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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.735624 | 1.058025 | 0.512039 | 0.712557 | -0.510092 | -0.834771 | -0.582349 | 0 | -0.4 | 0 | -0.385986 | 0.00059 | 0.000982 | 1 | 95,972 |
0 | -0.473343 | 0.512039 | 0.712557 | -4.029688 | -2.554681 | -0.589221 | -0.000508 | -0.4 | 0 | -0.385986 | 0 | 0.001375 | 1 | 95,973 |
0 | -0.473343 | -0.397329 | 0.712557 | -2.576111 | -1.583663 | -0.589221 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.001375 | 1 | 95,974 |
0 | -0.473343 | 0.208975 | 1.591135 | -2.304333 | -1.942037 | -0.592656 | -0.000254 | -0.4 | 0 | -0.385986 | 0 | 0.001963 | 1 | 95,975 |
-1.22628 | -1.392344 | -1.307234 | 1.595283 | -0.151885 | 0.047788 | -0.592656 | 0 | -0.4 | 0 | -0.385986 | -0.000983 | 0.001965 | 1 | 95,976 |
-0.736347 | -1.393249 | -1.005365 | 1.593726 | -0.965401 | -0.971018 | -0.592012 | 0.000048 | -0.4 | 0 | -0.385986 | -0.00059 | 0.002752 | 1 | 95,977 |
0.736347 | 0.446562 | -0.398762 | 1.593726 | -1.738459 | -1.583663 | -0.592012 | 0 | -0.4 | 0 | -0.385986 | 0.00059 | 0.002162 | 1 | 95,978 |
-0.736347 | -1.393249 | -0.398224 | 1.593726 | -1.575427 | -1.583663 | -0.588791 | 0.000238 | -0.4 | 0 | -0.385986 | -0.00059 | 0.002948 | 1 | 95,979 |
0 | -0.473343 | 0.512039 | 1.595283 | -4.029688 | -2.554681 | -0.590509 | -0.000127 | -0.4 | 0 | -0.385986 | 0 | 0.002948 | 1 | 95,980 |
0 | -0.473343 | 0.512039 | 1.595283 | -1.258288 | -1.329392 | -0.590509 | 0 | -0.4 | 0 | -0.385986 | 0 | 0.002556 | 1 | 95,981 |
0.736347 | 0.446562 | 0.512039 | 1.593726 | -0.789803 | -0.971018 | -0.583423 | 0.000524 | -0.4 | 0 | -0.385986 | 0.00059 | 0.002358 | 1 | 95,982 |
0 | 0.139626 | -1.309025 | 0.714282 | 0.051273 | 0 | -0.578484 | 0.000365 | -0.4 | 0 | -0.385986 | 0 | 0.002947 | 1 | 95,983 |
0.490657 | 0.139626 | 0.208677 | 0.714282 | -0.758966 | -1.583663 | -0.578484 | 0 | -0.4 | 0 | -0.385986 | 0.000393 | 0.001965 | 1 | 95,984 |
-0.981507 | -0.473343 | -1.004768 | 1.593726 | -0.28107 | -0.971018 | -0.578484 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000787 | 0.00334 | 1 | 95,985 |
0.49085 | 0.139867 | 0.815459 | 1.593726 | -0.92141 | -0.834771 | -0.574404 | 0.000302 | -0.4 | -0.267949 | -0.517638 | 0.000394 | 0.002358 | 1 | 95,986 |
0 | -0.473343 | 0.512039 | 0.714282 | -4.029688 | -2.554681 | -0.579558 | -0.000381 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002947 | 1 | 95,987 |
0 | -0.473343 | 0.512039 | 0.714282 | -4.029688 | -2.554681 | -0.579558 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002947 | 1 | 95,988 |
1.22628 | 1.058627 | 1.118582 | 0.714282 | -0.209113 | -0.43528 | -0.588791 | -0.000683 | -0.4 | -0.267949 | -0.517638 | 0.000983 | 0.001375 | 1 | 95,989 |
-0.735624 | -1.392344 | -0.397329 | 1.591135 | -0.038273 | -0.834771 | -0.588791 | 0 | -0.4 | -0.267949 | -0.517638 | -0.00059 | 0.000983 | 1 | 95,990 |
0 | -0.473343 | 0.512039 | 0.714282 | -1.109277 | -1.329392 | -0.583423 | 0.000397 | -0.4 | -0.267949 | -0.517638 | 0 | 0.000786 | 1 | 95,991 |
