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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.125282 | -0.629856 | 0.202278 | -0.145076 | -1.307211 | -1.583663 | -0.427099 | 0 | -1 | -0.535898 | -0.385986 | -0.0001 | 0.001506 | 1 | 91,972 |
-0.125295 | -0.629872 | 0.35715 | -0.145076 | -2.534113 | -1.942037 | -0.427099 | 0 | -1 | -0.535898 | -0.385986 | -0.0001 | 0.001405 | 1 | 91,973 |
0.501105 | 0.152678 | 0.821799 | 0.75132 | -0.430591 | -0.287628 | -0.427958 | -0.000063 | -1 | -0.535898 | -0.385986 | 0.000402 | 0.000602 | 1 | 91,974 |
0 | 0.30883 | 0.20234 | 0.75096 | 0.417923 | 0.421534 | -0.427958 | 0 | -1 | -0.535898 | -0.385986 | 0 | 0.002006 | 1 | 91,975 |
0 | -0.473343 | 0.20234 | -0.145436 | -2.031271 | -1.583663 | -0.427958 | 0 | -1 | -0.535898 | -0.385986 | 0 | 0.003008 | 1 | 91,976 |
0.500904 | 0.152427 | 1.131249 | 0.75096 | -2.22866 | -1.583663 | -0.427958 | 0 | -1 | -0.535898 | -0.385986 | 0.000402 | 0.001805 | 1 | 91,977 |
-0.375659 | -0.473343 | 0.047654 | -0.145436 | -0.92141 | -0.971018 | -0.427314 | 0.000048 | -1 | -0.535898 | -0.385986 | -0.000301 | 0.001505 | 1 | 91,978 |
0.626035 | 0.308751 | 0.666849 | -0.145796 | -0.575136 | -0.834771 | -0.428602 | -0.000095 | -1 | -0.535898 | -0.385986 | 0.000502 | 0 | 0 | 91,979 |
-0.125182 | -0.473343 | 0.35729 | -0.145796 | -1.44897 | -1.583663 | -0.428602 | 0 | -1 | -0.535898 | -0.385986 | -0.0001 | -0.001306 | 0 | 91,980 |
0.375508 | -0.004228 | 0.666787 | -0.145976 | 0.224669 | -0.519521 | -0.428602 | 0 | -1 | -0.535898 | -0.385986 | 0.000301 | -0.00221 | 0 | 91,981 |
-0.751129 | -0.786071 | -0.726133 | -0.145436 | 0.923077 | 0.480479 | -0.43805 | -0.000698 | -1 | -0.535898 | -0.385986 | -0.000602 | -0.001809 | 0 | 91,982 |
0 | -0.16049 | -0.107296 | -0.145436 | 0.397878 | 0.480479 | -0.43805 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.00201 | 0 | 91,983 |
-0.250477 | -0.16049 | 0.202402 | 0.75132 | -0.167211 | -0.287628 | -0.449646 | -0.000857 | -1 | -0.535898 | -0.385986 | -0.000201 | -0.001608 | 0 | 91,984 |
-0.250527 | -0.473343 | 0.20234 | 0.75132 | -1.790487 | -1.583663 | -0.449646 | 0 | -1 | -0.535898 | -0.385986 | -0.000201 | -0.001608 | 0 | 91,985 |
0.250527 | -0.160364 | 0.512039 | 0.75132 | -1.539319 | -1.329392 | -0.449861 | -0.000016 | -1 | -0.535898 | -0.385986 | 0.000201 | -0.003219 | 0 | 91,986 |
-0.501105 | -0.786322 | -0.10742 | -0.145076 | -0.404497 | -0.358374 | -0.449861 | 0 | -1 | -0.535898 | -0.385986 | -0.000402 | -0.002817 | 0 | 91,987 |
