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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.267106 | -0.807033 | -0.809155 | -0.085914 | 0.482479 | -0.43528 | -0.024479 | 0 | -0.8 | 0.249689 | 0 | -0.000214 | 0.000856 | 1 | 104,072 |
0.534154 | 0.527513 | 0.512039 | -0.086528 | -0.034819 | -0.287628 | -0.020829 | 0.00027 | -0.8 | 0.249689 | 0 | 0.000428 | 0.000214 | 1 | 104,073 |
0.533925 | 0.19368 | 0.512039 | -0.086732 | -1.258288 | -1.132165 | -0.020829 | 0 | -0.8 | 0.249689 | 0 | 0.000428 | -0.000642 | 0 | 104,074 |
0 | -0.473343 | 0.512039 | -0.086732 | -0.25003 | -0.519521 | -0.028989 | -0.000603 | -0.8 | 0.249689 | 0 | 0 | -0.000642 | 0 | 104,075 |
0 | 0.193395 | 0.512039 | -0.086936 | -1.335791 | -1.329392 | -0.028989 | 0 | -0.8 | 0.249689 | 0 | 0 | -0.000856 | 0 | 104,076 |
0.266877 | -0.139938 | 0.841948 | -0.086936 | -0.850756 | -1.132165 | -0.028989 | 0 | -0.8 | 0.249689 | 0 | 0.000214 | -0.000214 | 0 | 104,077 |
1.333529 | 1.192611 | 0.512039 | -0.087345 | 0.328717 | 0.136247 | -0.038437 | -0.000698 | -0.8 | 0.249689 | 0 | 0.001069 | -0.001925 | 0 | 104,078 |
-0.533241 | -1.139511 | -0.147146 | -0.087549 | -0.8011 | -1.329392 | -0.040799 | -0.000175 | -0.8 | 0.249689 | 0 | -0.000428 | -0.001498 | 0 | 104,079 |
0.799775 | 1.191543 | 0.841666 | -0.088161 | -0.731401 | -0.612644 | -0.040799 | 0 | -0.8 | 0.249689 | 0 | 0.000641 | -0.001925 | 0 | 104,080 |
0.266478 | 0.192398 | 0.512039 | -0.088568 | -0.663346 | -0.222127 | -0.026627 | 0.001048 | -0.8 | 0.249689 | 0 | 0.000214 | -0.002567 | 0 | 104,081 |
1.065343 | 0.85757 | 0.841385 | -0.088975 | -0.526251 | -0.612644 | -0.026627 | 0 | -0.8 | 0.249689 | 0 | 0.000854 | -0.002993 | 0 | 104,082 |
-0.532558 | -1.138658 | -0.475578 | -0.088568 | -0.188097 | -0.05052 | -0.026627 | 0 | -0.8 | 0.249689 | 0 | -0.000427 | -0.001068 | 0 | 104,083 |
-0.532785 | -0.473343 | -0.476 | 0.865487 | -0.025549 | -0.287628 | -0.033069 | -0.000476 | -0.8 | 0.249689 | 0 | -0.000427 | -0.000214 | 0 | 104,084 |
-2.400353 | -3.472061 | -2.455246 | 3.727244 | -3.244064 | -1.942037 | -0.033069 | 0 | -0.8 | 0 | -0.385986 | -0.001925 | 0.001711 | 1 | 104,085 |
4.796096 | 5.518333 | 0.842019 | 3.727244 | -1.728603 | -1.329392 | -0.033069 | 0 | -0.8 | 0 | -0.385986 | 0.003845 | -0.002028 | 0 | 104,086 |
-2.928755 | -1.470357 | -4.097332 | -0.087753 | 0.603619 | 0.683391 | -0.022332 | 0.000794 | -0.8 | 0 | -0.385986 | -0.002348 | 0.001068 | 1 | 104,087 |
-1.066709 | -0.140366 | -0.806613 | -0.087141 | -0.602594 | -0.358374 | -0.022332 | 0 | -0.8 | 0 | -0.385986 | -0.000855 | 0.001496 | 1 | 104,088 |
-0.26682 | 0.19311 | -0.14771 | -0.086936 | -0.323653 | -0.358374 | -0.026841 | -0.000333 | -0.8 | 0 | -0.385986 | -0.000214 | 0.001497 | 1 | 104,089 |
-0.533811 | -0.473343 | -0.147852 | -0.086528 | -0.692414 | -0.834771 | -0.025553 | 0.000095 | -0.8 | 0 | -0.385986 | -0.000428 | 0.001925 | 1 | 104,090 |
-1.068308 | -0.80689 | -0.80859 | -0.085709 | -0.30354 | -0.358374 | -0.025553 | 0 | -0.8 | 0 | -0.385986 | -0.000857 | 0.003635 | 1 | 104,091 |
