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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.250175 | -0.473343 | 0.202775 | -0.146695 | -2.784503 | -1.583663 | -0.464247 | 0 | -0.4 | 0 | -0.385986 | -0.000201 | 0.001503 | 1 | 86,772 |
0 | -0.473343 | 0.512039 | -0.146695 | -4.029688 | -2.554681 | -0.464247 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.001203 | 1 | 86,773 |
0.375244 | -0.004557 | 0.512039 | 0.748802 | 0.130422 | -0.161147 | -0.464247 | 0 | -0.4 | 0 | -0.385986 | 0.000301 | 0.000702 | 1 | 86,774 |
-0.62547 | -0.629589 | -0.261159 | 0.749162 | 0.118162 | -0.161147 | -0.464247 | 0 | -0.4 | 0 | -0.385986 | -0.000501 | 0.001003 | 1 | 86,775 |
0.500401 | 0.464276 | 1.130628 | 0.748443 | -0.57132 | -1.132165 | -0.472837 | -0.000635 | -0.4 | 0 | -0.385986 | 0.000401 | 0.000602 | 1 | 86,776 |
0 | -0.473343 | 0.512039 | 0.748443 | -4.029688 | -2.554681 | -0.473266 | -0.000032 | -0.4 | 0 | -0.385986 | 0 | 0.000802 | 1 | 86,777 |
0 | -0.160866 | 0.512039 | -0.146695 | -0.016904 | -0.612644 | -0.473266 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.000802 | 1 | 86,778 |
-0.500401 | -0.160866 | -0.106551 | 0.749162 | -0.764288 | -0.612644 | -0.473266 | 0 | -0.4 | 0 | -0.385986 | -0.000401 | 0.001203 | 1 | 86,779 |
0.250226 | -0.160741 | 0.512039 | 0.749162 | -1.002145 | -1.583663 | -0.475628 | -0.000175 | -0.4 | 0 | -0.385986 | 0.000201 | 0.001003 | 1 | 86,780 |
0.750376 | 0.464088 | 0.512039 | 0.748443 | -0.064095 | -1.132165 | -0.477561 | -0.000143 | -0.4 | 0 | -0.385986 | 0.000602 | 0.000401 | 1 | 86,781 |
0.250025 | -0.160991 | -0.106302 | 0.747726 | -0.447658 | -0.971018 | -0.477561 | 0 | -0.4 | 0 | -0.385986 | 0.0002 | 0.0002 | 1 | 86,782 |
-0.250025 | -0.785695 | 0.202961 | 0.747726 | -2.784503 | -1.942037 | -0.477561 | 0 | -0.4 | 0 | -0.385986 | -0.0002 | -0.000201 | 0 | 86,783 |
0 | -0.473343 | 0.512039 | -0.146874 | -0.653001 | -1.132165 | -0.479493 | -0.000143 | -0.4 | 0 | -0.385986 | 0 | 0 | 0 | 86,784 |
-0.250075 | -0.785757 | -0.106302 | -0.146515 | -0.426648 | -1.132165 | -0.479493 | 0 | -0.4 | 0 | -0.385986 | -0.000201 | 0.000401 | 1 | 86,785 |
0.250075 | -0.160929 | 0.512039 | -0.147233 | -0.760735 | -0.716748 | -0.480137 | -0.000048 | -0.4 | 0 | -0.385986 | 0.000201 | 0 | 0 | 86,786 |
0.5 | 0.775688 | 0.821116 | 0.747367 | -0.410193 | -0.971018 | -0.480137 | 0 | -0.4 | 0 | -0.385986 | 0.000401 | 0.000601 | 1 | 86,787 |
0.249925 | -0.161117 | -0.106055 | -0.147412 | -0.216521 | -1.329392 | -0.480352 | -0.000016 | -0.4 | 0 | -0.385986 | 0.0002 | 0.000801 | 1 | 86,788 |
0 | -0.473343 | 0.512039 | -0.147412 | -4.029688 | -2.554681 | -0.480352 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.001001 | 1 | 86,789 |
0 | -0.473343 | 0.203085 | -0.147233 | -0.469478 | -0.971018 | -0.482285 | -0.000143 | -0.4 | 0 | -0.385986 | 0 | 0.000601 | 1 | 86,790 |
0 | -0.473343 | -0.415008 | -0.147412 | -0.557543 | -1.132165 | -0.482285 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.000601 | 1 | 86,791 |
0.499699 | 0.150922 | 0.203085 | -0.147771 | -0.534507 | -0.612644 | -0.479708 | 0.000191 | -0.4 | 0 | -0.385986 | 0.000401 | -0.000801 | 0 | 86,792 |
