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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 | -0.473343 | 0.204441 | 0.738802 | -4.029688 | -2.554681 | -0.520292 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | 0.002391 | 1 | 94,472 |
0.497507 | 0.148183 | 1.12705 | 0.738802 | -1.35064 | -1.942037 | -0.522654 | -0.000175 | 0.2 | -0.267949 | -0.517638 | 0.000399 | 0.001793 | 1 | 94,473 |
0 | -0.473343 | 0.512039 | 3.408691 | 0.28063 | -0.161147 | -0.504402 | 0.001349 | 0.2 | -0.267949 | -0.517638 | 0 | 0.001992 | 1 | 94,474 |
-0.497507 | -0.473343 | -0.41057 | 0.738802 | -0.644283 | -1.132165 | -0.504402 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000399 | 0.001694 | 1 | 94,475 |
0.497507 | 0.148183 | 1.12705 | 1.627878 | -1.518709 | -1.132165 | -0.508482 | -0.000302 | 0.2 | -0.267949 | -0.517638 | 0.000399 | 0.000498 | 1 | 94,476 |
0 | -0.473343 | 0.512039 | 1.627878 | -4.029688 | -2.554681 | -0.508482 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | 0.000498 | 1 | 94,477 |
-0.248729 | -0.473343 | -0.102973 | 0.738802 | -0.601256 | -0.519521 | -0.505905 | 0.00019 | 0.2 | -0.267949 | -0.517638 | -0.000199 | -0.000299 | 0 | 94,478 |
-0.995411 | -0.162611 | -1.642005 | 1.630541 | 0.621048 | 0.358374 | -0.505905 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000798 | 0 | 0 | 94,479 |
0 | 0.459412 | 0.512039 | 1.630541 | -3.117607 | -1.583663 | -0.521151 | -0.001127 | 0.2 | -0.267949 | -0.517638 | 0 | 0.000798 | 1 | 94,480 |
0 | 0.459412 | -0.103587 | 1.630541 | -0.102122 | -0.519521 | -0.521151 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | 0.000798 | 1 | 94,481 |
0 | 0.459412 | 0.512039 | 1.630541 | -1.345647 | -1.329392 | -0.527163 | -0.000444 | 0.2 | -0.267949 | -0.517638 | 0 | 0.000798 | 1 | 94,482 |
-0.498004 | -0.473343 | -0.411491 | 0.740579 | -0.13227 | -0.358374 | -0.527163 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000399 | 0.001197 | 1 | 94,483 |
0.249027 | -0.162239 | 0.512039 | 0.740579 | -1.925177 | -1.942037 | -0.527163 | 0 | 0.2 | -0.267949 | -0.517638 | 0.0002 | 0.001197 | 1 | 94,484 |
-2.492506 | 0.615034 | -4.112078 | 0.744503 | 1.178089 | 1.541766 | -0.527163 | 0 | 0.2 | -0.267949 | -0.517638 | -0.001998 | 0.002697 | 1 | 94,485 |
1.496101 | 1.862622 | 0.512039 | 1.188565 | 0.66806 | 0.177365 | -0.527163 | 0 | 0.2 | -0.267949 | -0.517638 | 0.0012 | 0.000499 | 1 | 94,486 |
1.245382 | 1.859824 | -0.2583 | 1.186339 | 0.386532 | 0.093124 | -0.504831 | 0.001651 | 0.2 | -0.267949 | -0.517638 | 0.000999 | -0.000499 | 0 | 94,487 |
-0.622535 | -0.473343 | -0.257531 | 1.186339 | -0.767863 | -0.834771 | -0.504831 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000499 | 0 | 0 | 94,488 |
-0.622846 | -0.473343 | -0.257916 | 1.186339 | -2.304333 | -1.583663 | -0.556367 | -0.00381 | 0.2 | -0.267949 | -0.517638 | -0.000499 | 0 | 0 | 94,489 |
1.245382 | 1.08249 | 1.589867 | 1.630541 | -0.218558 | -0.519521 | -0.556367 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000999 | -0.000499 | 0 | 94,490 |
1.24414 | 1.080938 | 1.281224 | 1.630541 | 0.258494 | -0.43528 | -0.544342 | 0.000889 | 0.2 | -0.267949 | -0.517638 | 0.000998 | -0.001996 | 0 | 94,491 |
