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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.792065 | 0.347692 | 0.572321 | -0.181105 | -0.135196 | 0.099597 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000519 | 0.005546 | 1 | 6,201 |
0.113119 | -0.456807 | 0.572321 | -0.181105 | -1.76649 | -2.102366 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000074 | 0.005546 | 1 | 6,202 |
0.339305 | -0.188793 | 0.703865 | -0.182096 | -2.127038 | -1.872143 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000222 | 0.005323 | 1 | 6,203 |
0.45229 | -0.054915 | 0.440797 | -0.184076 | -1.29855 | -0.928905 | 0.470803 | 0 | -0.046512 | 0.249689 | 0 | 0.000296 | 0.005469 | 1 | 6,204 |
1.356065 | 1.283655 | 0.835262 | -0.190009 | 0.692366 | 0.301661 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000889 | 0.004285 | 1 | 6,205 |
-0.677882 | -0.323177 | -0.216035 | -0.188032 | -0.525414 | -0.646554 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000444 | 0.004582 | 1 | 6,206 |
0.338979 | -0.18918 | 0.703738 | -0.189021 | -1.707545 | -1.617295 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000222 | 0.003917 | 1 | 6,207 |
0.112976 | -0.456976 | 0.440924 | -0.189021 | -1.517974 | -1.979004 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000074 | 0.004138 | 1 | 6,208 |
0 | -0.590844 | 0.309536 | -0.189021 | -1.775335 | -1.979004 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.004138 | 1 | 6,209 |
0.451821 | -0.055471 | 0.572321 | -0.190996 | 0.324335 | -0.233443 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000296 | 0.003916 | 1 | 6,210 |
-0.225894 | -0.590844 | 0.309614 | -0.190009 | -1.374195 | -1.369089 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000148 | 0.004285 | 1 | 6,211 |
0 | -0.590844 | 0.440953 | -0.190996 | -1.66072 | -2.102366 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.00458 | 1 | 6,212 |
0.451754 | -0.05555 | 0.572321 | -0.192971 | -0.059033 | -0.159519 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000296 | 0.004137 | 1 | 6,213 |
0.225827 | -0.323256 | 0.834951 | -0.192971 | -1.923618 | -2.657068 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000148 | 0.003988 | 1 | 6,214 |
0 | -0.323296 | 0.572321 | 6.472237 | -0.739017 | -0.960292 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.003251 | 1 | 6,215 |
-0.451687 | -0.055788 | -0.215685 | -0.190996 | 0.072668 | 0.172768 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000296 | 0.003547 | 1 | 6,216 |
-0.225894 | -0.590844 | -0.215918 | -0.190009 | -0.535788 | -0.564403 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000148 | 0.0034 | 1 | 6,217 |
0 | -0.590844 | 0.572321 | -0.190009 | -4.037418 | -2.981549 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.0034 | 1 | 6,218 |
0.338828 | 0.212037 | 0.572321 | -0.191984 | -0.507983 | -0.259683 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000222 | 0.003842 | 1 | 6,219 |
0.790306 | 0.345608 | 0.572321 | -0.195931 | -0.677773 | -0.405589 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000518 | 0.003619 | 1 | 6,220 |
0.45142 | -0.055946 | 0.572321 | -0.196917 | -1.31212 | -1.138866 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000296 | 0.003839 | 1 | 6,221 |
-0.564296 | -0.323454 | -0.215218 | -0.194945 | 0.139011 | 0.253971 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.00037 | 0.00384 | 1 | 6,222 |
-0.338678 | -0.590844 | 0.047139 | 6.47421 | -1.238512 | -1.027019 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000222 | 0.004357 | 1 | 6,223 |
0.225793 | -0.055788 | 0.309691 | -0.193958 | -0.534297 | -0.389742 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000148 | 0.00443 | 1 | 6,224 |
