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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.421954 | 0.408706 | 0.081602 | -0.630168 | -0.198358 | -0.102739 | 1.015878 | 0 | -0.27907 | -0.785587 | -0 | -0.000277 | 0.007716 | 1 | 9,301 |
-1.900237 | -0.590844 | -1.637597 | -0.623265 | -0.139402 | 0.009584 | 1.015878 | 0 | -0.27907 | -0.785587 | -0 | -0.001246 | 0.008687 | 1 | 9,302 |
0.633675 | 0.160013 | 0.326605 | -0.624992 | -0.298985 | -0.159519 | 1.001996 | -0.00127 | -0.27907 | -0.785587 | -0 | 0.000415 | 0.008134 | 1 | 9,303 |
2.532073 | 2.409467 | 0.449518 | -0.635335 | -0.25577 | -0.259683 | 1.001996 | 0 | -0.27907 | -0.785587 | -0 | 0.00166 | 0.006337 | 1 | 9,304 |
-0.210846 | -0.590844 | 0.081873 | -0.635335 | -0.056782 | -0.136322 | 0.996269 | -0.000524 | -0.27907 | -0.785587 | -0 | -0.000138 | 0.006201 | 1 | 9,305 |
0.843208 | 0.907653 | 0.572321 | -0.637915 | 0.633411 | 0.520224 | 0.996269 | 0 | -0.27907 | -0.785587 | -0 | 0.000553 | 0.00702 | 1 | 9,306 |
-1.475919 | -0.840576 | -1.634847 | -0.631891 | 0.226974 | 0.31478 | 0.995401 | -0.000079 | -0.27907 | -0.785587 | -0 | -0.000967 | 0.008811 | 1 | 9,307 |
0.843557 | 0.408706 | 0.326978 | -0.636195 | -0.844711 | -0.691024 | 0.995401 | 0 | -0.27907 | -0.785587 | -0 | 0.000553 | 0.009217 | 1 | 9,308 |
1.475104 | 1.656126 | 0.817494 | -0.640493 | -0.363462 | -0.564403 | 0.995401 | 0 | -0.27907 | -0.785587 | -0 | 0.000967 | 0.008934 | 1 | 9,309 |
0.210613 | -0.341284 | 0.082347 | -0.643069 | -0.761383 | -0.738112 | 0.995401 | 0 | -0.27907 | -0.785587 | -0 | 0.000138 | 0.008386 | 1 | 9,310 |
0.84216 | 0.905792 | 0.327385 | -0.6465 | 0.403173 | 0.418381 | 0.995575 | 0.000016 | -0.27907 | -0.785587 | -0 | 0.000552 | 0.007628 | 1 | 9,311 |
2.208461 | 2.026012 | -2.367523 | -0.655062 | 0.549865 | 0.525242 | 0.995575 | 0 | -0.27907 | -0.785587 | -0 | 0.001448 | 0.00618 | 1 | 9,312 |
-1.997994 | -0.466326 | -2.485688 | -0.647358 | 0.124165 | 0.218079 | 0.992451 | -0.000286 | -0.27907 | -0.785587 | -0 | -0.00131 | 0.007559 | 1 | 9,313 |
1.051902 | 0.90476 | 0.572321 | -0.65164 | -0.856459 | -0.472317 | 0.992451 | 0 | -0.27907 | -0.785587 | -0 | 0.00069 | 0.006869 | 1 | 9,314 |
0.420558 | -0.092515 | 0.08309 | -0.653352 | 0.07391 | 0.346667 | 0.992451 | 0 | -0.27907 | -0.785587 | -0 | 0.000276 | 0.007141 | 1 | 9,315 |
1.260978 | 0.903318 | 0.816818 | -0.657626 | 0.178539 | 0.239807 | 0.992451 | 0 | -0.27907 | -0.785587 | -0 | 0.000827 | 0.006041 | 1 | 9,316 |
