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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2.056861 | 2.333427 | 0.572321 | -0.792185 | -0.521015 | -0.455106 | 0.957918 | 0.002857 | -0.116279 | 0.464102 | 0.614014 | 0.001348 | 0.006848 | 1 | 8,001 |
1.951452 | 2.086309 | 1.050348 | -0.79872 | -0.384753 | -0.314896 | 0.924078 | -0.003096 | -0.116279 | 0.464102 | 0.614014 | 0.001279 | 0.006305 | 1 | 8,002 |
-1.334935 | -0.104416 | -1.458129 | 5.272682 | -0.784493 | -0.762738 | 0.924078 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000875 | 0.006444 | 1 | 8,003 |
0 | -0.10399 | 0.094359 | -0.795454 | -0.952903 | -1.223183 | 0.930325 | 0.000571 | -0.116279 | 0.464102 | 0.614014 | 0 | 0.005641 | 1 | 8,004 |
1.334935 | 0.990951 | 0.811254 | -0.799535 | -0.692585 | -0.691024 | 0.930325 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000875 | 0.003694 | 1 | 8,005 |
1.128648 | 0.746517 | -0.024629 | -0.804425 | -0.435837 | -0.300732 | 0.930325 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.00074 | 0.000538 | 1 | 8,006 |
-1.026009 | 0.138209 | -0.859637 | 5.262885 | -0.292644 | -0.329316 | 0.929631 | -0.000064 | -0.116279 | 0.464102 | 0.614014 | -0.000673 | 0.002016 | 1 | 8,007 |
0.410487 | 0.138699 | -0.143995 | -0.801166 | 0.98957 | -0.928905 | 0.928937 | -0.000063 | -0.116279 | 0.464102 | 0.614014 | 0.000269 | 0.001814 | 1 | 8,008 |
-0.205229 | -0.347695 | -0.143802 | 5.259622 | -1.39963 | -1.223183 | 0.928937 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000135 | 0.002687 | 1 | 8,009 |
-0.307896 | 0.867752 | 0.214247 | -0.799535 | -0.863604 | -0.691024 | 0.928937 | 0 | -0.116279 | 0.249689 | 0 | -0.000202 | 0.00356 | 1 | 8,010 |
0.307896 | 0.01717 | -0.263465 | -0.801166 | -0.523945 | -0.455106 | 0.873926 | -0.005032 | -0.116279 | 0.249689 | 0 | 0.000202 | 0.004564 | 1 | 8,011 |
-0.410542 | -0.590844 | -0.143899 | -0.799535 | -0.529841 | -0.472317 | 0.928937 | 0.005032 | -0.116279 | 0.249689 | 0 | -0.000269 | 0.004833 | 1 | 8,012 |
1.026147 | 0.868145 | 0.572321 | -0.804425 | -1.499781 | -0.928905 | 0.928937 | 0 | -0.116279 | 0.249689 | 0 | 0.000673 | 0.00483 | 1 | 8,013 |
0.410266 | -0.104711 | 0.33371 | -0.804425 | -0.721239 | -0.691024 | 0.927896 | -0.000095 | -0.116279 | 0.249689 | 0 | 0.000269 | 0.00543 | 1 | 8,014 |
-0.205119 | -0.104841 | -0.143417 | -0.803611 | -0.423027 | -0.604425 | 0.927896 | 0 | -0.116279 | 0.249689 | 0 | -0.000134 | 0.005565 | 1 | 8,015 |
