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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.749624 | -0.473343 | -0.414637 | -0.147233 | 0.449971 | 0.216654 | -0.516212 | 0 | -1 | -0.785587 | -0 | -0.000601 | -0.005426 | 0 | 86,972 |
0.249925 | -0.161117 | 0.512039 | -0.147233 | -1.225186 | -1.583663 | -0.518789 | -0.00019 | -1 | -0.785587 | -0 | 0.0002 | -0.006432 | 0 | 86,973 |
-0.249925 | -0.161179 | 0.203085 | -0.147591 | 0.177983 | -0.222127 | -0.518789 | 0 | -1 | -0.785587 | -0 | -0.0002 | -0.007442 | 0 | 86,974 |
0.249925 | 0.463149 | 0.512039 | -0.147591 | -0.443596 | -0.287628 | -0.517071 | 0.000127 | -1 | -0.785587 | -0 | 0.0002 | -0.008047 | 0 | 86,975 |
0.499699 | 0.150922 | 0.975353 | -0.147771 | -0.325293 | -0.161147 | -0.517071 | 0 | -1 | -0.785587 | -0 | 0.000401 | -0.007943 | 0 | 86,976 |
-0.499699 | -0.473343 | -0.105683 | -0.147771 | -0.157355 | -0.834771 | -0.51428 | 0.000206 | -1 | -0.785587 | -0 | -0.000401 | -0.007542 | 0 | 86,977 |
0 | 0.462961 | 0.512039 | -0.147591 | 0.275248 | 0.508541 | -0.518574 | -0.000317 | -1 | -0.785587 | -0 | 0 | -0.007946 | 0 | 86,978 |
-0.249925 | -0.473343 | -0.724148 | -0.147412 | 0.377811 | 0.451498 | -0.517071 | 0.000111 | -1 | -0.785587 | -0 | -0.0002 | -0.007442 | 0 | 86,979 |
0 | -0.161117 | 0.203023 | -0.147412 | -0.669343 | -0.161147 | -0.517071 | 0 | -1 | -0.785587 | -0 | 0 | -0.006433 | 0 | 86,980 |
-0.5 | -0.473343 | -0.106055 | -0.147233 | -0.808758 | -1.329392 | -0.519648 | -0.00019 | -1 | -0.785587 | -0 | -0.000401 | -0.005831 | 0 | 86,981 |
0.5 | 0.463524 | 0.512039 | -0.147412 | 0.409451 | 0.325017 | -0.519648 | 0 | -1 | -0.785587 | -0 | 0.000401 | -0.007039 | 0 | 86,982 |
0.249925 | -0.161117 | 0.512039 | -0.147412 | 0.003229 | -0.43528 | -0.521795 | -0.000159 | -1 | -0.785587 | -0 | 0.0002 | -0.006836 | 0 | 86,983 |
-0.749925 | -0.473343 | -0.415008 | -0.147233 | 0.387467 | 0.421534 | -0.521795 | 0 | -1 | -0.785587 | -0 | -0.000601 | -0.007243 | 0 | 86,984 |
0.5 | 0.463524 | 1.130132 | -0.147412 | -0.005112 | -0.104104 | -0.521795 | 0 | -1 | -1 | 0.614014 | 0.000401 | -0.007039 | 0 | 86,985 |
-0.5 | -0.473343 | -0.415194 | -0.146874 | 0.678774 | 0.829298 | -0.521795 | 0 | -1 | -1 | 0.614014 | -0.000401 | -0.007042 | 0 | 86,986 |
-0.250075 | -0.160991 | 0.202899 | -0.147054 | -0.012158 | 0.216654 | -0.520721 | 0.000079 | -1 | -1 | 0.614014 | -0.000201 | -0.006841 | 0 | 86,987 |
0.750075 | 0.775939 | 0.821178 | -0.147591 | 0.111742 | -0.05052 | -0.520721 | 0 | -1 | -1 | 0.614014 | 0.000601 | -0.007039 | 0 | 86,988 |
0.999399 | 0.775188 | 0.975446 | -0.147591 | -1.284449 | -1.329392 | -0.519648 | 0.000079 | -1 | -1 | 0.614014 | 0.000801 | -0.007436 | 0 | 86,989 |
-1.249374 | -1.409648 | -1.03242 | -0.147412 | -0.068776 | -0.222127 | -0.519648 | 0 | -1 | -1 | 0.614014 | -0.001002 | -0.006838 | 0 | 86,990 |
0.749774 | 0.775438 | 0.821054 | -0.147412 | 0.681421 | 0.535739 | -0.51793 | 0.000127 | -1 | -1 | 0.614014 | 0.000601 | -0.008651 | 0 | 86,991 |
