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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.872547 | -0.139438 | -1.802779 | 1.832438 | 0.281757 | 0.216654 | -0.038222 | -0.000921 | -0.4 | 0.464102 | 0.614014 | -0.001501 | 0.005352 | 1 | 103,472 |
0.267679 | 0.195398 | -0.149977 | 0.874494 | -0.741581 | -0.971018 | -0.038222 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000215 | 0.00535 | 1 | 103,473 |
0.267621 | -0.139008 | -0.149835 | 0.874494 | -1.002145 | -0.834771 | -0.038222 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000215 | 0.004068 | 1 | 103,474 |
-1.070831 | -0.807678 | -0.811708 | 1.83429 | 0.03324 | 0.390518 | -0.048744 | -0.000778 | -0.4 | 0.464102 | 0.614014 | -0.000859 | 0.004927 | 1 | 103,475 |
1.338395 | 1.198689 | 0.843082 | 0.873261 | 0.186036 | 0.136247 | -0.048744 | 0 | -0.4 | 0.464102 | 0.614014 | 0.001073 | 0.004281 | 1 | 103,476 |
0 | -0.139152 | 0.346668 | 0.873261 | -0.269789 | -0.716748 | -0.070217 | -0.001587 | -0.4 | 0.464102 | 0.614014 | 0 | 0.00364 | 1 | 103,477 |
-0.535185 | -0.139152 | -0.149551 | 1.829973 | -0.237935 | -0.161147 | -0.06807 | 0.000159 | -0.4 | 0.464102 | 0.614014 | -0.000429 | 0.003641 | 1 | 103,478 |
1.070141 | 0.863565 | 1.173628 | 0.87285 | -0.183602 | -0.612644 | -0.06807 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000858 | 0.003211 | 1 | 103,479 |
-0.534956 | -0.139295 | -0.149267 | -0.084478 | 0.114772 | -0.161147 | -0.068714 | -0.000048 | -0.4 | 0.464102 | 0.614014 | -0.000429 | 0.003426 | 1 | 103,480 |
0.534956 | 0.862992 | -0.149551 | 0.872029 | 0.323775 | 0.508541 | -0.068714 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000429 | 0.004065 | 1 | 103,481 |
2.137532 | 2.197037 | 0.512039 | 0.869161 | 0.279219 | -0.104104 | -0.074512 | -0.000429 | -0.4 | 0.464102 | 0.614014 | 0.001714 | 0.002992 | 1 | 103,482 |
0.533811 | 0.193538 | 0.512039 | 0.869161 | -0.414983 | -0.519521 | -0.074512 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000428 | 0.002564 | 1 | 103,483 |
-0.533811 | -0.14001 | -0.147852 | 0.868343 | 0.51658 | 0.325017 | -0.074512 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000428 | 0.002992 | 1 | 103,484 |
-0.801145 | 0.860133 | -0.478327 | 1.825668 | -0.00139 | 0.290351 | -0.068499 | 0.000444 | -0.4 | 0.464102 | 0.614014 | -0.000642 | 0.004488 | 1 | 103,485 |
0 | 0.193966 | 0.512039 | -0.085709 | 0.583494 | 0.290351 | -0.068499 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0.004274 | 1 | 103,486 |
-0.267163 | -0.473343 | -0.478963 | -0.085504 | -0.022171 | -0.05052 | -0.062057 | 0.000476 | -0.4 | 0.464102 | 0.614014 | -0.000214 | 0.004702 | 1 | 103,487 |
0.267163 | 0.194109 | 0.842302 | 0.86998 | -0.116711 | -0.222127 | -0.062057 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000214 | 0.00278 | 1 | 103,488 |
0.801145 | 0.860989 | 0.842231 | -0.086323 | 0.3877 | 0.535739 | -0.072579 | -0.000778 | -0.4 | 0.464102 | 0.614014 | 0.000642 | 0.002352 | 1 | 103,489 |
1.600749 | 1.526443 | 0.181988 | -0.087753 | 1.366385 | 0.587745 | -0.072579 | 0 | -0.4 | 0.464102 | 0.614014 | 0.001283 | 0.001709 | 1 | 103,490 |