-0.205147 | -0.833927 | -1.098409 | -0.802796 | -0.029609 | -0.374202 | 0.927028 | -0.000079 | -0.116279 | 0.249689 | 0 | -0.000134 | 0.005432 | 1 | 8,016 |
0.820421 | 0.381292 | 0.453019 | -0.80524 | -1.012572 | -1.062593 | 0.927028 | 0 | -0.116279 | 0.249689 | 0 | 0.000538 | 0.005228 | 1 | 8,017 |
0.307544 | 0.38077 | 0.333838 | -0.808494 | -0.810614 | -0.714222 | 0.927028 | 0 | -0.116279 | 0.249689 | 0 | 0.000202 | 0.004625 | 1 | 8,018 |
-0.205023 | -0.226501 | -0.023827 | -0.806054 | -0.372844 | -0.344 | 0.921475 | -0.000508 | -0.116279 | 0.249689 | 0 | -0.000134 | 0.005562 | 1 | 8,019 |
0.410018 | 0.259289 | 0.453092 | -0.808494 | 0.118952 | -0.01952 | 0.920954 | -0.000048 | -0.116279 | 0.249689 | 0 | 0.000269 | 0.005561 | 1 | 8,020 |
-0.307503 | -0.590844 | -0.023747 | 5.244964 | -0.241943 | -0.159519 | 0.920954 | 0 | -0.116279 | 0.249689 | 0 | -0.000202 | 0.005495 | 1 | 8,021 |
1.22964 | 0.866185 | 0.572321 | -0.809308 | -1.104436 | -1.027019 | 0.919566 | -0.000127 | -0.116279 | 0.249689 | 0 | 0.000806 | 0.004689 | 1 | 8,022 |
-0.204871 | 0.015905 | -0.142552 | -0.812558 | 0.001379 | -0.01952 | 0.919566 | 0 | -0.116279 | 0.249689 | 0 | -0.000134 | 0.004957 | 1 | 8,023 |
-0.102446 | -0.105363 | 0.33403 | 5.238461 | -0.308606 | -0.195628 | 0.919566 | 0 | -0.116279 | 0.249689 | 0 | -0.000067 | 0.005625 | 1 | 8,024 |
0.512161 | 0.501377 | 0.214849 | -0.812558 | -0.108869 | -0.12497 | 0.915748 | -0.000349 | -0.116279 | 0.249689 | 0 | 0.000336 | 0.005223 | 1 | 8,025 |
0 | 0.501011 | 0.334094 | -0.812558 | 0.170488 | -0.159519 | 0.917831 | 0.00019 | -0.116279 | 0.249689 | 0 | 0 | 0.005223 | 1 | 8,026 |
-0.409715 | -0.348152 | -0.142456 | -0.811746 | -0.715413 | -0.928905 | 0.917831 | 0 | -0.116279 | 0.249689 | 0 | -0.000269 | 0.005892 | 1 | 8,027 |
0.307296 | -0.105363 | 0.33403 | -0.812558 | -1.384257 | -1.424301 | 0.919393 | 0.000143 | -0.116279 | 0.249689 | 0 | 0.000201 | 0.005957 | 1 | 8,028 |
0.307235 | 0.25849 | 0.691431 | -0.81337 | -0.42557 | -0.545119 | 0.919393 | 0 | -0.116279 | 0.249689 | 0 | 0.000201 | 0.005489 | 1 | 8,029 |
0.204789 | -0.105559 | 0.334126 | -0.814182 | -0.623186 | -1.138866 | 0.919393 | 0 | -0.116279 | 0.249689 | 0 | 0.000134 | 0.005288 | 1 | 8,030 |
-0.614449 | -0.590844 | -0.857137 | 5.236836 | -0.677773 | -0.646554 | 0.917831 | -0.000143 | -0.116279 | 0.249689 | 0 | -0.000403 | 0.005824 | 1 | 8,031 |
0 | -0.34812 | 0.572321 | 5.236836 | -1.210334 | -1.483608 | 0.917831 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.004288 | 1 | 8,032 |
0.40966 | 0.13723 | 0.334062 | -0.814182 | -0.915794 | -0.814386 | 0.916443 | -0.000127 | -0.116279 | 0.249689 | 0 | 0.000269 | 0.004287 | 1 | 8,033 |
