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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.252966 | 0.158517 | 0.199325 | -0.136709 | -0.965401 | -0.612644 | -0.454585 | -0.001651 | -0.8 | 0.732051 | 2.346065 | -0.000203 | 0.004251 | 1 | 93,672 |
0.252966 | 0.474543 | -0.113579 | -0.136526 | -0.234425 | -0.05052 | -0.454585 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000203 | 0.004654 | 1 | 93,673 |
0.379353 | 0.000576 | 0.199325 | 0.76841 | -0.20114 | -0.612644 | -0.456732 | -0.000159 | -0.8 | 0.732051 | 2.346065 | 0.000304 | 0.004349 | 1 | 93,674 |
-0.379353 | -0.947262 | -0.895243 | -0.136893 | -0.516961 | -0.222127 | -0.456732 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000304 | 0.00425 | 1 | 93,675 |
1.264062 | 1.105827 | -0.113452 | -0.137443 | 1.502537 | 0.848307 | -0.461456 | -0.000349 | -0.8 | 0.732051 | 2.346065 | 0.001013 | 0.002024 | 1 | 93,676 |
0.505266 | 0.157877 | 0.512039 | 0.76621 | -0.30354 | -0.612644 | -0.461456 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000405 | 0.001214 | 1 | 93,677 |
1.009919 | 1.418784 | 0.512039 | 0.765112 | 1.092291 | 0.76969 | -0.467468 | -0.000444 | -0.8 | 0.732051 | 2.346065 | 0.00081 | 0.000809 | 1 | 93,678 |
-0.504857 | -1.104052 | -0.424203 | 0.765112 | -0.245018 | -0.612644 | -0.467468 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000405 | 0.001214 | 1 | 93,679 |
2.522245 | 2.677652 | 0.512039 | -0.140184 | 1.310692 | 0.829298 | -0.480137 | -0.000937 | -0.8 | 0.732051 | 2.346065 | 0.002022 | -0.001415 | 0 | 93,680 |
2.265668 | 2.357115 | 0.512039 | 0.75819 | 0.263456 | 0.76969 | -0.480137 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001817 | -0.003029 | 0 | 93,681 |
0 | -0.473343 | -0.109919 | 0.758553 | -0.89837 | -1.329392 | -0.480137 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.003029 | 0 | 93,682 |
0.502923 | 1.096915 | 0.201091 | 0.75819 | 0.941644 | 0.748892 | -0.456088 | 0.001778 | -0.8 | 0.732051 | 2.346065 | 0.000403 | -0.003433 | 0 | 93,683 |
1.005239 | 1.096282 | 0.201216 | 0.757464 | 0.990984 | 0.451498 | -0.452652 | 0.000254 | -0.8 | 0.732051 | 2.346065 | 0.000806 | -0.004239 | 0 | 93,684 |
0.251183 | 0.781472 | 0.512039 | 0.756739 | 0.627811 | 0.136247 | -0.452652 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000201 | -0.004036 | 0 | 93,685 |
0 | -0.473343 | 0.201529 | -0.142908 | 0.072018 | -0.358374 | -0.452652 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.003833 | 0 | 93,686 |
-0.502417 | -0.159608 | -0.109042 | 0.757102 | -0.437556 | -0.222127 | -0.43397 | 0.001381 | -0.8 | 0.732051 | 2.346065 | -0.000403 | -0.003431 | 0 | 93,687 |
-0.754005 | -1.101256 | -0.730874 | -0.142002 | -1.414263 | -0.971018 | -0.43397 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000605 | -0.002927 | 0 | 93,688 |
0 | -0.159292 | -0.265134 | 0.75819 | 0.030178 | -0.05052 | -0.452223 | -0.001349 | -0.8 | 0.732051 | 2.346065 | 0 | -0.00323 | 0 | 93,689 |
0.502721 | 0.154697 | 0.356635 | 0.757102 | 0.227772 | -0.161147 | -0.452223 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000403 | -0.00424 | 0 | 93,690 |