-0.621915 | -1.25029 | -1.02595 | 1.630541 | 0.377098 | 0.325017 | -0.55787 | -0.001 | 0.2 | -0.267949 | -0.517638 | -0.000499 | -0.001997 | 0 | 94,492 |
-0.622225 | -0.473343 | -0.257147 | 1.630541 | -0.442585 | -0.612644 | -0.55787 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000499 | -0.002198 | 0 | 94,493 |
0.373372 | 1.080938 | 0.512039 | 1.630541 | 0.308414 | -0.716748 | -0.55787 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000299 | -0.003899 | 0 | 94,494 |
-0.373372 | -0.473343 | 0.050481 | 3.858891 | 0.448085 | -0.05052 | -0.528667 | 0.002159 | 0.2 | -0.267949 | -0.517638 | -0.000299 | -0.002999 | 0 | 94,495 |
0 | -0.473343 | 0.512039 | 1.186339 | -2.670782 | -1.942037 | -0.528667 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.000999 | 0 | 94,496 |
-0.622535 | -1.251065 | -0.257531 | 1.186339 | -2.121415 | -1.942037 | -0.528667 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000499 | -0.000499 | 0 | 94,497 |
0.622535 | 0.304379 | 1.281608 | 1.186339 | -2.161911 | -1.329392 | -0.523513 | 0.000381 | 0.2 | -0.267949 | -0.517638 | 0.000499 | -0.000499 | 0 | 94,498 |
0 | -0.473343 | 0.512039 | 1.186339 | -1.59054 | -1.132165 | -0.523728 | -0.000016 | 0.2 | -0.267949 | -0.517638 | 0 | 0 | 0 | 94,499 |
0 | -0.473343 | 0.512039 | 1.186339 | -1.911521 | -1.583663 | -0.523728 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | -0.000499 | 0 | 94,500 |
-0.622535 | -1.251065 | -0.257531 | 1.63321 | -0.172831 | -1.132165 | -0.531243 | -0.000556 | 0.2 | -0.267949 | -0.517638 | -0.000499 | 0 | 0 | 94,501 |
1.24476 | 1.081714 | 0.512039 | 1.630541 | 0.13189 | 0.047788 | -0.531243 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000998 | -0.000499 | 0 | 94,502 |
0.621915 | 0.303604 | 0.512039 | 1.184116 | -1.186356 | -0.971018 | -0.531243 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000499 | -0.000499 | 0 | 94,503 |
-0.621915 | -0.473343 | -1.02595 | 1.184116 | -0.14348 | -0.05052 | -0.534894 | -0.00027 | 0.2 | -0.267949 | -0.517638 | -0.000499 | 0.001495 | 1 | 94,504 |
0 | -0.473343 | 0.512039 | 1.184116 | -0.305123 | -0.43528 | -0.534894 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | 0.001794 | 1 | 94,505 |
0.994915 | 0.769586 | 1.280841 | 1.627878 | 0.219353 | -0.287628 | -0.53017 | 0.000349 | 0.2 | -0.267949 | -0.517638 | 0.000798 | 0.000199 | 1 | 94,506 |
0.248605 | -0.162766 | 0.81936 | 1.627878 | -1.728603 | -1.583663 | -0.53017 | 0 | 0.2 | -0.267949 | -0.517638 | 0.000199 | 0.000498 | 1 | 94,507 |
-0.248605 | -0.473343 | 0.051033 | 1.627878 | -0.991401 | -1.583663 | -0.536826 | -0.000492 | 0.2 | -0.267949 | -0.517638 | -0.000199 | 0.000697 | 1 | 94,508 |
0.248605 | -0.162766 | -0.717861 | 1.627878 | 0.462381 | 0 | -0.535538 | 0.000095 | 0.2 | -0.267949 | -0.517638 | 0.000199 | 0.000996 | 1 | 94,509 |
-0.621605 | -1.249903 | -1.025183 | 3.854005 | 0.051695 | -0.716748 | -0.535538 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000498 | 0.000997 | 1 | 94,510 |
0 | -0.473343 | 0.512039 | 1.184116 | -1.998879 | -1.942037 | -0.537471 | -0.000143 | 0.2 | -0.267949 | -0.517638 | 0 | 0.001494 | 1 | 94,511 |
