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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.251588 | -0.159038 | 0.512039 | -0.141639 | -0.184242 | -0.716748 | -0.40262 | 0.000079 | -0.8 | 0 | -0.385986 | 0.000202 | 0.003021 | 1 | 91,872 |
0 | -0.473343 | 0.512039 | -0.141639 | -4.029688 | -2.554681 | -0.40262 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.00282 | 1 | 91,873 |
0.503025 | 0.155077 | 0.822986 | -0.142002 | -0.120132 | -0.358374 | -0.405626 | -0.000222 | -0.8 | 0 | -0.385986 | 0.000403 | 0.002014 | 1 | 91,874 |
0 | -0.473343 | 0.201154 | -0.14182 | -1.885158 | -1.583663 | -0.404338 | 0.000095 | -0.8 | 0 | -0.385986 | 0 | 0.00141 | 1 | 91,875 |
-0.503025 | -0.787521 | -0.109794 | -0.141639 | -0.508955 | -0.834771 | -0.404338 | 0 | -0.8 | 0 | -0.385986 | -0.000403 | 0.001612 | 1 | 91,876 |
0 | -0.473343 | 0.512039 | -0.141639 | -4.029688 | -2.554681 | -0.404338 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001814 | 1 | 91,877 |
0 | -0.473343 | 0.512039 | -0.141639 | -1.213255 | -1.132165 | -0.405841 | -0.000111 | -0.8 | 0 | -0.385986 | 0 | 0.002015 | 1 | 91,878 |
-0.251588 | -0.473343 | 0.201028 | 0.759279 | -0.684619 | -0.43528 | -0.405841 | 0 | -0.8 | 0 | -0.385986 | -0.000202 | 0.002015 | 1 | 91,879 |
1.006049 | 1.097548 | 0.512039 | 0.757464 | 0.727583 | 0.683391 | -0.405197 | 0.000048 | -0.8 | 0 | -0.385986 | 0.000807 | 0.00141 | 1 | 91,880 |
-0.251436 | 0.154697 | 0.201216 | 0.757827 | 0.358239 | 0.136247 | -0.405197 | 0 | -0.8 | 0 | -0.385986 | -0.000202 | 0.00141 | 1 | 91,881 |
0 | -0.473343 | 0.512039 | -0.142002 | -1.983352 | -1.583663 | -0.400258 | 0.000365 | -0.8 | 0 | -0.385986 | 0 | 0.001209 | 1 | 91,882 |
0.502822 | 0.154823 | 0.822861 | 0.757102 | -0.907474 | -0.716748 | -0.400258 | 0 | -0.8 | 0 | -0.385986 | 0.000403 | 0.000806 | 1 | 91,883 |
1.256169 | 1.095966 | 1.13337 | -0.143089 | -0.14348 | 0.136247 | -0.401976 | -0.000127 | -0.8 | 0 | -0.385986 | 0.001007 | 0 | 0 | 91,884 |
0.502113 | 0.153938 | 0.512039 | -0.143451 | -0.52275 | -1.132165 | -0.401976 | 0 | -0.8 | 0 | -0.385986 | 0.000403 | 0.001307 | 1 | 91,885 |
0.501911 | 0.467106 | 0.512039 | -0.143993 | 0.1435 | 0.136247 | -0.41443 | -0.000921 | -0.8 | 0 | -0.385986 | 0.000402 | 0.000804 | 1 | 91,886 |
0 | 0.153433 | 0.512039 | 0.753845 | 0.399481 | 0.216654 | -0.41443 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.000804 | 1 | 91,887 |
0.25088 | 0.153433 | 0.822173 | -0.144174 | -1.700023 | -1.583663 | -0.414215 | 0.000016 | -0.8 | 0 | -0.385986 | 0.000201 | 0.000804 | 1 | 91,888 |
0 | -0.159986 | 0.512039 | 0.753484 | -1.175207 | -0.971018 | -0.414215 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.000402 | 1 | 91,889 |
0.25083 | -0.159986 | 0.512039 | 0.753484 | -2.926925 | -1.583663 | -0.411638 | 0.000191 | -0.8 | 0 | -0.385986 | 0.000201 | 0.000201 | 1 | 91,890 |
-0.25083 | -0.7867 | 0.201966 | -0.144354 | -2.45844 | -1.942037 | -0.411638 | 0 | -0.8 | 0 | -0.385986 | -0.000201 | -0.000201 | 0 | 91,891 |
0.501609 | 0.153307 | 1.13212 | -0.144535 | -1.835848 | -1.583663 | -0.408632 | 0.000222 | -0.8 | 0 | -0.385986 | 0.000402 | -0.001811 | 0 | 91,892 |