-0.490657 | -0.779797 | -0.397866 | 3.35002 | 0.005524 | -0.161147 | -0.583423 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000393 | 0.000983 | 1 | 95,992 |
0.490657 | 0.139626 | 0.208677 | 0.714282 | 0.183699 | -0.971018 | -0.583423 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000393 | 0.00059 | 1 | 95,993 |
-0.490657 | -1.086312 | -0.397866 | 1.593726 | -0.912081 | -1.583663 | -0.584067 | -0.000048 | -0.4 | -0.267949 | -0.517638 | -0.000393 | 0.000393 | 1 | 95,994 |
-0.736347 | -0.473343 | -1.309025 | 3.354345 | -0.365272 | -0.519521 | -0.584067 | 0 | -0.4 | -0.267949 | -0.517638 | -0.00059 | 0 | 0 | 95,995 |
0 | -0.473343 | 0.512039 | 3.354345 | -2.670782 | -1.942037 | -0.562809 | 0.001572 | -0.4 | -0.267949 | -0.517638 | 0 | 0 | 0 | 95,996 |
-0.736782 | -0.780099 | -0.398762 | 0.71705 | -0.378649 | -0.971018 | -0.562809 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000591 | 0.001574 | 1 | 95,997 |
0 | -0.166466 | -0.095461 | 0.71705 | -0.344505 | -0.612644 | -0.576122 | -0.000984 | -0.4 | -0.267949 | -0.517638 | 0 | 0.002164 | 1 | 95,998 |
0 | -0.166466 | -0.095461 | 0.71705 | -0.773269 | -0.716748 | -0.576122 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001181 | 1 | 95,999 |
-0.49143 | -1.087278 | -0.095461 | 0.71705 | -3.014284 | -1.942037 | -0.574619 | 0.000111 | -0.4 | -0.267949 | -0.517638 | -0.000394 | 0.001575 | 1 | 96,000 |
0.49143 | 0.447468 | 0.512039 | 0.71705 | -0.926133 | -1.132165 | -0.575263 | -0.000048 | -0.4 | -0.267949 | -0.517638 | 0.000394 | 0.001181 | 1 | 96,001 |
0 | -0.166466 | 0.512039 | 1.595283 | -0.333566 | -1.132165 | -0.575263 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001181 | 1 | 96,002 |
0.736782 | 0.447106 | 1.422839 | 1.595283 | -1.575427 | -1.329392 | -0.575263 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000591 | 0.000984 | 1 | 96,003 |
-0.736782 | -1.086915 | -0.398762 | 1.595283 | -1.330926 | -1.329392 | -0.598239 | -0.001699 | -0.4 | -0.267949 | -0.517638 | -0.000591 | 0.001378 | 1 | 96,004 |
0.491237 | 0.14035 | 0.512039 | 1.595283 | -0.938114 | -1.583663 | -0.598239 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000394 | 0.00177 | 1 | 96,005 |
-0.491237 | -0.780159 | -0.095222 | 1.595283 | -3.636876 | -1.942037 | -0.599742 | -0.000111 | -0.4 | -0.267949 | -0.517638 | -0.000394 | 0.002164 | 1 | 96,006 |
0.736782 | 0.447106 | 0.512039 | 3.354345 | -0.818479 | -0.716748 | -0.599742 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000591 | 0.003537 | 1 | 96,007 |
0 | -0.473343 | -0.095102 | 1.593726 | -0.869753 | -0.612644 | -0.599742 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.003145 | 1 | 96,008 |
0.9817 | 0.753077 | 1.11894 | 0.714282 | -0.14229 | -0.834771 | -0.588362 | 0.000841 | -0.4 | -0.267949 | -0.517638 | 0.000787 | 0.00275 | 1 | 96,009 |
-0.9817 | -0.779858 | -0.701526 | 1.593726 | -0.581554 | -0.716748 | -0.594589 | -0.00046 | -0.4 | -0.267949 | -0.517638 | -0.000787 | 0.003537 | 1 | 96,010 |
1.227004 | 1.059531 | 1.11894 | 0.714282 | -1.280004 | -0.834771 | -0.594589 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000984 | 0.002553 | 1 | 96,011 |
