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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.224069 | -0.590844 | 0.051112 | -0.244879 | -1.493822 | -1.317441 | 0.294317 | 0.000079 | -0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.001174 | 1 | 5,601 |
-0.224102 | 0.205552 | 0.181371 | -0.243907 | -0.305384 | -0.358959 | 0.294317 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.001615 | 1 | 5,602 |
0 | 0.205669 | 0.311659 | -0.244879 | -0.285319 | -0.344 | 0.294317 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.001468 | 1 | 5,603 |
0 | 0.072942 | 0.050959 | -0.242935 | -1.41535 | -1.369089 | 0.294664 | 0.000032 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.001175 | 1 | 5,604 |
-2.242831 | -0.856426 | -2.036023 | -0.234172 | -0.304313 | -0.233443 | 0.29397 | -0.000063 | -0.023256 | 0.464102 | 0.614014 | -0.00147 | 0.002498 | 1 | 5,605 |
1.121828 | 0.738435 | 0.311276 | 6.38208 | -0.016058 | 0.046813 | 0.29397 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000735 | 0.001763 | 1 | 5,606 |
-0.448632 | -0.059406 | 0.050576 | -0.237095 | -1.118117 | -1.223183 | 0.29397 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000294 | 0.001763 | 1 | 5,607 |
1.345501 | 1.00347 | 0.572321 | -0.241962 | -1.374195 | -0.960292 | 0.297787 | 0.000349 | -0.023256 | 0.464102 | 0.614014 | 0.000882 | 0.000734 | 1 | 5,608 |
0 | -0.325261 | 0.311621 | 6.376243 | -0.509419 | -0.66848 | 0.297961 | 0.000016 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.000734 | 1 | 5,609 |
-0.672602 | -0.590844 | -0.47071 | -0.240016 | -0.537283 | -0.438258 | 0.297961 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000441 | 0.001469 | 1 | 5,610 |
0.224234 | -0.325144 | 0.050652 | -0.240016 | 0.534696 | -0.50789 | 0.297961 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.001762 | 1 | 5,611 |
0 | -0.325183 | 0.311544 | 6.380134 | -0.365795 | -0.604425 | 0.298135 | 0.000016 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.000588 | 1 | 5,612 |
0.224201 | -0.325183 | -0.471016 | -0.240016 | -0.140246 | -0.220638 | 0.298135 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.000588 | 1 | 5,613 |
-0.672701 | -0.856504 | -0.992685 | -0.238069 | 0.094089 | 0.07364 | 0.297961 | -0.000016 | -0.023256 | 0.464102 | 0.614014 | -0.000441 | 0.000882 | 1 | 5,614 |
0.4485 | 0.471876 | 0.572321 | -0.240989 | -1.058569 | -1.179915 | 0.297961 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | 0.000735 | 1 | 5,615 |
1.568713 | 1.26796 | 0.83306 | 6.366525 | 0.0856 | -0.091851 | 0.298655 | 0.000063 | -0.023256 | 0.464102 | 0.614014 | 0.001028 | -0.000294 | 0 | 5,616 |
0.22397 | -0.325456 | 0.051265 | 6.364583 | -0.169574 | -0.246456 | 0.298655 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | -0.000294 | 0 | 5,617 |
0 | -0.060186 | 0.572321 | -0.248764 | -0.674118 | -1.179915 | 0.297961 | -0.000063 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.00044 | 0 | 5,618 |
-0.447973 | -0.325495 | -0.209205 | 6.364583 | -0.482631 | -0.584164 | 0.297961 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000294 | -0.000294 | 0 | 5,619 |