0 | -0.473343 | 0.512039 | 1.184116 | -2.670782 | -1.942037 | -0.537471 | 0 | 0.2 | -0.267949 | -0.517638 | 0 | 0.003483 | 1 | 94,512 |
-0.621915 | -0.473343 | -0.256764 | 1.184116 | -0.235826 | -0.358374 | -0.5379 | -0.000032 | 0.2 | -0.267949 | -0.517638 | -0.000499 | 0.004479 | 1 | 94,513 |
-0.622225 | -0.473343 | -0.257147 | 1.630541 | -0.940541 | -1.132165 | -0.5379 | 0 | 0.2 | -0.267949 | -0.517638 | -0.000499 | 0.00597 | 1 | 94,514 |
0.373372 | -0.006896 | 0.819759 | 3.411355 | -2.926925 | -1.942037 | -0.535967 | 0.000143 | 0.2 | -0.535898 | -0.385986 | 0.000299 | 0.006662 | 1 | 94,515 |
-0.373372 | -0.93979 | 0.050481 | 3.411355 | -2.141301 | -1.583663 | -0.535967 | 0 | 0.2 | -0.535898 | -0.385986 | -0.000299 | 0.004481 | 1 | 94,516 |
0 | -0.473343 | 0.512039 | 3.411355 | -3.636876 | -1.942037 | -0.535967 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.004282 | 1 | 94,517 |
0.622225 | 1.080938 | 0.512039 | 1.184116 | -0.52275 | -0.519521 | -0.536612 | -0.000048 | -0.6 | -0.535898 | -0.385986 | 0.000499 | 0.004975 | 1 | 94,518 |
0 | 1.080163 | 0.512039 | 3.854005 | 0.304643 | -0.834771 | -0.536612 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.004975 | 1 | 94,519 |
2.4858 | 3.407522 | 0.512039 | 1.179685 | 1.308352 | 1.034178 | -0.533391 | 0.000238 | -0.6 | -0.535898 | -0.385986 | 0.001993 | 0.002486 | 1 | 94,520 |
0 | 0.302057 | 0.512039 | 1.179685 | 1.538638 | 0.920498 | -0.533391 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.002486 | 1 | 94,521 |
0.620677 | 0.302057 | 0.512039 | 1.179685 | 0.495364 | 0.177365 | -0.540477 | -0.000524 | -0.6 | -0.535898 | -0.385986 | 0.000498 | 0.002484 | 1 | 94,522 |
-0.248234 | -0.473343 | -0.255234 | 1.179685 | 1.176757 | 0.421534 | -0.540477 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000199 | 0.004667 | 1 | 94,523 |
0.248234 | -0.163229 | -1.484061 | 1.625219 | 0.90902 | 0.562124 | -0.535538 | 0.000365 | -0.6 | -0.535898 | -0.385986 | 0.000199 | 0.003972 | 1 | 94,524 |
-0.869034 | -1.559011 | -1.022888 | 1.625219 | -1.872422 | -1.329392 | -0.535538 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000697 | 0.005164 | 1 | 94,525 |
-0.993924 | 0.147131 | -0.716636 | 1.181898 | -0.054337 | -0.519521 | -0.52201 | 0.001 | -0.6 | -0.535898 | -0.385986 | -0.000797 | 0.004474 | 1 | 94,526 |
0 | 0.30283 | 0.512039 | 1.181898 | 0.939621 | 0.325017 | -0.52201 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.004474 | 1 | 94,527 |
-1.243519 | -0.007593 | -1.025183 | 1.184116 | 0.713443 | 0.25427 | -0.505905 | 0.001191 | -0.6 | -0.535898 | -0.385986 | -0.000997 | 0.005471 | 1 | 94,528 |
-0.622225 | -0.007129 | -0.257147 | 1.630541 | 0.258787 | -0.287628 | -0.505905 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000499 | 0.005474 | 1 | 94,529 |
0.995411 | 1.080938 | 0.819759 | 1.184116 | 0.847365 | 0.047788 | -0.540477 | -0.002556 | -0.6 | -0.535898 | -0.385986 | 0.000798 | 0.00418 | 1 | 94,530 |
0 | -0.473343 | 0.358278 | 1.184116 | 0.414594 | -1.942037 | -0.540477 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.003186 | 1 | 94,531 |
