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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.208454 | -0.590844 | -0.155057 | -0.705942 | -2.056847 | -1.872143 | 1.024902 | 0 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.003002 | 1 | 9,601 |
0.208454 | 1.137464 | 0.572321 | -0.705942 | 0.016369 | -0.99296 | 1.024902 | 0 | -0.232558 | 0.249689 | 0 | 0.000137 | 0.002797 | 1 | 9,602 |
-0.208454 | -0.590844 | -0.397582 | -0.705101 | -0.337172 | -0.081109 | 1.026638 | 0.000159 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.002593 | 1 | 9,603 |
-0.208483 | -0.096873 | 0.08737 | -0.70426 | -1.018532 | -1.027019 | 1.026638 | 0 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.002184 | 1 | 9,604 |
0.625363 | 1.3845 | 0.087303 | 5.453462 | 0.443672 | 0.327688 | 1.026638 | 0 | -0.232558 | 0.249689 | 0 | 0.00041 | 0.001502 | 1 | 9,605 |
-0.41688 | -0.590844 | 0.087502 | -0.705942 | -1.575598 | -1.617295 | 1.026638 | 0 | -0.232558 | 0.249689 | 0 | -0.000273 | 0.001638 | 1 | 9,606 |
1.458583 | 1.137464 | 1.05714 | 5.440011 | -1.164539 | -0.841516 | 1.021085 | -0.000508 | -0.232558 | 0.249689 | 0 | 0.000956 | 0.000546 | 1 | 9,607 |
-0.208284 | -0.097345 | -0.154461 | -0.709305 | -1.139158 | -0.928905 | 1.021085 | 0 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.000546 | 1 | 9,608 |
-0.208312 | -0.344044 | 0.087767 | -0.709305 | -2.274619 | -1.547663 | 1.022126 | 0.000095 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.000955 | 1 | 9,609 |
0.833078 | 0.396289 | 0.330027 | 5.436652 | -1.42067 | -1.369089 | 1.022126 | 0 | -0.232558 | 0.249689 | 0 | 0.000546 | 0.00075 | 1 | 9,610 |
0.208198 | -0.09748 | -0.154262 | 5.433296 | -0.866003 | -0.455106 | 1.022126 | 0 | -0.232558 | 0.249689 | 0 | 0.000136 | 0.000682 | 1 | 9,611 |
-0.104096 | 0.149051 | 0.330193 | -0.714341 | -0.851736 | -0.869599 | 1.016226 | -0.00054 | -0.232558 | 0.249689 | 0 | -0.000068 | 0.001159 | 1 | 9,612 |
0.72852 | 0.765491 | 0.209091 | -0.716018 | -1.66072 | -1.268925 | 1.016226 | 0 | -0.232558 | 0.249689 | 0 | 0.000478 | 0.000477 | 1 | 9,613 |
-0.416255 | -0.344279 | 0.08823 | -0.714341 | -0.642068 | -0.389742 | 1.016226 | 0 | -0.232558 | 0.249689 | 0 | -0.000273 | 0.001091 | 1 | 9,614 |
-0.312266 | 0.14895 | 0.209166 | 5.434974 | -1.242632 | -1.268925 | 1.016226 | 0 | -0.232558 | 0.249689 | 0 | -0.000205 | 0.001159 | 1 | 9,615 |
0.41634 | 0.518961 | -0.638734 | -0.71518 | -0.486793 | -0.358959 | 1.019002 | 0.000254 | -0.232558 | 0.249689 | 0 | 0.000273 | 0.00075 | 1 | 9,616 |
