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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.126515 | 0.158773 | 0.512039 | -0.136342 | 0.322729 | -0.161147 | -0.557226 | 0.000206 | -1 | 0 | -0.385986 | 0.000101 | -0.001726 | 0 | 87,272 |
-0.126515 | -0.631396 | 0.355642 | -0.136342 | 0.305723 | -0.971018 | -0.558944 | -0.000127 | -1 | 0 | -0.385986 | -0.000101 | -0.001421 | 0 | 87,273 |
-1.012584 | -0.31529 | -0.739704 | -0.135422 | 0.911804 | 0.562124 | -0.558944 | 0 | -1 | 0 | -0.385986 | -0.000812 | -0.001016 | 0 | 87,274 |
-0.253274 | -0.789754 | -0.114214 | -0.135054 | -1.622032 | -0.834771 | -0.559373 | -0.000032 | -1 | 0 | -0.385986 | -0.000203 | -0.000711 | 0 | 87,275 |
0 | -0.473343 | 0.512039 | -0.135054 | -4.029688 | -2.554681 | -0.559373 | 0 | -1 | 0 | -0.385986 | 0 | 0 | 0 | 87,276 |
-0.253326 | -0.473343 | -0.427626 | 0.771351 | -0.31391 | 0 | -0.552502 | 0.000508 | -1 | 0 | -0.385986 | -0.000203 | 0.000203 | 1 | 87,277 |
-0.253377 | 0.159543 | 0.198817 | -0.135054 | 0.365324 | 0.136247 | -0.552502 | 0 | -1 | 0 | -0.385986 | -0.000203 | 0.000406 | 1 | 87,278 |
0.126695 | -0.156803 | 0.198753 | -0.135054 | -1.622032 | -1.329392 | -0.551213 | 0.000095 | -1 | 0 | -0.385986 | 0.000102 | 0.000508 | 1 | 87,279 |
0.126682 | -0.315081 | 0.35542 | -0.135054 | -1.24983 | -0.716748 | -0.551213 | 0 | -1 | 0 | -0.385986 | 0.000102 | 0.000406 | 1 | 87,280 |
0 | -0.473343 | -0.114468 | -0.135054 | -1.186356 | -0.716748 | -0.55379 | -0.00019 | -1 | 0 | -0.385986 | 0 | 0.000203 | 1 | 87,281 |
0 | -0.473343 | 0.198817 | 0.77172 | -1.847779 | -1.329392 | -0.55379 | 0 | -1 | 0 | -0.385986 | 0 | 0.000406 | 1 | 87,282 |
-0.253377 | -0.789883 | 0.198817 | -0.135054 | -1.598251 | -1.583663 | -0.55379 | 0 | -1 | 0 | -0.385986 | -0.000203 | 0.000711 | 1 | 87,283 |
-0.126708 | -0.156803 | -0.114596 | -0.13487 | -0.824392 | -0.43528 | -0.552502 | 0.000095 | -1 | 0 | -0.385986 | -0.000102 | 0.001117 | 1 | 87,284 |
0.126708 | -0.315049 | 0.355388 | -0.135054 | -0.555073 | -0.161147 | -0.552502 | 0 | -1 | 0 | -0.385986 | 0.000102 | 0.000609 | 1 | 87,285 |
-0.253429 | -0.473343 | 0.198753 | -0.135054 | -0.332733 | -0.222127 | -0.551858 | 0.000048 | -1 | 0 | -0.385986 | -0.000203 | 0 | 0 | 87,286 |
0.506806 | 0.476276 | 1.138545 | -0.135238 | -0.39235 | -0.519521 | -0.551858 | 0 | -1 | 0 | -0.385986 | 0.000406 | 0.000609 | 1 | 87,287 |
-0.760286 | -0.473343 | -0.74123 | -0.134501 | 0.035417 | -0.161147 | -0.565815 | -0.001032 | -1 | 0 | -0.385986 | -0.00061 | 0.001016 | 1 | 87,288 |
0 | -0.473343 | 0.198626 | -0.134501 | -2.724795 | -1.583663 | -0.565815 | 0 | -1 | 0 | -0.385986 | 0 | 0.000813 | 1 | 87,289 |
-0.507115 | -0.790076 | -0.11485 | -0.134132 | -0.195233 | -0.971018 | -0.551213 | 0.001079 | -1 | 0 | -0.385986 | -0.000407 | 0.001422 | 1 | 87,290 |
-0.253635 | -0.473343 | 0.198498 | 0.773564 | -0.907474 | -0.716748 | -0.553575 | -0.000175 | -1 | 0 | -0.385986 | -0.000203 | 0.001626 | 1 | 87,291 |