1.05002 | 1.275123 | 0.083629 | -0.662748 | 0.308142 | 0.232629 | 0.992451 | 0 | -0.27907 | -0.785587 | -0 | 0.000688 | 0.006447 | 1 | 9,317 |
-1.26011 | -0.466472 | -2.604395 | -0.657626 | 0.982062 | 1.193963 | 0.992451 | 0 | -0.27907 | -0.785587 | -0 | -0.000826 | 0.007409 | 1 | 9,318 |
0.210091 | 0.155877 | -0.160868 | -0.65848 | -0.036121 | 0.07364 | -0.4741 | -0.134155 | -0.27907 | -0.785587 | -0 | 0.000138 | 0.006998 | 1 | 9,319 |
1.05002 | 0.653348 | 0.572321 | -0.662748 | 0.082543 | 0.172768 | -0.4741 | 0 | -0.27907 | -0.785587 | -0 | 0.000688 | 0.0059 | 1 | 9,320 |
-0.209946 | -0.342108 | -0.404524 | -0.661042 | -0.28324 | -0.171376 | -0.4741 | 0 | -0.27907 | -0.785587 | -0 | -0.000138 | 0.005627 | 1 | 9,321 |
1.888476 | 2.143744 | 0.083898 | -0.669563 | 0.40587 | 0.435348 | -0.469935 | 0.000381 | -0.27907 | -0.785587 | -0 | 0.001238 | 0.003978 | 1 | 9,322 |
-1.048865 | -0.590844 | -2.356603 | 5.541617 | 0.32043 | 0.473594 | -0.469935 | 0 | -0.27907 | -0.785587 | -0 | -0.000688 | 0.005077 | 1 | 9,323 |
-1.25959 | -0.963857 | -0.892544 | -0.659334 | -0.628285 | -0.526288 | -0.470803 | -0.000079 | -0.27907 | -0.785587 | -0 | -0.000826 | 0.006996 | 1 | 9,324 |
1.049731 | 0.653006 | 0.328059 | -0.662748 | -0.12852 | -0.0097 | -0.470803 | 0 | -0.27907 | -0.785587 | -0 | 0.000688 | 0.005898 | 1 | 9,325 |
0 | -0.093543 | -2.236787 | 5.533086 | 0.028398 | -0.195628 | -0.47115 | -0.000032 | -0.27907 | -0.785587 | -0 | 0 | 0.005625 | 1 | 9,326 |
-0.104941 | -0.590844 | 0.328227 | -0.663601 | -0.272939 | -0.738112 | -0.47115 | 0 | -0.27907 | -0.785587 | -0 | -0.000069 | 0.00665 | 1 | 9,327 |
-0.314865 | -0.21783 | 0.084066 | -0.661895 | -0.135196 | -0.220638 | -0.47115 | 0 | -0.27907 | -0.785587 | -0 | -0.000206 | 0.006037 | 1 | 9,328 |
-0.839958 | -0.839614 | -1.381908 | 5.546741 | -0.433256 | -0.389742 | -0.473926 | -0.000254 | -0.27907 | -0.785587 | -0 | -0.000551 | 0.00604 | 1 | 9,329 |
-0.420152 | -0.839751 | -0.649492 | -0.657626 | -0.519555 | -0.584164 | -0.474794 | -0.000079 | -0.27907 | -0.785587 | -0 | -0.000275 | 0.006315 | 1 | 9,330 |
-0.420268 | -0.590844 | -0.160868 | -0.655917 | -0.341674 | -0.691024 | -0.474794 | 0 | -0.27907 | -0.785587 | -0 | -0.000275 | 0.006454 | 1 | 9,331 |
-1.156335 | -0.341834 | -0.894764 | -0.650784 | -0.033944 | 0.07364 | -0.474794 | 0 | -0.27907 | -0.785587 | -0 | -0.000758 | 0.006801 | 1 | 9,332 |
-0.315516 | 0.032088 | 0.205385 | -0.649928 | -0.410448 | -0.091851 | -0.47757 | -0.000254 | -0.27907 | -0.785587 | -0 | -0.000207 | 0.008103 | 1 | 9,333 |
