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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.505164 | -0.473343 | -0.112438 | 0.766576 | -0.335235 | -0.161147 | -0.498604 | 0 | 0.2 | -0.785587 | -0 | -0.000405 | 0.001619 | 1 | 94,072 |
-0.505369 | -0.157765 | -0.425151 | 0.767309 | 0.79662 | 0.660432 | -0.495383 | 0.000238 | 0.2 | -0.785587 | -0 | -0.000405 | 0.002125 | 1 | 94,073 |
0 | 0.473583 | 0.199579 | -0.137076 | 0.085704 | 0.093124 | -0.479279 | 0.001191 | 0.2 | -0.785587 | -0 | 0 | 0.002429 | 1 | 94,074 |
0 | -0.157637 | -0.425531 | 0.767676 | 0.265197 | 0.421534 | -0.479279 | 0 | 0.2 | -0.785587 | -0 | 0 | 0.002226 | 1 | 94,075 |
-0.252761 | -0.473343 | 0.199579 | 0.766943 | -0.617526 | -0.43528 | -0.479279 | 0 | 0.2 | -0.785587 | -0 | -0.000203 | 0.002227 | 1 | 94,076 |
0.75813 | 0.473775 | 1.449228 | -0.137626 | -1.859966 | -1.329392 | -0.476487 | 0.000206 | 0.2 | -0.785587 | -0 | 0.000608 | 0.001619 | 1 | 94,077 |
-0.505369 | -0.473343 | -0.737674 | 0.768043 | 0.061325 | 0.390518 | -0.476487 | 0 | 0.2 | -0.785587 | -0 | -0.000405 | 0.002429 | 1 | 94,078 |
-1.011352 | -0.157637 | -0.738181 | 0.768777 | 0.088876 | -0.161147 | -0.453511 | 0.001699 | 0.2 | -0.785587 | -0 | -0.000811 | 0.00324 | 1 | 94,079 |
0.252915 | -0.157381 | -0.113452 | -0.136893 | 0.20921 | 0.480479 | -0.453511 | 0 | 0.2 | -0.785587 | -0 | 0.000203 | 0.003037 | 1 | 94,080 |
0 | 1.894332 | 0.512039 | -0.137076 | -0.150677 | -0.287628 | -0.48572 | -0.002381 | 0.2 | -0.785587 | -0 | 0 | 0.003239 | 1 | 94,081 |
0.884798 | 0.63202 | 0.824625 | -0.137443 | -1.568019 | -0.834771 | -0.48572 | 0 | 0.2 | -0.785587 | -0 | 0.000709 | 0.002529 | 1 | 94,082 |
0.379007 | 0.000144 | 0.043372 | -0.137809 | 0.264907 | 0.325017 | -0.481426 | 0.000317 | 0.2 | -0.785587 | -0 | 0.000304 | 0.001619 | 1 | 94,083 |
-0.252659 | -0.473343 | 0.199705 | 0.766576 | -0.541681 | -0.834771 | -0.481426 | 0 | 0.2 | -0.785587 | -0 | -0.000203 | 0.002226 | 1 | 94,084 |
0.252659 | -0.157701 | 0.824372 | -0.137626 | -0.867611 | -1.583663 | -0.499463 | -0.001333 | 0.2 | -0.785587 | -0 | 0.000203 | 0.002226 | 1 | 94,085 |
0 | 0.473199 | -0.112691 | -0.137443 | -0.398858 | -0.716748 | -0.499463 | 0 | 0.2 | -0.785587 | -0 | 0 | 0.002832 | 1 | 94,086 |
0 | -0.473343 | -0.737674 | -0.137809 | 0.617947 | 0.136247 | -0.50612 | -0.000492 | 0.2 | -0.785587 | -0 | 0 | 0.002832 | 1 | 94,087 |
0.757669 | 0.473199 | 0.199705 | -0.138541 | -0.049773 | 0.047788 | -0.510629 | -0.000333 | 0.2 | -0.785587 | -0 | 0.000607 | 0.002224 | 1 | 94,088 |
0.252454 | -0.157957 | 0.824119 | -0.138541 | -0.891637 | -0.971018 | -0.510629 | 0 | 0.2 | -0.785587 | -0 | 0.000202 | 0.002022 | 1 | 94,089 |
-0.252454 | -0.158021 | -0.112185 | -0.138358 | 0.28652 | 0.636861 | -0.510629 | 0 | 0.2 | -0.785587 | -0 | -0.000202 | 0.002628 | 1 | 94,090 |
0.252454 | 0.157366 | 0.512039 | -0.138541 | -0.159803 | -0.287628 | -0.516212 | -0.000413 | 0.2 | -0.785587 | -0 | 0.000202 | 0.002224 | 1 | 94,091 |