0.250578 | -0.160301 | 0.512039 | -0.145076 | -1.004863 | -1.329392 | -0.450934 | -0.000079 | -1 | -0.535898 | -0.385986 | 0.000201 | -0.003219 | 0 | 91,988 |
-0.501205 | -0.786385 | -0.107545 | -0.144895 | -0.760735 | -0.971018 | -0.450934 | 0 | -1 | -0.535898 | -0.385986 | -0.000402 | -0.003221 | 0 | 91,989 |
-1.003016 | -0.473343 | -1.03801 | 0.753845 | 0.193976 | 0.451498 | -0.422375 | 0.002111 | -1 | -0.535898 | -0.385986 | -0.000804 | -0.003425 | 0 | 91,990 |
0.501609 | 0.153307 | 0.512039 | 0.753123 | 0.139898 | -0.358374 | -0.422375 | 0 | -1 | -0.535898 | -0.385986 | 0.000402 | -0.00302 | 0 | 91,991 |
0 | -0.473343 | 0.512039 | 0.753123 | -4.029688 | -2.554681 | -0.424522 | -0.000159 | -1 | -0.535898 | -0.385986 | 0 | -0.003222 | 0 | 91,992 |
0.501407 | 0.153056 | 0.821986 | 0.753123 | 0.001386 | -0.161147 | -0.424522 | 0 | -1 | -0.535898 | -0.385986 | 0.000402 | -0.004229 | 0 | 91,993 |
-0.501407 | -1.099742 | -0.727876 | 0.753123 | -0.361758 | -0.519521 | -0.416577 | 0.000587 | -1 | -0.535898 | -0.385986 | -0.000402 | -0.003827 | 0 | 91,994 |
1.25314 | 2.030742 | 0.821986 | 0.75168 | 0.599619 | 0.809872 | -0.416577 | 0 | -1 | -0.535898 | -0.385986 | 0.001005 | -0.004227 | 0 | 91,995 |
0.500904 | 0.152427 | 0.512039 | -0.145796 | -0.15249 | -0.358374 | -0.427743 | -0.000825 | -1 | -0.535898 | -0.385986 | 0.000402 | -0.005032 | 0 | 91,996 |
0.375546 | 0.152175 | 0.512039 | -0.145976 | 0.315086 | 0.25427 | -0.427743 | 0 | -1 | -0.535898 | -0.385986 | 0.000301 | -0.005535 | 0 | 91,997 |
0.375433 | -0.004322 | 0.666756 | 0.749521 | -0.109369 | -0.287628 | -0.41851 | 0.000683 | -1 | -0.535898 | -0.385986 | 0.000301 | -0.005432 | 0 | 91,998 |
-0.750978 | -0.786008 | -0.416311 | 0.75024 | -0.484505 | -0.612644 | -0.41851 | 0 | -1 | -0.535898 | -0.385986 | -0.000602 | -0.005234 | 0 | 91,999 |
-0.250427 | -0.473343 | 0.202465 | 0.75096 | 0.06257 | -0.161147 | -0.41851 | 0 | -1 | -0.535898 | -0.385986 | -0.000201 | -0.004629 | 0 | 92,000 |
0.250427 | 0.152301 | -0.107296 | 0.75096 | 0.781911 | 0.705768 | -0.419154 | -0.000048 | -1 | -0.535898 | -0.385986 | 0.000201 | -0.005435 | 0 | 92,001 |
0.125194 | 0.464841 | 0.357259 | 0.7506 | 0.576177 | 0.290351 | -0.421301 | -0.000159 | -1 | -0.535898 | -0.385986 | 0.0001 | -0.005738 | 0 | 92,002 |
0.125182 | -0.316956 | 0.202496 | 0.75024 | 0.351312 | -0.612644 | -0.421301 | 0 | -1 | -0.535898 | -0.385986 | 0.0001 | -0.005636 | 0 | 92,003 |
1.001003 | 1.089669 | 0.512039 | 0.748802 | 0.673724 | 0.508541 | -0.421301 | 0 | -1 | -0.535898 | -0.385986 | 0.000803 | -0.006641 | 0 | 92,004 |