0 | 0.150672 | -0.105683 | -0.14795 | -0.551389 | -0.612644 | -0.479708 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000401 | 0 | 86,793 |
-0.249825 | -0.473343 | 0.203209 | 0.746292 | -1.392252 | -0.612644 | -0.48207 | -0.000175 | -0.4 | 0 | -0.385986 | -0.0002 | 0 | 0 | 86,794 |
0.499599 | 0.150797 | 0.512039 | 0.746292 | -0.632862 | -1.132165 | -0.48207 | 0 | -0.4 | 0 | -0.385986 | 0.000401 | -0.000601 | 0 | 86,795 |
-0.499599 | -0.785382 | -0.105559 | 0.746292 | -1.672816 | -1.329392 | -0.483788 | -0.000127 | -0.4 | 0 | -0.385986 | -0.000401 | -0.000301 | 0 | 86,796 |
0 | -0.473343 | 0.512039 | -0.147771 | -3.407096 | -1.942037 | -0.483788 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000401 | 0 | 86,797 |
0 | -0.473343 | 0.203147 | 0.74665 | -0.224714 | -0.358374 | -0.485076 | -0.000095 | -0.4 | 0 | -0.385986 | 0 | -0.000601 | 0 | 86,798 |
0 | -0.473343 | 0.512039 | 0.74665 | -1.293444 | -1.942037 | -0.485076 | 0 | -0.4 | 0 | -0.385986 | 0 | -0.000601 | 0 | 86,799 |
0.249825 | -0.161242 | 0.512039 | 0.74665 | -1.053183 | -1.583663 | -0.485076 | 0 | -0.4 | 0 | -0.385986 | 0.0002 | -0.001002 | 0 | 86,800 |
-0.249825 | -0.785445 | -0.105683 | 0.74665 | -1.004863 | -1.132165 | -0.472837 | 0.000905 | -0.4 | 0 | -0.385986 | -0.0002 | -0.000401 | 0 | 86,801 |
-0.249875 | -0.785507 | 0.203147 | 0.74665 | -2.27797 | -1.583663 | -0.479064 | -0.00046 | -0.4 | 0 | -0.385986 | -0.0002 | -0.000702 | 0 | 86,802 |
-0.4999 | -0.161179 | -0.105931 | 0.747367 | -0.12185 | -0.612644 | -0.480567 | -0.000111 | -0.4 | 0 | -0.385986 | -0.000401 | 0.0002 | 1 | 86,803 |
0.624843 | 0.307262 | 0.512039 | -0.147591 | -0.297252 | -0.519521 | -0.482714 | -0.000159 | -0.4 | 0 | -0.385986 | 0.000501 | -0.0001 | 0 | 86,804 |
-0.624843 | -0.317269 | -0.260384 | 1.641787 | -1.302585 | -1.132165 | -0.482714 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000501 | 0.000401 | 1 | 86,805 |
0.249975 | 0.151173 | 0.821054 | 0.747008 | -0.599921 | -1.329392 | -0.478634 | 0.000302 | -0.4 | -0.267949 | -0.517638 | 0.0002 | 0 | 0 | 86,806 |
0.4998 | 0.151047 | -0.106055 | -0.147591 | 0.481491 | -0.358374 | -0.478634 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000401 | -0.001002 | 0 | 86,807 |
0.499599 | 0.462774 | 0.512039 | 0.745934 | -0.834388 | -0.43528 | -0.475628 | 0.000222 | -0.4 | -0.267949 | -0.517638 | 0.000401 | -0.001403 | 0 | 86,808 |
0.499399 | 0.306481 | 0.820745 | 0.745218 | -0.230938 | 0.047788 | -0.475628 | 0 | -0.4 | -0.267949 | -0.517638 | 0.0004 | -0.002004 | 0 | 86,809 |
-0.499399 | -0.161491 | -0.105312 | 0.745934 | -0.305916 | -0.519521 | -0.475199 | 0.000032 | -0.4 | -0.267949 | -0.517638 | -0.0004 | -0.001804 | 0 | 86,810 |
0.249725 | 0.150547 | 0.820745 | 0.745218 | -0.181049 | -0.161147 | -0.475199 | 0 | -0.4 | -0.267949 | -0.517638 | 0.0002 | -0.001202 | 0 | 86,811 |
0 | 0.150423 | 0.512039 | 0.745218 | -1.498822 | -1.329392 | -0.475199 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001402 | 0 | 86,812 |