-0.252454 | -0.78873 | 0.043894 | -0.138358 | 0.064637 | 0.047788 | -0.507838 | 0.000619 | 0.2 | -0.785587 | -0 | -0.000202 | 0.00283 | 1 | 94,092 |
0.504857 | 0.157366 | 0.512039 | -0.138724 | -0.173459 | -0.43528 | -0.507838 | 0 | 0.2 | -0.785587 | -0 | 0.000405 | 0.001819 | 1 | 94,093 |
0 | -0.158084 | 0.512039 | -0.138724 | 0.765374 | -0.161147 | -0.507838 | 0 | 0.2 | -0.785587 | -0 | 0 | 0.001819 | 1 | 94,094 |
-0.252403 | 0.157111 | 0.200021 | -0.138541 | 0.657284 | 0.748892 | -0.50612 | 0.000127 | 0.2 | -0.785587 | -0 | -0.000202 | 0.00182 | 1 | 94,095 |
0.504755 | 0.157238 | 0.199958 | -0.139089 | 0.65423 | 0.216654 | -0.50612 | 0 | 0.2 | -0.785587 | -0 | 0.000405 | 0.001415 | 1 | 94,096 |
0.504551 | 0.472051 | 0.200084 | -0.139089 | -0.469478 | -0.358374 | -0.504402 | 0.000127 | 0.2 | -0.785587 | -0 | 0.000405 | 0.000606 | 1 | 94,097 |
-0.504551 | -0.788474 | -0.11168 | 0.764016 | 0.032803 | 0 | -0.504402 | 0 | 0.2 | -0.785587 | -0 | -0.000405 | 0.001213 | 1 | 94,098 |
0.252301 | 0.472051 | 0.82393 | -0.138907 | -0.277285 | -0.222127 | -0.504402 | 0 | 0.2 | -0.785587 | -0 | 0.000202 | 0.000607 | 1 | 94,099 |
-0.504653 | -0.473343 | -0.111807 | 0.764747 | -0.145271 | -0.161147 | -0.511273 | -0.000508 | 0.2 | -0.785587 | -0 | -0.000405 | 0.001415 | 1 | 94,100 |
0.252352 | 0.157111 | 0.823993 | 0.764747 | -0.684619 | -0.358374 | -0.515139 | -0.000286 | 0.2 | -0.785587 | -0 | 0.000202 | 0.002021 | 1 | 94,101 |
-0.630976 | -0.158148 | -0.424013 | -0.138358 | 0.240927 | 0.612644 | -0.515139 | 0 | 0.2 | -0.785587 | -0 | -0.000506 | 0.002931 | 1 | 94,102 |
0 | -0.473343 | 0.043847 | 0.765478 | -0.745016 | -0.358374 | -0.520936 | -0.000429 | 0.2 | -0.785587 | -0 | 0 | 0.003536 | 1 | 94,103 |
-0.378739 | -0.315658 | 0.043847 | 0.765844 | -1.002145 | -1.132165 | -0.520936 | 0 | 0.2 | -0.785587 | -0 | -0.000304 | 0.002629 | 1 | 94,104 |
-1.010533 | -0.788857 | -0.737168 | 0.767309 | -1.646855 | -0.834771 | -0.510844 | 0.000746 | 0.2 | -0.785587 | -0 | -0.00081 | 0.013485 | 1 | 94,105 |
0.757976 | 1.735256 | 1.136768 | 0.765844 | -0.002318 | -0.358374 | -0.510844 | 0 | 0.2 | -0.785587 | -0 | 0.000608 | 0.014476 | 1 | 94,106 |
0.252556 | 0.157621 | 0.824245 | 0.765844 | -0.420786 | -0.519521 | -0.515353 | -0.000333 | 0.2 | -0.785587 | -0 | 0.000202 | 0.013874 | 1 | 94,107 |
0.252505 | 0.157494 | 0.824182 | 0.765478 | -1.302585 | -0.716748 | -0.515353 | 0 | 0.2 | -0.785587 | -0 | 0.000202 | 0.015666 | 1 | 94,108 |
-0.505062 | -0.473343 | -0.112312 | 0.765844 | -0.131102 | 0.093124 | -0.515353 | 0 | 0.2 | -0.785587 | -0 | -0.000405 | 0.01647 | 1 | 94,109 |
0.757516 | 0.473008 | 0.512039 | 0.765112 | -0.230938 | -0.358374 | -0.514065 | 0.000095 | 0.2 | -0.785587 | -0 | 0.000607 | 0.014866 | 1 | 94,110 |
-0.504959 | 0.472433 | -0.268281 | 0.764016 | -0.31391 | -0.834771 | -0.508697 | 0.000397 | 0.2 | -0.785587 | -0 | -0.000405 | 0.014273 | 1 | 94,111 |