1.560263 | 1.50431 | 0.935377 | -0.721044 | -1.024543 | -0.455106 | 1.019002 | 0 | -0.232558 | 0.249689 | 0 | 0.001023 | -0.001296 | 0 | 9,617 |
-1.039998 | -0.83724 | -0.758159 | 5.426589 | -1.087705 | -0.869599 | 1.019523 | 0.000048 | -0.232558 | 0.249689 | 0 | -0.000682 | -0.000068 | 0 | 9,618 |
-0.208085 | -0.097816 | -1.364574 | -0.716018 | 0.367519 | 0.429732 | 1.019523 | 0 | -0.232558 | 0.249689 | 0 | -0.000136 | -0.000136 | 0 | 9,619 |
-1.874041 | -1.084073 | -2.576637 | -0.709305 | -0.519555 | -0.389742 | 1.018134 | -0.000127 | -0.232558 | 0.249689 | 0 | -0.001228 | 0.001297 | 1 | 9,620 |
-0.208369 | 0.149657 | 0.329994 | -0.708464 | -0.421758 | -0.50789 | 1.018134 | 0 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.001024 | 1 | 9,621 |
0.416709 | 1.136756 | 0.087568 | -0.710145 | -0.553941 | -0.300732 | 1.020217 | 0.00019 | -0.232558 | 0.249689 | 0 | 0.000273 | 0.001092 | 1 | 9,622 |
-0.416709 | -0.590844 | -0.881937 | -0.708464 | -0.672298 | -0.389742 | 1.020217 | 0 | -0.232558 | 0.249689 | 0 | -0.000273 | 0.001024 | 1 | 9,623 |
-0.416823 | -0.837779 | -1.852769 | -0.705942 | -0.218862 | -0.314896 | 1.019349 | -0.000079 | -0.232558 | 0.249689 | 0 | -0.000273 | 0.001297 | 1 | 9,624 |
-0.208454 | -0.590844 | -0.397582 | -0.705101 | -0.329365 | -0.273134 | 1.019349 | 0 | -0.232558 | 0.249689 | 0 | -0.000137 | 0.001775 | 1 | 9,625 |
-0.729815 | -0.467338 | -0.276431 | -0.70426 | 0.004814 | -0.286814 | 1.01987 | 0.000048 | -0.232558 | 0.249689 | 0 | -0.000478 | 0.002321 | 1 | 9,626 |
-1.147558 | 0.27393 | -1.005011 | -0.698363 | 0.357694 | 0.028415 | 1.01987 | 0 | -0.232558 | 0.249689 | 0 | -0.000752 | 0.002869 | 1 | 9,627 |
0.834673 | 1.139591 | 0.329563 | -0.700892 | -0.698222 | -0.625212 | 1.018829 | -0.000095 | -0.232558 | 0.249689 | 0 | 0.000547 | 0.001913 | 1 | 9,628 |
-0.417279 | -0.2201 | 0.087038 | -0.699206 | -0.790932 | -0.960292 | 1.018829 | 0 | -0.232558 | 0.249689 | 0 | -0.000274 | 0.002732 | 1 | 9,629 |
-0.626133 | 2.126925 | -0.884325 | -0.696677 | -0.150456 | -0.081109 | 1.01987 | 0.000095 | -0.232558 | 0 | -0.385986 | -0.00041 | 0.00246 | 1 | 9,630 |
-1.044127 | 0.398314 | -0.884924 | -0.692456 | -0.395649 | -0.344 | 1.01987 | 0 | -0.232558 | 0 | -0.385986 | -0.000684 | 0.003417 | 1 | 9,631 |
1.044127 | 0.646366 | -0.399708 | 5.466942 | -0.219808 | -0.564403 | 1.012408 | -0.000683 | -0.232558 | 0 | -0.385986 | 0.000684 | 0.003279 | 1 | 9,632 |
0.104373 | -0.096197 | 0.572321 | 5.465256 | -0.96112 | -1.062593 | 1.012408 | 0 | -0.232558 | 0 | -0.385986 | 0.000068 | 0.00321 | 1 | 9,633 |