0 | -0.226868 | 0.334126 | -0.814182 | -1.255143 | -1.027019 | 0.916443 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.003618 | 1 | 8,034 |
0.40955 | 0.137035 | 0.095899 | 5.230341 | -0.624882 | -0.625212 | 0.935705 | 0.001762 | -0.116279 | 0.249689 | 0 | 0.000268 | 0.003751 | 1 | 8,035 |
-0.307152 | -0.34825 | -0.380395 | -0.814182 | -0.801798 | -0.898703 | 0.935705 | 0 | -0.116279 | 0.249689 | 0 | -0.000201 | 0.004086 | 1 | 8,036 |
-0.102398 | 0.015701 | 0.215041 | -0.814182 | -1.097695 | -1.099821 | 0.91679 | -0.00173 | -0.116279 | 0.249689 | 0 | -0.000067 | 0.004153 | 1 | 8,037 |
-0.204816 | -0.833535 | -0.14236 | -0.811746 | -1.2064 | -1.547663 | 0.91679 | 0 | -0.116279 | 0.249689 | 0 | -0.000134 | 0.004822 | 1 | 8,038 |
0.204816 | 0.015824 | 0.095835 | 5.235212 | -0.47575 | -0.545119 | 0.917657 | 0.000079 | -0.116279 | 0.249689 | 0 | 0.000134 | 0.004688 | 1 | 8,039 |
1.842109 | 1.591913 | 0.334126 | -0.820669 | -0.317271 | -0.314896 | 0.917657 | 0 | -0.116279 | 0.249689 | 0 | 0.001207 | 0.003346 | 1 | 8,040 |
2.452691 | 2.557382 | 0.810197 | -0.83118 | -0.18202 | -0.389742 | 0.917831 | 0.000016 | -0.116279 | 0.249689 | 0 | 0.001608 | 0.001338 | 1 | 8,041 |
1.020792 | 0.86053 | 0.572321 | -0.834407 | -0.564753 | -0.625212 | 0.917831 | 0 | -0.116279 | 0.249689 | 0 | 0.000669 | 0.002138 | 1 | 8,042 |
-1.4293 | -0.832691 | -1.089911 | 5.202816 | -0.749094 | -0.246456 | 0.919219 | 0.000127 | -0.116279 | 0.249689 | 0 | -0.000937 | 0.002942 | 1 | 8,043 |
1.021065 | 0.860919 | 0.334732 | -0.833601 | -0.936756 | -0.762738 | 0.919219 | 0 | -0.116279 | 0.249689 | 0 | 0.000669 | 0.002539 | 1 | 8,044 |
0 | 0.013794 | 0.334891 | -0.833601 | -0.980679 | -0.788145 | 0.919219 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.002806 | 1 | 8,045 |
0.714339 | 0.255593 | 0.097429 | -0.836019 | -0.085062 | 0 | 0.918525 | -0.000063 | -0.116279 | 0.249689 | 0 | 0.000468 | 0.001604 | 1 | 8,046 |
-0.918498 | -0.711739 | -0.970819 | -0.833601 | -0.462189 | -0.691024 | 0.918525 | 0 | -0.116279 | 0.249689 | 0 | -0.000602 | 0.001471 | 1 | 8,047 |
-0.408399 | 0.255706 | 0.097366 | 5.199586 | -0.448888 | -0.159519 | 0.917137 | -0.000127 | -0.116279 | 0.249689 | 0 | -0.000268 | 0.001739 | 1 | 8,048 |
-0.510652 | -0.590844 | -0.14035 | -0.828758 | -0.272939 | -0.329316 | 0.915228 | -0.000175 | -0.116279 | 0.249689 | 0 | -0.000335 | 0.002207 | 1 | 8,049 |