-0.26722 | 0.194109 | 0.181705 | -0.085504 | 0.3349 | 0.216654 | -0.023191 | 0.000175 | -0.8 | 0 | -0.385986 | -0.000214 | 0.003209 | 1 | 104,092 |
0.534383 | 0.194252 | 0.181634 | -0.085709 | -0.407338 | -0.222127 | -0.023191 | 0 | -0.8 | 0 | -0.385986 | 0.000428 | 0.003208 | 1 | 104,093 |
-0.267163 | -0.139653 | 0.181775 | 0.870389 | -1.473348 | -1.583663 | -0.021688 | 0.000111 | -0.8 | 0 | -0.385986 | -0.000214 | 0.002888 | 1 | 104,094 |
0.801317 | 0.527728 | 1.172494 | -0.086528 | -0.757204 | -0.971018 | -0.021688 | 0 | -0.8 | 0 | -0.385986 | 0.000642 | 0.002352 | 1 | 104,095 |
0.533925 | 0.860418 | 0.84209 | -0.086732 | -0.820443 | -0.43528 | -0.021688 | 0 | -0.8 | 0 | -0.385986 | 0.000428 | 0.002138 | 1 | 104,096 |
0.266877 | -0.139938 | 0.841948 | 0.868343 | -2.926925 | -1.942037 | -0.030707 | -0.000667 | -0.8 | 0 | -0.385986 | 0.000214 | 0.002137 | 1 | 104,097 |
0 | -0.473343 | 0.512039 | -0.086936 | -1.70939 | -1.942037 | -0.042302 | -0.000857 | -0.8 | 0 | -0.385986 | 0 | 0.002137 | 1 | 104,098 |
0.533583 | 0.193252 | 0.182129 | -0.086936 | -0.503305 | -0.43528 | -0.042302 | 0 | -0.8 | 0 | -0.385986 | 0.000428 | 0.000855 | 1 | 104,099 |
-1.067394 | -1.139938 | -0.807459 | 0.869161 | -0.259458 | -0.358374 | -0.038007 | 0.000317 | -0.8 | 0 | -0.385986 | -0.000856 | 0.002138 | 1 | 104,100 |
0 | -0.473343 | 0.512039 | 0.868752 | -0.581554 | -1.329392 | -0.038007 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.002138 | 1 | 104,101 |
-0.266991 | -0.80689 | -0.478327 | 0.86957 | 0.353796 | 0.358374 | -0.038007 | 0 | -0.8 | 0 | -0.385986 | -0.000214 | 0.002779 | 1 | 104,102 |
0 | -0.139796 | 0.512039 | -0.086323 | -0.88941 | -0.519521 | -0.037578 | 0.000032 | -0.8 | 0 | -0.385986 | 0 | 0.002566 | 1 | 104,103 |
0.533925 | 0.19368 | 0.512039 | -0.086528 | -0.496598 | -0.716748 | -0.037578 | 0 | -0.8 | 0 | -0.385986 | 0.000428 | 0.00171 | 1 | 104,104 |
0.533697 | 0.526657 | 0.512039 | -0.087141 | 0.033676 | 0.047788 | -0.043805 | -0.00046 | -0.8 | 0 | -0.385986 | 0.000428 | 0.001496 | 1 | 104,105 |
0.133389 | -0.306703 | 0.512039 | 0.867526 | -0.703511 | -0.971018 | -0.043805 | 0 | -0.8 | 0 | -0.385986 | 0.000107 | 0.00203 | 1 | 104,106 |
0.133374 | 0.02647 | 0.676914 | 0.867526 | -0.71975 | -0.716748 | -0.050462 | -0.000492 | -0.8 | 0 | -0.385986 | 0.000107 | 0.001709 | 1 | 104,107 |
0.266706 | -0.140152 | 0.841737 | 0.867526 | -1.801491 | -1.942037 | -0.050462 | 0 | -0.8 | 0 | -0.385986 | 0.000214 | 0.001922 | 1 | 104,108 |
-0.533469 | -0.473343 | -0.147428 | 0.867526 | -0.403553 | -0.287628 | -0.046597 | 0.000286 | -0.8 | 0 | -0.385986 | -0.000428 | 0.002137 | 1 | 104,109 |
0.6668 | 0.526229 | 0.841807 | 0.867118 | -1.437163 | -0.971018 | -0.046597 | 0 | -0.8 | 0 | -0.385986 | 0.000535 | 0.000962 | 1 | 104,110 |
0 | -0.306792 | 0.347216 | -0.087549 | -0.769659 | -0.612644 | -0.048314 | -0.000127 | -0.8 | 0 | -0.385986 | 0 | 0.000748 | 1 | 104,111 |
0.399909 | 0.026256 | 0.347216 | -0.087957 | 0.014163 | 0.216654 | -0.048314 | 0 | -0.8 | 0 | -0.385986 | 0.000321 | 0.000641 | 1 | 104,112 |