1.004834 | 0.781977 | 1.133245 | -0.142908 | -0.647174 | -0.834771 | -0.452223 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000806 | -0.004237 | 0 | 93,691 |
0.753094 | 1.721037 | -0.108917 | 0.754206 | 0.9796 | 0.636861 | -0.462959 | -0.000794 | -0.8 | 0.732051 | 2.346065 | 0.000604 | -0.004841 | 0 | 93,692 |
0.75264 | 0.466916 | 0.201779 | 0.754206 | -0.013577 | -0.519521 | -0.460168 | 0.000206 | -0.8 | 0.732051 | 2.346065 | 0.000603 | -0.006051 | 0 | 93,693 |
-1.003621 | -0.7867 | -0.728624 | -0.143451 | 0.929573 | 0.421534 | -0.460168 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000805 | -0.005044 | 0 | 93,694 |
0.250981 | -0.159797 | -0.108667 | -0.143632 | -0.215167 | -0.519521 | -0.460168 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000201 | -0.005245 | 0 | 93,695 |
-0.250981 | 0.15356 | 0.201779 | -0.143813 | 0.656123 | 0.325017 | -0.464892 | -0.000349 | -0.8 | 0.732051 | 2.346065 | -0.000201 | -0.005145 | 0 | 93,696 |
0.250981 | 0.467106 | 0.822298 | -0.143993 | -0.333566 | -1.329392 | -0.465536 | -0.000048 | -0.8 | 0.732051 | 2.346065 | 0.000201 | -0.005144 | 0 | 93,697 |
0 | 0.466916 | 0.512039 | -0.143632 | -0.724714 | -0.222127 | -0.465536 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.004639 | 0 | 93,698 |
0 | -0.473343 | 0.512039 | -0.143813 | 0.97581 | 0.290351 | -0.465965 | -0.000032 | -0.8 | 0.732051 | 2.346065 | 0 | -0.004841 | 0 | 93,699 |
-0.125484 | -0.15986 | -0.108542 | -0.143451 | 0.633588 | 0.636861 | -0.465965 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000101 | -0.004942 | 0 | 93,700 |
-0.376528 | -0.630124 | 0.046579 | -0.142908 | -0.065132 | -0.834771 | -0.484862 | -0.001397 | -0.8 | 0.732051 | 2.346065 | -0.000302 | -0.004236 | 0 | 93,701 |
-0.753398 | -1.414549 | -1.040507 | -0.142908 | 0.070795 | -0.05052 | -0.484862 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000604 | -0.004036 | 0 | 93,702 |
0 | -0.316436 | 0.201467 | -0.142908 | -0.030897 | -0.519521 | -0.477561 | 0.00054 | -0.8 | 0.732051 | 2.346065 | 0 | -0.00343 | 0 | 93,703 |
0.87892 | 0.624675 | 0.822548 | -0.14327 | -0.25003 | -0.104104 | -0.477561 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000705 | -0.004539 | 0 | 93,704 |
-0.376604 | -0.003001 | 0.046486 | -0.142908 | -0.373261 | -0.43528 | -0.477561 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000302 | -0.004237 | 0 | 93,705 |
0.251082 | -0.159671 | 0.201592 | 0.755291 | -0.71975 | -0.971018 | -0.468972 | 0.000635 | -0.8 | 0.628626 | 1.414214 | 0.000201 | -0.00363 | 0 | 93,706 |
0 | -0.473343 | 0.512039 | -0.14327 | -1.35064 | -1.942037 | -0.460382 | 0.000635 | -0.8 | 0.628626 | 1.414214 | 0 | -0.003226 | 0 | 93,707 |
-0.251082 | -0.787015 | -0.108792 | 0.755653 | -1.233282 | -0.612644 | -0.460382 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000201 | -0.003025 | 0 | 93,708 |
-1.256169 | -0.787078 | -1.04082 | 1.657474 | -0.748472 | -0.222127 | -0.46618 | -0.000429 | -0.8 | 0.628626 | 1.414214 | -0.001007 | -0.001614 | 0 | 93,709 |
-0.754309 | -1.101509 | -0.420428 | 0.758916 | -0.865476 | -0.834771 | -0.46618 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000605 | -0.001413 | 0 | 93,710 |
0 | -0.159165 | 0.512039 | 0.758553 | -0.938114 | -0.834771 | -0.46618 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.002827 | 0 | 93,711 |