0.750225 | 0.4639 | 0.512039 | 0.748084 | -0.065132 | -0.358374 | -0.405626 | 0.001159 | -1 | -0.535898 | -0.385986 | 0.000602 | -0.006435 | 0 | 92,005 |
0 | -0.473343 | -0.106179 | 0.747726 | 0.220922 | 0.047788 | -0.405626 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.006435 | 0 | 92,006 |
-0.875307 | -0.473343 | -0.724644 | -0.146515 | 0.092031 | 0.177365 | -0.395534 | 0.000746 | -1 | -0.535898 | -0.385986 | -0.000702 | -0.006137 | 0 | 92,007 |
0.125081 | -0.317081 | -0.261314 | -0.146515 | 0.131523 | 0.451498 | -0.395534 | 0 | -1 | -0.535898 | -0.385986 | 0.0001 | -0.006237 | 0 | 92,008 |
0.250125 | -0.160866 | 0.202775 | 0.748443 | -0.547729 | -0.222127 | -0.422804 | -0.002016 | -1 | -0.535898 | -0.385986 | 0.000201 | -0.006034 | 0 | 92,009 |
0.5001 | 0.151423 | 0.512039 | 0.748084 | 0.558325 | 0.216654 | -0.422804 | 0 | -1 | -0.535898 | -0.385986 | 0.000401 | -0.00704 | 0 | 92,010 |
-0.5001 | 0.151173 | -0.106179 | 0.748084 | 0.055483 | 0.325017 | -0.41851 | 0.000317 | -1 | -0.535898 | -0.385986 | -0.000401 | -0.007851 | 0 | 92,011 |
-0.250125 | -0.160929 | 0.202837 | 0.749162 | -0.205777 | -0.104104 | -0.41851 | 0 | -1 | -0.535898 | -0.385986 | -0.000201 | -0.007651 | 0 | 92,012 |
0.250125 | -0.160866 | 0.202775 | -0.146874 | 0.221861 | 0.216654 | -0.411209 | 0.00054 | -1 | -0.535898 | -0.385986 | 0.000201 | -0.006841 | 0 | 92,013 |
1.749474 | 2.02422 | 0.512039 | -0.14795 | 1.151555 | 1.018806 | -0.411209 | 0 | -1 | -0.535898 | -0.385986 | 0.001403 | -0.00784 | 0 | 92,014 |
0.749024 | 0.462399 | 0.512039 | -0.148665 | 0.629489 | 0.136247 | -0.415718 | -0.000333 | -1 | -0.535898 | -0.385986 | 0.000601 | -0.008441 | 0 | 92,015 |
-0.249625 | -0.161554 | -0.105189 | 0.74486 | 0.355775 | 0.421534 | -0.415718 | 0 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.007837 | 0 | 92,016 |
-0.499399 | -0.473343 | -0.105312 | -0.148129 | -0.202461 | -0.612644 | -0.423663 | -0.000587 | -1 | -0.535898 | -0.385986 | -0.0004 | -0.007436 | 0 | 92,017 |
0.249725 | 0.150547 | 0.666399 | 0.745218 | -0.463157 | -0.612644 | -0.423663 | 0 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.007637 | 0 | 92,018 |
-0.499499 | 0.150423 | -0.105436 | 0.746292 | 0.24963 | -0.161147 | -0.427314 | -0.00027 | -1 | -0.535898 | -0.385986 | -0.0004 | -0.007438 | 0 | 92,019 |
-0.249825 | -0.473343 | -0.414637 | 0.74665 | -0.402611 | 0.047788 | -0.427314 | 0 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.007238 | 0 | 92,020 |