0.671911 | 0.205319 | 0.572321 | -0.248764 | -0.404244 | -0.389742 | 0.298135 | 0.000016 | -0.023256 | 0.464102 | 0.614014 | 0.00044 | -0.000147 | 0 | 5,620 |
-0.447908 | -0.590844 | -1.642573 | -0.246822 | -0.75932 | -0.604425 | 0.298135 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000294 | 0.000294 | 1 | 5,621 |
-1.120345 | -0.85627 | -0.991306 | 6.376243 | -0.429402 | -0.489906 | 0.299176 | 0.000095 | -0.023256 | 0.464102 | 0.614014 | -0.000734 | 0.000881 | 1 | 5,622 |
0.672306 | 0.205786 | 0.311621 | 6.37041 | -1.074604 | -0.928905 | 0.299176 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000441 | 0.001321 | 1 | 5,623 |
-0.224069 | -0.325378 | 0.311736 | 6.372354 | -1.344854 | -1.617295 | 0.299523 | 0.000032 | -0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.000734 | 1 | 5,624 |
-1.120839 | -0.856387 | -0.861583 | 6.380134 | -0.482631 | -0.604425 | 0.299523 | 0 | -0.023256 | 0.249689 | 0 | -0.000735 | 0.001175 | 1 | 5,625 |
0.224234 | 0.073332 | 0.833098 | 6.378188 | 0.484004 | -0.438258 | 0.300043 | 0.000048 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.001175 | 1 | 5,626 |
0.672503 | 0.20602 | 0.311544 | 6.374298 | -0.763453 | -0.928905 | 0.300043 | 0 | -0.023256 | 0.249689 | 0 | 0.000441 | 0.001028 | 1 | 5,627 |
-0.672503 | -0.590844 | -0.340163 | -0.240989 | -1.039803 | -1.062593 | 0.296746 | -0.000302 | -0.023256 | 0.249689 | 0 | -0.000441 | 0.000735 | 1 | 5,628 |
-0.224234 | -0.325183 | 0.050729 | 6.38208 | -1.42067 | -1.317441 | 0.296746 | 0 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.000294 | 1 | 5,629 |
0.224234 | -0.325144 | 0.311506 | -0.240016 | -1.071368 | -0.928905 | 0.296746 | 0 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.000735 | 1 | 5,630 |
0.672503 | 0.20602 | 0.572321 | -0.243907 | -0.994994 | -0.762738 | 0.300043 | 0.000302 | -0.023256 | 0.249689 | 0 | 0.000441 | 0.000441 | 1 | 5,631 |
0.224102 | 0.205669 | -0.20978 | -0.243907 | -0.786633 | -1.027019 | 0.300391 | 0.000032 | -0.023256 | 0.249689 | 0 | 0.000147 | 0 | 0 | 5,632 |
-0.224102 | -0.325339 | -0.209665 | 6.374298 | 0.546732 | 0.1805 | 0.300391 | 0 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.000367 | 1 | 5,633 |
-0.224135 | -0.3253 | 0.050959 | -0.242935 | -0.535788 | -0.438258 | 0.300391 | 0 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.000514 | 1 | 5,634 |
0 | 0.205786 | 0.572321 | 6.374298 | -1.354497 | -1.317441 | 0.29692 | -0.000317 | -0.023256 | 0.249689 | 0 | 0 | 0.001321 | 1 | 5,635 |
0.672306 | 0.736678 | 0.572321 | -0.24585 | -0.926196 | -0.691024 | 0.29692 | 0 | -0.023256 | 0.249689 | 0 | 0.000441 | 0.001028 | 1 | 5,636 |
-0.224069 | -0.590844 | 0.181429 | 6.372354 | -1.097695 | -1.317441 | 0.300391 | 0.000317 | -0.023256 | 0.249689 | 0 | -0.000147 | 0 | 0 | 5,637 |
0.560111 | 0.338251 | 0.311697 | -0.246822 | -0.769698 | -0.604425 | 0.299523 | -0.000079 | -0.023256 | 0.249689 | 0 | 0.000367 | 0 | 0 | 5,638 |
0.559905 | 0.33791 | 0.311793 | 6.362642 | -0.686993 | -0.545119 | 0.299523 | 0 | -0.023256 | 0.249689 | 0 | 0.000367 | -0.000661 | 0 | 5,639 |