0.250729 | -0.160112 | 0.512039 | -0.144535 | -0.047756 | 0.093124 | -0.408632 | 0 | -0.8 | 0 | -0.385986 | 0.000201 | -0.002214 | 0 | 91,893 |
0 | -0.160175 | 0.512039 | 0.752401 | -0.810689 | -0.612644 | -0.408632 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.002012 | 0 | 91,894 |
0.751884 | 0.465972 | 1.131746 | -0.145076 | 0.216834 | -0.716748 | -0.41851 | -0.00073 | -0.8 | 0 | -0.385986 | 0.000603 | -0.002615 | 0 | 91,895 |
-0.501205 | -0.473343 | -0.41743 | 0.752401 | 0.056321 | -0.104104 | -0.413571 | 0.000365 | -0.8 | 0 | -0.385986 | -0.000402 | -0.002213 | 0 | 91,896 |
-0.250678 | -0.786511 | 0.202153 | 0.752401 | -1.769099 | -1.583663 | -0.413571 | 0 | -0.8 | 0 | -0.385986 | -0.000201 | -0.002113 | 0 | 91,897 |
0.250678 | -0.160175 | 0.821924 | -0.144895 | -2.391691 | -1.942037 | -0.413571 | 0 | -0.8 | 0 | -0.385986 | 0.000201 | -0.00171 | 0 | 91,898 |
0 | 0.152804 | 0.512039 | 0.752041 | -0.836408 | -0.43528 | -0.420657 | -0.000524 | -0.8 | 0 | -0.385986 | 0 | -0.001408 | 0 | 91,899 |
0.250628 | -0.160238 | 0.512039 | 0.752041 | -1.004863 | -1.329392 | -0.420657 | 0 | -0.8 | 0 | -0.385986 | 0.000201 | -0.00181 | 0 | 91,900 |
-0.501306 | -0.160301 | -1.037699 | -0.144715 | 0.886629 | 0.660432 | -0.419154 | 0.000111 | -0.8 | 0 | -0.385986 | -0.000402 | -0.000804 | 0 | 91,901 |
-0.250729 | -0.473343 | 0.202091 | 0.753123 | -0.458983 | -0.834771 | -0.417007 | 0.000159 | -0.8 | 0 | -0.385986 | -0.000201 | -0.001207 | 0 | 91,902 |
0 | -0.473343 | 0.512039 | 0.752762 | -4.029688 | -2.554681 | -0.417007 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.001408 | 0 | 91,903 |
0 | -0.473343 | 0.512039 | -0.144715 | -4.029688 | -2.554681 | -0.417007 | 0 | -0.8 | 0 | -0.385986 | 0 | -0.001308 | 0 | 91,904 |
-0.250779 | 0.153056 | 0.202029 | -0.144535 | -0.655938 | -0.716748 | -0.413142 | 0.000286 | -0.8 | -0.267949 | -0.517638 | -0.000201 | -0.000805 | 0 | 91,905 |
0.752186 | 0.779454 | 0.822048 | 0.752401 | -0.714829 | -0.834771 | -0.412927 | 0.000016 | -0.8 | -0.267949 | -0.517638 | 0.000603 | -0.002012 | 0 | 91,906 |
0.501205 | 0.152804 | 0.202153 | -0.144895 | -0.708334 | -0.834771 | -0.412927 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000402 | -0.002615 | 0 | 91,907 |
-0.501205 | -1.09949 | -0.107545 | 0.752762 | -1.09313 | -1.132165 | -0.412927 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000402 | -0.002213 | 0 | 91,908 |
-0.752186 | -1.099742 | -0.417804 | -0.144354 | -0.955326 | -1.329392 | -0.41035 | 0.00019 | -0.8 | -0.267949 | -0.517638 | -0.000603 | -0.001207 | 0 | 91,909 |
0.250779 | -0.160049 | 0.512039 | -0.144354 | -0.195887 | -0.358374 | -0.41035 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | -0.000402 | 0 | 91,910 |
0.250729 | -0.160112 | 0.202029 | -0.144535 | -0.7214 | -0.716748 | -0.413571 | -0.000238 | -0.8 | -0.267949 | -0.517638 | 0.000201 | -0.000804 | 0 | 91,911 |
0 | -0.473343 | 0.512039 | 0.752762 | -0.457944 | -0.716748 | -0.413571 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.000603 | 0 | 91,912 |
