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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.25169 | -0.158975 | 0.200903 | 0.759643 | -0.186166 | -0.716748 | -0.394889 | 0.000063 | -0.8 | 0.464102 | 0.614014 | -0.000202 | -0.000808 | 0 | 91,772 |
0.25169 | 0.155457 | 0.512039 | -0.141094 | 0.375193 | -0.612644 | -0.395534 | -0.000048 | -0.8 | 0.464102 | 0.614014 | 0.000202 | -0.001009 | 0 | 91,773 |
0.37744 | 0.15533 | 0.200903 | -0.141457 | 0.344804 | 0.508541 | -0.395534 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000303 | -0.001918 | 0 | 91,774 |
-0.125801 | 0.626336 | 0.356526 | -0.141275 | 0.750682 | 0.612644 | -0.395534 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000101 | -0.001413 | 0 | 91,775 |
0.503126 | 0.469382 | 0.823049 | -0.14182 | -0.134025 | -0.222127 | -0.388233 | 0.00054 | -0.8 | 0.464102 | 0.614014 | 0.000403 | -0.001817 | 0 | 91,776 |
-0.251538 | -0.316246 | 0.201091 | 0.758553 | -0.254362 | -0.716748 | -0.397251 | -0.000667 | -0.8 | 0.464102 | 0.614014 | -0.000202 | -0.001615 | 0 | 91,777 |
0.503025 | 0.155077 | 0.512039 | -0.142002 | 0.110601 | 0.047788 | -0.397251 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000403 | -0.002018 | 0 | 91,778 |
0 | 0.468811 | 0.512039 | 0.75819 | 0.125994 | 0.093124 | -0.397251 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | -0.002018 | 0 | 91,779 |
-0.37725 | -0.159228 | -0.109794 | -0.141639 | 0.280348 | -0.971018 | -0.392313 | 0.000365 | -0.8 | 0.464102 | 0.614014 | -0.000302 | -0.001514 | 0 | 91,780 |
0.628686 | 0.312063 | 0.356557 | -0.14182 | -0.063577 | 0.660432 | -0.392313 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000504 | -0.001614 | 0 | 91,781 |
-0.502923 | -0.787458 | -0.420616 | -0.14182 | -0.967948 | -1.329392 | -0.391669 | 0.000048 | -0.8 | 0.464102 | 0.614014 | -0.000403 | -0.001615 | 0 | 91,782 |
0 | -0.473343 | 0.512039 | 0.758553 | -4.029688 | -2.554681 | -0.391669 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | -0.001615 | 0 | 91,783 |
-0.503126 | -0.159165 | -0.109919 | -0.141457 | -0.106571 | 0 | -0.384582 | 0.000524 | -0.8 | 0.464102 | 0.614014 | -0.000403 | -0.001615 | 0 | 91,784 |
0.754613 | 0.469382 | 0.512039 | 0.758553 | 1.165214 | 0.636861 | -0.384582 | 0 | -0.8 | 0.249689 | 0 | 0.000605 | -0.002018 | 0 | 91,785 |
-0.754613 | -1.101763 | -0.420804 | 0.759279 | -0.716465 | -0.834771 | -0.386515 | -0.000143 | -0.8 | 0.249689 | 0 | -0.000605 | -0.001615 | 0 | 91,786 |
-0.75507 | -0.473343 | -0.421369 | 0.76037 | -0.22197 | -0.05052 | -0.386515 | 0 | -0.8 | 0.249689 | 0 | -0.000605 | -0.00101 | 0 | 91,787 |
-0.251792 | -0.787902 | -0.421934 | 0.761098 | -0.136963 | -0.287628 | -0.373202 | 0.000984 | -0.8 | 0.249689 | 0 | -0.000202 | -0.000808 | 0 | 91,788 |
0 | -0.473343 | -0.110673 | 0.760734 | -0.793544 | -1.132165 | -0.373202 | 0 | -0.8 | 0.249689 | 0 | 0 | -0.000404 | 0 | 91,789 |