0.266535 | -0.140366 | 0.512039 | 0.866302 | -1.089955 | -0.971018 | -0.028774 | 0.001445 | -0.8 | 0 | -0.385986 | 0.000214 | 0.000641 | 1 | 104,113 |
-0.533127 | -0.80632 | -0.147005 | -0.087753 | -1.160675 | -1.132165 | -0.028774 | 0 | -0.8 | 0 | -0.385986 | -0.000427 | 0.001282 | 1 | 104,114 |
0.266592 | -0.140295 | 0.182411 | 0.866302 | 0.107548 | -0.104104 | -0.022761 | 0.000444 | -0.8 | 0 | -0.385986 | 0.000214 | 0.001495 | 1 | 104,115 |
0.266535 | -0.140366 | 0.182481 | 0.865894 | -0.056377 | -0.612644 | -0.022761 | 0 | -0.8 | 0 | -0.385986 | 0.000214 | 0.001708 | 1 | 104,116 |
-0.266535 | -0.80632 | 0.182552 | 0.866302 | -1.532365 | -1.583663 | -0.031565 | -0.000651 | -0.8 | 0 | -0.385986 | -0.000214 | 0.001068 | 1 | 104,117 |
-0.399909 | -0.806391 | -0.476844 | 1.821377 | -0.909773 | -0.612644 | -0.031565 | 0 | -0.8 | 0 | -0.385986 | -0.000321 | 0.001816 | 1 | 104,118 |
-1.200497 | -0.306792 | -0.972 | 0.868752 | -0.450724 | 0.177365 | -0.028344 | 0.000238 | -0.8 | 0 | -0.385986 | -0.000963 | 0.003631 | 1 | 104,119 |
-0.533925 | -0.473343 | -0.147993 | 0.86957 | -2.424083 | -1.329392 | -0.028344 | 0 | -0.8 | 0 | -0.385986 | -0.000428 | 0.004699 | 1 | 104,120 |
0.533925 | 0.527085 | 0.512039 | 0.868752 | -0.27128 | 0.093124 | -0.027486 | 0.000063 | -0.8 | 0 | -0.385986 | 0.000428 | 0.004484 | 1 | 104,121 |
0 | -0.473343 | -0.147993 | 0.869161 | -0.848684 | -0.43528 | -0.027486 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.003845 | 1 | 104,122 |
-0.266934 | -0.806819 | 0.182058 | 0.86957 | -0.59726 | -0.834771 | -0.030492 | -0.000222 | -0.8 | 0 | -0.385986 | -0.000214 | 0.003632 | 1 | 104,123 |
-0.53404 | -0.80689 | -0.148134 | 0.86998 | -0.48017 | -0.222127 | -0.030492 | 0 | -0.8 | 0 | -0.385986 | -0.000428 | 0.00406 | 1 | 104,124 |
0 | -0.139724 | 0.181846 | 0.86998 | -0.632862 | -0.519521 | -0.030492 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.00406 | 1 | 104,125 |
-0.267106 | -0.473343 | 0.181846 | 1.826282 | -0.8011 | -0.834771 | -0.032854 | -0.000175 | -0.8 | 0 | -0.385986 | -0.000214 | 0.004701 | 1 | 104,126 |
1.06808 | 0.860989 | 0.181775 | -0.086323 | -0.638544 | -0.43528 | -0.032854 | 0 | -0.8 | 0 | -0.385986 | 0.000856 | 0.003525 | 1 | 104,127 |
-0.800974 | -0.806819 | -0.478115 | -0.086323 | -0.577694 | -0.287628 | -0.032424 | 0.000032 | -0.8 | 0 | -0.385986 | -0.000642 | 0.00438 | 1 | 104,128 |
0 | -0.139724 | -0.148417 | 0.870799 | 0.294555 | -0.519521 | -0.026841 | 0.000413 | -0.8 | 0 | -0.385986 | 0 | 0.004913 | 1 | 104,129 |
0.267048 | 2.526658 | -0.478751 | 0.86957 | 1.711484 | 0.136247 | -0.026841 | 0 | -0.8 | 0 | -0.385986 | 0.000214 | 0.004486 | 1 | 104,130 |
-0.534154 | 0.19368 | -0.148276 | 0.86998 | -0.215843 | -0.43528 | -0.024909 | 0.000143 | -0.8 | 0 | -0.385986 | -0.000428 | 0.004594 | 1 | 104,131 |
0.534154 | 0.193966 | 0.842231 | 0.86957 | -0.645726 | -0.612644 | -0.024909 | 0 | -0.8 | 0 | -0.385986 | 0.000428 | 0.00342 | 1 | 104,132 |
1.86774 | 2.193039 | 0.181917 | 0.86671 | 1.656479 | 1.684122 | -0.04402 | -0.001413 | -0.8 | 0 | -0.385986 | 0.001497 | 0.002029 | 1 | 104,133 |