0.919051 | 0.61912 | 0.928669 | -0.832794 | -0.887968 | -0.526288 | 0.915228 | 0 | -0.116279 | 0.249689 | 0 | 0.000602 | 0.001204 | 1 | 8,050 |
0.204158 | 0.134795 | 0.097366 | -0.833601 | -0.274987 | -0.389742 | 0.913839 | -0.000127 | -0.116279 | 0.249689 | 0 | 0.000134 | 0.000535 | 1 | 8,051 |
1.122383 | 0.980795 | 0.216164 | -0.837631 | 0.062651 | -0.049722 | 0.913839 | 0 | -0.116279 | 0.249689 | 0 | 0.000736 | -0.00087 | 0 | 8,052 |
-1.122383 | -0.711707 | -0.970406 | -0.831987 | -0.498014 | -0.564403 | 0.913839 | 0 | -0.116279 | 0.249689 | 0 | -0.000736 | -0.000201 | 0 | 8,053 |
-1.22536 | -0.832756 | -2.041158 | -0.82795 | -0.572581 | -0.604425 | 0.913666 | -0.000016 | -0.116279 | 0.249689 | 0 | -0.000803 | 0.000937 | 1 | 8,054 |
-1.635346 | -1.075089 | -1.80532 | -0.820669 | -0.626581 | -0.405589 | 0.915401 | 0.000159 | -0.116279 | 0.249689 | 0 | -0.001072 | 0.000536 | 1 | 8,055 |
-3.685951 | -1.075608 | -4.906904 | -0.807681 | 0.518207 | 0.473594 | 0.915401 | 0 | -0.116279 | 0.249689 | 0 | -0.002416 | 0.002483 | 1 | 8,056 |
1.22964 | 0.866185 | 0.81074 | -0.810933 | -1.259363 | -0.928905 | 0.915401 | 0 | -0.116279 | 0.249689 | 0 | 0.000806 | 0.002012 | 1 | 8,057 |
0.102425 | 0.13723 | 0.334062 | -0.812558 | -0.543294 | -0.314896 | 0.924252 | 0.00081 | -0.116279 | 0.249689 | 0 | 0.000067 | 0.002213 | 1 | 8,058 |
1.126224 | 1.22867 | 0.691431 | -0.816616 | -0.531323 | -0.389742 | 0.932061 | 0.000714 | -0.116279 | 0.249689 | 0 | 0.000738 | 0.001475 | 1 | 8,059 |
1.023119 | 1.106173 | 0.096155 | -0.820669 | -0.3327 | -0.220638 | 0.932061 | 0 | -0.116279 | 0.249689 | 0 | 0.000671 | 0.00067 | 1 | 8,060 |
1.839888 | 1.589281 | 0.334414 | -0.827142 | -0.897958 | -0.788145 | 0.932061 | 0 | -0.116279 | 0.249689 | 0 | 0.001206 | -0.000469 | 0 | 8,061 |
0 | -0.469803 | -0.734987 | -0.82795 | -0.429402 | -0.50789 | 0.930672 | -0.000127 | -0.116279 | 0.249689 | 0 | 0 | -0.000871 | 0 | 8,062 |
1.021202 | 0.861113 | 0.572321 | -0.833601 | -0.727115 | -0.489906 | 0.930672 | 0 | -0.116279 | 0.249689 | 0 | 0.000669 | -0.001339 | 0 | 8,063 |
1.326541 | 0.981005 | 0.572321 | -0.837631 | -0.243901 | -0.389742 | 0.928764 | -0.000175 | -0.116279 | 0.249689 | 0 | 0.00087 | -0.00355 | 0 | 8,064 |
0 | -0.107473 | 0.453697 | -0.838436 | -0.666867 | -0.389742 | 0.928764 | 0 | -0.116279 | 0.249689 | 0 | 0 | -0.004221 | 0 | 8,065 |
-0.408044 | -0.107473 | -0.258211 | -0.836019 | -0.324943 | -0.259683 | 0.927896 | -0.000079 | -0.116279 | 0.249689 | 0 | -0.000267 | -0.003148 | 0 | 8,066 |
0.510038 | 0.255197 | 0.572321 | -0.838436 | -0.747067 | -0.691024 | 0.927896 | 0 | -0.116279 | 0.249689 | 0 | 0.000334 | -0.003214 | 0 | 8,067 |