-0.112893 | -0.323336 | 0.0471 | -0.193958 | -0.340545 | -0.329316 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000074 | 0.004136 | 1 | 6,225 |
0.112893 | -0.189567 | 0.441021 | -0.193958 | -0.560099 | -0.564403 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000074 | 0.003914 | 1 | 6,226 |
0.451487 | -0.055867 | 0.572321 | 6.46632 | -0.989233 | -0.99296 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000296 | 0.004281 | 1 | 6,227 |
-0.112859 | -0.056025 | 0.309808 | -0.195931 | -0.152173 | -0.472317 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000074 | 0.004355 | 1 | 6,228 |
0.338552 | 0.345054 | 0.44106 | -0.197903 | -0.3327 | -0.738112 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000222 | 0.003986 | 1 | 6,229 |
0.676879 | 0.211206 | 0.572321 | 6.458438 | -0.856459 | -0.788145 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000444 | 0.003542 | 1 | 6,230 |
0.451086 | -0.056342 | 0.703486 | -0.202827 | -1.431435 | -1.483608 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000296 | 0.003541 | 1 | 6,231 |
0.225493 | -0.323652 | 0.572321 | -0.202827 | -1.653214 | -1.547663 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000148 | 0.003541 | 1 | 6,232 |
0 | -0.323691 | 0.441205 | -0.203811 | -0.757263 | -0.928905 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.003541 | 1 | 6,233 |
0.450886 | -0.056579 | 0.31008 | -0.204795 | -0.434545 | -0.374202 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000296 | 0.003098 | 1 | 6,234 |
0 | -0.32377 | 0.572321 | 6.448599 | -1.234416 | -1.179915 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.003245 | 1 | 6,235 |
0.901373 | 0.477213 | 1.096533 | -0.208727 | -0.821795 | -0.898703 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000591 | 0.002507 | 1 | 6,236 |
0.67568 | 0.209785 | 0.310312 | 6.436812 | -0.306456 | -0.472317 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000443 | 0.002359 | 1 | 6,237 |
-0.225193 | -0.324046 | 0.048496 | -0.210691 | -0.192869 | -0.286814 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000148 | 0.002065 | 1 | 6,238 |
-0.67578 | -0.85772 | -0.475638 | 6.444668 | -0.404244 | -0.646554 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000443 | 0.00236 | 1 | 6,239 |
0.450553 | -0.056973 | 0.83433 | 6.440739 | -1.12158 | -1.979004 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.002433 | 1 | 6,240 |
0.45042 | 0.209667 | 0.834253 | 6.436812 | -0.560099 | -0.898703 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.002212 | 1 | 6,241 |
0.450287 | -0.057288 | 0.703253 | -0.214616 | -1.426032 | -1.547663 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.001916 | 1 | 6,242 |
0.225094 | 0.209195 | 0.703215 | -0.215597 | -0.379965 | -0.545119 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000148 | 0.001769 | 1 | 6,243 |
0.450088 | -0.057524 | 0.83406 | -0.216577 | -2.538097 | -2.102366 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.001621 | 1 | 6,244 |
-0.562631 | -0.590844 | -0.082001 | -0.215597 | -0.281168 | -0.489906 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000369 | 0.00199 | 1 | 6,245 |
0.337603 | 0.07583 | 0.964944 | 6.428966 | -1.164539 | -1.317441 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000221 | 0.001327 | 1 | 6,246 |
0.225027 | 0.075683 | 0.572321 | -0.217557 | -0.266831 | -0.526288 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000148 | 0.001179 | 1 | 6,247 |
0 | -0.590844 | 0.048882 | -0.216577 | -0.611433 | -0.869599 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.001327 | 1 | 6,248 |
-0.900309 | -0.724159 | -0.474711 | 6.43485 | 0.033678 | -0.344 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.00059 | 0.001769 | 1 | 6,249 |
0.450221 | -0.057367 | 0.572321 | -0.214616 | -0.994994 | -1.369089 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.001622 | 1 | 6,250 |