-0.208754 | -0.714518 | -0.034677 | -0.696677 | -1.609807 | -1.268925 | 1.016226 | 0.000349 | -0.232558 | 0 | -0.385986 | -0.000137 | 0.00362 | 1 | 9,634 |
-0.52201 | -0.714535 | -0.277651 | 5.470317 | -1.4591 | -1.179915 | 1.016226 | 0 | -0.232558 | 0 | -0.385986 | -0.000342 | 0.004644 | 1 | 9,635 |
2.086968 | 1.882052 | 1.058003 | -0.700892 | -1.114671 | -1.099821 | 1.018308 | 0.00019 | -0.232558 | 0 | -0.385986 | 0.001368 | 0.003071 | 1 | 9,636 |
0.20854 | -0.34374 | -0.276779 | 5.453462 | -0.50512 | -0.928905 | 1.018308 | 0 | -0.232558 | 0 | -0.385986 | 0.000137 | 0.002389 | 1 | 9,637 |
0.416994 | 0.644168 | 0.572321 | -0.705942 | -1.307567 | -0.814386 | 1.018308 | 0 | -0.232558 | 0 | -0.385986 | 0.000273 | 0.002729 | 1 | 9,638 |
0 | 0.396963 | 0.329862 | 5.450096 | -1.064939 | -0.762738 | 1.01692 | -0.000127 | -0.232558 | 0 | -0.385986 | 0 | 0.002593 | 1 | 9,639 |
1.458583 | 1.137464 | 0.814747 | -0.710984 | -0.903008 | -0.788145 | 1.01692 | 0 | -0.232558 | 0 | -0.385986 | 0.000956 | 0.00116 | 1 | 9,640 |
-0.416596 | -0.590844 | 0.087833 | -0.710145 | -1.811885 | -1.138866 | 1.019176 | 0.000206 | -0.232558 | 0 | -0.385986 | -0.000273 | 0.001365 | 1 | 9,641 |
-0.312521 | 0.149556 | -0.154659 | -0.708464 | -0.76761 | -0.99296 | 1.019176 | 0 | -0.232558 | 0 | -0.385986 | -0.000205 | 0.001501 | 1 | 9,642 |
1.770109 | 1.506598 | 0.69348 | -0.714341 | -0.900478 | -1.062593 | 1.019176 | 0 | -0.232558 | 0 | -0.385986 | 0.00116 | -0.000409 | 0 | 9,643 |
-0.416311 | -0.590844 | 0.088164 | 5.433296 | -2.274619 | -1.979004 | 1.035488 | 0.001492 | -0.232558 | 0 | -0.385986 | -0.000273 | -0.000819 | 0 | 9,644 |
-1.041276 | -0.344179 | -1.365631 | -0.710145 | -0.78236 | -0.66848 | 1.020564 | -0.001365 | -0.232558 | 0 | -0.385986 | -0.000683 | -0.001914 | 0 | 9,645 |
0.624851 | 0.149556 | 0.572321 | 5.434974 | -1.470482 | -1.317441 | 1.020564 | 0 | -0.232558 | 0 | -0.385986 | 0.00041 | -0.001503 | 0 | 9,646 |
0.832737 | 0.889047 | 0.814482 | -0.716018 | -1.517974 | -1.547663 | 1.020738 | 0.000016 | -0.232558 | 0 | -0.385986 | 0.000546 | -0.002869 | 0 | 9,647 |
0.208113 | 0.148849 | 0.572321 | -0.71518 | -1.046002 | -0.99296 | 1.020738 | 0 | -0.232558 | 0 | -0.385986 | 0.000136 | -0.003553 | 0 | 9,648 |
-0.832623 | -1.084073 | -0.88035 | 5.434974 | -0.725151 | -0.814386 | 1.018829 | -0.000175 | -0.232558 | 0 | -0.385986 | -0.000546 | -0.003144 | 0 | 9,649 |
1.872763 | 2.120995 | 0.693389 | -0.721044 | -0.725151 | -0.928905 | 1.018829 | 0 | -0.232558 | 0 | -0.385986 | 0.001228 | -0.003687 | 0 | 9,650 |