0.420674 | -0.092378 | 0.572321 | -0.65164 | -0.526887 | -0.738112 | -0.47757 | 0 | -0.27907 | -0.785587 | -0 | 0.000276 | 0.008101 | 1 | 9,334 |
0.841 | 0.65472 | 0.694608 | -0.655062 | -0.594979 | -0.646554 | -0.478438 | -0.000079 | -0.27907 | -0.785587 | -0 | 0.000551 | 0.006865 | 1 | 9,335 |
1.050598 | 0.654034 | 0.816751 | -0.659334 | -0.799611 | -0.762738 | -0.472711 | 0.000524 | -0.27907 | -0.785587 | -0 | 0.000689 | 0.006997 | 1 | 9,336 |
1.364697 | 1.150546 | 0.572321 | -0.664453 | -0.950186 | -0.545119 | -0.472711 | 0 | -0.27907 | -0.785587 | -0 | 0.000895 | 0.007196 | 1 | 9,337 |
0.104926 | 0.030717 | 0.206193 | 5.534791 | -0.126033 | -0.113778 | -0.472711 | 0 | -0.27907 | -0.785587 | -0 | 0.000069 | 0.006991 | 1 | 9,338 |
-0.629665 | -0.839511 | -0.15996 | -0.662748 | -0.830871 | -0.762738 | -0.471323 | 0.000127 | -0.27907 | -0.785587 | -0 | -0.000413 | 0.007677 | 1 | 9,339 |
0 | -0.342108 | 0.083966 | 5.534791 | -0.456838 | -0.455106 | -0.473058 | -0.000159 | -0.27907 | -0.785587 | -0 | 0 | 0.008359 | 1 | 9,340 |
0 | -0.093407 | -0.282389 | -0.661895 | -0.145332 | -0.136322 | -0.473058 | 0 | -0.27907 | -0.785587 | -0 | 0 | 0.008905 | 1 | 9,341 |
0.629665 | 1.398084 | 0.816448 | -0.664453 | 0.590245 | 0.727471 | -0.473058 | 0 | -0.27907 | -0.785587 | -0 | 0.000413 | 0.007946 | 1 | 9,342 |
0 | -0.590844 | -0.404121 | 5.531381 | -0.685139 | -0.545119 | -0.470803 | 0.000206 | -0.27907 | -0.785587 | -0 | 0 | 0.006991 | 1 | 9,343 |
0 | -0.342211 | 0.450295 | -0.665305 | -0.972229 | -0.66848 | -0.470803 | 0 | -0.27907 | -0.785587 | -0 | 0 | 0.007264 | 1 | 9,344 |
0 | -0.093612 | 0.328261 | -0.665305 | -0.227428 | -0.489906 | -0.468373 | 0.000222 | -0.27907 | -0.785587 | -0 | 0 | 0.007469 | 1 | 9,345 |
-0.839611 | -0.093612 | -0.404121 | 5.538203 | -0.178442 | -0.060048 | -0.468373 | 0 | -0.27907 | -0.785587 | -0 | -0.00055 | 0.007131 | 1 | 9,346 |
0.629752 | 0.652664 | 0.572321 | -0.663601 | -0.383553 | -0.329316 | -0.472538 | -0.000381 | -0.27907 | -0.785587 | -0 | 0.000413 | 0.007674 | 1 | 9,347 |
0.314778 | -0.217856 | -0.404255 | -0.665305 | 0.006184 | 0.019055 | -0.472538 | 0 | -0.27907 | -0.785587 | -0 | 0.000206 | 0.008287 | 1 | 9,348 |
0.629362 | 0.527659 | 0.206243 | -0.667861 | 0.370359 | -0.12497 | -0.464902 | 0.000698 | -0.27907 | -0.785587 | -0 | 0.000413 | 0.00842 | 1 | 9,349 |
0.943556 | 0.775557 | 0.206394 | -0.672115 | -0.200197 | -0.0097 | -0.464902 | 0 | -0.27907 | -1 | 0.614014 | 0.000618 | 0.007392 | 1 | 9,350 |