-0.447908 | -0.590844 | 0.051418 | 6.364583 | -0.97785 | -1.138866 | 0.299523 | 0 | -0.023256 | 0.249689 | 0 | -0.000294 | -0.000147 | 0 | 5,640 |
0.447908 | -0.060108 | 0.442071 | -0.248764 | -0.142784 | -0.358959 | 0.299523 | 0 | -0.023256 | 0.249689 | 0 | 0.000294 | -0.000294 | 0 | 5,641 |
-0.335918 | 0.204968 | 0.051418 | -0.247793 | -0.681446 | -0.526288 | 0.299696 | 0.000016 | -0.023256 | 0.249689 | 0 | -0.00022 | 0.00022 | 1 | 5,642 |
0.335918 | -0.060147 | 0.181572 | -0.248764 | -0.727115 | -0.489906 | 0.299696 | 0 | -0.023256 | 0.249689 | 0 | 0.00022 | -0.000294 | 0 | 5,643 |
0 | -0.325534 | 0.311889 | -0.248764 | -1.033659 | -0.869599 | 0.300217 | 0.000048 | -0.023256 | 0.249689 | 0 | 0 | 0 | 0 | 5,644 |
0.5597 | 0.204968 | -0.209091 | -0.251674 | -0.239015 | -0.159519 | 0.300217 | 0 | -0.023256 | 0.249689 | 0 | 0.000367 | -0.000073 | 0 | 5,645 |
0.111915 | 0.072114 | -0.078593 | -0.252644 | 0.267571 | -0.12497 | 0.300217 | 0 | -0.023256 | 0.249689 | 0 | 0.000073 | -0.000367 | 0 | 5,646 |
0 | -0.060497 | 0.312003 | -0.252644 | -0.191049 | -0.12497 | 0.295011 | -0.000476 | -0.023256 | 0.249689 | 0 | 0 | -0.000587 | 0 | 5,647 |
0 | -0.060497 | 0.572321 | -0.252644 | -0.801798 | -0.625212 | 0.295011 | 0 | -0.023256 | 0.249689 | 0 | 0 | -0.000293 | 0 | 5,648 |
-0.44771 | -0.590844 | -0.208747 | -0.249734 | -0.557013 | -0.738112 | 0.295531 | 0.000048 | -0.023256 | 0.249689 | 0 | -0.000293 | 0.00022 | 1 | 5,649 |
1.790054 | 1.530232 | 0.311927 | 6.358761 | 0.22498 | 0.046813 | 0.295531 | 0 | -0.023256 | 0.249689 | 0 | 0.001173 | -0.000147 | 0 | 5,650 |
-1.342344 | -1.385956 | -0.988784 | -0.252644 | -0.114543 | -0.273134 | 0.288069 | -0.000683 | -0.023256 | 0.249689 | 0 | -0.00088 | 0.000293 | 1 | 5,651 |
0.447579 | 0.469694 | 0.832601 | -0.254582 | -0.553941 | -0.928905 | 0.288069 | 0 | -0.023256 | 0.249689 | 0 | 0.000293 | -0.000147 | 0 | 5,652 |
-0.223773 | -0.590844 | -0.208517 | -0.252644 | -0.196523 | -0.220638 | 0.287722 | -0.000032 | -0.023256 | 0.249689 | 0 | -0.000147 | -0.000147 | 0 | 5,653 |
-0.447645 | -0.856037 | -0.208632 | -0.251674 | -0.828591 | -0.788145 | 0.287722 | 0 | -0.023256 | 0.249689 | 0 | -0.000293 | 0.000073 | 1 | 5,654 |
-0.223872 | 0.46985 | 0.311965 | -0.250704 | 0.010276 | -0.049722 | 0.288417 | 0.000063 | -0.023256 | 0.249689 | 0 | -0.000147 | -0.000073 | 0 | 5,655 |
0 | -0.590844 | 0.311927 | 6.360701 | -1.190884 | -1.369089 | 0.288417 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.000147 | 1 | 5,656 |
-0.447842 | -0.325573 | 0.051495 | -0.248764 | -1.171965 | -0.898703 | 0.289805 | 0.000127 | -0.023256 | 0.249689 | 0 | -0.000294 | 0.000807 | 1 | 5,657 |
-0.22397 | 0.205085 | 0.311851 | 6.366525 | -0.523945 | -0.545119 | 0.289805 | 0 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.000881 | 1 | 5,658 |
0 | -0.325456 | 0.442071 | -0.247793 | -1.379208 | -1.099821 | 0.289458 | -0.000032 | -0.023256 | 0.249689 | 0 | 0 | 0.000734 | 1 | 5,659 |
0.447908 | -0.060108 | 0.702561 | -0.249734 | -0.980679 | -0.898703 | 0.289458 | 0 | -0.023256 | 0.249689 | 0 | 0.000294 | 0.000294 | 1 | 5,660 |