0.633991 | 0.31869 | 1.139055 | -0.134501 | -2.252779 | -1.583663 | -0.553575 | 0 | -1 | 0 | -0.385986 | 0.000508 | 0.00132 | 1 | 87,292 |
-0.126772 | 0.001684 | 0.355324 | 0.772826 | -0.84047 | -0.716748 | -0.553575 | 0 | -1 | 0 | -0.385986 | -0.000102 | 0.001625 | 1 | 87,293 |
0.507012 | 0.160058 | 0.512039 | -0.134685 | -0.830368 | -1.583663 | -0.558085 | -0.000333 | -1 | 0 | -0.385986 | 0.000407 | 0.001016 | 1 | 87,294 |
-0.25348 | -0.473343 | 0.19869 | -0.134685 | -0.349626 | -0.612644 | -0.558085 | 0 | -1 | 0 | -0.385986 | -0.000203 | 0.000813 | 1 | 87,295 |
0.25348 | -0.156675 | 0.825387 | -0.134685 | -0.429602 | -1.132165 | -0.550354 | 0.000571 | -1 | 0 | -0.385986 | 0.000203 | 0.000609 | 1 | 87,296 |
-0.126734 | -0.631669 | 0.355372 | -0.134685 | -2.252779 | -1.942037 | -0.550354 | 0 | -1 | 0 | -0.385986 | -0.000102 | 0.001117 | 1 | 87,297 |
-0.126747 | -0.315017 | 0.355356 | -0.134501 | -1.213255 | -0.834771 | -0.550354 | 0 | -1 | 0 | -0.385986 | -0.000102 | 0.001422 | 1 | 87,298 |
0 | -0.473343 | 0.198626 | -0.134501 | -0.641406 | -0.716748 | -0.548422 | 0.000143 | -1 | 0 | -0.385986 | 0 | 0.001828 | 1 | 87,299 |
0 | -0.473343 | 0.512039 | -0.134501 | -0.575136 | -1.132165 | -0.548422 | 0 | -1 | 0 | -0.385986 | 0 | 0.001625 | 1 | 87,300 |
0.25348 | 0.159929 | 0.512039 | -0.13487 | -0.795423 | -0.43528 | -0.548637 | -0.000016 | -1 | 0 | -0.385986 | 0.000203 | 0.001624 | 1 | 87,301 |
-0.25348 | -0.473343 | 0.19869 | -0.134501 | -0.793544 | -0.834771 | -0.551858 | -0.000238 | -1 | 0 | -0.385986 | -0.000203 | 0.001422 | 1 | 87,302 |
-0.253532 | -0.473343 | 0.198626 | -0.134316 | -1.11919 | -0.612644 | -0.551858 | 0 | -1 | 0 | -0.385986 | -0.000203 | 0.001929 | 1 | 87,303 |
0 | -0.473343 | 0.198562 | 0.773194 | -1.885158 | -1.329392 | -0.551858 | 0 | -1 | 0 | -0.385986 | 0 | 0.001929 | 1 | 87,304 |
0.126772 | -0.314969 | 0.198562 | -0.134501 | -2.121415 | -1.583663 | -0.553361 | -0.000111 | -1 | 0 | -0.385986 | 0.000102 | 0.001523 | 1 | 87,305 |
0 | -0.473343 | 0.512039 | -0.134501 | -4.029688 | -2.554681 | -0.546704 | 0.000492 | -1 | 0 | -0.385986 | 0 | 0.001726 | 1 | 87,306 |
0.38024 | 0.001684 | 0.355324 | -0.13487 | -1.12928 | -0.612644 | -0.546704 | 0 | -1 | 0 | -0.385986 | 0.000305 | 0.001016 | 1 | 87,307 |
0.506806 | 0.159801 | 0.19869 | 0.77172 | -0.678459 | 0 | -0.548637 | -0.000143 | -1 | 0 | -0.385986 | 0.000406 | 0.000203 | 1 | 87,308 |
-0.253377 | -0.473343 | 0.198817 | -0.135054 | -0.965401 | -1.329392 | -0.548637 | 0 | -1 | 0 | -0.385986 | -0.000203 | 0 | 0 | 87,309 |
-0.253429 | -0.473343 | 0.198753 | -0.13487 | -1.059148 | -0.716748 | -0.546704 | 0.000143 | -1 | 0 | -0.385986 | -0.000203 | 0.000203 | 1 | 87,310 |
0 | -0.473343 | 0.512039 | -0.13487 | -2.252779 | -1.583663 | -0.546704 | 0 | -1 | 0 | -0.385986 | 0 | 0.000203 | 1 | 87,311 |
0 | -0.473343 | 0.512039 | 0.772826 | -1.939171 | -1.329392 | -0.543483 | 0.000238 | -1 | 0 | -0.385986 | 0 | 0.000406 | 1 | 87,312 |
0 | -0.473343 | 0.512039 | -0.134501 | -2.161911 | -1.583663 | -0.543483 | 0 | -1 | 0 | -0.385986 | 0 | 0.000813 | 1 | 87,313 |
