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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.25312 | -0.631444 | -0.113833 | -0.135974 | -1.018652 | -0.716748 | -0.559803 | 0 | -1 | -0.267949 | -0.517638 | -0.000203 | 0.000609 | 1 | 87,372 |
0.25312 | -0.157125 | 0.512039 | -0.135974 | -1.532365 | -0.971018 | -0.555508 | 0.000317 | -1 | -0.267949 | -0.517638 | 0.000203 | -0.000609 | 0 | 87,373 |
-0.759515 | -0.473343 | -0.426863 | -0.135974 | -0.708334 | -0.358374 | -0.555508 | 0 | -1 | -0.267949 | -0.517638 | -0.000609 | 0.000203 | 1 | 87,374 |
0.759515 | 0.475505 | 1.294496 | -0.135974 | -1.355677 | -1.132165 | -0.560017 | -0.000333 | -1 | -0.535898 | -0.385986 | 0.000609 | 0.000406 | 1 | 87,375 |
0.253069 | -0.157189 | 0.199135 | -0.136342 | -0.572589 | -0.43528 | -0.560876 | -0.000063 | -1 | -0.535898 | -0.385986 | 0.000203 | 0 | 0 | 87,376 |
0.379507 | 0.000768 | 0.824815 | -0.136526 | -0.50443 | -0.287628 | -0.560876 | 0 | -1 | -0.535898 | -0.385986 | 0.000304 | -0.000507 | 0 | 87,377 |
-0.12649 | -0.473343 | 0.355674 | -0.136526 | -1.560706 | -0.834771 | -0.560017 | 0.000063 | -1.2 | -0.535898 | -0.385986 | -0.000101 | -0.000406 | 0 | 87,378 |
0.12649 | -0.315322 | 0.668403 | -0.136526 | -2.08362 | -1.942037 | -0.560017 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000101 | -0.000913 | 0 | 87,379 |
-0.12649 | -0.315338 | -0.269943 | -0.136342 | 0.618413 | 0.480479 | -0.560017 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000101 | -0.000812 | 0 | 87,380 |
0.252966 | -0.157317 | 0.824752 | -0.136342 | -0.896117 | -0.834771 | -0.561735 | -0.000127 | -1.2 | -0.535898 | -0.385986 | 0.000203 | -0.001015 | 0 | 87,381 |
0 | -0.473343 | 0.512039 | -0.136526 | -4.029688 | -2.554681 | -0.559158 | 0.000191 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000812 | 0 | 87,382 |
0 | 0.158517 | 0.512039 | -0.136526 | 0.486806 | 0.76969 | -0.559158 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000812 | 0 | 87,383 |
-0.252966 | -0.789369 | 0.199325 | -0.136526 | -2.621472 | -1.942037 | -0.559158 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.000812 | 0 | 87,384 |
-0.253018 | -0.473343 | -0.113579 | -0.136526 | -0.68153 | -0.834771 | -0.529955 | 0.002159 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.000406 | 0 | 87,385 |
0.632448 | 0.790633 | 1.137529 | -0.136709 | 0.300303 | 0.290351 | -0.529955 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000507 | -0.000507 | 0 | 87,386 |
-0.126464 | -0.631332 | 0.355706 | -0.136526 | -0.169702 | -0.834771 | -0.527163 | 0.000206 | -1.2 | -0.535898 | -0.385986 | -0.000101 | -0.000406 | 0 | 87,387 |
0 | -0.315354 | 0.512039 | -0.136709 | -0.775082 | -0.612644 | -0.524372 | 0.000206 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000609 | 0 | 87,388 |
0 | -0.315354 | 0.512039 | -0.136526 | -0.940541 | -0.834771 | -0.524372 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000406 | 0 | 87,389 |
0 | -0.315354 | 0.199325 | -0.136709 | 0.098678 | 0.047788 | -0.524372 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000609 | 0 | 87,390 |