0.671615 | 0.337569 | 0.44211 | -0.248764 | -1.238512 | -0.928905 | 0.290499 | 0.000095 | -0.023256 | 0.249689 | 0 | 0.00044 | -0.000147 | 0 | 5,661 |
-1.791631 | -1.121346 | -1.771915 | -0.244879 | -0.340545 | -0.091851 | 0.290499 | 0 | -0.023256 | 0.249689 | 0 | -0.001174 | 0.000294 | 1 | 5,662 |
0.224069 | -0.325339 | 0.181371 | -0.24585 | -0.606455 | -0.421757 | 0.290499 | 0 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.001028 | 1 | 5,663 |
-0.224069 | -0.590844 | -0.47025 | -0.242935 | -0.557013 | -0.286814 | 0.284946 | -0.000508 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.001028 | 1 | 5,664 |
0.224069 | -0.325339 | 0.051036 | 6.37041 | -0.969435 | -0.841516 | 0.284772 | -0.000016 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.000881 | 1 | 5,665 |
0 | -0.059952 | 0.311736 | -0.244879 | -1.003728 | -0.99296 | 0.284772 | 0 | -0.023256 | 0.249689 | 0 | 0 | 0.000587 | 1 | 5,666 |
0.224036 | -0.325378 | 0.311736 | -0.244879 | -2.256584 | -1.872143 | 0.284772 | 0 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.000587 | 1 | 5,667 |
-0.224036 | -0.856309 | 0.051189 | -0.244879 | -1.384257 | -1.062593 | 0.285813 | 0.000095 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.000734 | 1 | 5,668 |
-0.224069 | -0.590844 | -0.991765 | -0.244879 | -0.557013 | -0.389742 | 0.283558 | -0.000206 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.000734 | 1 | 5,669 |
0.896078 | 0.47094 | 0.572321 | 6.364583 | 0.041523 | 0.082386 | 0.283558 | 0 | -0.023256 | 0.249689 | 0 | 0.000587 | 0.00022 | 1 | 5,670 |
0.223937 | -0.325495 | 0.572321 | -0.249734 | -1.476244 | -1.268925 | 0.283558 | 0 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.000073 | 1 | 5,671 |
-0.223937 | -0.325534 | 0.051418 | -0.247793 | -1.009612 | -1.027019 | 0.284772 | 0.000111 | -0.023256 | 0.249689 | 0 | -0.000147 | 0.00044 | 1 | 5,672 |
1.343131 | 1.000663 | 0.572321 | -0.253613 | -0.39932 | -0.489906 | 0.284772 | 0 | -0.023256 | 0.249689 | 0 | 0.00088 | -0.000147 | 0 | 5,673 |
-1.119194 | -0.723416 | -0.729268 | -0.249734 | -0.12769 | 0 | 0.281128 | -0.000333 | -0.023256 | 0.249689 | 0 | -0.000734 | 0.00088 | 1 | 5,674 |
-0.447908 | 1.265506 | 0.051418 | -0.247793 | 0.179072 | 0.07364 | 0.281128 | 0 | -0.023256 | 0.249689 | 0 | -0.000294 | 0.001247 | 1 | 5,675 |
0.22397 | -0.325456 | 0.051265 | 6.366525 | -1.058569 | -0.869599 | 0.286508 | 0.000492 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.00088 | 1 | 5,676 |
0.447842 | -0.060186 | 0.051342 | 6.362642 | -1.631171 | -0.898703 | 0.286508 | 0 | -0.023256 | 0.249689 | 0 | 0.000294 | 0.0011 | 1 | 5,677 |
-1.119851 | -0.590844 | -0.730032 | -0.24585 | -0.934101 | -0.869599 | 0.287722 | 0.000111 | -0.023256 | 0.249689 | 0 | -0.000734 | 0.002054 | 1 | 5,678 |
-0.896473 | -0.059952 | -0.730989 | -0.241962 | -0.631705 | -0.421757 | 0.287722 | 0 | -0.023256 | 0.249689 | 0 | -0.000588 | 0.002861 | 1 | 5,679 |
0.896473 | 0.471408 | 0.833021 | 6.37041 | -0.549358 | -0.564403 | 0.287028 | -0.000063 | -0.023256 | 0.249689 | 0 | 0.000588 | 0.002347 | 1 | 5,680 |