-0.507012 | -0.94837 | -0.114723 | -0.134501 | -2.22866 | -1.583663 | -0.541765 | 0.000127 | -1 | 0 | -0.385986 | -0.000407 | 0.001016 | 1 | 87,314 |
0.253532 | 0.001732 | 0.512039 | 0.772826 | -0.169702 | 0.136247 | -0.541765 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.001219 | 1 | 87,315 |
0.760286 | 0.476469 | 0.825387 | -0.135238 | -0.983475 | -0.716748 | -0.541765 | 0 | -1 | -0.267949 | -0.517638 | 0.00061 | 0.000203 | 1 | 87,316 |
-0.253377 | -0.789883 | 0.198817 | -0.135054 | -1.59054 | -1.329392 | -0.543268 | -0.000111 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.000812 | 1 | 87,317 |
0.253377 | -0.156803 | 0.82526 | -0.135054 | -1.859966 | -1.583663 | -0.543268 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.000609 | 1 | 87,318 |
0 | -0.473343 | 0.355436 | -0.135238 | -0.595935 | -0.716748 | -0.544771 | -0.000111 | -1 | -0.267949 | -0.517638 | 0 | 0.001218 | 1 | 87,319 |
-0.506806 | -0.473343 | -0.114468 | -0.13487 | -1.397675 | -1.132165 | -0.544771 | 0 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.001624 | 1 | 87,320 |
0 | -0.473343 | 0.512039 | -0.13487 | -0.812627 | -0.971018 | -0.542409 | 0.000175 | -1 | -0.267949 | -0.517638 | 0 | 0.001421 | 1 | 87,321 |
0 | -0.156739 | 0.512039 | -0.13487 | -1.630186 | -1.329392 | -0.542409 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.001219 | 1 | 87,322 |
0.253429 | -0.156739 | 0.512039 | -0.13487 | -1.847779 | -0.716748 | -0.544557 | -0.000159 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.001218 | 1 | 87,323 |
-0.506909 | -0.631637 | -0.114596 | -0.134685 | -0.952835 | -0.834771 | -0.544557 | 0 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.001016 | 1 | 87,324 |
0.126747 | -0.315001 | 0.668721 | -0.13487 | -2.252779 | -1.942037 | -0.545845 | -0.000095 | -1 | -0.267949 | -0.517638 | 0.000102 | 0.001523 | 1 | 87,325 |
0.886866 | 0.634602 | 0.825356 | -0.13487 | -2.014844 | -1.583663 | -0.545845 | 0 | -1 | -0.267949 | -0.517638 | 0.000711 | 0.001015 | 1 | 87,326 |
0 | -0.473343 | 0.512039 | -0.13487 | -4.029688 | -2.554681 | -0.547348 | -0.000111 | -1 | -0.267949 | -0.517638 | 0 | 0.001319 | 1 | 87,327 |
0 | -0.473343 | -0.114341 | -0.135238 | -1.013096 | -0.222127 | -0.547348 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.001218 | 1 | 87,328 |
0.253274 | -0.156932 | 0.512039 | -0.135422 | -0.479092 | -0.834771 | -0.547778 | -0.000032 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.001116 | 1 | 87,329 |
0 | -0.473343 | 0.512039 | -0.135606 | -1.297996 | -1.132165 | -0.547778 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.001015 | 1 | 87,330 |
-0.253274 | -0.473343 | 0.198944 | -0.135422 | -1.171539 | -0.971018 | -0.552072 | -0.000317 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.001421 | 1 | 87,331 |
0.253274 | -0.156932 | 0.825133 | -0.135606 | -1.485942 | -1.583663 | -0.552072 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.001218 | 1 | 87,332 |