-0.999799 | -0.785507 | -0.7239 | -0.147054 | -0.078788 | 0 | -0.432897 | -0.000413 | -1 | -0.535898 | -0.385986 | -0.000802 | -0.005629 | 0 | 92,021 |
-0.750376 | -0.317159 | -0.415566 | 0.749162 | -0.498825 | -0.161147 | -0.432897 | 0 | -1 | -0.535898 | -0.385986 | -0.000602 | -0.005028 | 0 | 92,022 |
-0.250226 | -0.785946 | 0.202713 | 0.749521 | -1.646855 | -1.132165 | -0.415074 | 0.001318 | -1 | -0.535898 | -0.385986 | -0.000201 | -0.00523 | 0 | 92,023 |
-0.500602 | -0.473343 | -0.416311 | -0.145976 | 0.203424 | 0.480479 | -0.415074 | 0 | -1 | -0.535898 | -0.385986 | -0.000401 | -0.005333 | 0 | 92,024 |
1.751229 | 1.714435 | 0.821488 | 0.747726 | 1.742732 | 1.249506 | -0.415074 | 0 | -1 | -0.785587 | -0 | 0.001404 | -0.00704 | 0 | 92,025 |
1.249374 | 2.023219 | 0.666554 | 0.745934 | 0.909578 | 0.987236 | -0.419583 | -0.000333 | -1 | -0.785587 | -0 | 0.001002 | -0.00784 | 0 | 92,026 |
-0.999399 | -0.473343 | -0.723405 | 0.747367 | 0.193648 | 0.047788 | -0.419583 | 0 | -1 | -0.785587 | -0 | -0.000801 | -0.007039 | 0 | 92,027 |
-0.750075 | -0.785632 | -0.724396 | 0.748443 | -0.177241 | 0 | -0.413356 | 0.00046 | -1 | -0.785587 | -0 | -0.000601 | -0.006437 | 0 | 92,028 |
-1.251128 | -0.78582 | -1.344101 | -0.145796 | -0.541681 | 0 | -0.413356 | 0 | -1 | -0.785587 | -0 | -0.001003 | -0.005232 | 0 | 92,029 |
-1.753691 | -0.473343 | -1.965798 | -0.144535 | 0.012355 | 0.216654 | -0.401331 | 0.000889 | -1 | -0.785587 | -0 | -0.001406 | -0.003826 | 0 | 92,030 |
-0.752337 | -0.473343 | -0.728125 | -0.143813 | -0.56879 | -0.161147 | -0.401331 | 0 | -1 | -0.785587 | -0 | -0.000603 | -0.003223 | 0 | 92,031 |
-0.25088 | -0.786763 | -0.418552 | -0.143632 | -1.139553 | -0.834771 | -0.401331 | 0 | -1 | -0.785587 | -0 | -0.000201 | -0.002417 | 0 | 92,032 |
-0.25093 | -0.473343 | -0.108418 | -0.143632 | -0.086819 | -0.222127 | -0.370625 | 0.00227 | -0.6 | -0.785587 | -0 | -0.000201 | -0.001813 | 0 | 92,033 |
0.25093 | -0.15986 | -0.418927 | -0.143813 | 0.306263 | 0.636861 | -0.370625 | 0 | -0.6 | -0.785587 | -0 | 0.000201 | -0.001409 | 0 | 92,034 |
-0.25093 | -0.159923 | -0.418739 | -0.143632 | -0.916726 | -0.716748 | -0.372987 | -0.000175 | -0.6 | -0.785587 | -0 | -0.000201 | -0.001309 | 0 | 92,035 |
-1.757928 | -0.786889 | -1.661088 | -0.142365 | -0.225402 | 0 | -0.371054 | 0.000143 | -0.6 | -0.785587 | -0 | -0.001409 | -0.000202 | 0 | 92,036 |
0 | -0.002479 | 0.512039 | -0.142365 | -0.235126 | -0.222127 | -0.371054 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.000403 | 1 | 92,037 |