0 | -0.162611 | 0.050711 | 1.184116 | 0.699075 | 0.25427 | -0.54155 | -0.000079 | -0.6 | -0.535898 | -0.385986 | 0 | 0.003186 | 1 | 94,532 |
0 | -0.162611 | 0.050711 | 1.184116 | 0.259665 | -0.43528 | -0.54155 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.002191 | 1 | 94,533 |
0.248729 | -0.007268 | 0.358278 | 1.184116 | -0.891637 | -1.329392 | -0.542624 | -0.000079 | -0.6 | -0.535898 | -0.385986 | 0.000199 | 0.001992 | 1 | 94,534 |
-0.621915 | -1.25029 | -0.256764 | 1.630541 | -1.245647 | -1.132165 | -0.542624 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000499 | 0.001495 | 1 | 94,535 |
-1.24476 | -1.250677 | -1.026717 | 1.186339 | -1.22922 | -1.329392 | -0.542624 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000998 | 0.002991 | 1 | 94,536 |
0 | -0.473343 | 0.512039 | 1.186339 | -4.029688 | -2.554681 | -0.532102 | 0.000778 | -0.6 | -0.535898 | -0.385986 | 0 | 0.002991 | 1 | 94,537 |
0 | 0.304379 | -0.257916 | 1.63321 | -0.25003 | -0.43528 | -0.526949 | 0.000381 | -0.6 | -0.535898 | -0.385986 | 0 | 0.001995 | 1 | 94,538 |
-0.622846 | -1.251454 | -1.798979 | 1.63321 | 0.866936 | 0.480479 | -0.526949 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000499 | 0.000999 | 1 | 94,539 |
0.622846 | 0.304768 | 1.281993 | 1.63321 | -2.361051 | -1.942037 | -0.531673 | -0.000349 | -0.6 | -0.535898 | -0.385986 | 0.000499 | -0.000499 | 0 | 94,540 |
-0.622846 | -0.473343 | -0.257916 | 1.63321 | -0.880589 | -1.329392 | -0.527378 | 0.000317 | -0.6 | -0.535898 | -0.385986 | -0.000499 | 0.001497 | 1 | 94,541 |
-0.623158 | -0.473343 | -0.2583 | 1.188565 | 0.034111 | -0.358374 | -0.521366 | 0.000444 | -0.6 | -0.535898 | -0.385986 | -0.0005 | 0.002994 | 1 | 94,542 |
-0.872944 | -0.473343 | -0.567083 | -0.148844 | -0.222655 | -0.104104 | -0.521366 | 0 | -0.6 | -0.535898 | -0.385986 | -0.0007 | 0.0012 | 1 | 94,543 |
-1.747723 | -0.473343 | -1.957365 | -0.147771 | 0.313758 | -0.104104 | -0.505905 | 0.001143 | -0.6 | -0.535898 | -0.385986 | -0.001401 | 0.002601 | 1 | 94,544 |
0.749324 | 0.774688 | 0.512039 | 0.745576 | 0.872817 | 0.587745 | -0.490659 | 0.001127 | -0.6 | -0.535898 | -0.385986 | 0.000601 | 0.002499 | 1 | 94,545 |
2.4945 | 2.642991 | 0.820683 | 1.188565 | 0.671607 | 0.660432 | -0.490659 | 0 | -0.6 | -0.535898 | -0.385986 | 0.002 | 0.0003 | 1 | 94,546 |
0 | -0.473343 | -0.2583 | 3.863787 | -0.120132 | -0.43528 | -0.490659 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0.0003 | 1 | 94,547 |
0.622846 | 0.304768 | 0.512039 | 1.186339 | -0.377748 | -0.971018 | -0.522439 | -0.002349 | -0.6 | -0.535898 | -0.385986 | 0.000499 | 0 | 0 | 94,548 |
0.622535 | 1.081714 | 1.281608 | 3.858891 | 0.660178 | 0.177365 | -0.523728 | -0.000095 | -0.6 | -0.535898 | -0.385986 | 0.000499 | -0.000999 | 0 | 94,549 |
-0.622535 | -0.473343 | -0.257531 | 1.186339 | 0.256438 | -0.161147 | -0.523728 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000499 | -0.000999 | 0 | 94,550 |
0 | 0.304379 | -0.257916 | 1.186339 | -1.20157 | -0.971018 | -0.523728 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.000999 | 0 | 94,551 |
