 |
1.769328 | 2.368011 | 0.824688 | -0.137626 | 0.324036 | 0.508541 | -0.739103 | 0 | -1 | -0.535898 | -0.385986 | 0.001419 | -0.002839 | 0 | 86,390 |
-1.26355 | -0.788921 | -1.049944 | -0.136893 | 0.072018 | 0.093124 | -0.739103 | 0 | -1 | -0.535898 | -0.385986 | -0.001013 | -0.002029 | 0 | 86,391 |
-0.252864 | -0.789241 | -0.425911 | -0.136709 | -0.03679 | -0.43528 | -0.7449 | -0.000429 | -1 | -0.535898 | -0.385986 | -0.000203 | -0.001826 | 0 | 86,392 |
-0.252915 | -0.789305 | -0.738942 | -0.136526 | 0.548745 | -0.358374 | -0.7449 | 0 | -1 | -0.535898 | -0.385986 | -0.000203 | -0.001218 | 0 | 86,393 |
0.252915 | -0.157381 | 0.512039 | -0.136709 | -0.50782 | -0.834771 | -0.808031 | -0.004667 | -1 | -0.535898 | -0.385986 | 0.000203 | -0.000608 | 0 | 86,394 |
-0.252915 | -0.157445 | 0.04304 | -0.136526 | 0.16741 | -0.104104 | -0.808031 | 0 | -1 | -0.535898 | -0.385986 | -0.000203 | 0.000203 | 1 | 86,395 |
0 | -0.473343 | 0.512039 | -0.136526 | -1.518709 | -1.132165 | -0.805884 | 0.000159 | -1 | -0.535898 | -0.385986 | 0 | 0.00071 | 1 | 86,396 |
-0.759053 | -0.473343 | -0.426292 | -0.136526 | -1.160675 | -1.132165 | -0.805884 | 0 | -1 | -0.535898 | -0.385986 | -0.000609 | 0.001622 | 1 | 86,397 |
0.759053 | 0.474928 | 1.450369 | -0.136526 | -0.465256 | -1.132165 | -0.799871 | 0.000444 | -1 | -0.535898 | -0.385986 | 0.000609 | 0.001216 | 1 | 86,398 |
0.505779 | 0.158517 | 0.199325 | -0.136893 | -0.069299 | -0.358374 | -0.799871 | 0 | -1 | -0.535898 | -0.385986 | 0.000406 | 0 | 0 | 86,399 |
0.505573 | 0.158261 | 0.512039 | -0.13726 | 0.076078 | -0.222127 | -0.799871 | 0 | -1 | -0.535898 | -0.385986 | 0.000405 | 0.000203 | 1 | 86,400 |
-0.505573 | -0.473343 | -0.112945 | 0.767309 | -0.147667 | -0.104104 | -0.742753 | 0.004223 | -1 | -0.535898 | -0.385986 | -0.000405 | 0.000811 | 1 | 86,401 |
0.758283 | 0.473967 | 0.512039 | -0.137443 | -0.219239 | -0.222127 | -0.742753 | 0 | -1 | -0.535898 | -0.385986 | 0.000608 | 0 | 0 | 86,402 |
-0.505471 | -0.789049 | -0.112818 | -0.13726 | -0.555073 | -0.358374 | -0.742753 | 0 | -1 | -0.535898 | -0.385986 | -0.000405 | 0.000608 | 1 | 86,403 |
0.505471 | 0.473775 | 0.824498 | -0.137443 | 0.072018 | -0.05052 | -0.747906 | -0.000381 | -1 | -0.535898 | -0.385986 | 0.000405 | -0.000405 | 0 | 86,404 |
0.757823 | 0.473391 | 0.512039 | -0.137992 | -0.176609 | -0.222127 | -0.74125 | 0.000492 | -1 | -0.535898 | -0.385986 | 0.000608 | -0.001013 | 0 | 86,405 |
