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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 | -0.155771 | 0.512039 | -0.132282 | 0.201158 | -0.43528 | -0.37041 | -0.00154 | -0.8 | 0.249689 | 0 | 0 | 0.003865 | 1 | 98,472 |
0.762455 | 1.431118 | 0.826282 | -0.132467 | 0.652185 | 0.535739 | -0.37041 | 0 | -0.8 | 0.249689 | 0 | 0.000611 | 0.00366 | 1 | 98,473 |
0.254048 | 0.161348 | 0.040842 | -0.132653 | -0.13052 | 0.508541 | -0.391454 | -0.001556 | -0.8 | 0.249689 | 0 | 0.000204 | 0.002441 | 1 | 98,474 |
2.030525 | 2.063355 | 3.022146 | 5.328695 | -1.414263 | -1.942037 | -0.391454 | 0 | -0.8 | 0 | -0.385986 | 0.001628 | 0.001016 | 1 | 98,475 |
0 | -0.473343 | 0.512039 | 5.328695 | -3.407096 | -1.942037 | -0.391454 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001016 | 1 | 98,476 |
-3.17415 | -2.692728 | -3.411803 | -0.132096 | 0.552422 | 0.451498 | -0.396393 | -0.000365 | -0.8 | 0 | -0.385986 | -0.002545 | 0.003561 | 1 | 98,477 |
-0.254281 | 0.003039 | 0.040506 | -0.131725 | -0.116143 | -0.519521 | -0.396393 | 0 | -0.8 | 0 | -0.385986 | -0.000204 | 0.004374 | 1 | 98,478 |
0.127147 | -0.3145 | -0.903281 | -0.131725 | 0.606482 | 1.148383 | -0.37814 | 0.001349 | -0.8 | 0 | -0.385986 | 0.000102 | 0.005084 | 1 | 98,479 |
-0.508666 | -0.155706 | -0.116768 | -0.13154 | -0.245018 | -0.161147 | -0.37814 | 0 | -0.8 | 0 | -0.385986 | -0.000408 | 0.004883 | 1 | 98,480 |
0.508666 | 0.479761 | 0.197539 | -0.131911 | 0.516394 | 0.325017 | -0.381791 | -0.00027 | -0.8 | 0 | -0.385986 | 0.000408 | 0.004475 | 1 | 98,481 |
0.762611 | 0.479373 | 0.512039 | -0.132282 | 0.11515 | -0.05052 | -0.381791 | 0 | -0.8 | 0 | -0.385986 | 0.000611 | 0.003458 | 1 | 98,482 |
-0.508355 | -0.473343 | -0.430691 | -0.131725 | -0.124149 | -0.519521 | -0.381147 | 0.000048 | -0.8 | 0 | -0.385986 | -0.000408 | 0.003865 | 1 | 98,483 |
-0.508563 | -0.473343 | -0.11664 | -0.131725 | 0.467472 | 0.358374 | -0.381147 | 0 | -0.8 | 0 | -0.385986 | -0.000408 | 0.004679 | 1 | 98,484 |
-0.50877 | -0.791109 | -0.746087 | -0.130982 | 0.125994 | -0.05052 | -0.361821 | 0.001429 | -0.8 | 0 | -0.385986 | -0.000408 | 0.004478 | 1 | 98,485 |
-0.127225 | -0.632283 | -0.431845 | -0.131168 | 0.031492 | 0.421534 | -0.361821 | 0 | -0.8 | 0 | -0.385986 | -0.000102 | 0.003767 | 1 | 98,486 |
-0.127238 | -0.314403 | 0.040121 | 0.779861 | -0.190034 | -0.05052 | -0.363324 | -0.000111 | -0.8 | 0 | -0.385986 | -0.000102 | 0.003666 | 1 | 98,487 |
-0.254515 | -0.155447 | -0.432037 | -0.130796 | 0.982876 | 0.920498 | -0.358815 | 0.000333 | -0.8 | 0 | -0.385986 | -0.000204 | 0.00387 | 1 | 98,488 |
0.254515 | -0.155382 | 0.197347 | -0.131168 | -0.054337 | 0.047788 | -0.358815 | 0 | -0.8 | 0 | -0.385986 | 0.000204 | 0.003666 | 1 | 98,489 |
-0.509082 | 0.162384 | -0.746858 | -0.130424 | 0.741505 | 0.25427 | -0.363109 | -0.000317 | -0.8 | 0 | -0.385986 | -0.000408 | 0.003667 | 1 | 98,490 |
-0.509289 | -0.473343 | -0.432423 | -0.130052 | -0.560023 | -0.358374 | -0.363109 | 0 | -0.8 | 0 | -0.385986 | -0.000408 | 0.004279 | 1 | 98,491 |