1.675994 | 1.39508 | 0.572321 | 5.504167 | 0.29878 | 0.365207 | 0.617267 | 0.098993 | -0.27907 | -1 | 0.614014 | 0.001099 | 0.006157 | 1 | 9,351 |
-0.418826 | -0.466796 | -0.401976 | -0.676364 | 0.094089 | 0.239807 | 0.617267 | 0 | -0.27907 | -1 | 0.614014 | -0.000275 | 0.006295 | 1 | 9,352 |
-0.209456 | -0.342689 | 0.085106 | -0.676364 | -0.549358 | -0.584164 | 0.617093 | -0.000016 | -0.27907 | -1 | 0.614014 | -0.000137 | 0.006705 | 1 | 9,353 |
-0.209485 | -0.342655 | -0.158653 | -0.673816 | -0.795258 | -0.625212 | 0.617093 | 0 | -0.27907 | -1 | 0.614014 | -0.000137 | 0.00657 | 1 | 9,354 |
-0.419056 | -0.094431 | -0.646303 | -0.673816 | -0.071926 | -0.039527 | 0.995054 | 0.034575 | -0.27907 | -1 | 0.614014 | -0.000275 | 0.007117 | 1 | 9,355 |
2.09413 | 1.890538 | 0.572321 | -0.681455 | -0.059785 | 0.099597 | 0.995054 | 0 | -0.27907 | -1 | 0.614014 | 0.001373 | 0.004994 | 1 | 9,356 |
1.2551 | 0.896352 | -0.157951 | -0.686537 | 0.228962 | 0.308247 | 0.995575 | 0.000048 | -0.27907 | -1 | 0.614014 | 0.000823 | 0.00383 | 1 | 9,357 |
1.462979 | 1.8851 | 0.572321 | -0.693301 | 0.623079 | 0.650031 | 0.995575 | 0 | -0.27907 | -1 | 0.614014 | 0.000959 | 0.003144 | 1 | 9,358 |
1.044127 | 0.646366 | 0.329364 | -0.69752 | 0.489141 | 0.525242 | 0.994534 | -0.000095 | -0.232558 | -1 | 0.614014 | 0.000684 | 0.002324 | 1 | 9,359 |
-0.62639 | -0.096197 | -0.399042 | -0.694145 | 0.017716 | 0.172768 | 0.994534 | 0 | -0.232558 | -1 | 0.614014 | -0.000411 | 0.002598 | 1 | 9,360 |
-0.313292 | -0.343402 | 0.086506 | -0.693301 | 0.364668 | 0.352895 | 0.989154 | -0.000492 | -0.232558 | -1 | 0.614014 | -0.000205 | 0.002666 | 1 | 9,361 |
0 | 0.275232 | -1.250545 | -0.693301 | 0.121274 | 0.334064 | 0.989154 | 0 | -0.232558 | -1 | 0.614014 | 0 | 0.002257 | 1 | 9,362 |
0.104438 | 0.027824 | -0.035093 | -0.693301 | -0.334933 | -0.091851 | 0.989675 | 0.000048 | -0.232558 | -1 | 0.614014 | 0.000068 | 0.002734 | 1 | 9,363 |
0 | -0.343368 | 0.329397 | -0.693301 | -0.198358 | -0.18341 | 0.989675 | 0 | -0.232558 | -1 | 0.614014 | 0 | 0.002325 | 1 | 9,364 |
0.835244 | 0.893503 | 0.08644 | -0.696677 | 0.149663 | 0.225387 | 0.990716 | 0.000095 | -0.232558 | -1 | 0.614014 | 0.000547 | 0.002324 | 1 | 9,365 |
-0.417565 | -0.467169 | -0.399042 | -0.696677 | 0.634795 | 0.683555 | 0.990716 | 0 | -0.232558 | -1 | 0.614014 | -0.000274 | 0.00287 | 1 | 9,366 |
1.669574 | 1.63461 | -0.156351 | -0.701734 | 0.428202 | 0.545002 | 0.986204 | -0.000413 | -0.232558 | -1 | 0.614014 | 0.001094 | 0.00123 | 1 | 9,367 |