0.504959 | 1.418401 | 1.136263 | -0.138541 | -0.576414 | -0.358374 | -0.508697 | 0 | 0.2 | -0.785587 | -0 | 0.000405 | 0.01287 | 1 | 94,112 |
0.252403 | -0.158021 | 0.199958 | -0.138724 | 0.571808 | 1.003162 | -0.508697 | 0 | 0.2 | -0.785587 | -0 | 0.000202 | 0.014264 | 1 | 94,113 |
0.504653 | 0.157111 | 0.043989 | -0.138907 | -0.867611 | -0.971018 | -0.529955 | -0.001572 | 0.2 | -0.785587 | -0 | 0.000405 | 0.015255 | 1 | 94,114 |
-1.00951 | -0.473343 | -0.735904 | -0.138541 | 0.016863 | 0.047788 | -0.529955 | 0 | 0.2 | -0.785587 | -0 | -0.000809 | 0.016065 | 1 | 94,115 |
0 | 0.315003 | 0.199895 | -0.138358 | -0.030897 | -0.104104 | -0.51836 | 0.000857 | 0.2 | -0.785587 | -0 | 0 | 0.015666 | 1 | 94,116 |
0.504857 | 0.157366 | 0.199895 | -0.138541 | 0.353052 | 0.093124 | -0.51836 | 0 | 0.2 | -0.785587 | -0 | 0.000405 | 0.013666 | 1 | 94,117 |
-0.252403 | -0.788666 | 0.043989 | -0.138541 | -1.560706 | -1.583663 | -0.512562 | 0.000429 | 0.2 | -0.785587 | -0 | -0.000202 | 0.013469 | 1 | 94,118 |
-0.252454 | -0.473343 | 0.199958 | -0.138541 | -1.47961 | -1.583663 | -0.512562 | 0 | 0.2 | -0.785587 | -0 | -0.000202 | 0.013671 | 1 | 94,119 |
0.757209 | 0.472625 | 1.136136 | -0.138724 | 0.117411 | -0.287628 | -0.512562 | 0 | 0.2 | -0.785587 | -0 | 0.000607 | 0.013064 | 1 | 94,120 |
0.378432 | 0.156983 | 0.200084 | -0.139089 | -0.394202 | -0.519521 | -0.511273 | 0.000095 | 0.2 | -0.785587 | -0 | 0.000303 | 0.01316 | 1 | 94,121 |
0.126119 | 0.314286 | 0.512039 | -0.139272 | 0.224669 | 0.421534 | -0.515998 | -0.000349 | 0.2 | -0.785587 | -0 | 0.000101 | 0.013458 | 1 | 94,122 |
0.126106 | -0.158276 | 0.200211 | -0.139089 | -0.391426 | -0.161147 | -0.515998 | 0 | 0.2 | -0.785587 | -0 | 0.000101 | 0.012958 | 1 | 94,123 |
0.378241 | 0.314127 | 0.200242 | -0.139637 | 0.231166 | -0.287628 | -0.515998 | 0 | 0.2 | -0.785587 | -0 | 0.000303 | 0.010657 | 1 | 94,124 |
-0.252148 | -0.473343 | -0.423256 | -0.139637 | -0.185524 | 0.047788 | -0.522869 | -0.000508 | 0.2 | -1 | 0.614014 | -0.000202 | 0.011259 | 1 | 94,125 |
-0.252199 | -0.473343 | 0.200274 | -0.139272 | 0.117034 | 0.136247 | -0.522869 | 0 | 0.2 | -1 | 0.614014 | -0.000202 | 0.011461 | 1 | 94,126 |
0 | 0.156728 | 0.512039 | -0.139455 | -0.916726 | -0.971018 | -0.516856 | 0.000444 | 0.2 | -1 | 0.614014 | 0 | 0.01206 | 1 | 94,127 |
0.504347 | 0.471669 | 0.512039 | -0.139637 | 0.18537 | 0.358374 | -0.529096 | -0.000905 | 0.2 | -1 | 0.614014 | 0.000404 | 0.011856 | 1 | 94,128 |
0 | 0.156474 | 0.512039 | -0.139637 | -0.317139 | -0.222127 | -0.529096 | 0 | 0.2 | -1 | 0.614014 | 0 | 0.012255 | 1 | 94,129 |
0 | 0.156474 | 0.512039 | 0.76292 | -0.144077 | 0 | -0.510844 | 0.001349 | 0.2 | -1 | 0.614014 | 0 | 0.012255 | 1 | 94,130 |
0.252097 | -0.158403 | 0.512039 | -0.139819 | -0.301174 | -0.716748 | -0.510844 | 0 | 0.2 | -1 | 0.614014 | 0.000202 | 0.012053 | 1 | 94,131 |
0 | -0.158467 | -1.670757 | 0.762556 | 0.108695 | 0.047788 | -0.510844 | 0 | 0.2 | -1 | 0.614014 | 0 | 0.012452 | 1 | 94,132 |