0.254671 | -0.155188 | -0.747887 | -0.130238 | 0.909578 | 1.049287 | -0.363109 | 0 | -0.8 | 0 | -0.385986 | 0.000204 | 0.003872 | 1 | 98,492 |
0.7637 | 1.434227 | 0.197218 | -0.131168 | 0.503793 | 0.562124 | -0.349152 | 0.001032 | -0.8 | 0 | -0.385986 | 0.000612 | 0.003056 | 1 | 98,493 |
-0.254515 | -0.791304 | -0.117281 | -0.130982 | -0.284882 | -0.287628 | -0.349152 | 0 | -0.8 | 0 | -0.385986 | -0.000204 | 0.003667 | 1 | 98,494 |
-0.254567 | -0.473343 | 0.197347 | -0.130982 | 0.262874 | -0.104104 | -0.351299 | -0.000159 | -0.8 | 0 | -0.385986 | -0.000204 | 0.004074 | 1 | 98,495 |
1.780877 | 1.751474 | 0.82673 | -0.131911 | 0.24784 | 0.358374 | -0.351299 | 0 | -0.8 | 0 | -0.385986 | 0.001428 | 0.002036 | 1 | 98,496 |
0.508355 | 0.161736 | 0.512039 | -0.132282 | -0.270534 | -0.287628 | -0.363754 | -0.000921 | -0.8 | 0 | -0.385986 | 0.000408 | 0.001222 | 1 | 98,497 |
0.2541 | 0.161477 | 0.512039 | -0.132653 | -0.349626 | -0.161147 | -0.363754 | 0 | -0.8 | 0 | -0.385986 | 0.000204 | 0.001018 | 1 | 98,498 |
-0.762455 | -0.473343 | -0.430498 | -0.132467 | -0.590663 | -0.358374 | -0.363754 | 0 | -0.8 | 0 | -0.385986 | -0.000611 | 0.00224 | 1 | 98,499 |
-0.254255 | 0.161736 | 0.197731 | -0.131911 | 0.444507 | -0.222127 | -0.364827 | -0.000079 | -0.8 | 0 | -0.385986 | -0.000204 | 0.00285 | 1 | 98,500 |
0.254255 | 0.161865 | 0.512039 | -0.131911 | -1.205439 | -0.716748 | -0.363109 | 0.000127 | -0.8 | 0 | -0.385986 | 0.000204 | 0.002748 | 1 | 98,501 |
0.254204 | -0.155771 | 0.197731 | -0.132096 | -0.381363 | -0.971018 | -0.363109 | 0 | -0.8 | 0 | -0.385986 | 0.000204 | 0.002849 | 1 | 98,502 |
0 | -0.473343 | -0.116512 | -0.132096 | -0.472664 | -0.222127 | -0.367189 | -0.000302 | -0.8 | 0 | -0.385986 | 0 | 0.00356 | 1 | 98,503 |
1.016296 | 0.796298 | 0.512039 | -0.132838 | 0.670191 | 0.093124 | -0.367189 | 0 | -0.8 | 0 | -0.385986 | 0.000815 | 0.002847 | 1 | 98,504 |
0 | 0.16109 | -0.115999 | -0.133023 | 0.336945 | 0.25427 | -0.375564 | -0.000619 | -0.8 | 0 | -0.385986 | 0 | 0.003456 | 1 | 98,505 |
0 | -0.473343 | -0.115999 | -0.132653 | 0.168442 | 0 | -0.375564 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.003456 | 1 | 98,506 |
-1.2705 | -0.156094 | -1.058536 | 0.776522 | -0.323653 | -0.971018 | -0.375564 | 0 | -0.8 | 0 | -0.385986 | -0.001019 | 0.00488 | 1 | 98,507 |
1.778338 | 2.382477 | -1.374766 | 0.775041 | 1.146255 | 0.727593 | -0.385012 | -0.000698 | -0.8 | 0 | -0.385986 | 0.001426 | 0.003961 | 1 | 98,508 |
-0.253893 | -0.156224 | -0.115744 | -0.133208 | 0.582832 | -0.104104 | -0.385012 | 0 | -0.8 | 0 | -0.385986 | -0.000204 | 0.004063 | 1 | 98,509 |
0.761524 | 0.478015 | -0.115872 | -0.133578 | 1.484362 | 0.683391 | -0.377067 | 0.000587 | -0.8 | 0 | -0.385986 | 0.000611 | 0.004264 | 1 | 98,510 |
0.507425 | 0.477435 | 0.512039 | 1.682182 | 0.56468 | 0.177365 | -0.377067 | 0 | -0.8 | 0 | -0.385986 | 0.000407 | 0.003654 | 1 | 98,511 |
0.76075 | 0.477048 | -0.115233 | 0.772826 | -0.351343 | -0.519521 | -0.371699 | 0.000397 | -0.8 | 0 | -0.385986 | 0.00061 | 0.002436 | 1 | 98,512 |