-0.250729 | -0.786574 | 0.202091 | 0.752762 | -2.926925 | -1.942037 | -0.413571 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0 | 0 | 91,913 |
-0.250779 | -0.473343 | 0.202029 | 0.753484 | -0.634277 | -0.716748 | -0.414859 | -0.000095 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0 | 0 | 91,914 |
-1.003621 | -0.473343 | -0.728624 | -0.143451 | -0.323653 | -0.104104 | -0.405197 | 0.000714 | -0.8 | -0.267949 | -0.517638 | -0.000805 | 0.001207 | 1 | 91,915 |
-0.251031 | -0.473343 | 0.201717 | -0.143451 | -1.307211 | -1.583663 | -0.405197 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.001006 | 1 | 91,916 |
0.502012 | 0.153812 | 0.82236 | -0.143813 | -1.70939 | -1.329392 | -0.41443 | -0.000683 | -0.8 | -0.267949 | -0.517638 | 0.000402 | 0.000603 | 1 | 91,917 |
0 | -0.15986 | 0.512039 | -0.143813 | -0.47373 | -0.358374 | -0.41443 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.001608 | 1 | 91,918 |
0.75264 | 0.78021 | 0.512039 | 0.754206 | 0.557288 | 0 | -0.415718 | -0.000095 | -0.8 | -0.267949 | -0.517638 | 0.000603 | 0.001005 | 1 | 91,919 |
0 | -0.473343 | -0.108168 | 0.753484 | 0.382542 | 0 | -0.415718 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.001005 | 1 | 91,920 |
0.250779 | -0.160049 | 0.822048 | -0.144174 | -1.769099 | -1.942037 | -0.423449 | -0.000571 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.000804 | 1 | 91,921 |
-0.250779 | -0.786637 | 0.202029 | 0.753484 | -0.738167 | -0.834771 | -0.423449 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.000904 | 1 | 91,922 |
-0.25083 | -0.160049 | 0.201966 | 0.753484 | -1.193912 | -1.329392 | -0.417007 | 0.000476 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.001005 | 1 | 91,923 |
-0.50181 | -0.473343 | -0.108293 | 0.754568 | 0.060079 | 0.216654 | -0.417007 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000402 | 0.001809 | 1 | 91,924 |
-0.753094 | -0.786889 | -0.418927 | 0.755291 | -1.560706 | -1.329392 | -0.405197 | 0.000873 | -0.8 | -0.267949 | -0.517638 | -0.000604 | 0.002413 | 1 | 91,925 |
-0.251133 | -0.159671 | 0.201592 | -0.14327 | -1.345647 | -1.329392 | -0.405197 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.002614 | 1 | 91,926 |
0.251133 | -0.159608 | 0.822485 | 0.755653 | -1.190121 | -1.329392 | -0.405197 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.002815 | 1 | 91,927 |
0.251082 | -0.159671 | 0.201592 | -0.14327 | -0.443596 | -0.519521 | -0.403693 | 0.000111 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.002312 | 1 | 91,928 |
-0.251082 | -0.159734 | 0.201654 | -0.143089 | -0.686169 | -0.971018 | -0.407344 | -0.00027 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.003015 | 1 | 91,929 |
0.251082 | -0.159671 | -0.108917 | -0.14327 | 0.055063 | 0.093124 | -0.407344 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.002714 | 1 | 91,930 |
-0.251082 | -0.787015 | 0.201654 | 0.755653 | -0.84047 | -0.971018 | -0.410994 | -0.00027 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.003216 | 1 | 91,931 |
-0.251133 | -0.787078 | -0.108917 | -0.143089 | -1.027089 | -0.971018 | -0.410994 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.002815 | 1 | 91,932 |