-0.249725 | -0.473343 | -0.105436 | 0.745934 | 0.21715 | -0.222127 | -0.476917 | -0.000127 | -0.4 | -0.267949 | -0.517638 | -0.0002 | -0.001403 | 0 | 86,813 |
-0.249775 | -0.785382 | 0.20327 | 0.746292 | -0.45175 | -0.971018 | -0.476917 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0002 | -0.001002 | 0 | 86,814 |
0.749174 | 0.774438 | 0.820807 | 0.745218 | -0.43158 | -0.43528 | -0.481641 | -0.000349 | -0.4 | -0.267949 | -0.517638 | 0.000601 | -0.001803 | 0 | 86,815 |
0.249625 | -0.161491 | 0.512039 | 0.74486 | -0.748472 | -0.519521 | -0.481641 | 0 | -0.4 | -0.267949 | -0.517638 | 0.0002 | -0.001402 | 0 | 86,816 |
-0.249625 | -0.785195 | -0.722663 | -0.148129 | 0.507206 | 0.480479 | -0.479708 | 0.000143 | -0.4 | -0.267949 | -0.517638 | -0.0002 | -0.000601 | 0 | 86,817 |
-0.499399 | -0.785257 | -0.105312 | -0.14795 | -0.469478 | -0.716748 | -0.479708 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0004 | -0.0003 | 0 | 86,818 |
-0.499599 | -0.785382 | -0.414451 | 0.74665 | -0.139324 | -0.222127 | -0.481426 | -0.000127 | -0.4 | -0.267949 | -0.517638 | -0.000401 | 0.0002 | 1 | 86,819 |
-0.249875 | -0.785507 | 0.203147 | -0.147591 | -1.182615 | -1.583663 | -0.481426 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0002 | -0.000802 | 0 | 86,820 |
0 | 0.150922 | 0.512039 | 0.74665 | 0.005524 | 0.093124 | -0.477131 | 0.000317 | -0.4 | -0.267949 | -0.517638 | 0 | -0.0002 | 0 | 86,821 |
0.374793 | 0.150922 | 0.512039 | -0.147771 | 0.051695 | -0.358374 | -0.477131 | 0 | -0.4 | -0.267949 | -0.517638 | 0.0003 | -0.000501 | 0 | 86,822 |
-0.374793 | -0.005261 | 0.048724 | 0.747008 | -0.078788 | -0.287628 | -0.479923 | -0.000206 | -0.4 | -0.267949 | -0.517638 | -0.0003 | 0.000401 | 1 | 86,823 |
-0.249925 | -0.78557 | 0.203085 | -0.147233 | -1.102763 | -1.132165 | -0.479923 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.001002 | 1 | 86,824 |
-0.249975 | -0.62948 | 0.203023 | -0.147233 | -0.612051 | -1.329392 | -0.47842 | 0.000111 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.001802 | 1 | 86,825 |
0 | -0.161054 | 0.512039 | -0.147233 | -1.790487 | -1.583663 | -0.47842 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002002 | 1 | 86,826 |
0.249975 | -0.161054 | 0.202961 | -0.147412 | 0.015965 | -0.104104 | -0.473266 | 0.000381 | -0.4 | -0.267949 | -0.517638 | 0.0002 | 0.002002 | 1 | 86,827 |
0 | -0.161117 | -0.415194 | 0.747008 | 0.700555 | 0.829298 | -0.473266 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001402 | 1 | 86,828 |
0 | -0.161117 | -0.106055 | -0.147233 | 0.09085 | 0.093124 | -0.473266 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001202 | 1 | 86,829 |
0 | 0.151047 | 0.512039 | 0.747726 | 0.054644 | -0.358374 | -0.472193 | 0.000079 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002502 | 1 | 86,830 |
0 | 0.463149 | -0.106055 | 0.747367 | 0.567916 | 0.748892 | -0.472193 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002002 | 1 | 86,831 |
0 | -0.473343 | 0.203023 | -0.147233 | -0.679993 | -1.329392 | -0.475843 | -0.00027 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002002 | 1 | 86,832 |