0.622535 | 0.304379 | -0.257916 | 1.186339 | -0.104342 | -0.05052 | -0.513636 | 0.000746 | -0.6 | -0.535898 | -0.385986 | 0.000499 | -0.000999 | 0 | 94,552 |
0.622225 | 0.303991 | 0.512039 | 3.411355 | -0.045746 | -0.716748 | -0.513636 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000499 | -0.002697 | 0 | 94,553 |
1.864814 | 1.856336 | 1.280841 | 1.181898 | 0.435998 | 0.25427 | -0.517071 | -0.000254 | -0.6 | -0.535898 | -0.385986 | 0.001495 | -0.002693 | 0 | 94,554 |
0.372629 | 0.302443 | 0.512039 | 1.625219 | -0.540479 | -0.971018 | -0.505261 | 0.000873 | -0.6 | -0.535898 | -0.385986 | 0.000299 | -0.003291 | 0 | 94,555 |
-0.993924 | -0.473343 | -0.716636 | 1.627878 | 0.582998 | 0.093124 | -0.505261 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000797 | -0.002494 | 0 | 94,556 |
0.621295 | 0.30283 | -0.256381 | 1.181898 | 0.204715 | 0.047788 | -0.527593 | -0.001651 | -0.6 | -0.535898 | -0.385986 | 0.000498 | -0.002493 | 0 | 94,557 |
0 | -0.473343 | 0.512039 | 1.625219 | -0.350484 | -0.519521 | -0.527593 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.001994 | 0 | 94,558 |
0.620986 | 0.76773 | 0.512039 | 1.625219 | -0.227472 | -0.358374 | -0.527593 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000498 | -0.002492 | 0 | 94,559 |
-0.620986 | 0.302057 | -0.255616 | 1.625219 | -0.588045 | -0.716748 | -0.538115 | -0.000778 | -0.6 | -0.535898 | -0.385986 | -0.000498 | -0.002993 | 0 | 94,560 |
0.620986 | 0.76773 | 0.512039 | 3.849129 | 0.132623 | 0.290351 | -0.538115 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000498 | -0.00349 | 0 | 94,561 |
2.480856 | 3.399805 | 0.512039 | 1.619918 | 1.587999 | 1.422516 | -0.538115 | 0 | -0.6 | -0.535898 | -0.385986 | 0.001989 | -0.005479 | 0 | 94,562 |
0.619444 | 0.300517 | -0.25409 | 1.175271 | 1.136438 | 0.660432 | -0.504831 | 0.002461 | -0.6 | -0.535898 | -0.385986 | 0.000497 | -0.005976 | 0 | 94,563 |
1.237965 | 1.845933 | -0.253709 | 1.614638 | 0.811398 | 0.790009 | -0.531888 | -0.002 | -0.6 | -0.535898 | -0.385986 | 0.000993 | -0.007668 | 0 | 94,564 |
1.236738 | 1.071691 | -1.018317 | 1.170875 | 1.601398 | 1.121185 | -0.531888 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000992 | -0.00796 | 0 | 94,565 |
-3.094146 | -0.782227 | -4.079032 | 1.175271 | 1.089388 | 0.612644 | -0.503328 | 0.002111 | -0.6 | -0.535898 | -0.385986 | -0.002481 | -0.005979 | 0 | 94,566 |
-0.247864 | 0.300517 | 0.052407 | 1.619918 | 0.396271 | 0.047788 | -0.503328 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000199 | -0.00578 | 0 | 94,567 |
1.486443 | 1.383644 | 0.052316 | 1.617275 | 0.647039 | 0.451498 | -0.528667 | -0.001873 | -0.6 | -0.535898 | -0.385986 | 0.001192 | -0.006473 | 0 | 94,568 |
0 | -0.473343 | -0.253329 | 1.173071 | -0.108248 | -0.222127 | -0.528667 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | -0.006473 | 0 | 94,569 |
-0.619136 | -0.009442 | -0.253329 | 3.834558 | 0.172551 | -0.05052 | -0.528667 | 0 | -0.6 | -0.535898 | -0.385986 | -0.000496 | -0.006476 | 0 | 94,570 |
0 | 1.073224 | -0.253709 | 1.617275 | 0.193319 | -0.287628 | -0.544986 | -0.001206 | -0.6 | -0.535898 | -0.385986 | 0 | -0.006976 | 0 | 94,571 |
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