0 | -0.473343 | 0.512039 | 0.755653 | -4.029688 | -2.554681 | -0.410994 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.002815 | 1 | 91,933 |
0.251133 | -0.159608 | 0.822485 | -0.143089 | -1.59054 | -1.942037 | -0.412497 | -0.000111 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.002413 | 1 | 91,934 |
2.132588 | 2.347436 | 0.201592 | -0.144715 | 1.694225 | 1.451498 | -0.421516 | -0.000667 | -0.8 | -0.267949 | -0.517638 | 0.00171 | 0.000502 | 1 | 91,935 |
-0.125345 | -0.316767 | 0.357088 | 0.752762 | 0.109458 | -0.612644 | -0.421516 | 0 | -0.8 | -0.267949 | -0.517638 | -0.0001 | 0.000804 | 1 | 91,936 |
0 | -0.160175 | 0.202091 | -0.144715 | -1.245647 | -0.834771 | -0.417651 | 0.000286 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000402 | 1 | 91,937 |
0.250678 | 0.15293 | 0.202091 | -0.144715 | -0.996747 | -0.716748 | -0.417651 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.000402 | 1 | 91,938 |
-0.501407 | -0.786511 | -0.107794 | 0.753484 | 0.17663 | -0.287628 | -0.417651 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000402 | 0.000402 | 1 | 91,939 |
0 | -0.160112 | 0.512039 | -0.144354 | -1.376287 | -0.971018 | -0.420442 | -0.000206 | -0.8 | -0.267949 | -0.517638 | 0 | -0.000402 | 0 | 91,940 |
-0.752489 | -0.786637 | -0.418178 | -0.143813 | -0.022171 | -0.104104 | -0.420442 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000603 | 0.000603 | 1 | 91,941 |
-1.506341 | -0.786826 | -1.350079 | 0.756015 | 0.231781 | 0.451498 | -0.40627 | 0.001048 | -0.8 | -0.267949 | -0.517638 | -0.001208 | 0.001811 | 1 | 91,942 |
-0.251234 | 0.154191 | 0.201467 | 0.756377 | 0.170157 | -0.612644 | -0.43075 | -0.00181 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.002414 | 1 | 91,943 |
0.251234 | -0.159481 | 0.512039 | 0.756739 | -0.786087 | -0.716748 | -0.43075 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.001811 | 1 | 91,944 |
0 | -0.159545 | 0.201467 | 0.756377 | -0.08628 | -0.104104 | -0.43075 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.002816 | 1 | 91,945 |
0 | -0.473343 | 0.512039 | 0.756377 | -1.233282 | -1.583663 | -0.433112 | -0.000175 | -0.8 | -0.267949 | -0.517638 | 0 | 0.003217 | 1 | 91,946 |
-0.125611 | -0.630266 | -0.419864 | -0.142727 | -0.16535 | -0.612644 | -0.433112 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000101 | 0.003619 | 1 | 91,947 |
0.753474 | 0.467958 | 0.667317 | -0.14327 | -0.085742 | -0.104104 | -0.430105 | 0.000222 | -0.8 | -0.267949 | -0.517638 | 0.000604 | 0.003316 | 1 | 91,948 |
0.376566 | -0.002906 | 0.512039 | 0.755291 | -0.095513 | -0.358374 | -0.430105 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000302 | 0.002412 | 1 | 91,949 |
-0.251031 | -0.786952 | 0.201717 | -0.14327 | -1.801491 | -1.942037 | -0.428173 | 0.000143 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.002413 | 1 | 91,950 |
0.752943 | 0.467295 | 0.201654 | -0.143813 | 0.739501 | 0.809872 | -0.428173 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000604 | 0.00201 | 1 | 91,951 |