-0.612066 | -0.469997 | -0.376827 | -0.836019 | -1.055406 | -1.027019 | 0.927896 | 0 | -0.116279 | 0.249689 | 0 | -0.000401 | -0.002411 | 0 | 8,068 |
1.223886 | 1.100955 | 0.572321 | 5.180243 | -0.757263 | -0.625212 | 0.929111 | 0.000111 | -0.116279 | 0.249689 | 0 | 0.000802 | -0.003347 | 0 | 8,069 |
0.407744 | 0.375317 | -0.139207 | -0.841655 | -0.40548 | -0.389742 | 0.929111 | 0 | -0.116279 | 0 | -0.385986 | 0.000267 | -0.003614 | 0 | 8,070 |
-0.407744 | 0.375059 | -0.139017 | -0.840851 | -0.23999 | -0.246456 | 0.927896 | -0.000111 | -0.116279 | 0 | -0.385986 | -0.000267 | -0.003347 | 0 | 8,071 |
0 | -0.349255 | 0.098001 | -0.840851 | -1.139158 | -1.317441 | 0.927896 | 0 | -0.116279 | 0 | -0.385986 | 0 | -0.002275 | 0 | 8,072 |
0.203886 | 0.133825 | 0.098001 | -0.841655 | -0.294751 | -0.928905 | 0.928069 | 0.000016 | -0.116279 | 0 | -0.385986 | 0.000134 | -0.002475 | 0 | 8,073 |
0.917148 | 0.616615 | 0.809402 | -0.844067 | -0.085843 | -0.286814 | 0.929631 | 0.000143 | -0.116279 | 0 | -0.385986 | 0.000601 | -0.002742 | 0 | 8,074 |
-0.101878 | -0.470134 | -1.442935 | -0.844871 | -0.144482 | -0.314896 | 0.929631 | 0 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.002407 | 0 | 8,075 |
0 | 0.374672 | 0.335335 | -0.844067 | -0.535788 | -0.438258 | 0.929631 | 0 | -0.116279 | 0 | -0.385986 | 0 | -0.002675 | 0 | 8,076 |
0.611166 | 0.374672 | 0.453832 | -0.84728 | -1.006664 | -0.714222 | 0.929805 | 0.000016 | -0.116279 | 0 | -0.385986 | 0.000401 | -0.003209 | 0 | 8,077 |
0.407308 | 0.133051 | 0.572321 | -0.846477 | -0.208534 | -0.329316 | 0.929805 | 0 | -0.116279 | 0 | -0.385986 | 0.000267 | -0.00361 | 0 | 8,078 |
-0.407308 | -0.832142 | -0.138257 | -0.84728 | -0.702005 | -0.66848 | 0.929978 | 0.000016 | -0.116279 | 0 | -0.385986 | -0.000267 | -0.003343 | 0 | 8,079 |
-0.101844 | -0.22886 | 0.33543 | -0.846477 | -1.307567 | -1.268925 | 0.929978 | 0 | -0.116279 | 0 | -0.385986 | -0.000067 | -0.003813 | 0 | 8,080 |
0.203681 | -0.228836 | 0.216949 | -0.84728 | -1.042896 | -1.062593 | 0.911931 | -0.001651 | -0.116279 | 0 | -0.385986 | 0.000134 | -0.00408 | 0 | 8,081 |
-2.343979 | -0.470183 | -2.153655 | -0.837631 | -0.423027 | -0.300732 | 0.911931 | 0 | -0.116279 | 0 | -0.385986 | -0.001536 | -0.000803 | 0 | 8,082 |
0.407907 | -0.107505 | 0.09781 | -0.841655 | -0.262788 | -0.273134 | 0.927549 | 0.001429 | -0.116279 | 0 | -0.385986 | 0.000267 | -0.000936 | 0 | 8,083 |
