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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.113379 | -0.590844 | 0.176722 | -0.165218 | -0.30753 | -0.421757 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.001263 | 1 | 6,101 |
0.113379 | -0.187837 | 0.572321 | -0.165218 | -0.920976 | -1.317441 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.001188 | 1 | 6,102 |
0 | -0.590844 | 0.572321 | -0.166213 | -1.562373 | -1.483608 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.001337 | 1 | 6,103 |
-0.113379 | -0.590844 | 0.176722 | 6.531699 | 0.232427 | -0.421757 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.001411 | 1 | 6,104 |
0.340112 | -0.053521 | 0.440455 | -0.166213 | 0.063281 | -0.102739 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000223 | 0.001188 | 1 | 6,105 |
-0.340112 | -0.590844 | 0.176781 | -0.165218 | 0.516241 | -0.646554 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000223 | 0.001485 | 1 | 6,106 |
-0.113388 | -0.590844 | 0.176693 | -0.164223 | -1.43688 | -1.369089 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.001634 | 1 | 6,107 |
0 | -0.590844 | 0.308559 | -0.164223 | -1.340082 | -2.102366 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.001634 | 1 | 6,108 |
0.226767 | -0.053482 | 0.308559 | -0.165218 | -0.690716 | -0.646554 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000149 | 0.001559 | 1 | 6,109 |
0.113371 | -0.322183 | 0.308598 | -0.166213 | 0.091674 | 0.14107 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.001485 | 1 | 6,110 |
0.113362 | -0.322203 | 0.440474 | 6.527718 | -0.91838 | -1.268925 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.001337 | 1 | 6,111 |
0 | -0.590844 | 0.176781 | -0.166213 | -0.649064 | -0.928905 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.001188 | 1 | 6,112 |
0.113354 | -0.322223 | 0.440484 | -0.167208 | -1.142727 | -1.369089 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.001114 | 1 | 6,113 |
0.340011 | -0.187957 | 0.308657 | -0.168203 | 0.090464 | -0.233443 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000223 | 0.000891 | 1 | 6,114 |
0.45323 | -0.053801 | 0.440523 | 6.519764 | -1.030607 | -0.814386 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000297 | 0.000817 | 1 | 6,115 |
-0.45323 | -0.322382 | -0.08657 | -0.168203 | -0.955631 | -0.869599 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000297 | 0.001039 | 1 | 6,116 |
-0.113329 | -0.725129 | 0.440523 | -0.168203 | -1.562373 | -2.657068 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.001114 | 1 | 6,117 |
0 | -0.456558 | 0.440514 | -0.168203 | -1.234416 | -1.547663 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.001188 | 1 | 6,118 |
-0.113337 | -0.188017 | 0.308696 | -0.167208 | -0.686993 | -0.646554 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.001188 | 1 | 6,119 |
0.113337 | -0.322262 | 0.572321 | -0.168203 | -0.50655 | -1.369089 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.00104 | 1 | 6,120 |
0.339961 | -0.188017 | 0.572321 | -0.169197 | -1.003728 | -1.179915 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000223 | 0.000817 | 1 | 6,121 |
0.226598 | -0.322342 | 0.440543 | -0.170191 | -1.616855 | -1.693569 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000149 | 0.000445 | 1 | 6,122 |
-0.113295 | -0.322382 | 0.440563 | -0.170191 | -1.12506 | -1.547663 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.000371 | 1 | 6,123 |
0.113295 | -0.188136 | 0.440553 | -0.170191 | -0.601514 | -0.646554 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.000445 | 1 | 6,124 |
0.113287 | -0.322382 | 0.308794 | -0.171185 | -0.747067 | -0.898703 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.000223 | 1 | 6,125 |
0 | -0.188196 | 0.572321 | -0.171185 | -0.550882 | -0.691024 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000223 | 1 | 6,126 |
-0.113287 | -0.456618 | 0.440572 | -0.171185 | -2.157229 | -1.693569 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.000371 | 1 | 6,127 |
-0.226598 | -0.322382 | 0.308794 | -0.170191 | -0.815065 | -1.099821 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000149 | 0.000446 | 1 | 6,128 |
0.339885 | -0.053881 | 0.704089 | -0.171185 | -1.476244 | -1.268925 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000223 | 0.000223 | 1 | 6,129 |
0 | -0.456618 | 0.572321 | -0.171185 | -0.955631 | -1.483608 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000297 | 1 | 6,130 |
-0.566517 | -0.72508 | -0.350126 | -0.168203 | 0.003442 | 0.195744 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000371 | 0.000668 | 1 | 6,131 |
-0.226666 | -0.322302 | 0.308716 | -0.167208 | 0.227969 | 0.435348 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000149 | 0.000965 | 1 | 6,132 |
0.453298 | -0.053721 | 0.572321 | -0.169197 | 1.103484 | 1.375568 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000297 | 0.000594 | 1 | 6,133 |