-0.249875 | -0.785507 | 0.203147 | -0.147412 | -0.62584 | -0.612644 | -0.51793 | 0 | -1 | -1 | 0.614014 | -0.0002 | -0.008249 | 0 | 86,992 |
-1 | -0.161179 | -0.878741 | -0.146695 | 0.49652 | 0.325017 | -0.515998 | 0.000143 | -1 | -1 | 0.614014 | -0.000802 | -0.007447 | 0 | 86,993 |
-0.500301 | -0.160929 | -0.106427 | -0.146695 | -0.005112 | 0.047788 | -0.514709 | 0.000095 | -1 | -1 | 0.614014 | -0.000401 | -0.007248 | 0 | 86,994 |
0.250175 | 0.464088 | 0.512039 | -0.146515 | 0.817225 | 0.480479 | -0.514709 | 0 | -1 | -1 | 0.614014 | 0.000201 | -0.007853 | 0 | 86,995 |
0 | 0.151548 | 0.512039 | -0.146695 | 0.837741 | 0.562124 | -0.537471 | -0.001683 | -1 | -1 | 0.614014 | 0 | -0.008864 | 0 | 86,996 |
0.5002 | 0.151548 | 0.82124 | -0.146874 | -0.044744 | -0.716748 | -0.537471 | 0 | -1 | -1 | 0.614014 | 0.000401 | -0.009164 | 0 | 86,997 |
1.249624 | 1.08779 | 0.202899 | -0.14795 | 0.978614 | 0.727593 | -0.536612 | 0.000063 | -1 | -1 | 0.614014 | 0.001002 | -0.010672 | 0 | 86,998 |
0 | 0.150672 | 0.357631 | -0.147771 | 1.056012 | 0.748892 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0 | -0.010672 | 0 | 86,999 |
-0.249825 | -0.785445 | 0.04877 | -0.147591 | 0.366779 | 0.093124 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.0002 | -0.010471 | 0 | 87,000 |
0.749324 | 0.462774 | 0.3576 | -0.148129 | 1.189318 | 1.273077 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0.000601 | -0.010667 | 0 | 87,001 |
0 | -0.161429 | 0.357693 | 0.745218 | 1.119177 | 0.660432 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0 | -0.012085 | 0 | 87,002 |
-1.124155 | -0.473343 | -1.341127 | -0.147412 | 1.266867 | 0.954497 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.000901 | -0.010576 | 0 | 87,003 |
-0.75 | -0.629464 | -0.569679 | -0.146874 | 0.88991 | 0.748892 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.000601 | -0.009974 | 0 | 87,004 |
0.874956 | 0.619724 | 0.357461 | -0.147412 | 0.856827 | 0.480479 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0.000702 | -0.011385 | 0 | 87,005 |
-0.749925 | -0.629449 | -0.415008 | -0.146874 | 0.37016 | 0.562124 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.000601 | -0.011696 | 0 | 87,006 |
0.5 | 0.151298 | 0.357477 | -0.147233 | 0.615922 | 0.216654 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0.000401 | -0.013112 | 0 | 87,007 |
-0.5 | -0.785632 | -0.724396 | -0.146874 | 0.442816 | 0.587745 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.000401 | -0.01129 | 0 | 87,008 |
0 | -0.160991 | 0.512039 | -0.146874 | -0.040753 | -1.132165 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0 | -0.011696 | 0 | 87,009 |
0.749925 | 0.463524 | 0.512039 | -0.147412 | 1.716854 | 0.954497 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0.000601 | -0.012906 | 0 | 87,010 |
-1.500301 | -0.473343 | -1.651938 | -0.146335 | 1.341092 | 1.361536 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.001203 | -0.0115 | 0 | 87,011 |