0.252505 | -0.157893 | 0.512039 | 0.765478 | 0.787126 | 0.535739 | -0.74125 | 0 | -1 | -0.535898 | -0.385986 | 0.000202 | -0.000607 | 0 | 86,406 |
0.504857 | 0.472625 | -1.049312 | -0.138541 | 1.297161 | 1.093124 | -0.741894 | -0.000048 | -1 | -0.535898 | -0.385986 | 0.000405 | -0.00162 | 0 | 86,407 |
-1.515185 | -0.158084 | -1.361013 | -0.137992 | 0.275532 | 0.421534 | -0.741894 | 0 | -1 | -0.535898 | -0.385986 | -0.001215 | -0.000405 | 0 | 86,408 |
1.010328 | 1.104228 | 0.824372 | -0.138541 | -0.33943 | -0.358374 | -0.738888 | 0.000222 | -1 | -0.535898 | -0.385986 | 0.00081 | -0.00081 | 0 | 86,409 |
0.504857 | 0.157366 | 0.512039 | -0.138541 | -0.544093 | -0.971018 | -0.738888 | 0 | -1 | -0.535898 | -0.385986 | 0.000405 | 0 | 0 | 86,410 |
0.504653 | 0.472242 | 0.512039 | -0.138907 | 0.938121 | 0.660432 | -0.826283 | -0.006461 | -1 | -0.535898 | -0.385986 | 0.000405 | 0.000202 | 1 | 86,411 |
-1.00951 | -0.788538 | -1.048048 | -0.138358 | 0.305184 | -0.222127 | -0.826283 | 0 | -1 | -0.535898 | -0.385986 | -0.000809 | 0.001012 | 1 | 86,412 |
-0.505062 | -0.315642 | -0.112312 | -0.138358 | -0.541681 | -0.161147 | -0.826068 | 0.000016 | -1 | -0.535898 | -0.385986 | -0.000405 | 0.001214 | 1 | 86,413 |
0.252556 | 0.157621 | 0.824245 | -0.138175 | -0.528598 | -0.612644 | -0.826068 | 0 | -1 | -0.535898 | -0.385986 | 0.000202 | 0.00081 | 1 | 86,414 |
-0.505164 | 0.630454 | -0.112438 | -0.137809 | -0.029434 | 0.093124 | -0.750698 | 0.005572 | -1 | -0.785587 | -0 | -0.000405 | 0.001012 | 1 | 86,415 |
0.252608 | -0.157765 | 0.512039 | -0.137992 | -0.411148 | -0.287628 | -0.750698 | 0 | -1 | -0.785587 | -0 | 0.000203 | 0.000405 | 1 | 86,416 |
-0.252608 | -0.157829 | 0.199768 | -0.137626 | -0.341962 | -0.43528 | -0.742538 | 0.000603 | -1 | -0.785587 | -0 | -0.000203 | 0.00081 | 1 | 86,417 |
-0.75813 | -0.788985 | -0.425151 | -0.13726 | -0.648625 | -0.834771 | -0.742538 | 0 | -1 | -0.785587 | -0 | -0.000608 | 0.001215 | 1 | 86,418 |
0.252761 | 0.158133 | 0.199515 | 0.767309 | 0.478913 | 0.451498 | -0.742538 | 0 | -1 | -0.785587 | -0 | 0.000203 | 0.00162 | 1 | 86,419 |
0 | 0.473583 | 0.199579 | -0.137443 | 0.018657 | -0.161147 | -0.746189 | -0.00027 | -1 | -0.785587 | -0 | 0 | 0.00162 | 1 | 86,420 |
-0.505573 | -0.157637 | -0.112945 | -0.137076 | 0.467878 | 0.562124 | -0.746189 | 0 | -1 | -0.785587 | -0 | -0.000405 | 0.001823 | 1 | 86,421 |