0.679694 | 0.214541 | 0.308755 | -0.172178 | -0.419229 | -0.584164 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000446 | 0.000297 | 1 | 6,134 |
-0.113261 | -0.590844 | 0.440602 | -0.172178 | -1.575598 | -2.102366 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000074 | 0.000297 | 1 | 6,135 |
0.113261 | -0.188256 | -0.086423 | -0.172178 | 0.681848 | 0.24692 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.000148 | 1 | 6,136 |
0.226497 | 0.482445 | 0.572321 | -0.173171 | -0.353056 | -0.374202 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000148 | 0.000148 | 1 | 6,137 |
0.452894 | -0.054199 | 0.572321 | -0.176149 | -0.828591 | -0.814386 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000297 | -0.000148 | 0 | 6,138 |
0.226397 | -0.322581 | 0.703972 | -0.17714 | -1.194731 | -1.317441 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000148 | -0.000297 | 0 | 6,139 |
-0.339607 | -0.322621 | 0.045697 | -0.175156 | -0.931456 | -0.99296 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000223 | 0 | 0 | 6,140 |
0.339607 | 0.079787 | 0.835633 | 6.50785 | -0.821795 | -0.960292 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000223 | -0.000148 | 0 | 6,141 |
0.226363 | -0.322621 | 0.309029 | -0.17714 | -2.084078 | -1.872143 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000148 | -0.000594 | 0 | 6,142 |
-0.56597 | -0.590844 | -0.085885 | -0.175156 | -0.87812 | -1.424301 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000371 | -0.000223 | 0 | 6,143 |
0.339607 | -0.188435 | 0.703982 | -0.176149 | -1.294085 | -1.424301 | 0.470803 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000223 | -0.000297 | 0 | 6,144 |
-0.113194 | -0.72497 | 0.309029 | -0.176149 | -1.631171 | -2.102366 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.000074 | 1 | 6,145 |
0 | -0.188495 | 0.177339 | -0.176149 | -0.126033 | -0.070509 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.000223 | 0 | 6,146 |
-0.113202 | -0.456718 | 0.44067 | 6.509835 | -0.378773 | -0.564403 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | -0.000445 | 0 | 6,147 |
0 | -0.590844 | 0.44066 | -0.176149 | -0.810614 | -1.027019 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.00052 | 0 | 6,148 |
0 | -0.322581 | 0.572321 | -0.176149 | -1.43688 | -1.483608 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.000297 | 0 | 6,149 |
0.226397 | -0.322581 | 0.572321 | -0.176149 | -1.442369 | -1.424301 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.000074 | 1 | 6,150 |
-0.679291 | -0.72497 | -0.217673 | -0.173171 | -0.821795 | -1.062593 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000445 | 0.001039 | 1 | 6,151 |
0 | -0.590844 | 0.572321 | -0.174164 | -1.379208 | -1.099821 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.001113 | 1 | 6,152 |
0.226464 | -0.322502 | 0.572321 | -0.175156 | -0.698222 | -0.625212 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.001187 | 1 | 6,153 |
0 | -0.322542 | 0.440641 | -0.174164 | 0.341848 | -0.841516 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.001483 | 1 | 6,154 |
0 | -0.590844 | 0.572321 | -0.175156 | -4.80018 | -3.536251 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.002372 | 1 | 6,155 |
0.113219 | -0.188405 | 0.703992 | -0.175156 | -0.900478 | -0.738112 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.001854 | 1 | 6,156 |
0.113211 | -0.456698 | 0.440651 | -0.175156 | -1.562373 | -1.547663 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.002002 | 1 | 6,157 |
0 | -0.590844 | 0.572321 | -0.176149 | -1.153548 | -2.248272 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.002076 | 1 | 6,158 |
0.113202 | -0.322581 | 0.703972 | -0.176149 | -1.555854 | -2.426846 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.002001 | 1 | 6,159 |
0 | -0.456718 | 0.572321 | -0.176149 | -2.256584 | -2.426846 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.002298 | 1 | 6,160 |
-0.113202 | -0.456718 | 0.44067 | -0.176149 | -0.757263 | -0.564403 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.002224 | 1 | 6,161 |
-0.22643 | -0.456708 | 0.045619 | -0.174164 | -0.567874 | -0.841516 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000148 | 0.002372 | 1 | 6,162 |
0 | -0.590844 | 0.572321 | -0.174164 | -4.80018 | -3.536251 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.002668 | 1 | 6,163 |
0 | -0.322542 | 0.572321 | -0.175156 | -1.562373 | -1.617295 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.002816 | 1 | 6,164 |
0.339633 | -0.188405 | 0.703992 | -0.176149 | -1.43688 | -1.872143 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000223 | 0.002594 | 1 | 6,165 |
-0.113202 | -0.72498 | 0.44067 | 6.509835 | -2.084078 | -1.979004 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.002372 | 1 | 6,166 |
0 | -0.322581 | 0.44066 | 6.509835 | -1.087705 | -1.424301 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.002224 | 1 | 6,167 |