-1.019973 | 0.858397 | -0.613876 | -0.836825 | -0.96388 | -0.625212 | 0.927549 | 0 | -0.116279 | 0 | -0.385986 | -0.000669 | 0.000401 | 1 | 8,084 |
0.612066 | 0.376092 | 0.09762 | -0.837631 | -1.097695 | -0.960292 | 0.93449 | 0.000635 | -0.116279 | 0 | -0.385986 | 0.000401 | -0.000803 | 0 | 8,085 |
0.203967 | 0.134116 | 0.572321 | -0.838436 | -0.541786 | -0.545119 | 0.93449 | 0 | -0.116279 | 0 | -0.385986 | 0.000134 | -0.001137 | 0 | 8,086 |
0 | -0.349191 | 0.097874 | -0.840046 | -0.96388 | -0.691024 | 0.929111 | -0.000492 | -0.116279 | 0 | -0.385986 | 0 | -0.000802 | 0 | 8,087 |
0.815597 | 0.617099 | 0.809497 | -0.840851 | -0.95837 | -0.714222 | 0.929111 | 0 | -0.116279 | 0 | -0.385986 | 0.000535 | -0.002274 | 0 | 8,088 |
0 | -0.34932 | -0.85064 | -0.842459 | -0.315094 | -0.455106 | 0.928243 | -0.000079 | -0.116279 | 0 | -0.385986 | 0 | -0.002274 | 0 | 8,089 |
-0.203858 | 0.133631 | 0.098127 | -0.841655 | -0.737019 | -1.062593 | 0.928243 | 0 | -0.116279 | 0 | -0.385986 | -0.000134 | -0.002007 | 0 | 8,090 |
-0.611738 | -0.228521 | -1.800233 | -0.839241 | -1.226295 | -0.928905 | 0.926681 | -0.000143 | -0.116279 | 0 | -0.385986 | -0.000401 | -0.002409 | 0 | 8,091 |
2.241842 | 2.065566 | 0.690913 | 5.168988 | 0.4024 | 0.412644 | 0.926681 | 0 | -0.116279 | 0 | -0.385986 | 0.00147 | -0.003477 | 0 | 8,092 |
-0.203668 | 0.615326 | 0.098571 | -0.846477 | -0.382355 | -0.358959 | 0.929458 | 0.000254 | -0.116279 | 0 | -0.385986 | -0.000134 | -0.003343 | 0 | 8,093 |
0.407308 | 0.374285 | 0.572321 | 5.164171 | -0.140246 | -0.489906 | 0.929458 | 0 | -0.116279 | 0 | -0.385986 | 0.000267 | -0.003878 | 0 | 8,094 |
0.4072 | -0.108344 | 0.572321 | -0.849688 | -1.616855 | -1.483608 | 0.930672 | 0.000111 | -0.116279 | 0 | -0.385986 | 0.000267 | -0.004011 | 0 | 8,095 |
-1.120061 | -0.470239 | -0.730275 | -0.845674 | -0.856459 | -0.489906 | 0.930672 | 0 | -0.116279 | 0 | -0.385986 | -0.000734 | -0.003545 | 0 | 8,096 |
-1.120884 | -0.47015 | -0.968345 | 5.177025 | -0.310762 | -0.545119 | 0.934143 | 0.000317 | -0.116279 | 0 | -0.385986 | -0.000735 | -0.004286 | 0 | 8,097 |
0 | 0.133728 | 0.572321 | 5.178634 | -0.975034 | -0.928905 | 0.934143 | 0 | -0.116279 | 0 | -0.385986 | 0 | -0.004286 | 0 | 8,098 |
0.203858 | -0.349287 | -2.393867 | -0.841655 | -1.487913 | -1.483608 | 0.934143 | 0 | -0.116279 | 0 | -0.385986 | 0.000134 | -0.003882 | 0 | 8,099 |
-0.611657 | -0.34932 | -0.494793 | -0.840046 | -0.826318 | -0.584164 | 0.932581 | -0.000143 | -0.116279 | 0 | -0.385986 | -0.000401 | -0.003079 | 0 | 8,100 |
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