0.533127 | 0.359144 | 0.182411 | 0.865487 | 0.175613 | 0.047788 | -0.04402 | 0 | -0.8 | 0 | -0.385986 | 0.000427 | 0.001495 | 1 | 104,134 |
0 | 0.857854 | 0.512039 | 0.865487 | -0.285647 | -0.358374 | -0.04402 | 0 | -0.8 | 0 | -0.385986 | 0 | 0.001281 | 1 | 104,135 |
0.133246 | 0.192398 | 0.512039 | 0.865487 | 0.073646 | -0.05052 | -0.024909 | 0.001413 | -0.8 | 0 | -0.385986 | 0.000107 | 0.001174 | 1 | 104,136 |
0.932324 | 0.691393 | 1.006084 | 0.864265 | -0.880589 | -1.132165 | -0.024909 | 0 | -0.8 | 0 | -0.385986 | 0.000748 | -0.000427 | 0 | 104,137 |
-0.532671 | -0.140721 | -0.146443 | 0.865079 | -0.71975 | -0.834771 | -0.020399 | 0.000333 | -0.8 | 0 | -0.385986 | -0.000427 | -0.000427 | 0 | 104,138 |
-0.266421 | -0.306952 | 0.182693 | 0.865487 | -1.953519 | -1.583663 | -0.020399 | 0 | -0.8 | 0 | -0.385986 | -0.000214 | -0.000641 | 0 | 104,139 |
0 | -0.473343 | 0.512039 | -0.088161 | -2.851252 | -1.942037 | -0.029203 | -0.000651 | -0.8 | 0 | -0.385986 | 0 | -0.000427 | 0 | 104,140 |
1.065343 | 0.85757 | 0.841385 | -0.088975 | -0.753695 | -0.222127 | -0.029203 | 0 | -0.8 | 0 | -0.385986 | 0.000854 | -0.000854 | 0 | 104,141 |
-0.798922 | -0.473343 | -0.475578 | 0.864672 | -0.645726 | -0.05052 | -0.030062 | -0.000063 | -0.8 | 0 | -0.385986 | -0.000641 | 0 | 0 | 104,142 |
0.532671 | 0.192113 | 0.512039 | 0.864672 | -1.326103 | -0.358374 | -0.030062 | 0 | -0.8 | 0 | -0.385986 | 0.000427 | -0.000641 | 0 | 104,143 |
-0.665875 | -0.473343 | -0.805205 | -0.088365 | 0.115527 | 0.25427 | -0.0277 | 0.000175 | -0.8 | 0 | -0.385986 | -0.000534 | -0.000107 | 0 | 104,144 |
0.133203 | 0.358522 | 0.01794 | 0.864672 | -0.553843 | -0.716748 | -0.0277 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000107 | -0.000855 | 0 | 104,145 |
0.266364 | 0.192113 | 0.841314 | 0.864265 | -0.806834 | -0.612644 | -0.023406 | 0.000317 | -0.8 | -0.267949 | -0.517638 | 0.000214 | -0.001282 | 0 | 104,146 |
0.266307 | 0.191971 | 0.512039 | 0.864265 | 0.098678 | -0.612644 | -0.023406 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000214 | -0.001496 | 0 | 104,147 |
0 | -0.140721 | 0.512039 | -0.088975 | 0.68281 | -0.222127 | -0.023406 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.001496 | 0 | 104,148 |
-1.06557 | -0.140721 | -0.805205 | 0.865487 | 0.907529 | 0.421534 | -0.023406 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000854 | -0.000427 | 0 | 104,149 |
0.532899 | 0.192398 | 0.512039 | 0.865079 | -0.207776 | 0 | -0.016749 | 0.000492 | -0.8 | -0.267949 | -0.517638 | 0.000427 | -0.000214 | 0 | 104,150 |
0 | -0.473343 | 0.512039 | -0.088568 | -4.029688 | -2.554681 | -0.016749 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | -0.00032 | 0 | 104,151 |
0.532671 | 0.192113 | 0.512039 | -0.088568 | 0.406298 | -0.834771 | -0.025768 | -0.000667 | -0.8 | -0.267949 | -0.517638 | 0.000427 | -0.000214 | 0 | 104,152 |
-0.266307 | -0.473343 | 0.182833 | -0.088568 | -0.448679 | -1.329392 | -0.025768 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000214 | -0.000641 | 0 | 104,153 |