0.245256 | 0.139385 | 0.512039 | 1.591135 | -0.736468 | -1.132165 | -0.59008 | 0.000333 | -0.4 | -0.267949 | -0.517638 | 0.000197 | 0.001768 | 1 | 96,012 |
-0.245256 | -0.779737 | 0.208856 | 1.591135 | -1.35064 | -1.583663 | -0.59008 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000197 | 0.001965 | 1 | 96,013 |
0 | 0.445658 | 0.512039 | 3.345703 | -0.854923 | -0.612644 | -0.59008 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | 0.001572 | 1 | 96,014 |
3.184574 | 5.643119 | 1.118343 | 3.338814 | 1.002143 | 1.249506 | -0.59008 | 0 | -0.4 | -0.267949 | -0.517638 | 0.002553 | -0.001374 | 0 | 96,015 |
-1.223874 | -2.002307 | -1.303663 | 3.341395 | -0.708334 | -0.716748 | -0.597166 | -0.000524 | -0.4 | -0.267949 | -0.517638 | -0.000981 | 0 | 0 | 96,016 |
-0.734901 | -0.473343 | -1.305447 | 1.588549 | -0.106013 | 0 | -0.567962 | 0.002159 | -0.4 | -0.267949 | -0.517638 | -0.000589 | -0.000786 | 0 | 96,017 |
-1.225798 | -0.473343 | -1.003277 | 0.712557 | -0.880589 | -0.358374 | -0.574189 | -0.00046 | -0.4 | -0.267949 | -0.517638 | -0.000983 | 0.00059 | 1 | 96,018 |
1.9607 | 1.976123 | 0.512039 | 3.341395 | -0.103231 | -0.287628 | -0.574189 | 0 | -0.4 | -0.267949 | -0.517638 | 0.001572 | -0.000982 | 0 | 96,019 |
0 | -0.473343 | 0.209273 | 1.588549 | -1.7587 | -1.329392 | -0.604252 | -0.002222 | -0.4 | -0.267949 | -0.517638 | 0 | -0.000982 | 0 | 96,020 |
0 | -0.473343 | -1.305447 | 3.341395 | -0.478016 | -0.358374 | -0.593945 | 0.000762 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001572 | 0 | 96,021 |
0 | -0.473343 | -0.396436 | 0.710835 | -0.589353 | -0.971018 | -0.593945 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.001572 | 0 | 96,022 |
0.489694 | 0.138422 | 0.209273 | 1.585968 | -0.353929 | -0.287628 | -0.603607 | -0.000714 | -0.4 | -0.267949 | -0.517638 | 0.000393 | -0.002948 | 0 | 96,023 |
0 | 0.443855 | -0.39608 | 3.338814 | -0.122998 | -0.287628 | -0.603607 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.002752 | 0 | 96,024 |
0.73418 | 0.443855 | 1.117154 | 3.337096 | -1.518709 | -1.942037 | -0.595663 | 0.000587 | -0.4 | -0.267949 | -0.517638 | 0.000589 | -0.002947 | 0 | 96,025 |
-1.223874 | -1.390541 | -1.303663 | 0.710835 | -0.493274 | -1.329392 | -0.595663 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000981 | -0.000982 | 0 | 96,026 |
0.244871 | -0.16743 | 0.209273 | 0.710835 | -1.254043 | -1.583663 | -0.591368 | 0.000317 | -0.4 | -0.267949 | -0.517638 | 0.000196 | -0.000786 | 0 | 96,027 |
0 | -0.473343 | 0.512039 | 0.710835 | -4.029688 | -2.554681 | -0.591368 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.000786 | 0 | 96,028 |
0.244823 | 1.05532 | 0.814685 | 0.710835 | 0.095169 | 0.047788 | -0.593945 | -0.00019 | -0.4 | -0.267949 | -0.517638 | 0.000196 | -0.001965 | 0 | 96,029 |
0 | -0.473343 | 0.512039 | 1.585968 | -1.24983 | -1.329392 | -0.593945 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.002948 | 0 | 96,030 |
-0.489694 | -0.473343 | -0.39608 | 3.338814 | -0.212468 | -0.716748 | -0.590938 | 0.000222 | -0.4 | -0.267949 | -0.517638 | -0.000393 | -0.001965 | 0 | 96,031 |