0.503532 | 0.470143 | 0.200714 | -0.140912 | 0.537926 | -0.104104 | -0.37814 | -0.000365 | -0.8 | 0.249689 | 0 | 0.000404 | -0.00101 | 0 | 91,790 |
-0.503532 | -1.102397 | -0.110421 | -0.140912 | -2.22866 | -1.942037 | -0.37814 | 0 | -0.8 | 0.249689 | 0 | -0.000404 | -0.000606 | 0 | 91,791 |
0.251792 | -0.158784 | 0.8233 | -0.14073 | -1.790487 | -1.329392 | -0.385656 | -0.000556 | -0.8 | 0.249689 | 0 | 0.000202 | -0.000808 | 0 | 91,792 |
0 | -0.473343 | 0.512039 | -0.14073 | -4.029688 | -2.554681 | -0.385656 | 0 | -0.8 | 0.249689 | 0 | 0 | -0.00101 | 0 | 91,793 |
0 | -0.473343 | 0.200777 | -0.14073 | -0.586741 | -1.329392 | -0.393172 | -0.000556 | -0.8 | 0.249689 | 0 | 0 | -0.000808 | 0 | 91,794 |
-0.251792 | -0.787902 | -0.110547 | -0.14073 | 0.150638 | -0.612644 | -0.393172 | 0 | -0.8 | 0.249689 | 0 | -0.000202 | -0.000404 | 0 | 91,795 |
0 | -0.158784 | 0.512039 | 0.76037 | -1.302585 | -1.132165 | -0.385656 | 0.000556 | -0.8 | 0.249689 | 0 | 0 | 0.001009 | 1 | 91,796 |
0 | -0.473343 | 0.512039 | -0.14073 | -0.983475 | -0.971018 | -0.385656 | 0 | -0.8 | 0.249689 | 0 | 0 | 0 | 0 | 91,797 |
-1.511818 | -0.473343 | -1.356851 | 0.762556 | -0.294134 | 0.136247 | -0.376423 | 0.000683 | -0.8 | 0.249689 | 0 | -0.001212 | 0.001616 | 1 | 91,798 |
0.252097 | -0.158403 | 0.200337 | -0.139637 | -0.287181 | -0.43528 | -0.376423 | 0 | -0.8 | 0.249689 | 0 | 0.000202 | 0.001817 | 1 | 91,799 |
0.126029 | -0.158467 | 0.512039 | 0.762556 | -0.397924 | 0.047788 | -0.375778 | 0.000048 | -0.8 | 0.249689 | 0 | 0.000101 | 0.001918 | 1 | 91,800 |
-0.630274 | -0.630789 | -0.890691 | 0.76292 | 0.774883 | 0.177365 | -0.375778 | 0 | -0.8 | 0.249689 | 0 | -0.000505 | 0.002423 | 1 | 91,801 |
0.504245 | 0.156601 | 1.135379 | -0.139819 | -1.297996 | -0.971018 | -0.369122 | 0.000492 | -0.8 | 0.249689 | 0 | 0.000404 | 0.002019 | 1 | 91,802 |
0.504041 | 0.156346 | 0.823614 | -0.140002 | 0.777822 | 0.177365 | -0.369122 | 0 | -0.8 | 0.249689 | 0 | 0.000404 | 0.001615 | 1 | 91,803 |
-0.504041 | -0.788156 | -0.11105 | 0.762191 | -0.094419 | -0.161147 | -0.369122 | 0 | -0.8 | 0.249689 | 0 | -0.000404 | 0.001817 | 1 | 91,804 |
0.504041 | 0.156346 | 1.135127 | 0.762191 | -3.636876 | -1.942037 | -0.379858 | -0.000794 | -0.8 | 0.249689 | 0 | 0.000404 | 0.001211 | 1 | 91,805 |
-0.504041 | -0.788156 | -0.11105 | 0.762191 | -1.40315 | -0.971018 | -0.379858 | 0 | -0.8 | 0.249689 | 0 | -0.000404 | 0.001414 | 1 | 91,806 |
0 | 0.156346 | 0.512039 | -0.139819 | -1.467154 | -1.583663 | -0.381791 | -0.000143 | -0.8 | 0.249689 | 0 | 0 | 0.001212 | 1 | 91,807 |
0 | -0.158467 | 0.2004 | 0.762556 | -0.810689 | -1.132165 | -0.381791 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.001212 | 1 | 91,808 |
0 | -0.473343 | 0.512039 | -0.139819 | -2.304333 | -1.942037 | -0.381791 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.001414 | 1 | 91,809 |
0.37805 | 0.156346 | 0.512039 | -0.140002 | -0.004645 | 0 | -0.381791 | 0 | -0.8 | 0.249689 | 0 | 0.000303 | 0.001111 | 1 | 91,810 |