0.126618 | -0.156996 | 0.512039 | -0.135606 | 0.02356 | -1.132165 | -0.552072 | 0 | -1 | -0.267949 | -0.517638 | 0.000102 | 0.001116 | 1 | 87,333 |
0.379777 | 0.001105 | 0.981513 | -0.135606 | -2.621472 | -1.583663 | -0.551858 | 0.000016 | -1 | -0.267949 | -0.517638 | 0.000304 | 0.000609 | 1 | 87,334 |
-0.506395 | -0.947791 | -0.11396 | -0.135422 | -0.884982 | -0.971018 | -0.555293 | -0.000254 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.000812 | 1 | 87,335 |
-1.013406 | -0.789754 | -0.740721 | -0.13487 | -0.229549 | -0.05052 | -0.549281 | 0.000444 | -1 | -0.267949 | -0.517638 | -0.000813 | 0.002131 | 1 | 87,336 |
1.266629 | 1.109034 | 0.825324 | -0.135422 | -0.718105 | -0.43528 | -0.549281 | 0 | -1 | -0.267949 | -0.517638 | 0.001016 | 0.001015 | 1 | 87,337 |
-0.253223 | -0.473343 | -0.114087 | -0.135606 | -0.8011 | -0.716748 | -0.548422 | 0.000063 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.001218 | 1 | 87,338 |
-0.253274 | -0.156996 | 0.198944 | -0.135606 | -0.167832 | -0.612644 | -0.555508 | -0.000524 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.001421 | 1 | 87,339 |
0.253274 | 0.001249 | 0.512039 | 0.770983 | -0.983475 | -0.834771 | -0.555508 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.001218 | 1 | 87,340 |
0 | -0.156996 | 0.512039 | -0.135606 | -0.299602 | -0.222127 | -0.556796 | -0.000095 | -1 | -0.267949 | -0.517638 | 0 | 0.001522 | 1 | 87,341 |
0.253223 | 0.159286 | 0.825069 | 0.770615 | -0.161031 | 0 | -0.552072 | 0.000349 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.001116 | 1 | 87,342 |
0.253172 | -0.15706 | 0.512039 | -0.13579 | -2.121415 | -1.329392 | -0.552072 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.000812 | 1 | 87,343 |
-0.253172 | -0.789626 | -0.11396 | -0.135606 | -1.340697 | -0.834771 | -0.555723 | -0.00027 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.000812 | 1 | 87,344 |
-0.506497 | -0.78969 | -0.427245 | 0.771351 | -0.366154 | -0.287628 | -0.555723 | 0 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.001623 | 1 | 87,345 |
0 | -0.473343 | 0.512039 | -0.135422 | -4.029688 | -2.554681 | -0.547133 | 0.000635 | -1 | -0.267949 | -0.517638 | 0 | 0.001218 | 1 | 87,346 |
0.506497 | 0.159415 | 0.512039 | -0.13579 | -0.793544 | -0.161147 | -0.548207 | -0.000079 | -1 | -0.267949 | -0.517638 | 0.000406 | 0.001825 | 1 | 87,347 |
0.253172 | 0.475312 | 0.825006 | 0.769879 | -1.461028 | -0.519521 | -0.548207 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.000812 | 1 | 87,348 |
0.506189 | 0.15903 | 0.824942 | -0.136158 | -0.758966 | -0.834771 | -0.548637 | -0.000032 | -1 | -0.267949 | -0.517638 | 0.000406 | 0.000406 | 1 | 87,349 |
-0.253069 | -0.473343 | 0.199198 | 0.769512 | -0.331902 | -0.612644 | -0.548637 | 0 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.000609 | 1 | 87,350 |
0.253069 | -0.157189 | 0.512039 | 0.769512 | -0.573861 | -0.287628 | -0.55014 | -0.000111 | -1 | -0.267949 | -0.517638 | 0.000203 | 0 | 0 | 87,351 |
-0.506189 | -0.473343 | -0.113706 | -0.136158 | -0.724714 | -1.583663 | -0.55014 | 0 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.000812 | 1 | 87,352 |