0.500301 | 0.464088 | 0.512039 | -0.146695 | 0.874303 | 0.660432 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0.000401 | -0.011698 | 0 | 87,012 |
0.250075 | -0.004745 | 0.202837 | -0.147054 | 0.27837 | 0.093124 | -0.536612 | 0 | -1 | -1 | 0.614014 | 0.000201 | -0.012102 | 0 | 87,013 |
-0.250075 | -0.160991 | -0.106302 | -0.146874 | 0.241229 | 0.508541 | -0.536612 | 0 | -1 | -1 | 0.614014 | -0.000201 | -0.012307 | 0 | 87,014 |
-5.514377 | -7.048556 | -20.656205 | 0.756377 | 1.438686 | 1.506757 | -0.622933 | -0.006382 | -1 | 0.732051 | 2.346065 | -0.004421 | -0.00748 | 0 | 87,015 |
-2.262927 | 0.154191 | -3.530282 | -0.141094 | 0.359957 | 0.451498 | -0.612197 | 0.000794 | -1 | 0.732051 | 2.346065 | -0.001814 | -0.005463 | 0 | 87,016 |
-3.52829 | -0.787775 | -3.849586 | -0.138907 | 0.606958 | 0.562124 | -0.612197 | 0 | -1 | 0.732051 | 2.346065 | -0.002829 | -0.002431 | 0 | 87,017 |
1.765393 | 1.73213 | 0.512039 | -0.139819 | 0.772402 | 0.421534 | -0.612197 | 0 | -1 | 0.732051 | 2.346065 | 0.001415 | -0.003847 | 0 | 87,018 |
0.88176 | 0.785527 | 0.667803 | 0.761098 | -0.254362 | -0.519521 | -0.608546 | 0.00027 | -1 | 0.732051 | 2.346065 | 0.000707 | -0.004351 | 0 | 87,019 |
2.390212 | 2.512705 | -0.266469 | 2.558391 | 0.275248 | 0.421534 | -0.608546 | 0 | -1 | 0.732051 | 2.346065 | 0.001916 | -0.006267 | 0 | 87,020 |
-0.754309 | -0.473343 | -0.731375 | -0.142365 | -1.115866 | -1.132165 | -0.608117 | 0.000032 | -1 | 0.732051 | 2.346065 | -0.000605 | -0.006068 | 0 | 87,021 |
1.005644 | 0.78299 | 0.201091 | 0.757464 | -1.197728 | -0.358374 | -0.608117 | 0 | -1 | 0.732051 | 2.346065 | 0.000806 | -0.006874 | 0 | 87,022 |
-1.005644 | -0.316373 | -1.042072 | 0.758916 | -0.214491 | -0.161147 | -0.61735 | -0.000683 | -1 | 0.732051 | 2.346065 | -0.000806 | -0.00546 | 0 | 87,023 |
-1.509988 | -1.416258 | -1.354588 | -0.140912 | -0.645726 | -0.43528 | -0.61735 | 0 | -1 | 0.732051 | 2.346065 | -0.001211 | -0.005263 | 0 | 87,024 |
-0.503736 | -0.158784 | -0.422123 | 0.761098 | -1.461028 | -0.834771 | -0.607043 | 0.000762 | -1 | 0.732051 | 2.346065 | -0.000404 | -0.004453 | 0 | 87,025 |
0.629638 | 0.470524 | -0.734139 | -0.14073 | 0.810292 | 0.76969 | -0.607043 | 0 | -1 | 0.732051 | 2.346065 | 0.000505 | -0.005567 | 0 | 87,026 |
0 | -0.316072 | 0.045076 | 0.761098 | -0.667838 | -0.43528 | -0.619712 | -0.000937 | -1 | 0.732051 | 2.346065 | 0 | -0.005364 | 0 | 87,027 |
-0.503685 | -0.316072 | -0.577761 | 0.761098 | -0.661856 | -0.222127 | -0.619712 | 0 | -1 | 0.732051 | 2.346065 | -0.000404 | -0.004554 | 0 | 87,028 |
0.377783 | 0.313173 | 0.667724 | -0.14073 | -0.706722 | -0.222127 | -0.634099 | -0.001064 | -1 | 0.732051 | 2.346065 | 0.000303 | -0.004857 | 0 | 87,029 |
1.25845 | 1.413057 | 0.512039 | -0.141457 | 0.02842 | 0.177365 | -0.634099 | 0 | -1 | 0.732051 | 2.346065 | 0.001009 | -0.005258 | 0 | 87,030 |
0.251538 | 0.155077 | 0.201028 | -0.141457 | 0.248437 | 0 | -0.63775 | -0.00027 | -1 | 0.732051 | 2.346065 | 0.000202 | -0.00546 | 0 | 87,031 |