-0.253532 | -0.790076 | 0.198626 | 0.772826 | -1.237374 | -1.583663 | -0.374705 | -0.000222 | -0.8 | 0 | -0.385986 | -0.000203 | 0.002943 | 1 | 98,513 |
1.013818 | 1.109677 | 0.825451 | 0.771351 | -0.016904 | 0.177365 | -0.374705 | 0 | -0.8 | 0 | -0.385986 | 0.000813 | 0.002435 | 1 | 98,514 |
0.253326 | 0.159543 | 0.512039 | 0.77172 | -0.653001 | -1.329392 | -0.384797 | -0.000746 | -0.8 | 0 | -0.385986 | 0.000203 | 0.002434 | 1 | 98,515 |
-0.506703 | -1.106358 | -0.114341 | 0.772088 | -0.558781 | -1.329392 | -0.384797 | 0 | -0.8 | 0 | -0.385986 | -0.000406 | 0.002435 | 1 | 98,516 |
0.506703 | 0.159672 | 0.82526 | -0.135238 | -0.530954 | -0.43528 | -0.401546 | -0.001238 | -0.8 | 0 | -0.385986 | 0.000406 | 0.002231 | 1 | 98,517 |
0.253274 | -0.156932 | 0.198881 | 0.771351 | -0.307506 | -0.612644 | -0.386515 | 0.001111 | -0.8 | 0 | -0.385986 | 0.000203 | 0.002434 | 1 | 98,518 |
0 | -0.473343 | -0.114214 | 0.771351 | -1.080536 | -1.132165 | -0.386515 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001826 | 1 | 98,519 |
-0.5066 | -1.10623 | -0.114214 | 0.771351 | -0.830368 | -1.329392 | -0.378355 | 0.000603 | -0.8 | 0 | -0.385986 | -0.000406 | 0.002232 | 1 | 98,520 |
0 | -0.473343 | 0.512039 | -0.135422 | -2.183299 | -1.942037 | -0.378355 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.002435 | 1 | 98,521 |
0.5066 | 0.792173 | 1.138291 | 0.770615 | -0.388664 | -0.287628 | -0.378355 | 0 | -0.8 | 0 | -0.385986 | 0.000406 | 0.002028 | 1 | 98,522 |
0.506395 | 0.159286 | 1.138037 | 0.770615 | -1.40315 | -0.971018 | -0.382865 | -0.000333 | -0.8 | 0 | -0.385986 | 0.000406 | 0.00142 | 1 | 98,523 |
-1.266372 | -0.473343 | -1.053434 | -0.135054 | 0.12895 | -0.43528 | -0.382865 | 0 | -0.8 | 0 | -0.385986 | -0.001015 | 0.00284 | 1 | 98,524 |
0.253377 | -0.156803 | 0.512039 | 0.772088 | -1.835848 | -1.583663 | -0.379644 | 0.000238 | -0.8 | 0 | -0.385986 | 0.000203 | 0.002536 | 1 | 98,525 |
0 | -0.473343 | 0.512039 | 0.772088 | -1.953519 | -1.583663 | -0.379644 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.00284 | 1 | 98,526 |
0 | -0.473343 | 0.512039 | -0.13487 | -1.911521 | -1.942037 | -0.384368 | -0.000349 | -0.8 | 0 | -0.385986 | 0 | 0.002232 | 1 | 98,527 |
0.759823 | 0.47589 | -0.427817 | 0.770983 | 0.685714 | 0.636861 | -0.384368 | 0 | -0.8 | 0 | -0.385986 | 0.000609 | 0.001623 | 1 | 98,528 |
1.012378 | 0.791403 | 0.512039 | 0.769512 | 0.845078 | 0.480479 | -0.38673 | -0.000175 | -0.8 | 0 | -0.385986 | 0.000812 | 0.000811 | 1 | 98,529 |
-0.759207 | -0.473343 | -0.426482 | 0.770247 | -0.055867 | -0.287628 | -0.38673 | 0 | -0.8 | 0 | -0.385986 | -0.000609 | 0.000812 | 1 | 98,530 |
0 | -0.473343 | 0.199071 | 0.770247 | -0.628638 | -0.971018 | -0.389736 | -0.000222 | -0.8 | 0 | -0.385986 | 0 | 0.000406 | 1 | 98,531 |
-0.506395 | -0.789626 | -0.11396 | 0.770615 | -0.261656 | -0.716748 | -0.389736 | 0 | -0.8 | 0 | -0.385986 | -0.000406 | 0.000812 | 1 | 98,532 |
0 | -0.473343 | 0.512039 | 0.770615 | -1.083658 | -1.583663 | -0.377926 | 0.000873 | -0.8 | 0 | -0.385986 | 0 | 0.001218 | 1 | 98,533 |