0.379661 | 0.000961 | 0.98137 | -0.136158 | -2.121415 | -1.942037 | -0.55014 | 0 | -1 | -0.267949 | -0.517638 | 0.000304 | -0.000304 | 0 | 87,353 |
0 | -0.473343 | 0.35561 | -0.136158 | -1.271218 | -1.329392 | -0.549066 | 0.000079 | -1 | -0.267949 | -0.517638 | 0 | -0.000101 | 0 | 87,354 |
-0.379661 | -0.315274 | 0.042707 | -0.136158 | -2.048189 | -1.132165 | -0.549066 | 0 | -1 | -0.267949 | -0.517638 | -0.000304 | 0.000609 | 1 | 87,355 |
0.25312 | 0.15903 | 0.824942 | -0.135974 | -0.812627 | -0.612644 | -0.560017 | -0.00081 | -1 | -0.267949 | -0.517638 | 0.000203 | -0.000203 | 0 | 87,356 |
-0.506292 | -0.789562 | -0.113833 | -0.135606 | -0.163495 | 0.093124 | -0.548207 | 0.000873 | -1 | -0.267949 | -0.517638 | -0.000406 | -0.000203 | 0 | 87,357 |
-0.506497 | -0.78969 | -0.114087 | -0.135422 | -1.225186 | -0.716748 | -0.548207 | 0 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.000812 | 1 | 87,358 |
-0.506703 | -0.473343 | -0.114341 | -0.135054 | -0.495488 | -0.287628 | -0.546274 | 0.000143 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.001421 | 1 | 87,359 |
0 | -0.156803 | 0.198753 | -0.135054 | -0.142885 | 0.25427 | -0.544342 | 0.000143 | -1 | -0.267949 | -0.517638 | 0 | 0.001015 | 1 | 87,360 |
0 | -0.473343 | 0.512039 | -0.13487 | -2.183299 | -1.942037 | -0.544342 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.001015 | 1 | 87,361 |
0.253377 | -0.156803 | 0.198753 | -0.135238 | -0.472664 | -0.971018 | -0.544342 | 0 | -1 | -0.267949 | -0.517638 | 0.000203 | 0.000812 | 1 | 87,362 |
0.5066 | 0.159543 | 0.512039 | -0.135422 | -0.340273 | -0.222127 | -0.544342 | 0 | -1 | -0.267949 | -0.517638 | 0.000406 | 0.000305 | 1 | 87,363 |
-0.253274 | -0.473343 | 0.198944 | -0.135422 | -1.859966 | -1.583663 | -0.555723 | -0.000841 | -1 | -0.267949 | -0.517638 | -0.000203 | 0 | 0 | 87,364 |
0.506497 | 0.159415 | -0.114341 | 0.770615 | -0.818479 | -0.519521 | -0.555723 | 0 | -1 | -0.267949 | -0.517638 | 0.000406 | 0.000304 | 1 | 87,365 |
-0.506497 | -1.106101 | -0.114087 | -0.135606 | -3.014284 | -1.942037 | -0.556582 | -0.000063 | -1 | -0.267949 | -0.517638 | -0.000406 | 0.001015 | 1 | 87,366 |
0.506497 | 0.159415 | 1.138164 | -0.135606 | -0.923766 | -1.583663 | -0.556582 | 0 | -1 | -0.267949 | -0.517638 | 0.000406 | -0.000203 | 0 | 87,367 |
0 | -0.473343 | 0.512039 | -0.135606 | -0.577694 | -0.612644 | -0.569895 | -0.000984 | -1 | -0.267949 | -0.517638 | 0 | 0.000812 | 1 | 87,368 |
0.759361 | 0.475312 | 0.825006 | -0.136158 | -0.39606 | 0.093124 | -0.559588 | 0.000762 | -1 | -0.267949 | -0.517638 | 0.000609 | 0.000203 | 1 | 87,369 |
0 | -0.473343 | -0.113706 | -0.135974 | -0.945427 | -0.716748 | -0.559803 | -0.000016 | -1 | -0.267949 | -0.517638 | 0 | 0.000608 | 1 | 87,370 |
-0.253069 | -0.789497 | 0.042754 | -0.135974 | -0.905184 | -1.132165 | -0.559803 | 0 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.000609 | 1 | 87,371 |
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