-0.750075 | -0.473343 | -0.415194 | -0.146874 | 0.786895 | 0.047788 | -0.475843 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000601 | 0.002403 | 1 | 86,833 |
0.250075 | -0.160929 | 0.512039 | 1.642863 | -0.965401 | -0.834771 | -0.479493 | -0.00027 | -0.4 | -0.267949 | -0.517638 | 0.000201 | 0.002403 | 1 | 86,834 |
0.250025 | 0.151298 | 0.512039 | 0.748084 | -0.836408 | -0.834771 | -0.479493 | 0 | -0.4 | -0.267949 | -0.517638 | 0.0002 | 0.002202 | 1 | 86,835 |
-0.250025 | -0.161054 | 0.202961 | 1.641787 | -0.336072 | -0.612644 | -0.479279 | 0.000016 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.002403 | 1 | 86,836 |
1.249624 | 1.08779 | 1.439085 | 0.745934 | 0.077694 | -0.358374 | -0.479279 | 0 | -0.4 | -0.267949 | -0.517638 | 0.001002 | 0.001401 | 1 | 86,837 |
0.499499 | 0.150672 | 0.512039 | 0.745576 | -1.539319 | -1.583663 | -0.471978 | 0.00054 | -0.4 | -0.267949 | -0.517638 | 0.0004 | 0.001001 | 1 | 86,838 |
0.249675 | -0.161429 | 0.203332 | 0.745576 | -0.291807 | -0.222127 | -0.471978 | 0 | -0.4 | -0.267949 | -0.517638 | 0.0002 | 0.0013 | 1 | 86,839 |
-0.499399 | -0.785257 | -0.41408 | 0.746292 | -0.327762 | -0.287628 | -0.47391 | -0.000143 | -0.4 | -0.267949 | -0.517638 | -0.0004 | 0.001201 | 1 | 86,840 |
0 | -0.473343 | 0.20327 | 0.745934 | -0.52275 | -0.612644 | -0.476272 | -0.000175 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001501 | 1 | 86,841 |
-1.249374 | -0.785382 | -1.03242 | 1.641787 | 0.050427 | -0.05052 | -0.476272 | 0 | -0.4 | -0.267949 | -0.517638 | -0.001002 | 0.001802 | 1 | 86,842 |
0.4999 | 0.151173 | 0.821054 | 0.747008 | -0.916726 | -1.132165 | -0.476272 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000401 | 0.001802 | 1 | 86,843 |
0.249875 | -0.161179 | 0.203085 | 0.74665 | -0.753695 | -1.132165 | -0.47799 | -0.000127 | -0.4 | -0.267949 | -0.517638 | 0.0002 | 0.001201 | 1 | 86,844 |
-0.249875 | -0.161242 | 0.203147 | 1.640712 | -1.139553 | -1.132165 | -0.47799 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.001402 | 1 | 86,845 |
-0.124956 | -0.161179 | 0.203085 | -0.147412 | -0.179777 | -0.358374 | -0.480782 | -0.000206 | -0.4 | -0.267949 | -0.517638 | -0.0001 | 0.001902 | 1 | 86,846 |
-0.124969 | -0.629464 | 0.357554 | -0.147233 | -1.925177 | -1.583663 | -0.480782 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0001 | 0.000801 | 1 | 86,847 |
-0.249975 | -0.161117 | 0.203023 | -0.147054 | 0.109458 | -0.612644 | -0.47799 | 0.000206 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.001202 | 1 | 86,848 |
0 | -0.473343 | -0.106179 | -0.147054 | -0.420786 | -0.358374 | -0.47799 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001002 | 1 | 86,849 |
-0.250025 | -0.785695 | 0.202961 | -0.146874 | -0.444609 | -0.519521 | -0.476272 | 0.000127 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.001202 | 1 | 86,850 |
0.5 | 0.151298 | 0.202899 | -0.147054 | -2.784503 | -1.583663 | -0.476272 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000401 | 0.000801 | 1 | 86,851 |
-0.625031 | -0.785632 | -0.724396 | -0.146874 | -0.697143 | -0.612644 | -0.480996 | -0.000349 | -0.4 | -0.267949 | -0.517638 | -0.000501 | 0.001503 | 1 | 86,852 |