-0.533355 | 0.192682 | -0.147287 | -0.087141 | 0.291521 | 0.136247 | -0.06356 | 0.000667 | -0.4 | 0.464102 | 0.614014 | -0.000428 | 0.001923 | 1 | 103,491 |
-0.80046 | -0.973263 | -0.477479 | -0.086528 | -0.030897 | -0.612644 | -0.06356 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000642 | 0.001283 | 1 | 103,492 |
-1.335242 | -0.806819 | -1.468904 | -0.085709 | -0.871904 | -0.519521 | -0.053039 | 0.000778 | -0.4 | 0.464102 | 0.614014 | -0.001071 | 0.002781 | 1 | 103,493 |
0.267163 | -0.139581 | 0.512039 | 0.870389 | -0.711572 | -0.834771 | -0.053039 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000214 | 0.003208 | 1 | 103,494 |
-0.80166 | -0.473343 | -0.809439 | -0.085094 | -0.832374 | -0.43528 | -0.082671 | -0.002191 | -0.4 | 0.464102 | 0.614014 | -0.000643 | 0.003637 | 1 | 103,495 |
-1.069683 | -0.807319 | -0.810289 | -0.084684 | 0.260834 | 0.290351 | -0.082671 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000858 | 0.004494 | 1 | 103,496 |
0 | -0.139152 | -0.149551 | -0.084273 | 0.246045 | 0.25427 | -0.082671 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0.005135 | 1 | 103,497 |
0.534956 | 0.194968 | -0.480452 | -0.084889 | 0.271822 | 0.421534 | -0.073008 | 0.000714 | -0.4 | 0.464102 | 0.614014 | 0.000429 | 0.004919 | 1 | 103,498 |
1.069224 | 0.862419 | -1.141757 | -0.085504 | 0.245145 | -0.287628 | -0.073008 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000857 | 0.003635 | 1 | 103,499 |
0 | 0.861275 | 0.181705 | -0.085504 | -0.448679 | -0.161147 | -0.068714 | 0.000317 | -0.4 | 0.464102 | 0.614014 | 0 | 0.002995 | 1 | 103,500 |
0.534268 | 0.194109 | 0.512039 | -0.085914 | -0.186166 | -0.612644 | -0.068714 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000428 | 0.003207 | 1 | 103,501 |
-0.534268 | -0.139724 | -0.478751 | -0.085299 | -0.060995 | -0.222127 | -0.084389 | -0.001159 | -0.4 | 0.464102 | 0.614014 | -0.000428 | 0.003635 | 1 | 103,502 |
-0.801832 | -1.141081 | -0.809722 | -0.084889 | -0.198507 | -0.222127 | -0.084389 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000643 | 0.004065 | 1 | 103,503 |
1.336101 | 1.529442 | 0.512039 | -0.085914 | -0.02073 | -0.161147 | -0.084389 | 0 | -0.4 | 0.464102 | 0.614014 | 0.001071 | 0.003207 | 1 | 103,504 |
0.267048 | -0.139724 | 0.512039 | -0.086119 | -1.086798 | -1.132165 | -0.061842 | 0.001667 | -0.4 | 0.464102 | 0.614014 | 0.000214 | 0.002245 | 1 | 103,505 |
-1.068537 | -0.139796 | -0.808872 | -0.085504 | -0.323653 | -0.287628 | -0.061842 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000857 | 0.002995 | 1 | 103,506 |
-0.534612 | -0.473343 | -0.479388 | -0.084889 | 0.426706 | -0.104104 | -0.064419 | -0.00019 | -0.4 | 0.464102 | 0.614014 | -0.000429 | 0.003424 | 1 | 103,507 |
-0.267392 | -0.139367 | -0.479813 | -0.085094 | 0.35181 | -0.222127 | -0.064419 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000214 | 0.003211 | 1 | 103,508 |
0.534727 | 0.528586 | 0.181421 | -0.085094 | 0.075268 | 0.093124 | -0.05948 | 0.000365 | -0.4 | 0.464102 | 0.614014 | 0.000429 | 0.003423 | 1 | 103,509 |