-0.756444 | -0.158467 | -0.423067 | 0.76365 | -0.138142 | 0.325017 | -0.518574 | -0.000571 | 0.2 | -1 | 0.614014 | -0.000606 | 0.01266 | 1 | 94,133 |
0.504347 | 0.156728 | 0.200211 | 0.76292 | 0.056321 | -0.161147 | -0.518574 | 0 | 0.2 | -1 | 0.614014 | 0.000404 | 0.012255 | 1 | 94,134 |
0.252097 | -0.158403 | 0.200337 | 0.762556 | 0.470506 | 0.290351 | -0.52158 | -0.000222 | 0.2 | -1 | 0.614014 | 0.000202 | 0.010454 | 1 | 94,135 |
0.755985 | 1.100404 | 0.512039 | -0.140184 | 0.695967 | 0.848307 | -0.52158 | 0 | 0.2 | -1 | 0.614014 | 0.000606 | 0.009848 | 1 | 94,136 |
0 | -0.158657 | 0.512039 | -0.140366 | 0.571302 | -0.43528 | -0.519218 | 0.000175 | 0.2 | -1 | 0.614014 | 0 | 0.009448 | 1 | 94,137 |
0 | 0.155965 | 0.512039 | 0.761462 | -0.15249 | 0.25427 | -0.515139 | 0.000302 | 0.2 | -1 | 0.614014 | 0 | 0.009448 | 1 | 94,138 |
0 | -0.473343 | 0.512039 | 0.761462 | -0.53928 | -0.716748 | -0.515139 | 0 | 0.2 | -1 | 0.614014 | 0 | 0.009448 | 1 | 94,139 |
0.503736 | 0.470524 | 0.200588 | 0.760734 | 1.067803 | 0.987236 | -0.51428 | 0.000064 | 0.2 | -1 | 0.614014 | 0.000404 | 0.009444 | 1 | 94,140 |
-0.251842 | -0.473343 | -0.110673 | 0.761098 | -0.122998 | -0.287628 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | -0.000202 | 0.010046 | 1 | 94,141 |
0.503634 | 0.155838 | 0.200651 | 0.76037 | 0.476723 | 0.535739 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0.000404 | 0.010242 | 1 | 94,142 |
-0.755527 | -0.473343 | -0.421934 | 0.761462 | -0.068776 | 0.177365 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | -0.000606 | 0.011846 | 1 | 94,143 |
0 | -0.158657 | 0.200588 | -0.140366 | 0.523968 | 0.790009 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0 | 0.011447 | 1 | 94,144 |
-0.251944 | -0.158657 | 0.200588 | -0.140002 | 0.896891 | 1.003162 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | -0.000202 | 0.013046 | 1 | 94,145 |
0 | 0.156092 | -0.11105 | 0.762191 | 0.196925 | 0.047788 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0 | 0.013046 | 1 | 94,146 |
-0.504041 | -0.473343 | -0.422689 | 0.762191 | 0.437283 | 0.390518 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | -0.000404 | 0.014048 | 1 | 94,147 |
0.252046 | -0.158467 | -0.423067 | 0.762191 | -0.041749 | -0.287628 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0.000202 | 0.013248 | 1 | 94,148 |
-0.504143 | -0.473343 | -0.111176 | -0.139637 | 0.499786 | 0.705768 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | -0.000404 | 0.013652 | 1 | 94,149 |
0.504143 | 0.471287 | 0.512039 | 0.762191 | 0.907436 | 0.848307 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0.000404 | 0.012849 | 1 | 94,150 |
1.007675 | 0.785527 | 0.200463 | -0.140548 | 1.250353 | 1.698611 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0.000808 | 0.011442 | 1 | 94,151 |
0.503532 | 0.470143 | -0.422123 | -0.141094 | 0.917239 | 1.078752 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0.000404 | 0.011637 | 1 | 94,152 |