0.489694 | 0.749948 | 1.117391 | 3.338814 | -1.171539 | -1.329392 | -0.590938 | 0 | -0.4 | -0.267949 | -0.517638 | 0.000393 | -0.002948 | 0 | 96,032 |
0.73418 | 1.055021 | 0.814626 | 0.709116 | -0.773269 | -0.834771 | -0.591153 | -0.000016 | -0.4 | -0.267949 | -0.517638 | 0.000589 | -0.003537 | 0 | 96,033 |
-0.73418 | -0.16773 | -0.395545 | 3.337096 | -0.265338 | -0.358374 | -0.591153 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000589 | -0.003933 | 0 | 96,034 |
0.73418 | 0.443855 | 0.512039 | 1.585968 | -0.204448 | -0.222127 | -0.602534 | -0.000841 | -0.4 | -0.267949 | -0.517638 | 0.000589 | -0.003537 | 0 | 96,035 |
-0.73418 | -1.390541 | -0.395545 | 0.710835 | -0.38409 | -0.716748 | -0.602534 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000589 | -0.00413 | 0 | 96,036 |
0.73418 | 0.443855 | -0.39608 | 0.710835 | 0.665063 | -0.104104 | -0.588791 | 0.001016 | -0.4 | -0.267949 | -0.517638 | 0.000589 | -0.004522 | 0 | 96,037 |
0 | -0.473343 | 0.512039 | 0.710835 | -4.029688 | -2.554681 | -0.588791 | 0 | -0.4 | -0.267949 | -0.517638 | 0 | -0.005705 | 0 | 96,038 |
-0.73418 | -1.390541 | -1.303663 | 3.341395 | 0.672031 | 0.093124 | -0.587288 | 0.000111 | -0.4 | -0.267949 | -0.517638 | -0.000589 | -0.004919 | 0 | 96,039 |
-1.224595 | -1.391081 | -1.9108 | 0.712557 | -0.212468 | -0.43528 | -0.587288 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000982 | -0.004332 | 0 | 96,040 |
-0.245063 | -0.779496 | -0.093909 | 0.712557 | -0.818479 | -1.329392 | -0.583852 | 0.000254 | -0.4 | -0.267949 | -0.517638 | -0.000196 | -0.005122 | 0 | 96,041 |
-0.245111 | -0.473343 | -0.094028 | 1.591135 | -0.213141 | -0.612644 | -0.583852 | 0 | -0.4 | -0.267949 | -0.517638 | -0.000197 | -0.004531 | 0 | 96,042 |
0 | -0.473343 | 0.208975 | 0.712557 | -1.365888 | -1.583663 | -0.584282 | -0.000032 | -0.4 | -0.267949 | -0.517638 | 0 | -0.003544 | 0 | 96,043 |
-0.735624 | -0.473343 | -0.397329 | 1.591135 | -0.945427 | -1.329392 | -0.584282 | 0 | -0.4 | -0.267949 | -0.517638 | -0.00059 | -0.003941 | 0 | 96,044 |
-1.227004 | 0.445658 | -1.004768 | 1.593726 | -2.048189 | -0.971018 | -0.576337 | 0.000587 | -0.4 | -0.535898 | -0.385986 | -0.000984 | -0.003352 | 0 | 96,045 |
0 | 0.446562 | -0.095102 | 1.593726 | -0.945427 | -0.971018 | -0.576337 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003945 | 0 | 96,046 |
1.227004 | 1.059531 | -0.398762 | 1.591135 | -0.135786 | -0.834771 | -0.576337 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000984 | -0.004731 | 0 | 96,047 |
0.735624 | 0.445658 | 1.118343 | 3.35002 | -2.576111 | -1.942037 | -0.572042 | 0.000317 | -0.4 | -0.535898 | -0.385986 | 0.00059 | -0.005518 | 0 | 96,048 |
-1.22628 | -2.005313 | -1.914136 | 1.593726 | -0.683073 | -1.329392 | -0.572042 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000983 | -0.006513 | 0 | 96,049 |
0 | -0.473343 | -0.094744 | 1.593726 | -0.686169 | -1.329392 | -0.562379 | 0.000714 | -0.4 | -0.535898 | -0.385986 | 0 | -0.005524 | 0 | 96,050 |
0 | 0.139626 | 0.208677 | 0.714282 | -0.61069 | -0.716748 | -0.564741 | -0.000175 | -0.4 | -0.535898 | -0.385986 | 0 | -0.005524 | 0 | 96,051 |