0 | 0.194395 | -0.4796 | -0.085504 | -0.299602 | -0.161147 | -0.05948 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0.00321 | 1 | 103,510 |
-0.267335 | -0.139438 | -0.148983 | 0.872029 | -0.598589 | -0.971018 | -0.06807 | -0.000635 | -0.4 | 0.464102 | 0.614014 | -0.000214 | 0.002569 | 1 | 103,511 |
0.935421 | 0.695261 | 0.677285 | -0.085709 | -0.631451 | -0.716748 | -0.06807 | 0 | -0.4 | 0.464102 | 0.614014 | 0.00075 | 0.002033 | 1 | 103,512 |
0.667728 | 0.694385 | 0.016564 | -0.086119 | 0.531443 | 0.047788 | -0.06807 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000535 | 0.000856 | 1 | 103,513 |
-0.267048 | -0.473343 | -0.148276 | -0.085914 | -0.483418 | -0.519521 | -0.065493 | 0.00019 | -0.4 | 0.464102 | 0.614014 | -0.000214 | 0.00107 | 1 | 103,514 |
0.53404 | 0.527299 | 0.84216 | -0.086732 | 0.531443 | -0.05052 | -0.065278 | 0.000016 | -0.4 | 0.249689 | 0 | 0.000428 | 0.001497 | 1 | 103,515 |
0.533811 | 0.526871 | 1.171929 | -0.086936 | -0.270534 | -0.971018 | -0.065278 | 0 | -0.4 | 0.249689 | 0 | 0.000428 | 0.000642 | 1 | 103,516 |
-0.266877 | -0.14001 | -0.147852 | -0.086528 | 0.689701 | -0.05052 | -0.06764 | -0.000175 | -0.4 | 0.249689 | 0 | -0.000214 | 0.001497 | 1 | 103,517 |
0.533697 | 0.193395 | 0.512039 | -0.086936 | 0.241229 | -0.104104 | -0.06764 | 0 | -0.4 | 0.249689 | 0 | 0.000428 | 0.001496 | 1 | 103,518 |
1.066709 | 1.857996 | 0.512039 | -0.087753 | 0.320368 | 0.636861 | -0.096199 | -0.002111 | -0.4 | 0.249689 | 0 | 0.000855 | 0.000214 | 1 | 103,519 |
0.266535 | 0.19254 | 0.182481 | -0.087957 | 0.587281 | 0.325017 | -0.096199 | 0 | -0.4 | 0.249689 | 0 | 0.000214 | 0.000427 | 1 | 103,520 |
0 | -0.473343 | 0.182552 | -0.087957 | -1.086798 | -1.132165 | -0.096199 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.000427 | 1 | 103,521 |
1.06557 | 0.857854 | 0.182552 | -0.088975 | 0.716848 | 0.325017 | -0.062272 | 0.002508 | -0.4 | 0.249689 | 0 | 0.000854 | -0.001068 | 0 | 103,522 |
0.26625 | 0.025563 | 0.512039 | -0.088975 | 0.13445 | 0.177365 | -0.050676 | 0.000857 | -0.4 | 0.249689 | 0 | 0.000213 | -0.001282 | 0 | 103,523 |
-1.331821 | -0.140792 | -1.463827 | -0.088161 | 0.139536 | 0.216654 | -0.050676 | 0 | -0.4 | 0.249689 | 0 | -0.001068 | -0.000427 | 0 | 103,524 |
0 | -0.306881 | 0.182552 | -0.087957 | -0.437556 | -0.43528 | -0.050676 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.000214 | 0 | 103,525 |
0.532899 | 0.192398 | -0.147005 | -0.088568 | 0.43083 | -0.104104 | -0.05991 | -0.000683 | -0.4 | 0.249689 | 0 | 0.000427 | 0.000641 | 1 | 103,526 |
-0.799434 | -0.306952 | -0.476211 | -0.087753 | 0.184368 | 0.325017 | -0.072364 | -0.000921 | -0.4 | 0.249689 | 0 | -0.000641 | 0.000641 | 1 | 103,527 |
-0.533241 | -0.806391 | -0.147146 | -0.087345 | 0.374954 | 0.390518 | -0.072364 | 0 | -0.4 | 0.249689 | 0 | -0.000428 | 0.001282 | 1 | 103,528 |
0.533241 | 0.192825 | 0.18234 | -0.087549 | -0.495488 | -0.358374 | -0.079665 | -0.00054 | -0.4 | 0.249689 | 0 | 0.000428 | 0.000214 | 1 | 103,529 |