-0.752943 | -0.786826 | -0.418739 | 0.755653 | -0.00792 | -0.161147 | -0.43032 | -0.000159 | -0.8 | -0.267949 | -0.517638 | -0.000604 | 0.002714 | 1 | 91,952 |
-0.251082 | -0.787015 | -0.108792 | -0.143089 | -0.457944 | -0.834771 | -0.43032 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.003015 | 1 | 91,953 |
0.125547 | -0.159671 | 0.201592 | -0.14327 | -0.211123 | -0.519521 | -0.43032 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000101 | 0.003717 | 1 | 91,954 |
0.376566 | -0.002906 | 0.512039 | -0.143451 | 0.010087 | -0.222127 | -0.43032 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000302 | 0.004017 | 1 | 91,955 |
-0.753246 | -0.786952 | -0.419114 | 0.756015 | -0.820443 | -0.834771 | -0.4344 | -0.000302 | -0.8 | -0.267949 | -0.517638 | -0.000604 | 0.004621 | 1 | 91,956 |
-0.251183 | -0.787142 | 0.201529 | 0.756015 | -1.122534 | -1.329392 | -0.4344 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.00412 | 1 | 91,957 |
0 | 0.154191 | 0.512039 | 1.6553 | -0.263862 | -0.834771 | -0.436332 | -0.000143 | -0.8 | -0.267949 | -0.517638 | 0 | 0.004221 | 1 | 91,958 |
0.502316 | 0.311035 | 0.512039 | -0.14327 | 0.201482 | -0.05052 | -0.436332 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000403 | 0.004018 | 1 | 91,959 |
1.254905 | 1.094387 | 0.667238 | 0.753845 | 0.644819 | 0.358374 | -0.436332 | 0 | -0.8 | -0.267949 | -0.517638 | 0.001006 | 0.003413 | 1 | 91,960 |
-0.25088 | -0.786763 | 0.201904 | 0.753845 | -1.485942 | -1.583663 | -0.435044 | 0.000095 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.003213 | 1 | 91,961 |
0.25088 | 0.153433 | 0.512039 | -0.144174 | -0.538083 | -1.132165 | -0.435044 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000201 | 0.002812 | 1 | 91,962 |
0.501609 | 0.153307 | 0.822111 | 0.753484 | -1.512002 | -1.132165 | -0.43075 | 0.000317 | -0.8 | -0.267949 | -0.517638 | 0.000402 | 0.00261 | 1 | 91,963 |
-0.250779 | -0.473343 | 0.202029 | -0.144354 | -0.538083 | -0.971018 | -0.43075 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000201 | 0.004214 | 1 | 91,964 |
0.501508 | 0.153181 | 0.667051 | 0.752762 | 0.044043 | -0.222127 | -0.428602 | 0.000159 | -0.8 | -0.535898 | -0.385986 | 0.000402 | 0.004412 | 1 | 91,965 |
-0.501508 | -0.160175 | -0.262947 | 0.753484 | 0.285683 | 0.290351 | -0.428602 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000402 | 0.004614 | 1 | 91,966 |
0 | -0.160049 | 0.512039 | 0.753484 | -1.050224 | -1.132165 | -0.431823 | -0.000238 | -1 | -0.535898 | -0.385986 | 0 | 0.004214 | 1 | 91,967 |
1.253392 | 1.092496 | 0.201966 | -0.145256 | 0.496328 | 0.451498 | -0.431823 | 0 | -1 | -0.535898 | -0.385986 | 0.001005 | 0.003409 | 1 | 91,968 |
0 | -0.160364 | 0.512039 | -0.145256 | -1.284449 | -1.583663 | -0.429676 | 0.000159 | -1 | -0.535898 | -0.385986 | 0 | 0.003009 | 1 | 91,969 |
0 | -0.160364 | 0.512039 | -0.145076 | -0.440568 | -0.612644 | -0.429676 | 0 | -1 | -0.535898 | -0.385986 | 0 | 0.002808 | 1 | 91,970 |
0 | -0.473343 | 0.512039 | -0.145076 | -0.871904 | -1.329392 | -0.427099 | 0.00019 | -1 | -0.535898 | -0.385986 | 0 | 0.002007 | 1 | 91,971 |
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