0.379353 | 0.000576 | 0.512039 | -0.136893 | -0.067733 | 0.093124 | -0.524587 | -0.000016 | -1.2 | -0.535898 | -0.385986 | 0.000304 | -0.001319 | 0 | 87,391 |
-0.252889 | -0.6313 | 0.043087 | -0.136709 | 0.409002 | 0.136247 | -0.524587 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.001319 | 0 | 87,392 |
-0.126464 | -0.473343 | 0.355706 | -0.136526 | -1.443036 | -1.583663 | -0.5379 | -0.000984 | -1.2 | -0.535898 | -0.385986 | -0.000101 | -0.001015 | 0 | 87,393 |
-0.252966 | -0.789369 | 0.199325 | 0.769144 | -0.542885 | -0.971018 | -0.531029 | 0.000508 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.001218 | 0 | 87,394 |
0.505881 | 0.158645 | -0.113579 | -0.136709 | 0.262583 | 0.25427 | -0.531888 | -0.000063 | -1.2 | -0.535898 | -0.385986 | 0.000406 | -0.002233 | 0 | 87,395 |
-0.505881 | -0.473343 | -0.113325 | -0.136526 | 0.26171 | 0 | -0.531888 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000406 | -0.001827 | 0 | 87,396 |
1.264318 | 1.106147 | 0.824752 | -0.13726 | 1.036666 | 0.954497 | -0.531888 | 0 | -1.2 | -0.535898 | -0.385986 | 0.001014 | -0.002435 | 0 | 87,397 |
-1.011352 | -0.473343 | -0.738181 | -0.136526 | 0.838585 | 0.76969 | -0.51793 | 0.001032 | -1.2 | -0.535898 | -0.385986 | -0.000811 | -0.001827 | 0 | 87,398 |
0 | -0.473343 | 0.512039 | -0.136526 | -0.274274 | -0.971018 | -0.51793 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.00203 | 0 | 87,399 |
0 | 0.158517 | 0.199325 | -0.136526 | 0.31429 | 0.216654 | -0.51793 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.001827 | 0 | 87,400 |
-0.505984 | -0.315354 | -0.113452 | -0.136709 | -1.050224 | -1.329392 | -0.51793 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000406 | -0.001624 | 0 | 87,401 |
0.505984 | 0.158773 | 1.137529 | -0.136709 | -1.43135 | -0.971018 | -0.519433 | -0.000111 | -1.2 | -0.535898 | -0.385986 | 0.000406 | -0.00325 | 0 | 87,402 |
-1.012173 | -0.473343 | -0.739196 | -0.136158 | -0.61069 | -0.05052 | -0.519433 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000812 | -0.004068 | 0 | 87,403 |
0.25312 | 0.15903 | 0.199071 | 0.769879 | 0.794915 | 0.809872 | -0.515353 | 0.000302 | -1.2 | -0.535898 | -0.385986 | 0.000203 | -0.003761 | 0 | 87,404 |
0.506086 | 0.158901 | 0.199135 | -0.136158 | -0.553843 | -0.834771 | -0.515353 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000406 | -0.003963 | 0 | 87,405 |
-0.759207 | -1.105588 | -0.426482 | -0.13579 | -0.973076 | -0.716748 | -0.515353 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000609 | -0.003253 | 0 | 87,406 |
-0.506395 | -0.473343 | -0.11396 | -0.135606 | -0.097158 | 0.216654 | -0.515353 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000406 | -0.003152 | 0 | 87,407 |
0.759515 | 0.475505 | 1.138037 | -0.136158 | -0.331071 | -0.358374 | -0.515353 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000609 | -0.003456 | 0 | 87,408 |
0.253069 | 0.474928 | 0.824879 | -0.136158 | -0.331071 | -0.104104 | -0.520721 | -0.000397 | -1.2 | -0.535898 | -0.385986 | 0.000203 | -0.004066 | 0 | 87,409 |