-0.266592 | -0.473343 | -0.147146 | -0.087549 | -0.445624 | -0.358374 | -0.079665 | 0 | -0.4 | 0.249689 | 0 | -0.000214 | -0.000214 | 0 | 103,530 |
1.33239 | 1.191187 | -0.477056 | -0.088568 | 0.323252 | 0.136247 | -0.079665 | 0 | -0.4 | 0.249689 | 0 | 0.001068 | -0.001282 | 0 | 103,531 |
0.798751 | 0.524522 | -0.146583 | -0.089179 | 0.058412 | 0.177365 | -0.079665 | 0 | -0.4 | 0.249689 | 0 | 0.00064 | -0.002136 | 0 | 103,532 |
0 | -0.473343 | 0.182974 | -0.089179 | -0.467363 | -0.971018 | -0.044235 | 0.002619 | -0.4 | 0.249689 | 0 | 0 | -0.002136 | 0 | 103,533 |
0 | -0.140863 | 0.182974 | -0.088975 | -0.259458 | -0.222127 | -0.049818 | -0.000413 | -0.4 | 0.249689 | 0 | 0 | -0.002564 | 0 | 103,534 |
1.064206 | 0.856151 | 0.182974 | 0.862232 | -0.442585 | -0.104104 | -0.049818 | 0 | -0.4 | 0.249689 | 0 | 0.000853 | -0.004059 | 0 | 103,535 |
-0.265966 | -0.80561 | -1.132584 | -0.089788 | 0.428663 | 0.216654 | -0.07215 | -0.001651 | -0.4 | 0.249689 | 0 | -0.000213 | -0.002776 | 0 | 103,536 |
0.265966 | 0.523246 | -0.14574 | -0.090194 | 0.694882 | 0.358374 | -0.07215 | 0 | -0.4 | 0.249689 | 0 | 0.000213 | -0.00299 | 0 | 103,537 |
-2.129322 | 0.190979 | -2.1202 | -0.088772 | 0.527809 | 0.76969 | -0.074941 | -0.000206 | -0.4 | 0.249689 | 0 | -0.001707 | -0.001496 | 0 | 103,538 |
0.266364 | -0.140579 | 0.182693 | 0.864265 | 0.584319 | -0.287628 | -0.074941 | 0 | -0.4 | 0.249689 | 0 | 0.000214 | -0.001068 | 0 | 103,539 |
0.798751 | 0.524522 | 1.170379 | -0.089382 | -0.237231 | 0.047788 | -0.082671 | -0.000571 | -0.4 | 0.249689 | 0 | 0.00064 | -0.001922 | 0 | 103,540 |
-0.266194 | -0.473343 | -0.146161 | -0.088975 | -0.353929 | -0.519521 | -0.082671 | 0 | -0.4 | 0.249689 | 0 | -0.000213 | -0.001923 | 0 | 103,541 |
-1.598355 | -0.473343 | -1.793384 | -0.087753 | 0.371362 | 0.136247 | -0.082671 | 0 | -0.4 | 0.249689 | 0 | -0.001282 | -0.000855 | 0 | 103,542 |
0.533013 | 0.19254 | 0.512039 | -0.088161 | -0.253638 | -0.287628 | -0.073438 | 0.000683 | -0.4 | 0.249689 | 0 | 0.000427 | -0.001069 | 0 | 103,543 |
0.799092 | 0.524948 | 0.512039 | -0.088772 | -0.353929 | -0.358374 | -0.079021 | -0.000413 | -0.4 | 0.249689 | 0 | 0.000641 | -0.001282 | 0 | 103,544 |
-0.266307 | 0.191829 | 0.182833 | -0.088772 | -0.342808 | -0.161147 | -0.079021 | 0 | -0.4 | 0.249689 | 0 | -0.000214 | -0.000641 | 0 | 103,545 |
0 | -0.473343 | 0.182763 | -0.088568 | -0.826377 | -0.612644 | -0.097702 | -0.001381 | -0.4 | 0.249689 | 0 | 0 | -0.000855 | 0 | 103,546 |
0.798751 | 0.524522 | 0.512039 | -0.089179 | -0.353066 | -0.612644 | -0.076659 | 0.001556 | -0.4 | 0.249689 | 0 | 0.00064 | -0.001709 | 0 | 103,547 |
0.266137 | -0.140863 | -0.146161 | -0.089382 | -0.328588 | -0.612644 | -0.076659 | 0 | -0.4 | 0.249689 | 0 | 0.000213 | -0.001495 | 0 | 103,548 |
-0.53233 | -0.473343 | -0.475156 | 0.863451 | -0.107129 | -0.161147 | -0.069358 | 0.00054 | -0.4 | 0.249689 | 0 | -0.000427 | -0.001068 | 0 | 103,549 |
-0.798922 | -0.473343 | -0.475578 | -0.088568 | -0.635696 | -0.716748 | -0.069358 | 0 | -0.4 | 0.249689 | 0 | -0.000641 | -0.001175 | 0 | 103,550 |