0.252812 | -0.157509 | 0.199452 | -0.136893 | -0.184882 | -0.358374 | -0.747692 | -0.000111 | -0.4 | -0.785587 | -0 | 0.000203 | 0.001418 | 1 | 86,422 |
-0.252812 | -0.473343 | 0.199515 | -0.137076 | 0.040608 | -0.519521 | -0.747692 | 0 | -0.4 | -0.785587 | -0 | -0.000203 | 0.00243 | 1 | 86,423 |
-0.758745 | -0.473343 | -0.738688 | -0.136342 | 0.597688 | 0.683391 | -0.746618 | 0.000079 | -0.4 | -0.785587 | -0 | -0.000608 | 0.003442 | 1 | 86,424 |
-0.253018 | -0.473343 | -0.113579 | -0.136158 | 0.101005 | -0.612644 | -0.746618 | 0 | -0.4 | -0.785587 | -0 | -0.000203 | 0.004049 | 1 | 86,425 |
0.253018 | -0.157253 | 0.512039 | -0.136158 | -0.479092 | -0.834771 | -0.740606 | 0.000444 | -0.4 | -0.785587 | -0 | 0.000203 | 0.004049 | 1 | 86,426 |
-1.138983 | -0.789433 | -1.365575 | -0.135606 | 0.597366 | 0.421534 | -0.740606 | 0 | -0.4 | -0.785587 | -0 | -0.000913 | 0.00476 | 1 | 86,427 |
-0.126618 | -0.631525 | -0.270737 | -0.135422 | -0.128195 | 0 | -0.739103 | 0.000111 | -0.4 | -0.785587 | -0 | -0.000102 | 0.005063 | 1 | 86,428 |
0 | -0.473343 | 0.198944 | -0.135422 | -0.282592 | -0.222127 | -0.739103 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.005063 | 1 | 86,429 |
0 | -0.473343 | -0.427435 | -0.135422 | -1.262565 | -1.132165 | -0.73717 | 0.000143 | -0.4 | -0.785587 | -0 | 0 | 0.005669 | 1 | 86,430 |
0 | -0.473343 | 0.198944 | -0.135606 | 0.617169 | 0.612644 | -0.736311 | 0.000064 | -0.4 | -0.785587 | -0 | 0 | 0.005467 | 1 | 86,431 |
0.506395 | 0.159286 | 0.512039 | -0.13579 | -0.072444 | -0.161147 | -0.736311 | 0 | -0.4 | -0.785587 | -0 | 0.000406 | 0.005465 | 1 | 86,432 |
-0.253172 | -0.473343 | 0.199071 | -0.135606 | 0.143141 | -0.287628 | -0.736311 | 0 | -0.4 | -0.785587 | -0 | -0.000203 | 0.005264 | 1 | 86,433 |
-0.506497 | -0.15706 | -0.114087 | -0.135422 | -0.124149 | -0.43528 | -0.72493 | 0.000841 | -0.4 | -0.785587 | -0 | -0.000406 | 0.005468 | 1 | 86,434 |
0.253274 | 0.001249 | 0.198881 | -0.135606 | 0.237591 | -0.104104 | -0.72493 | 0 | -0.4 | -0.785587 | -0 | 0.000203 | 0.005063 | 1 | 86,435 |
-1.013406 | -0.473343 | -0.740721 | -0.13487 | 0.887693 | 0.587745 | -0.727292 | -0.000175 | -0.4 | -0.785587 | -0 | -0.000813 | 0.006078 | 1 | 86,436 |
0 | 1.583434 | 0.19869 | -0.135054 | 0.832974 | 0.683391 | -0.727292 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.005472 | 1 | 86,437 |
1.013406 | 1.109034 | 1.451703 | -0.135422 | -0.243595 | -0.222127 | -0.72493 | 0.000175 | -0.4 | -0.785587 | -0 | 0.000813 | 0.004457 | 1 | 86,438 |