-0.251335 | -0.159418 | -0.42024 | -0.142365 | -0.200481 | -0.104104 | -0.371699 | -0.000048 | -0.6 | -0.785587 | -0 | -0.000202 | 0.000202 | 1 | 92,038 |
-0.502822 | -0.159355 | -0.420428 | -0.141639 | -0.293357 | -0.43528 | -0.371699 | 0 | -0.6 | -0.785587 | -0 | -0.000403 | -0.000202 | 0 | 92,039 |
-1.257942 | -1.101763 | -1.043013 | -0.140912 | -0.338589 | -0.104104 | -0.371269 | 0.000032 | -0.6 | -0.785587 | -0 | -0.001009 | 0.002218 | 1 | 92,040 |
1.006455 | 1.412296 | 0.512039 | -0.141639 | 0.597688 | 0.587745 | -0.371269 | 0 | -0.6 | -0.785587 | -0 | 0.000807 | 0.002517 | 1 | 92,041 |
-0.251538 | -0.159165 | 0.201091 | -0.141639 | -0.31391 | -0.43528 | -0.371269 | 0 | -0.6 | -0.785587 | -0 | -0.000202 | 0.002619 | 1 | 92,042 |
-0.754918 | -0.473343 | -0.42118 | -0.141094 | -1.112562 | -0.834771 | -0.371913 | -0.000048 | -0.6 | -0.785587 | -0 | -0.000605 | 0.003626 | 1 | 92,043 |
0 | -0.158911 | -0.110421 | -0.141094 | 0.272966 | 0.290351 | -0.371913 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.003626 | 1 | 92,044 |
0.754918 | 0.784003 | 0.823174 | -0.141639 | 0.443239 | 0.727593 | -0.383294 | -0.000841 | -0.6 | -0.785587 | -0 | 0.000605 | 0.003222 | 1 | 92,045 |
-0.503228 | -0.473343 | -0.42118 | -0.141094 | -0.544093 | -0.612644 | -0.383294 | 0 | -0.6 | -0.785587 | -0 | -0.000403 | 0.004027 | 1 | 92,046 |
-0.25169 | -0.158975 | 0.200903 | -0.14073 | -0.824392 | -0.834771 | -0.39446 | -0.000825 | -0.6 | -0.785587 | -0 | -0.000202 | 0.004531 | 1 | 92,047 |
0.503329 | 0.155457 | 0.20084 | 0.759279 | 0.455589 | 0.136247 | -0.39446 | 0 | -0.6 | -0.785587 | -0 | 0.000404 | 0.004027 | 1 | 92,048 |
-0.503329 | -0.159038 | -0.11017 | 0.760006 | -0.690846 | -0.43528 | -0.399184 | -0.000349 | -0.6 | -0.785587 | -0 | -0.000404 | 0.004028 | 1 | 92,049 |
0.503329 | 0.469762 | 0.512039 | -0.141275 | -0.325293 | -0.287628 | -0.399184 | 0 | -0.6 | -0.785587 | -0 | 0.000404 | 0.003725 | 1 | 92,050 |
-0.75507 | -0.473343 | -0.421369 | -0.14073 | 0.075673 | 0.177365 | -0.392527 | 0.000492 | -0.6 | -0.785587 | -0 | -0.000605 | 0.003828 | 1 | 92,051 |
-0.251792 | -0.158848 | 0.200777 | -0.140548 | 0.195289 | 0.421534 | -0.392527 | 0 | -0.6 | -0.785587 | -0 | -0.000202 | 0.003628 | 1 | 92,052 |
0.251792 | -0.158784 | -0.110673 | 0.76037 | 0.834143 | 0.937661 | -0.392527 | 0 | -0.6 | -0.785587 | -0 | 0.000202 | 0.003828 | 1 | 92,053 |
-0.251792 | -0.473343 | 0.200777 | 0.760734 | 0.125253 | 0.047788 | -0.389092 | 0.000254 | -0.6 | -0.785587 | -0 | -0.000202 | 0.00403 | 1 | 92,054 |