-0.532785 | -0.639716 | -0.146583 | -0.088161 | -0.197195 | -0.161147 | -0.02813 | -0.000175 | -0.8 | -0.267949 | -0.517638 | -0.000427 | -0.000214 | 0 | 104,154 |
0.266421 | -0.140508 | 0.841385 | -0.088568 | -2.851252 | -1.942037 | -0.02813 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000214 | 0 | 0 | 104,155 |
0.798922 | 0.524735 | 0.512039 | -0.089179 | 0.081312 | -0.287628 | -0.031136 | -0.000222 | -0.8 | -0.267949 | -0.517638 | 0.000641 | 0.000853 | 1 | 104,156 |
-0.26625 | -0.140792 | 0.182903 | -0.088975 | -0.428616 | -0.358374 | -0.031136 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000213 | 0.00128 | 1 | 104,157 |
0.532444 | 0.191829 | 0.841174 | -0.088975 | -0.767863 | -1.583663 | -0.045093 | -0.001032 | -0.8 | -0.267949 | -0.517638 | 0.000427 | 0.00128 | 1 | 104,158 |
-0.266194 | -0.805894 | -0.146161 | -0.089179 | -0.440568 | -0.161147 | -0.045093 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000213 | 0.001493 | 1 | 104,159 |
-0.798922 | -0.805965 | -0.475578 | -0.088568 | -1.050224 | -0.612644 | -0.048529 | -0.000254 | -0.8 | -0.267949 | -0.517638 | -0.000641 | 0.00256 | 1 | 104,160 |
-0.266421 | -0.140579 | 0.182693 | -0.088568 | -0.357395 | -0.43528 | -0.048529 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000214 | 0.002773 | 1 | 104,161 |
0.266421 | 0.192256 | 0.841385 | -0.088568 | -0.723054 | -1.132165 | -0.046382 | 0.000159 | -0.8 | -0.267949 | -0.517638 | 0.000214 | 0.00256 | 1 | 104,162 |
0.266364 | 0.192113 | 0.512039 | -0.088772 | -0.433565 | -0.222127 | -0.046382 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000214 | 0.002133 | 1 | 104,163 |
0.266307 | -0.14065 | 0.182763 | -0.088772 | -0.036297 | -0.612644 | -0.046382 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000214 | 0.002133 | 1 | 104,164 |
0.532444 | 0.358078 | 0.347445 | -0.089382 | -0.040257 | 0.325017 | -0.036719 | 0.000714 | -0.8 | -0.267949 | -0.517638 | 0.000427 | 0.00128 | 1 | 104,165 |
0.532217 | 0.191546 | 0.676545 | -0.089788 | -0.364392 | -0.287628 | -0.036719 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000427 | 0.000853 | 1 | 104,166 |
-1.064661 | -0.473343 | -0.80408 | -0.089179 | 0.632528 | 0.587745 | -0.010737 | 0.001921 | -0.8 | -0.267949 | -0.517638 | -0.000854 | 0.002346 | 1 | 104,167 |
0.532444 | 0.191829 | 0.841174 | -0.089382 | -0.379552 | -0.287628 | -0.010737 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000427 | 0.002132 | 1 | 104,168 |
1.064206 | 0.856151 | 0.512039 | -0.090194 | 0.81173 | 0.216654 | -0.033069 | -0.001651 | -0.8 | -0.267949 | -0.517638 | 0.000853 | 0.001066 | 1 | 104,169 |
0.797559 | 0.523033 | 0.676404 | 0.861015 | -0.394202 | -0.287628 | -0.029203 | 0.000286 | -0.8 | -0.267949 | -0.517638 | 0.000639 | 0.000852 | 1 | 104,170 |
0.26574 | -0.141359 | 0.183465 | 0.861015 | -0.616152 | -0.358374 | -0.029203 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000213 | 0.000852 | 1 | 104,171 |
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