0.208568 | -0.343706 | -0.155554 | -0.703418 | 0.252384 | 0.203258 | 0.986204 | 0 | -0.232558 | -1 | 0.614014 | 0.000137 | 0.000683 | 1 | 9,368 |
-0.417165 | 0.273871 | -0.034138 | -0.701734 | 0.345634 | 0.520224 | 0.987072 | 0.000079 | -0.232558 | -1 | 0.614014 | -0.000273 | 0.00082 | 1 | 9,369 |
-0.625962 | -0.590844 | -0.641136 | -0.69752 | -0.359976 | -0.171376 | 0.987072 | 0 | -0.232558 | -1 | 0.614014 | -0.00041 | 0.000889 | 1 | 9,370 |
-0.626219 | -0.83815 | -0.884525 | -0.695833 | -0.437131 | -0.233443 | 0.987072 | 0 | -0.232558 | -1 | 0.614014 | -0.00041 | 0.001231 | 1 | 9,371 |
-0.626476 | 0.151177 | -0.156251 | -0.694145 | 0.169947 | 0.195744 | 0.987072 | 0 | -0.232558 | -1 | 0.614014 | -0.000411 | 0.001915 | 1 | 9,372 |
0.626476 | 0.769854 | 0.572321 | -0.695833 | 0.041523 | -0.564403 | 0.98551 | -0.000143 | -0.232558 | -1 | 0.614014 | 0.000411 | 0.001436 | 1 | 9,373 |
1.669346 | 1.387202 | -0.156251 | -0.702576 | 0.404716 | 0.164961 | 0.98551 | 0 | -0.232558 | -1 | 0.614014 | 0.001094 | 0.00041 | 1 | 9,374 |
-0.625791 | -0.590844 | -0.155454 | -0.700049 | -0.433256 | -0.12497 | 0.985683 | 0.000016 | -0.232558 | -1 | 0.614014 | -0.00041 | 0.00082 | 1 | 9,375 |
-0.417336 | -0.590844 | -0.155753 | -0.698363 | 0.027735 | 0.24692 | 0.985683 | 0 | -0.232558 | -1 | 0.614014 | -0.000274 | 0.00164 | 1 | 9,376 |
1.460178 | 1.139355 | 0.329597 | -0.70426 | -0.160819 | 0.132946 | 0.985683 | 0 | -0.232558 | -1 | 0.614014 | 0.000957 | 0.000273 | 1 | 9,377 |
-1.251496 | -0.343808 | -1.125822 | -0.700049 | -0.109677 | 0.203258 | 0.989848 | 0.000381 | -0.232558 | -1 | 0.614014 | -0.00082 | 0.002186 | 1 | 9,378 |
-0.834901 | 0.150771 | -0.398644 | -0.696677 | -0.204816 | 0.082386 | 0.989848 | 0 | -0.232558 | -1 | 0.614014 | -0.000547 | 0.00246 | 1 | 9,379 |
0 | 0.151177 | 0.572321 | -0.695833 | -0.521015 | -0.286814 | 0.989848 | 0 | -0.232558 | -1 | 0.614014 | 0 | 0.002051 | 1 | 9,380 |
-0.208797 | -0.590844 | 0.086639 | -0.694989 | -0.68329 | -0.564403 | 0.989848 | 0 | -0.232558 | -1 | 0.614014 | -0.000137 | 0.002051 | 1 | 9,381 |
-0.626562 | 0.645858 | -0.399308 | -0.692456 | -0.19744 | -0.233443 | 1.003905 | 0.001286 | -0.232558 | -1 | 0.614014 | -0.000411 | 0.003281 | 1 | 9,382 |
1.67026 | 1.635524 | 0.572321 | -0.700049 | 0.032361 | 0.232629 | 1.003905 | 0 | -0.232558 | -1 | 0.614014 | 0.001095 | 0.002254 | 1 | 9,383 |
0.417279 | 0.150771 | -0.155853 | -0.701734 | -0.489581 | -0.147837 | 0.990369 | -0.001238 | -0.232558 | -1 | 0.614014 | 0.000274 | 0.001913 | 1 | 9,384 |