-0.37805 | -0.473343 | 0.044698 | 0.762191 | -0.632862 | -0.612644 | -0.393601 | -0.000873 | -0.8 | 0.249689 | 0 | -0.000303 | 0.001616 | 1 | 91,811 |
0.252046 | -0.158467 | 0.512039 | 0.762556 | -0.996747 | -0.612644 | -0.393601 | 0 | -0.8 | 0.249689 | 0 | 0.000202 | 0.001413 | 1 | 91,812 |
-0.504143 | -0.473343 | -0.111176 | -0.139637 | -0.298818 | -0.43528 | -0.394245 | -0.000048 | -0.8 | 0.249689 | 0 | -0.000404 | 0.001818 | 1 | 91,813 |
-0.252148 | -0.158403 | 0.200337 | 0.763285 | 0.337711 | 0.136247 | -0.394245 | 0 | -0.8 | 0.249689 | 0 | -0.000202 | 0.002121 | 1 | 91,814 |
-0.252199 | -0.473343 | 0.200274 | -0.139272 | -1.080536 | -0.612644 | -0.390165 | 0.000302 | -0.8 | 0.249689 | 0 | -0.000202 | 0.002222 | 1 | 91,815 |
0 | -0.473343 | -0.11168 | 0.764016 | -0.368809 | -0.287628 | -0.390165 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.00202 | 1 | 91,816 |
0 | -0.158276 | 0.200211 | -0.139272 | -1.700023 | -1.329392 | -0.383724 | 0.000476 | -0.8 | 0.249689 | 0 | 0 | 0.001616 | 1 | 91,817 |
-0.25225 | -0.158276 | 0.200211 | 0.76365 | -0.842513 | -1.132165 | -0.383724 | 0 | -0.8 | 0.249689 | 0 | -0.000202 | 0.001819 | 1 | 91,818 |
0.756597 | 0.7868 | 0.512039 | 0.762556 | 0.48661 | 0.705768 | -0.383724 | 0 | -0.8 | 0.249689 | 0 | 0.000607 | 0.001616 | 1 | 91,819 |
0.756138 | 0.471287 | 1.135253 | -0.140002 | 0.438137 | -0.05052 | -0.387589 | -0.000286 | -0.8 | 0.249689 | 0 | 0.000606 | 0.001211 | 1 | 91,820 |
-0.251995 | -0.473343 | 0.200526 | -0.140002 | -0.884982 | -0.834771 | -0.391024 | -0.000254 | -0.8 | 0.249689 | 0 | -0.000202 | 0.001615 | 1 | 91,821 |
0.503939 | 0.156219 | 0.823551 | -0.140366 | 0.883232 | 0.390518 | -0.391024 | 0 | -0.8 | 0.249689 | 0 | 0.000404 | 0.001413 | 1 | 91,822 |
0 | -0.158657 | 0.512039 | -0.140184 | -0.277285 | -0.519521 | -0.397896 | -0.000508 | -0.8 | 0.249689 | 0 | 0 | 0.001413 | 1 | 91,823 |
-0.755985 | -0.788092 | -0.4225 | 0.762191 | -0.323653 | 0.216654 | -0.397896 | 0 | -0.8 | 0.249689 | 0 | -0.000606 | 0.002422 | 1 | 91,824 |
0.504041 | 0.156346 | 0.512039 | -0.140002 | 0.173573 | -0.287628 | -0.397896 | 0 | -0.8 | 0.249689 | 0 | 0.000404 | 0.002018 | 1 | 91,825 |
0 | -0.473343 | 0.512039 | 0.762191 | -4.029688 | -2.554681 | -0.392742 | 0.000381 | -0.8 | 0.249689 | 0 | 0 | 0.001615 | 1 | 91,826 |
0 | -0.473343 | 0.512039 | 0.762191 | -1.004863 | -0.971018 | -0.392742 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.001615 | 1 | 91,827 |
0 | -0.473343 | 0.512039 | 0.762191 | -4.029688 | -2.554681 | -0.394031 | -0.000095 | -0.8 | 0.249689 | 0 | 0 | 0.001615 | 1 | 91,828 |
0 | -0.473343 | -0.11105 | -0.140002 | -1.182615 | -1.132165 | -0.394031 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.001413 | 1 | 91,829 |
0.251944 | 0.156092 | 0.512039 | -0.140366 | 1.193162 | 0.920498 | -0.392098 | 0.000143 | -0.8 | 0.249689 | 0 | 0.000202 | 0.002018 | 1 | 91,830 |
0.503736 | 0.155965 | 0.512039 | -0.140366 | -1.355677 | -1.329392 | -0.392098 | 0 | -0.8 | 0.249689 | 0 | 0.000404 | 0.001412 | 1 | 91,831 |