0.502923 | 0.15495 | -0.420992 | 0.757464 | -0.091149 | 0.136247 | -0.46983 | -0.00027 | -0.8 | 0.628626 | 1.414214 | 0.000403 | -0.00323 | 0 | 93,712 |
0 | -0.159292 | 0.512039 | 0.757827 | -0.381363 | 0 | -0.46983 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.00323 | 0 | 93,713 |
-0.251436 | -0.159292 | -0.420616 | 0.758553 | -0.371476 | -0.519521 | -0.470904 | -0.000079 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.00313 | 0 | 93,714 |
-1.006252 | -1.101763 | -0.731877 | 0.759643 | -0.50106 | 0 | -0.470904 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000807 | -0.000706 | 0 | 93,715 |
0.251639 | -0.158975 | 0.512039 | 0.758916 | -0.914399 | -0.971018 | -0.484003 | -0.000968 | -0.8 | 0.628626 | 1.414214 | 0.000202 | -0.001817 | 0 | 93,716 |
0.754613 | 0.469382 | 1.133996 | 0.758553 | -0.449701 | -0.104104 | -0.484003 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000605 | -0.001715 | 0 | 93,717 |
-1.132091 | -0.787521 | -0.887437 | 0.760006 | -0.630043 | -0.287628 | -0.464462 | 0.001445 | -0.8 | 0.628626 | 1.414214 | -0.000908 | -0.000808 | 0 | 93,718 |
0.125839 | -0.001767 | 0.356463 | 0.759643 | -0.635696 | -0.358374 | -0.464462 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000101 | -0.001009 | 0 | 93,719 |
-0.25169 | -0.787775 | -0.110296 | 0.760734 | -0.994068 | -0.43528 | -0.472407 | -0.000587 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.000404 | 0 | 93,720 |
-1.007268 | -1.102397 | -0.733133 | 0.761462 | -0.062543 | 0.177365 | -0.480352 | -0.000587 | -0.8 | 0.628626 | 1.414214 | -0.000808 | 0.000202 | 1 | 93,721 |
0 | -0.158657 | 0.200588 | 0.761462 | -1.1571 | -1.132165 | -0.480352 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000606 | 0 | 93,722 |
0.755527 | 0.785019 | 0.200588 | 0.76037 | 0.268087 | 0.705768 | -0.48207 | -0.000127 | -0.8 | 0.628626 | 1.414214 | 0.000606 | -0.000808 | 0 | 93,723 |
0 | -0.158848 | 0.512039 | 0.76037 | -0.510092 | -0.971018 | -0.483788 | -0.000127 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000606 | 0 | 93,724 |
-0.503634 | -0.787902 | -0.733384 | 0.761462 | -1.59054 | -0.716748 | -0.483788 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.000202 | 0 | 93,725 |
-1.512124 | -0.630678 | -1.357228 | -0.139637 | -0.197195 | -0.287628 | -0.471763 | 0.000889 | -0.8 | 0.628626 | 1.414214 | -0.001212 | 0.001212 | 1 | 93,726 |
-0.504449 | -0.158339 | -0.423445 | 0.764016 | 0.495749 | 0.390518 | -0.471763 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | 0.001819 | 1 | 93,727 |
0.504449 | 0.156856 | 0.823866 | 0.763285 | -0.052812 | -0.104104 | -0.45845 | 0.000984 | -0.8 | 0.628626 | 1.414214 | 0.000404 | 0.001616 | 1 | 93,728 |
0 | -0.473343 | 0.200274 | 0.763285 | -0.555073 | -0.971018 | -0.45845 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.001414 | 1 | 93,729 |
-0.75675 | -0.158339 | -0.423445 | -0.138907 | -0.891637 | -0.834771 | -0.459309 | -0.000063 | -0.8 | 0.628626 | 1.414214 | -0.000607 | 0.002223 | 1 | 93,730 |
0.252301 | -0.158148 | 0.200084 | 0.764016 | -0.905184 | -1.132165 | -0.459309 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000202 | 0.002021 | 1 | 93,731 |