-1.043413 | -0.590844 | -0.641136 | -0.696677 | 0.051847 | 0.099597 | 0.990369 | 0 | -0.232558 | -1 | 0.614014 | -0.000684 | 0.001367 | 1 | 9,385 |
1.252009 | 0.892691 | 0.32953 | -0.701734 | -0.059785 | 0.1805 | 0.991236 | 0.000079 | -0.232558 | -1 | 0.614014 | 0.000821 | -0.000684 | 0 | 9,386 |
1.667749 | 1.38531 | 0.572321 | -0.708464 | 0.42671 | 0.554703 | 0.991236 | 0 | -0.232558 | -1 | 0.614014 | 0.001093 | -0.001093 | 0 | 9,387 |
-0.208369 | -0.097143 | 0.087634 | -0.708464 | 0.423343 | 0.606049 | 0.991236 | 0 | -0.232558 | -1 | 0.614014 | -0.000137 | -0.00123 | 0 | 9,388 |
0.416709 | 0.890057 | 0.329961 | -0.710145 | -0.088974 | 0.225387 | 0.992625 | 0.000127 | -0.232558 | -1 | 0.614014 | 0.000273 | -0.001093 | 0 | 9,389 |
1.041276 | 0.889653 | -0.154659 | -0.713502 | 0.330364 | 0.371293 | 0.992625 | 0 | -0.232558 | -1 | 0.614014 | 0.000683 | -0.001776 | 0 | 9,390 |
0.832509 | 1.381537 | -0.154163 | -0.716856 | 0.64195 | 0.866223 | 0.987766 | -0.000444 | -0.232558 | -1 | 0.614014 | 0.000546 | -0.002321 | 0 | 9,391 |
-0.832509 | -0.590844 | -1.849128 | -0.714341 | 0.4444 | 0.662768 | 0.987766 | 0 | -0.232558 | -1 | 0.614014 | -0.000546 | -0.001776 | 0 | 9,392 |
-1.457985 | -0.344179 | -2.335402 | -0.707624 | 0.588473 | 0.849722 | 1.002863 | 0.001381 | -0.232558 | -1 | 0.614014 | -0.000956 | -0.00082 | 0 | 9,393 |
0.416709 | 0.273163 | 0.329961 | -0.710145 | -0.11373 | 0.064797 | 1.002863 | 0 | -0.232558 | -1 | 0.614014 | 0.000273 | -0.001093 | 0 | 9,394 |
0.312457 | 0.642988 | 0.814582 | -0.710984 | -0.130183 | 0.239807 | 1.002863 | 0 | -0.232558 | -1 | 0.614014 | 0.000205 | -0.001298 | 0 | 9,395 |
-1.354445 | 0.026051 | -1.002857 | -0.707624 | 0.874309 | 0.84638 | 1.002863 | 0 | -0.232558 | -1 | 0.614014 | -0.000888 | -0.00041 | 0 | 9,396 |
1.458583 | 1.137464 | 1.05714 | -0.711824 | -0.347341 | -0.136322 | 0.985163 | -0.001619 | -0.232558 | -1 | 0.614014 | 0.000956 | -0.001366 | 0 | 9,397 |
1.249105 | 1.135813 | 0.814516 | -0.716018 | -0.057532 | 0.1805 | 0.985163 | 0 | -0.232558 | -1 | 0.614014 | 0.000819 | -0.002185 | 0 | 9,398 |
0.832169 | 0.395212 | 0.330292 | -0.720207 | -0.017472 | 0.157076 | 0.985163 | 0 | -0.232558 | -1 | 0.614014 | 0.000545 | -0.00273 | 0 | 9,399 |
-0.624084 | -0.590844 | -0.637495 | -0.716856 | 0.348982 | 0.610558 | 0.985163 | 0 | -0.232558 | -1 | 0.614014 | -0.000409 | -0.002731 | 0 | 9,400 |
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