1.006862 | 0.784511 | 0.512039 | 0.759643 | 0.598494 | 0.535739 | -0.389092 | 0 | -0.6 | -0.785587 | -0 | 0.000807 | 0.003223 | 1 | 92,055 |
0 | 0.155203 | -0.11017 | -0.141457 | 0.172892 | 0.325017 | -0.415718 | -0.001968 | -0.6 | -0.785587 | -0 | 0 | 0.002619 | 1 | 92,056 |
-0.503329 | 0.469382 | -0.73263 | 0.760006 | 0.871924 | 0.508541 | -0.415718 | 0 | -0.6 | -0.785587 | -0 | -0.000404 | 0.003626 | 1 | 92,057 |
0 | 0.155457 | 0.512039 | -0.141275 | -0.317139 | -0.05052 | -0.407988 | 0.000571 | -0.6 | -0.785587 | -0 | 0 | 0.003827 | 1 | 92,058 |
0.503329 | 0.155457 | 0.512039 | 0.759643 | 0.053382 | -0.287628 | -0.407988 | 0 | -0.6 | -0.785587 | -0 | 0.000404 | 0.003625 | 1 | 92,059 |
-0.75507 | -0.473343 | -0.421369 | -0.14073 | -0.065132 | -0.222127 | -0.407988 | 0 | -0.6 | -0.785587 | -0 | -0.000605 | 0.004029 | 1 | 92,060 |
-1.511513 | 0.155584 | -1.356473 | -0.139819 | 0.562455 | 1.003162 | -0.401976 | 0.000444 | -0.6 | -0.785587 | -0 | -0.001212 | 0.005844 | 1 | 92,061 |
0 | 0.156346 | 0.512039 | -0.139637 | 0.474325 | 0.390518 | -0.401976 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.006647 | 1 | 92,062 |
1.259721 | 1.100404 | 0.356227 | 0.761098 | 0.619034 | 0.535739 | -0.4067 | -0.000349 | -0.6 | -0.785587 | -0 | 0.00101 | 0.005637 | 1 | 92,063 |
0.503532 | 0.470143 | 0.512039 | -0.141094 | 0.432127 | 0.535739 | -0.411209 | -0.000333 | -0.6 | -0.785587 | -0 | 0.000404 | 0.004229 | 1 | 92,064 |
0 | -0.158911 | -0.110421 | 0.759643 | 0.173233 | 0.093124 | -0.411209 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.006237 | 1 | 92,065 |
0.503329 | 0.469762 | 1.134247 | 0.759279 | 0.268087 | 0.216654 | -0.411209 | 0 | -0.6 | -0.785587 | -0 | 0.000404 | 0.005231 | 1 | 92,066 |
0 | -0.159038 | 0.200966 | 0.759279 | -0.462111 | -0.358374 | -0.411209 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.005633 | 1 | 92,067 |
0 | -0.473343 | 0.200966 | -0.141275 | -0.348769 | -0.519521 | -0.408847 | 0.000175 | -0.6 | -0.785587 | -0 | 0 | 0.008237 | 1 | 92,068 |
-0.251639 | -0.473343 | -0.11017 | 0.759643 | -0.041251 | -0.104104 | -0.408847 | 0 | -0.6 | -0.785587 | -0 | -0.000202 | 0.008639 | 1 | 92,069 |
0 | -0.158975 | 0.200903 | 0.759279 | -0.076665 | 0.216654 | -0.403479 | 0.000397 | -0.6 | -0.785587 | -0 | 0 | 0.008639 | 1 | 92,070 |
1.006252 | 1.725904 | 0.823112 | -0.14182 | 0.90134 | 0.748892 | -0.403479 | 0 | -0.6 | -0.785587 | -0 | 0.000807 | 0.007432 | 1 | 92,071 |
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