0.625031 | 0.619724 | 0.357461 | -0.147412 | -0.654468 | -0.43528 | -0.480996 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000501 | 0.001202 | 1 | 86,853 |
0.249925 | -0.161117 | 0.512039 | 0.747008 | -0.942979 | -1.132165 | -0.47799 | 0.000222 | -0.4 | -0.267949 | -0.517638 | 0.0002 | 0.000601 | 1 | 86,854 |
0 | -0.473343 | 0.203085 | 0.747008 | -1.209333 | -1.329392 | -0.47799 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001101 | 1 | 86,855 |
-0.249925 | -0.78557 | 0.203085 | 0.747008 | -1.824163 | -1.942037 | -0.479279 | -0.000095 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0.000601 | 1 | 86,856 |
-0.750075 | 0.151047 | -0.415194 | -0.146874 | -0.230243 | -0.358374 | -0.479279 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000601 | 0.001403 | 1 | 86,857 |
0 | -0.473343 | -0.106427 | 0.748802 | -0.325293 | -0.358374 | -0.479279 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001403 | 1 | 86,858 |
-0.250125 | -0.473343 | 0.202837 | 0.748802 | -1.835848 | -1.329392 | -0.481426 | -0.000159 | -0.4 | -0.267949 | -0.517638 | -0.000201 | 0.001203 | 1 | 86,859 |
-0.250175 | -0.473343 | 0.202775 | 0.748802 | -0.371476 | -0.222127 | -0.480782 | 0.000048 | -0.4 | -0.267949 | -0.517638 | -0.000201 | 0.001003 | 1 | 86,860 |
1.000401 | 0.77644 | 1.130504 | -0.147054 | -0.091149 | -0.43528 | -0.480137 | 0.000048 | -0.4 | -0.267949 | -0.517638 | 0.000802 | 0 | 0 | 86,861 |
-0.250025 | -0.473343 | 0.202961 | 0.748084 | -0.771461 | -0.716748 | -0.480137 | 0 | -0.4 | -0.267949 | -0.517638 | -0.0002 | 0 | 0 | 86,862 |
-0.250075 | -0.160991 | 0.202899 | 0.748084 | -0.230243 | -0.358374 | -0.481855 | -0.000127 | -0.4 | -0.267949 | -0.517638 | -0.000201 | 0 | 0 | 86,863 |
0.250075 | 0.151423 | 0.512039 | 0.748084 | -0.156135 | -0.222127 | -0.481855 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000201 | -0.000201 | 0 | 86,864 |
-0.250075 | -0.160991 | 0.202899 | 0.748443 | -0.526251 | -0.519521 | -0.479279 | 0.000191 | -0.4 | -0.535898 | -0.385986 | -0.000201 | 0.000802 | 1 | 86,865 |
0.750075 | 0.463712 | 0.821178 | 0.74665 | -0.940541 | -0.519521 | -0.479279 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000601 | 0.000401 | 1 | 86,866 |
0.749624 | 0.463149 | 0.512039 | 0.746292 | 0.022671 | 0.136247 | -0.482285 | -0.000222 | -1 | -0.535898 | -0.385986 | 0.000601 | -0.000801 | 0 | 86,867 |
-0.124906 | -0.161304 | 0.357631 | -0.147771 | -0.865476 | -0.971018 | -0.482285 | 0 | -1 | -0.535898 | -0.385986 | -0.0001 | -0.001503 | 0 | 86,868 |
0.124906 | -0.3173 | 0.357616 | 0.746292 | -0.661856 | -0.222127 | -0.486579 | -0.000317 | -1 | -0.535898 | -0.385986 | 0.0001 | -0.001202 | 0 | 86,869 |
-1.499699 | -0.785445 | -1.960334 | -0.146874 | 1.382587 | 1.382334 | -0.486579 | 0 | -1 | -0.535898 | -0.385986 | -0.001202 | 0.000401 | 1 | 86,870 |
0.750075 | 0.463712 | 0.821178 | 0.747367 | 0.276101 | -0.612644 | -0.49023 | -0.00027 | -1 | -0.535898 | -0.385986 | 0.000601 | -0.000802 | 0 | 86,871 |
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