0.754918 | 0.469762 | 0.20084 | 0.758916 | 0.982713 | 1.307295 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | 0.000605 | 0.010433 | 1 | 94,153 |
-1.510293 | 0.155077 | -1.666352 | -0.141639 | 0.429314 | 0.829298 | -0.51428 | 0 | 0.2 | -1 | 0.614014 | -0.001211 | 0.012243 | 1 | 94,154 |
12.530242 | 17.048394 | 11.371157 | 4.310036 | 0.994914 | 1.034178 | -0.432038 | 0.00608 | 0.2 | 0.732051 | 2.346065 | 0.010046 | 0.003194 | 1 | 94,155 |
1.993208 | 4.502842 | -0.104571 | 1.630541 | 2.009852 | 1.902996 | -0.432038 | 0 | 0.2 | 0.732051 | 2.346065 | 0.001598 | 0.000599 | 1 | 94,156 |
-0.498004 | 2.012763 | -2.876946 | 1.63321 | 1.566107 | 1.412641 | -0.432038 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000399 | 0.000399 | 1 | 94,157 |
2.488032 | 4.186714 | -0.41186 | 1.627878 | 1.780059 | 0.866915 | -0.52974 | -0.007223 | 0.2 | 0.732051 | 2.346065 | 0.001995 | -0.001596 | 0 | 94,158 |
0.497011 | 1.078461 | 0.204747 | 0.737028 | -0.109369 | -0.222127 | -0.52974 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000398 | -0.001994 | 0 | 94,159 |
-1.2429 | 2.627487 | -2.562406 | 1.627878 | 0.556768 | 0.451498 | -0.539618 | -0.00073 | 0.2 | 0.732051 | 2.346065 | -0.000997 | 0 | 0 | 94,160 |
-1.24414 | 2.010286 | -1.02595 | 0.740579 | -0.375949 | -0.104104 | -0.539618 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000998 | 0.001994 | 1 | 94,161 |
-1.245382 | -0.473343 | -1.027486 | 1.634814 | 0.883427 | 0.562124 | -0.536826 | 0.000206 | 0.2 | 0.732051 | 2.346065 | -0.000999 | 0.001996 | 1 | 94,162 |
1.992014 | 2.636771 | -1.029024 | 1.630541 | 0.615142 | 0.535739 | -0.536826 | 0 | 0.2 | 0.732051 | 2.346065 | 0.001597 | 0.000399 | 1 | 94,163 |
1.740407 | 2.631813 | -0.410939 | 1.625219 | 0.349817 | 0.25427 | -0.580631 | -0.003238 | 0.2 | 0.732051 | 2.346065 | 0.001395 | -0.001994 | 0 | 94,164 |
0 | 0.457554 | -1.947026 | 0.737028 | 0.482084 | 0.480479 | -0.580631 | 0 | 0.2 | 0.732051 | 2.346065 | 0 | -0.002393 | 0 | 94,165 |
-0.497011 | -0.473343 | -2.562406 | 0.738802 | 1.033016 | 0.636861 | -0.548422 | 0.002381 | 0.2 | 0.732051 | 2.346065 | -0.000398 | -0.003194 | 0 | 94,166 |
-1.990028 | -0.473343 | -1.948007 | 1.63321 | 0.002769 | -0.716748 | -0.548422 | 0 | 0.2 | 0.732051 | 2.346065 | -0.001596 | -0.001598 | 0 | 94,167 |
-0.498004 | -1.09549 | -0.411491 | 1.63321 | -0.58544 | -0.834771 | -0.531673 | 0.001238 | 0.2 | 0.732051 | 2.346065 | -0.000399 | -0.000599 | 0 | 94,168 |
0 | -0.473343 | -0.41186 | 1.63321 | -0.542885 | -0.834771 | -0.531673 | 0 | 0.2 | 0.732051 | 2.346065 | 0 | -0.001599 | 0 | 94,169 |
0 | -0.473343 | -0.41186 | 1.63321 | 0.278087 | -0.104104 | -0.551643 | -0.001476 | 0.2 | 0.732051 | 2.346065 | 0 | -0.001799 | 0 | 94,170 |
0.498004 | 1.703085 | 0.204134 | 1.630541 | 0.039315 | 0 | -0.551643 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000399 | -0.002798 | 0 | 94,171 |
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