0.224036 | -0.325378 | 0.311736 | -0.24585 | -1.4591 | -1.424301 | 0.287028 | 0 | -0.023256 | 0.249689 | 0 | 0.000147 | 0.002493 | 1 | 5,681 |
-0.448105 | -0.325417 | -0.079118 | -0.244879 | -0.521015 | -0.545119 | 0.287549 | 0.000048 | -0.023256 | 0.249689 | 0 | -0.000294 | 0.002933 | 1 | 5,682 |
0.336091 | -0.192602 | 0.572321 | 6.37041 | -0.972229 | -1.317441 | 0.287549 | 0 | -0.023256 | 0.249689 | 0 | 0.00022 | 0.002567 | 1 | 5,683 |
0 | -0.458116 | -0.079166 | -0.24585 | -0.24685 | -0.344 | 0.292061 | 0.000413 | -0.023256 | 0.249689 | 0 | 0 | 0.002493 | 1 | 5,684 |
1.231701 | 1.399051 | 0.70259 | 6.358761 | -0.171339 | 0 | 0.292061 | 0 | -0.023256 | 0 | -0.385986 | 0.000807 | 0.00154 | 1 | 5,685 |
0.223839 | -0.325612 | 0.311965 | -0.251674 | -0.810614 | -0.646554 | 0.295531 | 0.000317 | -0.023256 | 0 | -0.385986 | 0.000147 | 0.00088 | 1 | 5,686 |
-1.791631 | -0.723455 | -1.511291 | -0.243907 | -0.626581 | -0.329316 | 0.295531 | 0 | -0.023256 | 0 | -0.385986 | -0.001174 | 0.001761 | 1 | 5,687 |
0.560111 | 0.736288 | 0.311697 | 6.368467 | 0.111351 | 0.164961 | 0.296226 | 0.000063 | -0.023256 | 0 | -0.385986 | 0.000367 | 0.001247 | 1 | 5,688 |
-0.448072 | -0.989027 | 0.051227 | -0.244879 | -2.098105 | -1.872143 | 0.296226 | 0 | -0.023256 | 0 | -0.385986 | -0.000294 | 0.001541 | 1 | 5,689 |
0.336066 | -0.192631 | -0.079262 | -0.24585 | -0.776 | -0.564403 | 0.297614 | 0.000127 | -0.023256 | 0 | -0.385986 | 0.00022 | 0.001247 | 1 | 5,690 |
0.224003 | 0.205319 | 0.051189 | -0.247793 | -0.223607 | -0.171376 | 0.297614 | 0 | -0.023256 | 0 | -0.385986 | 0.000147 | 0.001027 | 1 | 5,691 |
0.447908 | 0.205202 | 0.832792 | -0.248764 | -0.631705 | -0.50789 | 0.297614 | 0 | -0.023256 | 0 | -0.385986 | 0.000294 | 0.000807 | 1 | 5,692 |
-0.447908 | -0.590844 | 0.051418 | -0.248764 | -1.555854 | -1.369089 | 0.296573 | -0.000095 | -0.023256 | 0 | -0.385986 | -0.000294 | 0.001174 | 1 | 5,693 |
0.447908 | 0.205202 | 0.572321 | -0.248764 | -1.276507 | -1.099821 | 0.296573 | 0 | -0.023256 | 0 | -0.385986 | 0.000294 | 0.0011 | 1 | 5,694 |
0.447776 | -0.060264 | 0.572321 | -0.249734 | -2.393933 | -2.102366 | 0.296399 | -0.000016 | -0.023256 | 0 | -0.385986 | 0.000294 | 0.000293 | 1 | 5,695 |
-0.33582 | -0.590844 | 0.051571 | -0.248764 | -1.41535 | -1.179915 | 0.296399 | 0 | -0.023256 | 0 | -0.385986 | -0.00022 | 0.000514 | 1 | 5,696 |
-0.335894 | -0.723503 | -0.078784 | -0.247793 | -1.67598 | -1.369089 | 0.296573 | 0.000016 | -0.023256 | 0 | -0.385986 | -0.00022 | 0.001027 | 1 | 5,697 |
0.447842 | -0.060186 | 0.051342 | -0.249734 | -0.123555 | 0.046813 | 0.296573 | 0 | -0.023256 | 0 | -0.385986 | 0.000294 | 0.00088 | 1 | 5,698 |
0.335795 | -0.060341 | 0.311927 | -0.251674 | -0.564753 | -0.405589 | 0.296226 | -0.000032 | -0.023256 | 0 | -0.385986 | 0.00022 | 0.000587 | 1 | 5,699 |
1.230617 | 0.867342 | 0.442157 | -0.252644 | -0.765528 | -0.625212 | 0.296226 | 0 | -0.023256 | 0 | -0.385986 | 0.000807 | -0.000147 | 0 | 5,700 |
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