0.798922 | 0.524735 | 0.512039 | -0.088975 | -0.127615 | -0.43528 | -0.080309 | -0.00081 | -0.4 | 0.249689 | 0 | 0.000641 | -0.000854 | 0 | 103,551 |
0 | -0.140792 | -0.475578 | -0.088975 | -0.814571 | -0.971018 | -0.080309 | 0 | -0.4 | 0.249689 | 0 | 0 | -0.000427 | 0 | 103,552 |
-0.26625 | -0.140792 | 0.182903 | -0.088975 | -0.630043 | -0.716748 | -0.084389 | -0.000302 | -0.4 | 0.249689 | 0 | -0.000213 | -0.000214 | 0 | 103,553 |
0.26625 | -0.140721 | 0.512039 | -0.088772 | -0.726378 | -0.834771 | -0.084389 | 0 | -0.4 | 0.249689 | 0 | 0.000213 | -0.001282 | 0 | 103,554 |
-0.932125 | -0.639645 | -1.463827 | -0.088365 | 0.407426 | 0.451498 | -0.081168 | 0.000238 | -0.4 | 0.249689 | 0 | -0.000747 | -0.000962 | 0 | 103,555 |
-0.133218 | -0.306935 | -0.311546 | -0.088161 | -0.44664 | -0.358374 | -0.081168 | 0 | -0.4 | 0.249689 | 0 | -0.000107 | -0.000214 | 0 | 103,556 |
0 | -0.473343 | 0.512039 | -0.088365 | -4.029688 | -2.554681 | -0.070002 | 0.000825 | -0.4 | 0.249689 | 0 | 0 | -0.000427 | 0 | 103,557 |
-0.533013 | -0.473343 | -0.146865 | -0.088161 | 0.308414 | 0.177365 | -0.070002 | 0 | -0.4 | 0.249689 | 0 | -0.000427 | -0.000214 | 0 | 103,558 |
0.799434 | 1.190832 | 1.335623 | -0.088365 | -0.241465 | 0.136247 | -0.077088 | -0.000524 | -0.4 | 0.249689 | 0 | 0.000641 | -0.000427 | 0 | 103,559 |
-0.266421 | 0.192113 | 0.182693 | -0.088365 | -0.040753 | -0.05052 | -0.077088 | 0 | -0.4 | 0.249689 | 0 | -0.000214 | -0.000214 | 0 | 103,560 |
-1.066253 | -0.473343 | -0.806049 | -0.087753 | 0.008722 | 0.093124 | -0.077733 | -0.000048 | -0.4 | 0.249689 | 0 | -0.000855 | 0.001282 | 1 | 103,561 |
0.266649 | -0.140224 | 0.841666 | -0.087549 | -2.205525 | -1.583663 | -0.077733 | 0 | -0.4 | 0.249689 | 0 | 0.000214 | 0.001282 | 1 | 103,562 |
-0.800117 | -0.806463 | -0.806895 | 0.867935 | 0.37016 | 0.390518 | -0.078591 | -0.000063 | -0.4 | 0.249689 | 0 | -0.000642 | 0.001496 | 1 | 103,563 |
0 | -0.473343 | 0.512039 | -0.086936 | -0.391426 | -1.329392 | -0.078591 | 0 | -0.4 | 0.249689 | 0 | 0 | 0.001069 | 1 | 103,564 |
1.066709 | 0.859278 | 0.182199 | -0.087549 | 0.146723 | 0.25427 | -0.076444 | 0.000159 | -0.4 | 0.249689 | 0 | 0.000855 | 0.000534 | 1 | 103,565 |
-0.533241 | -1.139511 | -0.806613 | -0.087345 | -0.286413 | -0.05052 | -0.076444 | 0 | -0.4 | 0.249689 | 0 | -0.000428 | 0.001175 | 1 | 103,566 |
0.799775 | 0.525802 | 0.841666 | -0.087957 | -0.878406 | -0.43528 | -0.075371 | 0.000079 | -0.4 | 0.249689 | 0 | 0.000641 | 0.000641 | 1 | 103,567 |
0.532899 | 0.192398 | 0.182552 | -0.088161 | 0.678355 | 0.390518 | -0.075371 | 0 | -0.4 | 0.249689 | 0 | 0.000427 | 0.000214 | 1 | 103,568 |
-0.532899 | -0.473343 | -0.146724 | -0.087957 | -0.055867 | 0 | -0.097273 | -0.001619 | -0.4 | 0.249689 | 0 | -0.000427 | 0.000641 | 1 | 103,569 |
0.532899 | 0.525162 | 0.182552 | -0.088365 | 0.309219 | 0 | -0.056689 | 0.003 | -0.4 | 0.249689 | 0 | 0.000427 | 0.000107 | 1 | 103,570 |
0 | -0.473343 | 0.182693 | -0.088365 | -1.293444 | -0.971018 | -0.080953 | -0.001794 | -0.4 | 0.249689 | 0 | 0 | 0 | 0 | 103,571 |
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