-0.506189 | -1.105716 | -0.113706 | -0.136158 | -1.473348 | -1.942037 | -0.520721 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000406 | -0.00366 | 0 | 87,410 |
0 | 0.15903 | 0.199071 | -0.135974 | -0.426648 | -0.43528 | -0.520721 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.003456 | 0 | 87,411 |
0 | -0.473343 | -0.11396 | -0.13579 | -1.297996 | -1.132165 | -0.520721 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.003253 | 0 | 87,412 |
-0.126579 | -0.157125 | -0.11396 | -0.13579 | -0.391426 | -0.287628 | -0.520721 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000101 | -0.003355 | 0 | 87,413 |
-0.63309 | -0.631492 | -0.270578 | -0.135422 | -0.125302 | 0 | -0.525231 | -0.000333 | -1.2 | -0.535898 | -0.385986 | -0.000508 | -0.002847 | 0 | 87,414 |
0.886235 | 0.791916 | 0.668594 | -0.135974 | 0.438137 | 0.480479 | -0.525231 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000711 | -0.003558 | 0 | 87,415 |
0.379623 | 0.000912 | 0.042611 | -0.136342 | -0.584142 | -0.716748 | -0.525231 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000304 | -0.00376 | 0 | 87,416 |
-1.012584 | -0.473343 | -0.739704 | -0.135422 | 0.297573 | 0.480479 | -0.527593 | -0.000175 | -1.2 | -0.535898 | -0.385986 | -0.000812 | -0.00244 | 0 | 87,417 |
1.265601 | 1.107749 | 0.198944 | -0.136342 | 0.40199 | 0.535739 | -0.527593 | 0 | -1.2 | -0.535898 | -0.385986 | 0.001015 | -0.003556 | 0 | 87,418 |
0 | 0.158645 | -0.113579 | -0.136342 | 0.188364 | 0.451498 | -0.527163 | 0.000032 | -1.2 | -0.535898 | -0.385986 | 0 | -0.003658 | 0 | 87,419 |
0.505881 | 0.158645 | 0.512039 | -0.136893 | 0.140259 | -0.104104 | -0.527163 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000406 | -0.004267 | 0 | 87,420 |
-0.252915 | -0.157445 | -0.113325 | -0.136526 | 0.576177 | 0.809872 | -0.506335 | 0.00154 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.004064 | 0 | 87,421 |
-0.252966 | 0.474351 | 0.199325 | -0.136526 | -0.027488 | 0.25427 | -0.506335 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.003861 | 0 | 87,422 |
-1.265601 | -0.157317 | -1.365575 | -0.135238 | 1.056515 | 0.920498 | -0.525231 | -0.001397 | -1.2 | -0.535898 | -0.385986 | -0.001015 | -0.003356 | 0 | 87,423 |
0.253223 | 0.159286 | -0.427435 | -0.135606 | 1.020012 | 1.273077 | -0.525231 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000203 | -0.003457 | 0 | 87,424 |
1.012378 | 0.791403 | 0.512039 | -0.136342 | 0.210169 | -0.104104 | -0.527163 | -0.000143 | -1.2 | -0.535898 | -0.385986 | 0.000812 | -0.004472 | 0 | 87,425 |
-0.253018 | -0.473343 | -0.426482 | -0.136158 | -0.048764 | 0.508541 | -0.527163 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.004677 | 0 | 87,426 |
-0.253069 | -0.473343 | 0.199198 | -0.135974 | -0.935698 | -0.971018 | -0.542409 | -0.001127 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.004678 | 0 | 87,427 |
0 | -0.473343 | 0.512039 | -0.136158 | -0.312302 | -0.834771 | -0.528237 | 0.001048 | -1.2 | -0.535898 | -0.385986 | 0 | -0.00427 | 0 | 87,428 |
-0.506292 | -0.157189 | -0.113833 | -0.136158 | -0.229549 | -0.834771 | -0.528237 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000406 | -0.003661 | 0 | 87,429 |