0 | -0.473343 | 0.198944 | -0.135606 | 0.248139 | -0.161147 | -0.72493 | 0 | -0.4 | -0.785587 | -0 | 0 | 0.004659 | 1 | 86,439 |
-0.253274 | -0.473343 | -0.427435 | -0.135422 | -0.028947 | 0.093124 | -0.72493 | 0 | -0.4 | -0.785587 | -0 | -0.000203 | 0.005064 | 1 | 86,440 |
-0.253326 | -0.473343 | -0.114341 | -0.135238 | -0.170951 | -1.132165 | -0.72493 | 0 | -0.4 | -0.785587 | -0 | -0.000203 | 0.005065 | 1 | 86,441 |
0 | 0.159543 | 0.512039 | -0.135422 | -0.784238 | -1.132165 | -0.729654 | -0.000349 | -0.4 | -0.785587 | -0 | 0 | 0.005065 | 1 | 86,442 |
0.5066 | 0.47589 | 1.138291 | -0.135606 | -0.854923 | -1.132165 | -0.729654 | 0 | -0.4 | -0.785587 | -0 | 0.000406 | 0.004255 | 1 | 86,443 |
1.012584 | 0.791659 | 0.825069 | -0.136342 | 0.190681 | 0.451498 | -0.729654 | 0 | -0.4 | -0.785587 | -0 | 0.000812 | 0.003443 | 1 | 86,444 |
0.758899 | 0.474735 | 0.824815 | -0.136709 | 0.26171 | 0.25427 | -0.727507 | 0.000159 | -0.4 | -0.785587 | -0 | 0.000608 | 0.001823 | 1 | 86,445 |
0.632063 | 0.316282 | -0.113325 | -0.13726 | -0.080385 | 0.177365 | -0.727507 | 0 | -0.4 | -0.785587 | -0 | 0.000507 | 0.001519 | 1 | 86,446 |
0.379084 | 0.00024 | 0.668261 | -0.13726 | -0.274274 | -0.222127 | -0.735023 | -0.000556 | -0.4 | -0.785587 | -0 | 0.000304 | 0.001215 | 1 | 86,447 |
0.252659 | -0.157701 | 0.199642 | -0.137626 | -0.094419 | 0.216654 | -0.732016 | 0.000222 | -0.4 | -0.785587 | -0 | 0.000203 | 0.001012 | 1 | 86,448 |
-1.010942 | -0.157765 | -0.737674 | -0.137809 | 0.16534 | 0.325017 | -0.730084 | 0.000143 | -0.4 | -0.785587 | -0 | -0.000811 | 0.001823 | 1 | 86,449 |
0.758283 | 1.105187 | 1.137022 | -0.137443 | 0.332589 | 0.290351 | -0.730084 | 0 | -0.4 | -0.785587 | -0 | 0.000608 | 0 | 0 | 86,450 |
0.252659 | -0.157701 | 0.824372 | -0.137626 | -1.254043 | -1.583663 | -0.730513 | -0.000032 | -0.4 | -0.785587 | -0 | 0.000203 | -0.000203 | 0 | 86,451 |
-0.252659 | -0.157765 | -0.112691 | -0.137809 | -0.468419 | -0.612644 | -0.730513 | 0 | -0.4 | -0.785587 | -0 | -0.000203 | 0.000405 | 1 | 86,452 |
0.252659 | 0.157877 | 0.824372 | -0.137626 | -0.39235 | -0.519521 | -0.734808 | -0.000317 | -0.4 | -0.785587 | -0 | 0.000203 | 0.000405 | 1 | 86,453 |
-0.75813 | -0.473343 | -0.425151 | -0.13726 | 0.466864 | 0.451498 | -0.734808 | 0 | -0.4 | -0.785587 | -0 | -0.000608 | 0.001418 | 1 | 86,454 |
0 | 0.158133 | 0.199515 | -0.137076 | 0.481688 | 0.290351 | -0.732016 | 0.000206 | -0.4 | -0.785587 | -0 | 0 | 0.010685 | 1 | 86,455 |