0.506395 | 0.159286 | 0.512039 | 0.770615 | -0.323653 | -0.43528 | -0.377067 | 0.000063 | -0.8 | 0 | -0.385986 | 0.000406 | 0.000609 | 1 | 98,534 |
-0.759669 | -1.105973 | -0.427054 | 0.770983 | -0.518114 | -1.329392 | -0.377067 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000609 | 0.001218 | 1 | 98,535 |
-1.013612 | -0.473343 | -0.740975 | 0.772457 | -0.054846 | -0.612644 | -0.377067 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000813 | 0.002639 | 1 | 98,536 |
-0.253532 | 0.159929 | -0.42839 | -0.134316 | 0.533793 | 0 | -0.376208 | 0.000063 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.003247 | 1 | 98,537 |
0 | -0.473343 | 0.355308 | 0.773564 | 0.230551 | -0.971018 | -0.376208 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.002639 | 1 | 98,538 |
0 | -0.15661 | -0.114978 | -0.134501 | 0.445562 | -0.104104 | -0.376208 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.002437 | 1 | 98,539 |
-0.507218 | -0.473343 | -0.114978 | 0.773564 | -1.059148 | -0.716748 | -0.390595 | -0.001064 | -0.8 | -0.267949 | -0.517638 | -0.000407 | 0.002843 | 1 | 98,540 |
0.253635 | 0.160316 | 0.512039 | -0.134132 | 0.086101 | -0.612644 | -0.3863 | 0.000317 | -0.8 | -0.267949 | -0.517638 | 0.000203 | 0.002843 | 1 | 98,541 |
-0.253635 | -0.156546 | -0.115105 | -0.133947 | -0.11956 | -0.287628 | -0.3863 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.002843 | 1 | 98,542 |
-0.253687 | -0.790269 | -1.056619 | -0.133578 | 0.506071 | 0.587745 | -0.388662 | -0.000175 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.003452 | 1 | 98,543 |
0.507321 | 0.160444 | 0.198371 | 0.773564 | 0.308414 | 0.136247 | -0.375778 | 0.000952 | -0.8 | -0.267949 | -0.517638 | 0.000407 | 0.003045 | 1 | 98,544 |
0.253583 | -0.156546 | 0.198498 | 0.773564 | -0.205777 | -0.161147 | -0.375778 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000203 | 0.002234 | 1 | 98,545 |
-0.760905 | -1.107002 | -0.742249 | -0.133762 | 0.13845 | -0.161147 | -0.375778 | 0 | -0.8 | -0.267949 | -0.517638 | -0.00061 | 0.003249 | 1 | 98,546 |
-0.507528 | -0.790334 | -0.429156 | 0.775041 | -0.940541 | -0.612644 | -0.372343 | 0.000254 | -0.8 | -0.267949 | -0.517638 | -0.000407 | 0.004264 | 1 | 98,547 |
0 | -0.156288 | 0.512039 | 0.774672 | -0.601256 | -0.43528 | -0.372343 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.004264 | 1 | 98,548 |
0.761214 | 0.79449 | 1.139438 | 0.773564 | 0.131156 | 0.047788 | -0.37084 | 0.000111 | -0.8 | -0.267949 | -0.517638 | 0.00061 | 0.003654 | 1 | 98,549 |
0.507218 | 0.477048 | 1.139055 | -0.134316 | -0.266818 | -0.716748 | -0.37084 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000407 | 0.003653 | 1 | 98,550 |
0.126772 | -0.15661 | 0.198562 | -0.134501 | -1.22922 | -0.834771 | -0.37084 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000102 | 0.003348 | 1 | 98,551 |
0.38024 | 0.318288 | 0.668737 | -0.13487 | -0.251471 | 0.047788 | -0.380288 | -0.000698 | -0.8 | -0.267949 | -0.517638 | 0.000305 | 0.002638 | 1 | 98,552 |