-0.503736 | -0.473343 | -0.110673 | 0.761098 | -0.4716 | -0.834771 | -0.385441 | 0.000492 | -0.8 | 0.249689 | 0 | -0.000404 | 0.001816 | 1 | 91,832 |
0 | 0.155965 | 0.512039 | 0.761462 | -0.669343 | -0.612644 | -0.386515 | -0.000079 | -0.8 | 0.249689 | 0 | 0 | 0.002219 | 1 | 91,833 |
-0.503939 | -0.473343 | -0.110924 | 0.762191 | 0.117411 | -0.05052 | -0.386515 | 0 | -0.8 | 0.249689 | 0 | -0.000404 | 0.003631 | 1 | 91,834 |
0.251995 | -0.15853 | 0.200463 | 0.762191 | 0.04447 | -0.971018 | -0.386515 | 0 | -0.8 | 0.249689 | 0 | 0.000202 | 0.003831 | 1 | 91,835 |
-0.251995 | -0.788156 | 0.200526 | 0.762191 | -0.708334 | -1.583663 | -0.388877 | -0.000175 | -0.8 | 0.249689 | 0 | -0.000202 | 0.004435 | 1 | 91,836 |
0 | -0.473343 | 0.512039 | 0.762191 | -0.893872 | -0.971018 | -0.388877 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.004435 | 1 | 91,837 |
0 | -0.473343 | 0.512039 | 0.762191 | -4.029688 | -2.554681 | -0.388662 | 0.000016 | -0.8 | 0.249689 | 0 | 0 | 0.004637 | 1 | 91,838 |
0.503939 | 0.156219 | 0.667803 | 0.762191 | -0.179142 | -0.222127 | -0.388662 | 0 | -0.8 | 0.249689 | 0 | 0.000404 | 0.004233 | 1 | 91,839 |
-0.251944 | -0.788092 | 0.200588 | -0.140184 | -0.664839 | -1.583663 | -0.39854 | -0.00073 | -0.8 | 0.249689 | 0 | -0.000202 | 0.004636 | 1 | 91,840 |
0 | -0.158594 | 0.512039 | -0.140002 | -0.002318 | -0.358374 | -0.39854 | 0 | -0.8 | 0.249689 | 0 | 0 | 0.004435 | 1 | 91,841 |
0 | -0.473343 | -0.422689 | -0.140002 | -1.015867 | -0.971018 | -0.393816 | 0.000349 | -0.8 | 0.249689 | 0 | 0 | 0.004837 | 1 | 91,842 |
-0.251995 | -0.788156 | 0.200526 | -0.140002 | -0.816521 | -0.834771 | -0.393816 | 0 | -0.8 | 0.249689 | 0 | -0.000202 | 0.00524 | 1 | 91,843 |
0.251995 | 0.156219 | 0.200463 | -0.140184 | -0.562514 | -0.222127 | -0.39038 | 0.000254 | -0.8 | 0.249689 | 0 | 0.000202 | 0.005038 | 1 | 91,844 |
0.251944 | -0.158594 | 0.823489 | 12.48541 | -1.700023 | -1.942037 | -0.39038 | 0 | -0.8 | 0 | -0.385986 | 0.000202 | 0.005439 | 1 | 91,845 |
1.762186 | 1.728124 | 2.690429 | 12.48541 | -2.621472 | -1.942037 | -0.39038 | 0 | -0.8 | 0 | -0.385986 | 0.001413 | 0.003624 | 1 | 91,846 |
-1.25845 | -1.416448 | -1.977802 | 0.760734 | 1.579714 | 0.76969 | -0.388233 | 0.000159 | -0.8 | 0 | -0.385986 | -0.001009 | 0.004432 | 1 | 91,847 |
0.503532 | 0.470143 | 0.8233 | 0.760006 | -0.038273 | 0.093124 | -0.388233 | 0 | -0.8 | 0 | -0.385986 | 0.000404 | 0.004229 | 1 | 91,848 |
0.503329 | 0.155457 | 0.823174 | -0.141275 | -1.241496 | -1.132165 | -0.397896 | -0.000714 | -0.8 | 0 | -0.385986 | 0.000404 | 0.003826 | 1 | 91,849 |
0.251588 | -0.00191 | 0.512039 | -0.141639 | -0.487777 | -0.104104 | -0.399399 | -0.000111 | -0.8 | 0 | -0.385986 | 0.000202 | 0.003825 | 1 | 91,850 |
0 | -0.473343 | 0.201028 | 0.759279 | -0.495488 | -0.716748 | -0.399399 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.003423 | 1 | 91,851 |