0.75813 | 0.473775 | -0.113071 | -0.137809 | 0.960218 | 1.273077 | -0.732016 | 0 | -0.4 | -0.785587 | -0 | 0.000608 | 0.011079 | 1 | 86,456 |
-0.75813 | -0.473343 | -0.425151 | -0.137076 | 0.165686 | 0.325017 | -0.732016 | 0 | -0.4 | -0.785587 | -0 | -0.000608 | 0.012087 | 1 | 86,457 |
0 | -0.157573 | 0.512039 | -0.13726 | -1.365888 | -1.329392 | -0.732661 | -0.000048 | -0.4 | -0.785587 | -0 | 0 | 0.012488 | 1 | 86,458 |
0.505471 | 0.158133 | 0.04323 | -0.137443 | -0.177874 | -0.358374 | -0.73674 | -0.000302 | -0.4 | -0.785587 | -0 | 0.000405 | 0.013283 | 1 | 86,459 |
1.515185 | 1.734809 | 0.512039 | -0.138724 | 0.158387 | 0.480479 | -0.73674 | 0 | -0.4 | -0.785587 | -0 | 0.001215 | 0.011668 | 1 | 86,460 |
0.756903 | 0.629784 | 0.823993 | 0.76365 | 0.161874 | 0.25427 | -0.738458 | -0.000127 | -0.4 | -0.785587 | -0 | 0.000607 | 0.010661 | 1 | 86,461 |
0 | 0.156728 | 0.512039 | -0.139089 | -0.035311 | -0.358374 | -0.747906 | -0.000698 | -0.4 | -0.785587 | -0 | 0 | 0.010261 | 1 | 86,462 |
-0.25225 | -0.158276 | -0.11168 | -0.139089 | 0.152762 | -0.104104 | -0.747906 | 0 | -0.4 | -0.785587 | -0 | -0.000202 | 0.010263 | 1 | 86,463 |
-0.252301 | -0.158212 | 0.200147 | -0.138907 | 0.051273 | 0.093124 | -0.74082 | 0.000524 | -0.4 | -0.785587 | -0 | -0.000202 | 0.011065 | 1 | 86,464 |
-0.252352 | -0.158148 | 0.200084 | -0.138907 | 0.162222 | 0.216654 | -0.74082 | 0 | -0.4 | -0.785587 | -0 | -0.000202 | 0.011068 | 1 | 86,465 |
-0.504857 | -0.158084 | -0.112059 | -0.138358 | -0.325293 | -0.104104 | -0.742968 | -0.000159 | -0.4 | -0.785587 | -0 | -0.000405 | 0.010672 | 1 | 86,466 |
0.252454 | -0.157957 | 0.199895 | -0.138541 | -0.215843 | -0.222127 | -0.742968 | 0 | -0.4 | -0.785587 | -0 | 0.000202 | 0.010269 | 1 | 86,467 |
-0.252454 | -0.158021 | 0.199958 | -0.138358 | 0.046179 | -0.519521 | -0.7172 | 0.001905 | -0.4 | -0.785587 | -0 | -0.000202 | 0.00987 | 1 | 86,468 |
0.757209 | 0.472625 | 0.512039 | -0.138724 | -0.2018 | -0.287628 | -0.7172 | 0 | -0.4 | -0.785587 | -0 | 0.000607 | 0.009463 | 1 | 86,469 |
0 | -0.473343 | 0.200084 | -0.138724 | -0.456907 | -0.834771 | -0.754778 | -0.002778 | -0.4 | -0.785587 | -0 | 0 | 0.00826 | 1 | 86,470 |
-0.252352 | -0.473343 | -0.111933 | -0.138541 | 0.236068 | 0.290351 | -0.754778 | 0 | -0.4 | -0.785587 | -0 | -0.000202 | 0.006253 | 1 | 86,471 |
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