0.886776 | 0.792687 | 0.825324 | -0.135422 | -0.563763 | -0.161147 | -0.380288 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000711 | 0.001927 | 1 | 98,553 |
0.126631 | -0.315146 | 0.668578 | -0.135422 | -1.498822 | -0.971018 | -0.389092 | -0.000651 | -0.8 | -0.267949 | -0.517638 | 0.000102 | 0.002028 | 1 | 98,554 |
0.759515 | 0.475505 | 0.512039 | -0.136158 | 0.561941 | 0.535739 | -0.386086 | 0.000222 | -0.8 | -0.267949 | -0.517638 | 0.000609 | 0.001622 | 1 | 98,555 |
0 | -0.157189 | -0.113833 | -0.135974 | 0.143859 | 0.290351 | -0.386086 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.001419 | 1 | 98,556 |
0.506086 | 0.474928 | 0.199135 | -0.136342 | -0.550167 | -0.358374 | -0.386086 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000406 | 0.001824 | 1 | 98,557 |
0.632319 | 0.474543 | 0.512039 | -0.136893 | -0.116711 | -0.222127 | -0.40219 | -0.001191 | -0.8 | -0.267949 | -0.517638 | 0.000507 | 0.001722 | 1 | 98,558 |
-0.126438 | -0.315402 | 0.043087 | 0.76841 | -0.705114 | -0.834771 | -0.40219 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000101 | 0.001418 | 1 | 98,559 |
1.011147 | 0.789865 | 0.512039 | 0.766943 | 0.913006 | 0.177365 | -0.402835 | -0.000048 | -0.8 | -0.267949 | -0.517638 | 0.000811 | 0.00081 | 1 | 98,560 |
-0.25271 | 0.473391 | 0.199642 | -0.13726 | 0.174254 | -0.05052 | -0.402835 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000203 | 0.001013 | 1 | 98,561 |
-0.758437 | -0.789113 | -0.738181 | 0.76841 | 0.590554 | -0.287628 | -0.396178 | 0.000492 | -0.8 | -0.267949 | -0.517638 | -0.000608 | 0.001418 | 1 | 98,562 |
0.379276 | 0.00048 | 0.199389 | -0.137076 | -0.57132 | -0.43528 | -0.396178 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000304 | 0.001317 | 1 | 98,563 |
0.379161 | 0.000336 | 0.668292 | 0.767676 | -0.544093 | -0.43528 | -0.408632 | -0.000921 | -0.8 | -0.267949 | -0.517638 | 0.000304 | 0.001417 | 1 | 98,564 |
0.25271 | -0.157637 | -0.112945 | 0.767309 | -0.861231 | -0.834771 | -0.408632 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000203 | 0.001012 | 1 | 98,565 |
-0.505471 | -0.157701 | -0.112818 | 0.767676 | 1.06016 | -0.519521 | -0.414645 | -0.000444 | -0.8 | -0.267949 | -0.517638 | -0.000405 | 0.001721 | 1 | 98,566 |
0.252761 | 0.158133 | 0.512039 | -0.13726 | 0.285403 | 0.177365 | -0.414645 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000203 | 0.001822 | 1 | 98,567 |
0.505369 | 0.473583 | 0.199579 | -0.137809 | 0.145651 | 0.290351 | -0.414645 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000405 | 0.001215 | 1 | 98,568 |
-0.75813 | -0.157765 | -0.425151 | 0.767676 | 0.058412 | -0.161147 | -0.395534 | 0.001413 | -0.8 | -0.267949 | -0.517638 | -0.000608 | 0.002227 | 1 | 98,569 |
0 | 0.473775 | 0.512039 | 0.767676 | 0.530537 | 0.136247 | -0.394889 | 0.000048 | -0.8 | -0.267949 | -0.517638 | 0 | 0.001822 | 1 | 98,570 |
0.252761 | 0.158133 | 0.512039 | 0.767676 | 1.010915 | -0.104104 | -0.394889 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000203 | 0.001822 | 1 | 98,571 |
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