0.562589 | 0.075781 | 0.572321 | -0.217557 | -0.883027 | -1.099821 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000369 | 0.001106 | 1 | 6,251 |
0.112493 | -0.457548 | 0.441486 | -0.217557 | -0.727115 | -0.99296 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000074 | 0.001326 | 1 | 6,252 |
0 | -0.324282 | 0.31066 | -0.218537 | -0.636867 | -0.646554 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.001326 | 1 | 6,253 |
0.674784 | 0.475166 | 0.833944 | -0.221474 | -1.32596 | -1.547663 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000442 | 0.000737 | 1 | 6,254 |
-0.449823 | -0.057996 | -0.081616 | -0.218537 | 0.225978 | -0.070509 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000295 | 0.001032 | 1 | 6,255 |
-0.224961 | -0.72412 | 0.179872 | -0.217557 | -0.40548 | -0.421757 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.001032 | 1 | 6,256 |
-0.675082 | -0.590844 | -0.212779 | -0.215597 | -0.486793 | -0.545119 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000443 | 0.001622 | 1 | 6,257 |
0.450088 | -0.057524 | 0.83406 | -0.216577 | -1.934727 | -2.102366 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.001474 | 1 | 6,258 |
0 | -0.590844 | 0.572321 | 6.427005 | -4.80018 | -3.536251 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.001474 | 1 | 6,259 |
0.112501 | -0.324243 | 0.572321 | -0.217557 | -0.844711 | -0.960292 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000074 | 0.001253 | 1 | 6,260 |
0.337454 | -0.190987 | 0.441486 | -0.218537 | -1.077856 | -0.898703 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000221 | 0.001032 | 1 | 6,261 |
0.449823 | 0.208605 | 0.572321 | -0.220495 | -0.112917 | -0.50789 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0.000295 | 0.000737 | 1 | 6,262 |
-0.224895 | -0.3244 | 0.310775 | -0.219516 | -0.659691 | -1.099821 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | -0.000147 | 0.000884 | 1 | 6,263 |
0 | -0.590844 | -0.081712 | 6.423087 | -0.743031 | -0.928905 | 0.470803 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.001031 | 1 | 6,264 |
-1.124971 | -1.123927 | -0.997763 | -0.214616 | -0.421758 | -0.233443 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000737 | 0.001032 | 1 | 6,265 |
0 | -0.590844 | 0.572321 | -0.214616 | -2.486644 | -1.979004 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.00118 | 1 | 6,266 |
-0.450221 | -0.324164 | -0.082194 | 6.43485 | -0.601514 | -0.738112 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000295 | 0.001622 | 1 | 6,267 |
0 | -0.590844 | 0.572321 | 6.432888 | -2.875183 | -2.426846 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001917 | 1 | 6,268 |
1.01281 | 0.742553 | 1.095914 | -0.217557 | -0.87812 | -0.869599 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000664 | 0.001253 | 1 | 6,269 |
0.449922 | 0.075535 | 0.703147 | -0.219516 | -1.946017 | -1.979004 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000295 | 0.000958 | 1 | 6,270 |
0.787045 | 0.341743 | 0.572321 | -0.223431 | -0.830871 | -0.691024 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000516 | 0.000442 | 1 | 6,271 |
-0.562133 | -0.191311 | -0.081423 | -0.220495 | 0.244664 | 0 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000368 | 0.00081 | 1 | 6,272 |
0.449723 | 0.075241 | 0.572321 | -0.222452 | -0.950186 | -0.841516 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000295 | 0.000516 | 1 | 6,273 |
0.337205 | -0.191281 | 0.703051 | 6.4133 | -1.171965 | -1.424301 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000221 | 0.000295 | 1 | 6,274 |
-0.56205 | -0.457676 | -0.081326 | -0.221474 | -0.119444 | -0.526288 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000368 | 0.000368 | 1 | 6,275 |