-1.006455 | -0.787585 | -0.887719 | -0.140912 | -0.214491 | 0.25427 | -0.63775 | 0 | -1 | 0.732051 | 2.346065 | -0.000807 | -0.003842 | 0 | 87,032 |
0.503329 | 0.155457 | -2.602777 | -0.141275 | 1.788812 | 1.850125 | -0.628946 | 0.000651 | -1 | 0.732051 | 2.346065 | 0.000404 | -0.005259 | 0 | 87,033 |
-1.258704 | -0.159038 | -1.666792 | -0.14073 | 0.544336 | 0.358374 | -0.628946 | 0 | -1 | 0.732051 | 2.346065 | -0.001009 | -0.004655 | 0 | 87,034 |
0.755375 | 0.784765 | 0.200651 | 0.760734 | -0.360009 | -0.104104 | -0.622504 | 0.000476 | -1 | 0.732051 | 2.346065 | 0.000606 | -0.003842 | 0 | 87,035 |
-0.503532 | -1.102397 | -0.110421 | -0.14073 | -1.271218 | -1.329392 | -0.622504 | 0 | -1 | 0.732051 | 2.346065 | -0.000404 | -0.004249 | 0 | 87,036 |
0 | -0.158784 | 0.512039 | -0.140912 | -1.02993 | -0.612644 | -0.618209 | 0.000317 | -1 | 0.732051 | 2.346065 | 0 | -0.005263 | 0 | 87,037 |
0.503532 | 0.784511 | 0.8233 | -0.141275 | -0.700318 | -0.104104 | -0.618209 | 0 | -1 | 0.732051 | 2.346065 | 0.000404 | -0.004855 | 0 | 87,038 |
0.503329 | 0.469762 | 0.512039 | -0.141094 | -1.690808 | -1.329392 | -0.624222 | -0.000444 | -1 | 0.732051 | 2.346065 | 0.000404 | -0.005056 | 0 | 87,039 |
-0.503329 | -0.787711 | -0.421369 | -0.141094 | 0.311627 | -0.43528 | -0.624222 | 0 | -1 | 0.732051 | 2.346065 | -0.000404 | -0.005261 | 0 | 87,040 |
-1.511208 | -0.473343 | -1.356096 | -0.139819 | 1.671261 | 0.809872 | -0.622933 | 0.000095 | -1 | 0.732051 | 2.346065 | -0.001212 | -0.004049 | 0 | 87,041 |
0.251995 | 0.470905 | -0.111176 | -0.140366 | 0.922441 | 0.358374 | -0.622933 | 0 | -1 | 0.732051 | 2.346065 | 0.000202 | -0.004049 | 0 | 87,042 |
0 | -0.158594 | 0.512039 | -0.140366 | -0.89837 | -0.834771 | -0.623363 | -0.000032 | -1 | 0.732051 | 2.346065 | 0 | -0.004049 | 0 | 87,043 |
-0.251995 | -0.158594 | -0.11105 | 0.762191 | 0.292626 | -0.05052 | -0.623363 | 0 | -1 | 0.732051 | 2.346065 | -0.000202 | -0.004658 | 0 | 87,044 |
-0.504143 | 0.156219 | -0.734643 | -0.139455 | 0.866234 | -0.05052 | -0.623363 | 0 | -1 | 0.732051 | 2.346065 | -0.000404 | -0.003442 | 0 | 87,045 |
-1.26125 | -0.788347 | -1.047101 | -0.138907 | -0.196541 | -0.222127 | -0.620786 | 0.00019 | -1 | 0.732051 | 2.346065 | -0.001011 | -0.00304 | 0 | 87,046 |
0.126182 | 0.472242 | -0.112059 | -0.138724 | -0.062026 | 0.177365 | -0.620357 | 0.000032 | -1 | 0.732051 | 2.346065 | 0.000101 | -0.003141 | 0 | 87,047 |
-0.63104 | -0.000527 | -0.268044 | -0.138175 | -1.193912 | -1.132165 | -0.620357 | 0 | -1 | 0.732051 | 2.346065 | -0.000506 | -0.002635 | 0 | 87,048 |
0 | -0.157957 | 0.512039 | 0.765478 | -0.215843 | -0.358374 | -0.619712 | 0.000048 | -1 | 0.732051 | 2.346065 | 0 | -0.002635 | 0 | 87,049 |
0 | 0.157366 | 0.199895 | 0.765478 | -0.116143 | 0.093124 | -0.619712 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.00365 | 0 | 87,050 |
0.504857 | 0.157366 | -0.112312 | -0.138175 | -1.835848 | -0.834771 | -0.619712 | 0 | -1 | 0.732051 | 2.346065 | 0.000405 | -0.003243 | 0 | 87,051 |