0 | -0.473343 | 0.200147 | 0.764016 | -0.356527 | -1.329392 | -0.465536 | -0.00046 | -0.8 | 0.628626 | 1.414214 | 0 | 0.001011 | 1 | 93,732 |
0 | -0.158212 | -0.111807 | -0.138907 | -0.055356 | 0.093124 | -0.465536 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.000809 | 1 | 93,733 |
0 | -0.473343 | 0.512039 | -0.139089 | -1.454967 | -1.329392 | -0.465965 | -0.000032 | -0.8 | 0.628626 | 1.414214 | 0 | 0.000809 | 1 | 93,734 |
0.504449 | 0.47186 | 0.823866 | -0.139455 | -0.666336 | -0.519521 | -0.465965 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000404 | 0.000202 | 1 | 93,735 |
0.252148 | -0.158339 | 0.512039 | -0.139637 | -1.392252 | -1.583663 | -0.474555 | -0.000635 | -0.8 | 0.628626 | 1.414214 | 0.000202 | 0 | 0 | 93,736 |
0 | -0.158403 | 0.200337 | -0.139637 | 0.420352 | -0.612644 | -0.474555 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000809 | 0 | 93,737 |
-0.126068 | 0.156474 | -0.111428 | -0.139455 | 1.010992 | 0.25427 | -0.460812 | 0.001016 | -0.8 | 0.628626 | 1.414214 | -0.000101 | -0.000708 | 0 | 93,738 |
-0.378279 | -0.630853 | -0.579304 | -0.138907 | -1.035654 | -1.132165 | -0.460812 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000303 | -0.000202 | 0 | 93,739 |
-0.756903 | -0.788474 | -0.423635 | -0.138907 | -0.523914 | -0.834771 | -0.440412 | 0.001508 | -0.8 | 0.628626 | 1.414214 | -0.000607 | 0.000202 | 1 | 93,740 |
1.009102 | 0.78731 | 0.823993 | -0.138907 | -0.461066 | -0.834771 | -0.440412 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000809 | -0.000607 | 0 | 93,741 |
0 | -0.473343 | 0.512039 | -0.138907 | -4.029688 | -2.554681 | -0.452223 | -0.000873 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000809 | 0 | 93,742 |
-0.75675 | -1.103542 | -1.047417 | -0.138724 | 1.039408 | 0.705768 | -0.452437 | -0.000016 | -0.8 | 0.628626 | 1.414214 | -0.000607 | 0 | 0 | 93,743 |
0.252301 | -0.158148 | 0.200084 | -0.139089 | -0.063577 | -0.358374 | -0.470045 | -0.001302 | -0.8 | 0.628626 | 1.414214 | 0.000202 | -0.000405 | 0 | 93,744 |
0 | -0.473343 | 0.512039 | -0.139089 | -1.43135 | -1.942037 | -0.470045 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.000202 | 1 | 93,745 |
-0.126144 | 0.156856 | 0.200147 | -0.138907 | -0.197195 | -0.358374 | -0.470045 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000101 | 0.000101 | 1 | 93,746 |
0.252275 | 0.314445 | 0.667976 | 0.76365 | -0.361758 | 0.047788 | -0.467898 | 0.000159 | -0.8 | 0.628626 | 1.414214 | 0.000202 | -0.000303 | 0 | 93,747 |
0.630465 | 0.314286 | 0.979709 | -0.139455 | 0.143141 | -0.612644 | -0.467898 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000505 | -0.001214 | 0 | 93,748 |
-0.252148 | -0.158403 | 0.200337 | -0.139455 | -0.955326 | -0.834771 | -0.472837 | -0.000365 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.000607 | 0 | 93,749 |
-0.252199 | -0.630869 | -0.111554 | -0.139455 | -0.282592 | -0.287628 | -0.472837 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.001012 | 0 | 93,750 |
0.504347 | 0.471669 | 0.823803 | -0.139272 | -2.031271 | -1.329392 | -0.468113 | 0.000349 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.001821 | 0 | 93,751 |