0.113202 | -0.456708 | 0.572321 | -0.176149 | -1.42067 | -2.426846 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.00215 | 1 | 6,168 |
-0.113202 | -0.456718 | 0.177339 | -0.175156 | -1.015546 | -1.027019 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.002446 | 1 | 6,169 |
-0.113211 | -0.72499 | 0.44066 | -0.175156 | -2.833091 | -2.981549 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.003038 | 1 | 6,170 |
0 | -0.456698 | 0.572321 | -0.175156 | -2.005394 | -1.872143 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.003334 | 1 | 6,171 |
-0.339683 | -0.590844 | 0.04558 | -0.174164 | -0.169574 | -0.489906 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000223 | 0.003187 | 1 | 6,172 |
-0.226497 | -0.590844 | 0.308911 | -0.173171 | -1.087705 | -1.424301 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000148 | 0.003113 | 1 | 6,173 |
0.226497 | -0.322462 | 0.835731 | -0.173171 | -1.394467 | -1.547663 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.003113 | 1 | 6,174 |
-0.226497 | -0.859226 | 0.045463 | -0.172178 | -0.603157 | -0.869599 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000148 | 0.003187 | 1 | 6,175 |
0 | -0.590844 | 0.572321 | -0.172178 | -4.318931 | -2.981549 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.003261 | 1 | 6,176 |
0.113253 | -0.322462 | 0.440602 | -0.173171 | -0.575737 | -1.138866 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.003483 | 1 | 6,177 |
-0.113253 | -0.590844 | 0.440611 | -0.173171 | -1.40483 | -2.102366 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.003483 | 1 | 6,178 |
0 | -0.590844 | 0.572321 | -0.173171 | -1.870593 | -2.248272 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.003705 | 1 | 6,179 |
0.113253 | -0.322462 | 0.704031 | -0.173171 | -2.415976 | -2.426846 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.004075 | 1 | 6,180 |
0 | -0.590844 | 0.572321 | -0.173171 | -4.80018 | -3.536251 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.00437 | 1 | 6,181 |
0.226481 | -0.322482 | 0.704021 | -0.174164 | -1.40483 | -2.102366 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.00437 | 1 | 6,182 |
-0.113236 | -0.72502 | -0.086227 | -0.173171 | -0.575737 | -0.691024 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.004444 | 1 | 6,183 |
0.226464 | -0.322502 | 0.308911 | -0.174164 | -1.811885 | -1.693569 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.004591 | 1 | 6,184 |
-0.113228 | -0.72501 | 0.177251 | -0.174164 | -0.989233 | -1.979004 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.004665 | 1 | 6,185 |
-0.113236 | -0.72502 | 0.177221 | -0.174164 | -1.074604 | -0.960292 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.00533 | 1 | 6,186 |
0.226464 | -0.322502 | 0.572321 | -0.175156 | -1.499781 | -1.138866 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.005625 | 1 | 6,187 |
0 | -0.590844 | 0.572321 | -0.175156 | -1.354497 | -1.369089 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.005477 | 1 | 6,188 |
0 | -0.590844 | 0.308951 | -0.174164 | -1.530372 | -1.223183 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.005034 | 1 | 6,189 |
0.113219 | -0.456688 | 0.572321 | -0.175156 | -0.873248 | -1.547663 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.005255 | 1 | 6,190 |
0.113211 | 0.34797 | 0.703982 | -0.175156 | 0.228465 | 0.07364 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.005476 | 1 | 6,191 |
-0.452894 | -0.859146 | -0.086081 | -0.173171 | -1.344854 | -1.223183 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000297 | 0.006068 | 1 | 6,192 |
0 | -0.590844 | 0.440621 | -0.174164 | -1.052257 | -0.814386 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.006216 | 1 | 6,193 |
0.226464 | -0.322502 | 0.572321 | -0.174164 | -0.544805 | -0.762738 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000148 | 0.006362 | 1 | 6,194 |
0.452827 | -0.054279 | 0.440641 | -0.176149 | 0.651737 | -0.113778 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000297 | 0.005697 | 1 | 6,195 |
-0.452827 | -0.859106 | -0.085983 | -0.174164 | -0.780234 | -0.869599 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000297 | 0.006215 | 1 | 6,196 |
-0.452961 | -0.590844 | -0.217908 | -0.172178 | -0.817301 | -0.841516 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000297 | 0.006659 | 1 | 6,197 |
-0.113261 | -0.590844 | 0.308872 | -0.172178 | -2.351842 | -2.248272 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | -0.000074 | 0.006734 | 1 | 6,198 |
0.339759 | -0.188256 | 0.572321 | -0.174164 | -1.234416 | -1.062593 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000223 | 0.005921 | 1 | 6,199 |
0.792476 | 0.750469 | 0.835692 | -0.17714 | -0.454178 | -0.246456 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000519 | 0.005696 | 1 | 6,200 |
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