-0.224878 | -0.457627 | 0.180017 | -0.220495 | -1.740613 | -1.424301 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000147 | 0.000516 | 1 | 6,276 |
1.011691 | 0.607932 | 0.572321 | -0.224409 | -0.895447 | -1.138866 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000663 | -0.000147 | 0 | 6,277 |
0 | -0.590844 | 0.572321 | -0.224409 | -1.146315 | -1.693569 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.000147 | 0 | 6,278 |
-0.224762 | -0.457696 | 0.31093 | -0.224409 | 0.169407 | -0.314896 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000147 | 0 | 0 | 6,279 |
0 | -0.590844 | 0.572321 | -0.224409 | -4.80018 | -3.536251 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.004948 | 0 | 6,280 |
0.449491 | -0.058231 | 0.833713 | 6.40939 | -0.771793 | -1.138866 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000295 | -0.0014 | 0 | 6,281 |
0.224696 | -0.324596 | 0.572321 | -0.226364 | -1.064939 | -1.424301 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000147 | -0.003393 | 0 | 6,282 |
0 | -0.324636 | 0.572321 | -0.226364 | 0.127045 | -0.102739 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.002138 | 0 | 6,283 |
-0.224696 | -0.324636 | 0.049653 | 6.407435 | -0.835453 | -0.841516 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000147 | 0.002501 | 1 | 6,284 |
0.224696 | 0.473911 | 0.833636 | -0.226364 | -1.2064 | -1.179915 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000147 | 0.001325 | 1 | 6,285 |
-0.224696 | -0.590844 | 0.049653 | -0.226364 | -0.200197 | -0.604425 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000147 | 0.001766 | 1 | 6,286 |
0.449359 | 0.473911 | 0.180277 | -0.228317 | -0.356507 | -0.358959 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000295 | 0.001177 | 1 | 6,287 |
-0.674088 | -0.457754 | -0.473014 | 6.40939 | -0.06887 | -0.195628 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000442 | 0.001472 | 1 | 6,288 |
-0.224762 | -0.324557 | 0.31093 | 6.4133 | -0.751127 | -0.841516 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000147 | 0.000442 | 1 | 6,289 |
0.561843 | 0.208016 | 0.572321 | -0.226364 | -0.084283 | -0.286814 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000368 | 0.000957 | 1 | 6,290 |
0.112344 | -0.457725 | 0.441659 | 6.407435 | -1.128557 | -1.617295 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000074 | 0.001178 | 1 | 6,291 |
0 | -0.324636 | -0.473168 | -0.226364 | -0.287404 | -0.691024 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001766 | 1 | 6,292 |
0 | -0.324636 | 0.572321 | -0.226364 | -0.553941 | -0.762738 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.003382 | 1 | 6,293 |
0.224663 | -0.324636 | 0.572321 | -0.227341 | -0.96112 | -0.898703 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000147 | 0.002059 | 1 | 6,294 |
0 | -0.590844 | 0.311045 | -0.228317 | -0.416709 | -0.564403 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001251 | 1 | 6,295 |
-0.674088 | -0.457754 | -0.211623 | 6.411345 | -0.041962 | -0.18341 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000442 | 0.002648 | 1 | 6,296 |
0 | -0.05831 | 0.572321 | 6.411345 | -1.740613 | -1.872143 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.003089 | 1 | 6,297 |
0.224729 | -0.05831 | 0.572321 | 6.40939 | -0.154755 | -0.405589 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000147 | 0.003088 | 1 | 6,298 |
-0.224729 | -0.191487 | 0.310968 | -0.225386 | -0.47575 | -0.841516 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000147 | 0.001987 | 1 | 6,299 |
0.224729 | -0.324557 | 0.31093 | 6.411345 | -0.73106 | -1.179915 | 0.470803 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000147 | 0.002207 | 1 | 6,300 |
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