0 | -0.159102 | 0.512039 | 0.758916 | -1.096323 | -1.132165 | -0.399399 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.003222 | 1 | 91,852 |
0 | -0.473343 | 0.512039 | 0.758916 | -4.029688 | -2.554681 | -0.395963 | 0.000254 | -0.8 | 0 | -0.385986 | 0 | 0.003222 | 1 | 91,853 |
-0.251588 | -0.787648 | 0.201028 | -0.141275 | -0.857018 | -0.971018 | -0.398325 | -0.000175 | -0.8 | 0 | -0.385986 | -0.000202 | 0.003424 | 1 | 91,854 |
-0.251639 | -0.159038 | 0.200966 | -0.141275 | -0.388664 | -0.716748 | -0.398325 | 0 | -0.8 | 0 | -0.385986 | -0.000202 | 0.003424 | 1 | 91,855 |
-0.25169 | -0.158975 | 0.200903 | 0.760006 | -1.09313 | -0.716748 | -0.398325 | 0 | -0.8 | 0 | -0.385986 | -0.000202 | 0.004229 | 1 | 91,856 |
-0.251741 | -0.158911 | 0.20084 | 0.760006 | -1.024263 | -0.971018 | -0.400902 | -0.00019 | -0.8 | 0 | -0.385986 | -0.000202 | 0.004833 | 1 | 91,857 |
0 | -0.473343 | 0.512039 | 0.760006 | -2.45844 | -1.583663 | -0.400902 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.004431 | 1 | 91,858 |
0.251741 | 0.155584 | 0.512039 | 0.760006 | -1.340697 | -0.834771 | -0.401117 | -0.000016 | -0.8 | 0 | -0.385986 | 0.000202 | 0.003626 | 1 | 91,859 |
0 | 0.155457 | 0.512039 | -0.141094 | -0.602594 | -0.358374 | -0.401117 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.003827 | 1 | 91,860 |
0.25169 | 0.155457 | 0.667614 | 0.759279 | 0.270388 | 0 | -0.401117 | 0 | -0.8 | 0 | -0.385986 | 0.000202 | 0.003826 | 1 | 91,861 |
0 | -0.473343 | 0.512039 | 0.759279 | -1.345647 | -1.583663 | -0.410565 | -0.000698 | -0.8 | 0 | -0.385986 | 0 | 0.003826 | 1 | 91,862 |
0 | -0.158975 | 0.512039 | 0.759643 | -0.818479 | -0.971018 | -0.408632 | 0.000143 | -0.8 | 0 | -0.385986 | 0 | 0.003625 | 1 | 91,863 |
0.125826 | -0.158975 | 0.667583 | -0.141275 | -1.690808 | -1.329392 | -0.408632 | 0 | -0.8 | 0 | -0.385986 | 0.000101 | 0.003323 | 1 | 91,864 |
-0.125826 | -0.630535 | 0.356494 | -0.141094 | -3.407096 | -1.942037 | -0.409276 | -0.000048 | -0.8 | 0 | -0.385986 | -0.000101 | 0.00262 | 1 | 91,865 |
-0.25169 | -0.787775 | -0.110296 | 0.76037 | -0.511231 | -0.519521 | -0.409276 | 0 | -0.8 | 0 | -0.385986 | -0.000202 | 0.00262 | 1 | 91,866 |
-0.503532 | -1.102397 | -0.110421 | 0.76037 | -0.99944 | -1.942037 | -0.405626 | 0.00027 | -0.8 | 0 | -0.385986 | -0.000404 | 0.003426 | 1 | 91,867 |
0 | -0.473343 | 0.512039 | -0.140912 | -4.029688 | -2.554681 | -0.405626 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.003426 | 1 | 91,868 |
0.503532 | 0.155711 | 0.512039 | -0.141094 | -1.293444 | -0.716748 | -0.403693 | 0.000143 | -0.8 | 0 | -0.385986 | 0.000404 | 0.003626 | 1 | 91,869 |
0.25169 | 0.155457 | 0.823174 | -0.141275 | -0.516961 | -0.358374 | -0.403693 | 0 | -0.8 | 0 | -0.385986 | 0.000202 | 0.003424 | 1 | 91,870 |
0.251639 | 0.15533 | 0.512039 | -0.141275 | -0.519269 | -0.05052 | -0.403693 | 0 | -0.8 | 0 | -0.385986 | 0.000202 | 0.003424 | 1 | 91,871 |
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