0 | 0.159158 | 0.512039 | -0.135606 | -0.199164 | 0 | -0.527593 | 0.000048 | -1.2 | -0.535898 | -0.385986 | 0 | -0.003559 | 0 | 87,430 |
0 | -0.473343 | 0.199008 | -0.13579 | 0.022671 | -0.43528 | -0.527593 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.003661 | 0 | 87,431 |
0.253172 | -0.15706 | 0.512039 | -0.13579 | -0.520427 | -0.161147 | -0.527163 | 0.000032 | -1.2 | -0.535898 | -0.385986 | 0.000203 | -0.004475 | 0 | 87,432 |
0 | -0.473343 | 0.199071 | -0.13579 | -1.512002 | -1.132165 | -0.527163 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.004475 | 0 | 87,433 |
-0.253172 | -0.631476 | -0.427054 | -0.135606 | 0.596721 | 0.421534 | -0.526305 | 0.000063 | -1.2 | -0.535898 | -0.385986 | -0.000203 | -0.00417 | 0 | 87,434 |
0.253172 | 0.159158 | 0.512039 | -0.135606 | 0.082113 | 0.093124 | -0.526305 | 0 | -1.2 | -0.785587 | -0 | 0.000203 | -0.00366 | 0 | 87,435 |
0.506189 | 0.15903 | -0.11396 | 0.769879 | -0.231634 | -0.834771 | -0.528237 | -0.000143 | -1.2 | -0.785587 | -0 | 0.000406 | -0.00427 | 0 | 87,436 |
0 | 0.158773 | 0.512039 | -0.136158 | 0.387934 | 0.358374 | -0.528237 | 0 | -1.2 | -0.785587 | -0 | 0 | -0.004473 | 0 | 87,437 |
-0.253069 | -0.473343 | -0.739704 | -0.136158 | 1.430332 | 1.479559 | -0.533391 | -0.000381 | -1.2 | -0.785587 | -0 | -0.000203 | -0.003659 | 0 | 87,438 |
0.253069 | 0.158901 | -0.113833 | -0.136158 | 0.432989 | 0.093124 | -0.533391 | 0 | -1.2 | -0.785587 | -0 | 0.000203 | -0.003659 | 0 | 87,439 |
-0.253069 | -0.473343 | -0.113706 | -0.136158 | 0.297299 | -0.222127 | -0.544127 | -0.000794 | -1.2 | -0.785587 | -0 | -0.000203 | -0.002235 | 0 | 87,440 |
-0.506292 | -0.473343 | -0.426863 | -0.135606 | 0.997865 | 0.508541 | -0.532532 | 0.000857 | -1.2 | -0.785587 | -0 | -0.000406 | -0.002846 | 0 | 87,441 |
-0.253223 | -0.473343 | 0.199008 | -0.135606 | 0.322729 | 0 | -0.52566 | 0.000508 | -1.2 | -0.785587 | -0 | -0.000203 | -0.002643 | 0 | 87,442 |
0.253223 | -0.156996 | 0.512039 | -0.135606 | 0.613577 | -0.716748 | -0.52566 | 0 | -1.6 | -0.785587 | -0 | 0.000203 | -0.00305 | 0 | 87,443 |
-0.506497 | -0.78969 | -0.427245 | -0.135238 | 1.42959 | 1.174769 | -0.528022 | -0.000175 | -1.6 | -0.785587 | -0 | -0.000406 | -0.002847 | 0 | 87,444 |
-0.760132 | -0.473343 | -0.740975 | 0.772457 | 0.419028 | 0.937661 | -0.528022 | 0 | -1.6 | -0.785587 | -0 | -0.000609 | -0.002442 | 0 | 87,445 |
0 | -0.156739 | 0.512039 | -0.13487 | 0.248736 | -0.104104 | -0.528237 | -0.000016 | -1.6 | -0.785587 | -0 | 0 | -0.002543 | 0 | 87,446 |
0.506806 | 0.159801 | 0.512039 | 0.77172 | -0.595935 | -0.519521 | -0.528237 | 0 | -1.6 | -0.785587 | -0 | 0.000406 | -0.002848 | 0 | 87,447 |
-0.253377 | -0.156868 | 0.198817 | 0.772088 | -0.416911 | -0.358374 | -0.527808 | 0.000032 | -1.6 | -0.785587 | -0 | -0.000203 | -0.002441 | 0 | 87,448 |
-0.253429 | -0.473343 | -0.114596 | -0.13487 | 0.325861 | -0.287628 | -0.527808 | 0 | -1.6 | -0.785587 | -0 | -0.000203 | -0.003053 | 0 | 87,449 |
0.253429 | 0.159801 | 0.512039 | 0.772088 | 0.090456 | 0.093124 | -0.547348 | -0.001445 | -1.6 | -0.785587 | -0 | 0.000203 | -0.003562 | 0 | 87,450 |