-0.504347 | -0.788347 | -0.111428 | -0.139455 | -0.930895 | -0.716748 | -0.468113 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.000202 | 0 | 93,752 |
0.756444 | 0.471669 | 1.447144 | -0.139455 | -2.183299 | -1.942037 | -0.456302 | 0.000873 | -0.8 | 0.628626 | 1.414214 | 0.000606 | -0.001213 | 0 | 93,753 |
-0.504245 | -1.103287 | -0.423067 | -0.139455 | -1.40315 | -1.583663 | -0.456302 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.000809 | 0 | 93,754 |
0 | -0.473343 | 0.200274 | -0.139455 | -1.911521 | -1.132165 | -0.456302 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000607 | 0 | 93,755 |
1.008286 | 0.78629 | 0.82374 | -0.140184 | -0.439562 | 0.047788 | -0.456732 | -0.000032 | -0.8 | 0.628626 | 1.414214 | 0.000808 | -0.001213 | 0 | 93,756 |
0.503838 | 0.156092 | 0.512039 | -0.140548 | -0.926133 | -1.132165 | -0.456732 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.001212 | 0 | 93,757 |
0 | -0.158721 | 0.512039 | -0.140548 | 0.501698 | -0.612644 | -0.47026 | -0.001 | -0.8 | 0.628626 | 1.414214 | 0 | -0.00101 | 0 | 93,758 |
0.503634 | 0.155838 | 0.512039 | 0.761098 | 0.494784 | -0.834771 | -0.467254 | 0.000222 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.001818 | 0 | 93,759 |
-0.503634 | -1.102524 | -0.110547 | -0.140548 | -0.641406 | -1.329392 | -0.467254 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.002224 | 0 | 93,760 |
-1.764323 | -0.158721 | -1.668993 | 0.76365 | 0.931901 | 0.937661 | -0.455443 | 0.000873 | -0.8 | 0.628626 | 1.414214 | -0.001415 | -0.000405 | 0 | 93,761 |
0 | -0.473343 | 0.512039 | 0.76365 | -4.029688 | -2.554681 | -0.455443 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000405 | 0 | 93,762 |
0 | -0.473343 | 0.512039 | 0.764016 | -4.029688 | -2.554681 | -0.451149 | 0.000317 | -0.8 | 0.628626 | 1.414214 | 0 | -0.000405 | 0 | 93,763 |
-0.126119 | -0.473343 | -0.735652 | -0.139089 | 0.449133 | 0.290351 | -0.451149 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000101 | -0.000303 | 0 | 93,764 |
2.016369 | 2.202973 | 0.356117 | -0.14073 | 0.347567 | 0.612644 | -0.451149 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001617 | -0.00192 | 0 | 93,765 |
-1.133806 | -0.31604 | -0.889557 | 0.762556 | -0.217199 | -0.43528 | -0.457161 | -0.000444 | -0.8 | 0.464102 | 0.614014 | -0.000909 | -0.001315 | 0 | 93,766 |
0.881938 | 0.785781 | 0.823614 | -0.140366 | 0.644819 | 0.390518 | -0.457161 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000707 | -0.002933 | 0 | 93,767 |
0 | -0.316008 | 0.044887 | -0.140366 | -0.292581 | -0.287628 | -0.471334 | -0.001048 | -0.8 | 0.464102 | 0.614014 | 0 | -0.00273 | 0 | 93,768 |
-0.125953 | -0.001386 | 0.356337 | -0.140366 | -0.848684 | -0.612644 | -0.471334 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000101 | -0.002832 | 0 | 93,769 |
0.503736 | 0.155965 | 0.512039 | -0.140366 | 0.574165 | 0.136247 | -0.470689 | 0.000048 | -0.8 | 0.464102 | 0.614014 | 0.000404 | -0.003236 | 0 | 93,770 |
-0.251842 | -0.787965 | 0.200714 | -0.140366 | -0.950355 | -1.132165 | -0.470689 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000202 | -0.003034 | 0 | 93,771 |
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