0 | 0.139626 | 0.208677 | 1.593726 | -0.310699 | -0.834771 | -0.564741 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.005524 | 0 | 96,052 |
0.490657 | 0.139626 | 0.208677 | 1.593726 | -2.27797 | -1.583663 | -0.564741 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000393 | -0.006313 | 0 | 96,053 |
-0.245304 | -0.779797 | -0.397866 | 0.714282 | -0.816521 | -1.132165 | -0.572686 | -0.000587 | -0.4 | -0.535898 | -0.385986 | -0.000197 | -0.005721 | 0 | 96,054 |
0.980928 | 0.752112 | -0.094624 | 0.714282 | -1.024263 | -1.132165 | -0.583852 | -0.000825 | -0.4 | -0.535898 | -0.385986 | 0.000786 | -0.005518 | 0 | 96,055 |
0 | -0.473343 | -0.397329 | 0.712557 | -0.22334 | -0.358374 | -0.583852 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.004531 | 0 | 96,056 |
2.44895 | 2.586086 | 0.208975 | 1.585968 | 0.912266 | 0.451498 | -0.60146 | -0.001302 | -0.4 | -0.535898 | -0.385986 | 0.001963 | -0.00847 | 0 | 96,057 |
-0.489405 | -0.779016 | -0.395545 | 1.585968 | -0.295691 | -0.971018 | -0.60146 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000392 | -0.00788 | 0 | 96,058 |
0.489405 | 0.138062 | 0.209451 | 1.585968 | -0.880589 | -1.329392 | -0.607473 | -0.000444 | -0.4 | -0.535898 | -0.385986 | 0.000392 | -0.008866 | 0 | 96,059 |
0 | -0.473343 | 0.20957 | 0.709116 | -0.726378 | -0.43528 | -0.607473 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.009856 | 0 | 96,060 |
0 | 1.054122 | 0.20957 | 1.585968 | 0.243341 | -0.43528 | -0.596092 | 0.000841 | -0.4 | -0.535898 | -0.385986 | 0 | -0.00946 | 0 | 96,061 |
-0.73418 | -0.473343 | -0.395545 | 1.585968 | -0.675404 | -0.43528 | -0.596092 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000589 | -0.008278 | 0 | 96,062 |
0 | 0.138182 | 0.512039 | 0.710835 | -0.724714 | -0.716748 | -0.593086 | 0.000222 | -0.4 | -0.535898 | -0.385986 | 0 | -0.007882 | 0 | 96,063 |
-0.489694 | -0.473343 | -0.39608 | 0.710835 | -0.404497 | -0.834771 | -0.593086 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000393 | -0.008281 | 0 | 96,064 |
-0.489886 | 1.05562 | -0.093552 | 1.588549 | 0.0785 | -0.161147 | -0.596092 | -0.000222 | -0.4 | -0.535898 | -0.385986 | -0.000393 | -0.008482 | 0 | 96,065 |
0.489886 | 0.138663 | 0.814863 | 1.588549 | -2.304333 | -1.942037 | -0.596092 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000393 | -0.008875 | 0 | 96,066 |
-1.715444 | -1.391442 | -1.60857 | 1.591135 | -0.204448 | -0.287628 | -0.596092 | 0 | -0.4 | -0.535898 | -0.385986 | -0.001375 | -0.007103 | 0 | 96,067 |
0.490368 | 0.751631 | 0.815161 | 1.591135 | -1.205439 | -1.329392 | -0.583852 | 0.000905 | -0.4 | -0.535898 | -0.385986 | 0.000393 | -0.007893 | 0 | 96,068 |
0 | -0.473343 | -0.397329 | 0.712557 | -1.330926 | -0.971018 | -0.583852 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.006903 | 0 | 96,069 |
0 | -0.473343 | 0.208975 | 1.591135 | -1.925177 | -1.942037 | -0.579128 | 0.000349 | -0.4 | -0.535898 | -0.385986 | 0 | -0.006507 | 0 | 96,070 |
-0.735624 | 0.139023 | -0.397329 | 1.591135 | -0.577694 | -0.716748 | -0.579128 | 0 | -0.4 | -0.535898 | -0.385986 | -0.00059 | -0.005917 | 0 | 96,071 |
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