-0.253429 | -0.473343 | 0.198753 | -0.13487 | -0.975658 | -1.583663 | -0.528667 | 0.001381 | -1.6 | -0.785587 | -0 | -0.000203 | -0.003257 | 0 | 87,451 |
-1.521655 | -0.156739 | -1.369011 | -0.133947 | 0.641697 | 0.920498 | -0.527163 | 0.000111 | -1.6 | -0.785587 | -0 | -0.00122 | -0.001833 | 0 | 87,452 |
-2.031766 | 0.160573 | -1.999602 | -0.132282 | 1.000958 | 1.064142 | -0.527163 | 0 | -1.6 | -0.785587 | -0 | -0.001629 | -0.000408 | 0 | 87,453 |
0.635282 | 0.478984 | 0.512039 | -0.132653 | -0.058938 | -0.05052 | -0.527163 | 0 | -1.6 | -0.785587 | -0 | 0.000509 | -0.000815 | 0 | 87,454 |
0.254022 | 0.3199 | 0.355005 | -0.132838 | 0.375193 | 0.683391 | -0.519433 | 0.000571 | -1.6 | -0.785587 | -0 | 0.000204 | -0.001223 | 0 | 87,455 |
0.126992 | -0.314695 | 0.669024 | -0.132838 | -1.125897 | -1.329392 | -0.519433 | 0 | -1.6 | -0.785587 | -0 | 0.000102 | -0.002038 | 0 | 87,456 |
-0.381014 | -0.790656 | -0.115999 | -0.132653 | -0.775082 | -0.612644 | -0.519004 | 0.000032 | -1.6 | -0.785587 | -0 | -0.000305 | -0.001529 | 0 | 87,457 |
0.381014 | 0.002651 | 0.355005 | -0.132838 | -0.169078 | -0.358374 | -0.519004 | 0 | -1.6 | -0.785587 | -0 | 0.000305 | -0.00214 | 0 | 87,458 |
-0.508045 | -0.156094 | -0.115999 | -0.132653 | 0.964705 | 1.868102 | -0.523298 | -0.000317 | -1.6 | -0.785587 | -0 | -0.000407 | -0.000407 | 0 | 87,459 |
0 | 0.161348 | 0.197924 | -0.132467 | 0.18236 | -0.05052 | -0.523298 | 0 | -1.6 | -0.785587 | -0 | 0 | -0.000204 | 0 | 87,460 |
0.254048 | -0.155965 | -0.116255 | -0.132838 | 0.167065 | 0.587745 | -0.519218 | 0.000302 | -1.6 | -0.785587 | -0 | 0.000204 | 0.000407 | 1 | 87,461 |
0.253996 | -0.15603 | 0.66904 | -0.133023 | -0.928509 | -1.329392 | -0.519218 | 0 | -1.6 | -0.785587 | -0 | 0.000204 | 0.001424 | 1 | 87,462 |
-0.253996 | -0.473343 | -0.430114 | -0.132653 | 1.091752 | 0.612644 | -0.520292 | -0.000079 | -1.6 | -0.785587 | -0 | -0.000204 | 0.001628 | 1 | 87,463 |
0 | -0.15603 | 0.512039 | 0.776151 | 0.603141 | 0.480479 | -0.520292 | 0 | -1.6 | -0.785587 | -0 | 0 | 0.002035 | 1 | 87,464 |
0 | -0.15603 | 0.512039 | -0.132838 | -0.335235 | -0.612644 | -0.520292 | 0 | -1.6 | -0.785587 | -0 | 0 | 0.002644 | 1 | 87,465 |
0.127005 | -0.15603 | 0.197988 | -0.132838 | -0.015476 | -0.05052 | -0.520292 | 0 | -1.6 | -0.785587 | -0 | 0.000102 | 0.003253 | 1 | 87,466 |
0.63483 | 0.636858 | 0.512039 | 0.775411 | 0.866234 | 1.034178 | -0.522225 | -0.000143 | -1.6 | -0.785587 | -0 | 0.000509 | 0.003251 | 1 | 87,467 |
-0.12694 | -0.473343 | -0.429731 | -0.133208 | 0.587117 | 0.636861 | -0.522225 | 0 | -1.6 | -0.785587 | -0 | -0.000102 | 0.003657 | 1 | 87,468 |
-0.126953 | -0.473343 | 0.355101 | 0.775781 | -0.077726 | -0.161147 | -0.522225 | 0 | -1.6 | -0.785587 | -0 | -0.000102 | 0.003455 | 1 | 87,469 |
-0.253945 | -0.473343 | -0.115872 | 0.775781 | 0.519732 | 0.535739 | -0.51836 | 0.000286 | -1.6 | -0.785587 | -0 | -0.000204 | 0.003253 | 1 | 87,470 |
0 | -0.156094 | 0.512039 | -0.133023 | 0.004148 | 0.093124 | -0.51836 | 0 | -1.6 | -0.785587 | -0 | 0 | 0.003456 | 1 | 87,471 |
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