-1.767895 | -1.104052 | -1.673409 | -0.137443 | -0.519269 | -0.222127 | -0.630019 | -0.000762 | -1 | 0.732051 | 2.346065 | -0.001417 | -0.001217 | 0 | 87,052 |
0.757976 | 0.789097 | -0.112945 | -0.137992 | 0.074458 | -0.358374 | -0.629805 | 0.000016 | -1 | 0.732051 | 2.346065 | 0.000608 | -0.001621 | 0 | 87,053 |
0 | 0.157621 | 0.512039 | -0.137809 | -0.771461 | -0.834771 | -0.629805 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.001824 | 0 | 87,054 |
-0.88435 | -0.788921 | -0.737421 | -0.13726 | -0.589353 | -0.519521 | -0.622933 | 0.000508 | -1 | 0.732051 | 2.346065 | -0.000709 | -0.001217 | 0 | 87,055 |
-1.137944 | -0.315466 | -1.207449 | 0.769144 | 1.366094 | 1.891517 | -0.622933 | 0 | -1 | 0.732051 | 2.346065 | -0.000912 | 0.000203 | 1 | 87,056 |
-1.265601 | -0.789433 | -1.05248 | 1.677757 | -0.368809 | -0.612644 | -0.622933 | 0 | -1 | 0.732051 | 2.346065 | -0.001015 | 0.00142 | 1 | 87,057 |
1.771482 | 2.371469 | 0.825069 | -0.136709 | 1.376382 | 1.60788 | -0.619283 | 0.00027 | -1 | 0.732051 | 2.346065 | 0.00142 | 0.000304 | 1 | 87,058 |
-0.505881 | 0.158389 | -0.426102 | 0.769512 | 0.289581 | 0.216654 | -0.619283 | 0 | -1 | 0.732051 | 2.346065 | -0.000406 | 0.001014 | 1 | 87,059 |
-0.759207 | -0.789433 | -0.426482 | 1.675549 | -1.525496 | -1.132165 | -0.615847 | 0.000254 | -1 | 0.732051 | 2.346065 | -0.000609 | 0.002028 | 1 | 87,060 |
0.25312 | -0.157125 | 0.824942 | 0.769879 | -2.08362 | -1.942037 | -0.615847 | 0 | -1 | 0.732051 | 2.346065 | 0.000203 | 0.002027 | 1 | 87,061 |
0.253069 | -0.157189 | -0.113833 | 0.769512 | 0.046179 | 0.177365 | -0.615847 | 0 | -1 | 0.732051 | 2.346065 | 0.000203 | 0.001622 | 1 | 87,062 |
-0.253069 | -0.789497 | 0.199198 | 1.676101 | -2.205525 | -1.942037 | -0.614774 | 0.000079 | -1 | 0.732051 | 2.346065 | -0.000203 | 0.002027 | 1 | 87,063 |
-0.506292 | -0.157189 | -0.113833 | -0.136158 | -1.381559 | -1.132165 | -0.614774 | 0 | -1 | 0.732051 | 2.346065 | -0.000406 | 0.001724 | 1 | 87,064 |
0.506292 | 0.159158 | 0.825006 | 0.769879 | -0.664839 | -0.519521 | -0.614774 | 0 | -1 | 0.732051 | 2.346065 | 0.000406 | 0.001419 | 1 | 87,065 |
0.253069 | 0.474928 | 0.824879 | -0.136158 | -1.254043 | -1.132165 | -0.616491 | -0.000127 | -1 | 0.732051 | 2.346065 | 0.000203 | 0.001217 | 1 | 87,066 |
0.253018 | -0.157253 | -0.113706 | 0.769879 | -0.080918 | -0.287628 | -0.616491 | 0 | -1 | 0.732051 | 2.346065 | 0.000203 | 0.001419 | 1 | 87,067 |
0 | -0.473343 | 0.199262 | 0.769144 | 0.132989 | -0.834771 | -0.616062 | 0.000032 | -1 | 0.732051 | 2.346065 | 0 | 0.001824 | 1 | 87,068 |
0.252966 | -0.157317 | -0.426482 | 0.769144 | -0.670852 | -1.132165 | -0.616062 | 0 | -1 | 0.732051 | 2.346065 | 0.000203 | 0.001216 | 1 | 87,069 |
0 | -0.473343 | -0.113452 | 0.769144 | -0.928509 | -0.971018 | -0.632381 | -0.001206 | -1 | 0.732051 | 2.346065 | 0 | 0.001013 | 1 | 87,070 |
-0.505984 | -0.473343 | -0.426292 | 1.676101 | 0.190681 | 0.047788 | -0.632381 | 0 | -1 | 0.732051 | 2.346065 | -0.000406 | 0.001419 | 1 | 87,071 |
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