0.831602 | 1.133226 | 0.814152 | -0.723554 | -0.685139 | -0.841516 | 1.014837 | -0.000365 | -0.232558 | 0 | -0.385986 | 0.000545 | -0.005328 | 0 | 9,651 |
-0.103925 | 0.640131 | 0.330589 | -0.72439 | -0.482631 | -0.646554 | 1.014837 | 0 | -0.232558 | 0 | -0.385986 | -0.000068 | -0.005944 | 0 | 9,652 |
-0.519733 | 0.02479 | -0.032113 | -0.721881 | -0.280134 | -0.358959 | 1.015705 | 0.000079 | -0.232558 | 0 | -0.385986 | -0.000341 | -0.00533 | 0 | 9,653 |
-0.831942 | -0.467658 | -0.637165 | -0.717694 | -0.76761 | -0.625212 | 1.015705 | 0 | -0.232558 | 0 | -0.385986 | -0.000545 | -0.004921 | 0 | 9,654 |
-0.416141 | -0.590844 | -0.637825 | 5.428265 | -0.890452 | -0.738112 | 1.012061 | -0.000333 | -0.232558 | 0 | -0.385986 | -0.000273 | -0.003827 | 0 | 9,655 |
-0.208113 | -0.837442 | -0.88035 | 5.428265 | -0.604804 | -0.762738 | 1.012061 | 0 | -0.232558 | 0 | -0.385986 | -0.000136 | -0.003964 | 0 | 9,656 |
-0.208142 | -0.097681 | 0.088164 | 5.434974 | -0.688852 | -0.625212 | 1.012061 | 0 | -0.232558 | 0 | -0.385986 | -0.000136 | -0.003554 | 0 | 9,657 |
-0.20817 | -0.344212 | -0.154064 | -0.713502 | 0.972944 | -0.564403 | 1.012928 | 0.000079 | -0.232558 | 0 | -0.385986 | -0.000136 | -0.002323 | 0 | 9,658 |
0.416311 | -0.097547 | -0.154163 | -0.71518 | -0.661478 | -0.50789 | 1.012928 | 0 | -0.232558 | 0 | -0.385986 | 0.000273 | -0.001707 | 0 | 9,659 |
0.52023 | 0.395346 | -1.486262 | -0.717694 | -0.828591 | -0.714222 | 1.012581 | -0.000032 | -0.232558 | 0 | -0.385986 | 0.000341 | -0.002253 | 0 | 9,660 |
0.104025 | 0.271808 | 0.451335 | -0.717694 | -0.599874 | -0.526288 | 1.012581 | 0 | -0.232558 | 0 | -0.385986 | 0.000068 | -0.002731 | 0 | 9,661 |
0.623999 | 0.148547 | -0.153668 | -0.720207 | -0.629993 | -0.526288 | 1.009284 | -0.000302 | -0.232558 | 0 | -0.385986 | 0.000409 | -0.004303 | 0 | 9,662 |
-0.311968 | -0.590844 | -0.395334 | -0.71937 | -0.473016 | -0.259683 | 1.009284 | 0 | -0.232558 | 0 | -0.385986 | -0.000204 | -0.00403 | 0 | 9,663 |
0.51991 | 0.02521 | 0.209438 | -0.720207 | -0.546319 | -0.714222 | 1.010499 | 0.000111 | -0.232558 | 0 | -0.385986 | 0.000341 | -0.003276 | 0 | 9,664 |
-0.207943 | -0.221312 | 0.088626 | -0.720207 | -0.416709 | -0.564403 | 1.010499 | 0 | -0.232558 | 0 | -0.385986 | -0.000136 | -0.003482 | 0 | 9,665 |
-0.207971 | -0.590844 | 0.330457 | 5.421563 | -1.549395 | -1.138866 | 1.010672 | 0.000016 | -0.232558 | 0 | -0.385986 | -0.000136 | -0.004098 | 0 | 9,666 |
-1.560689 | -0.590844 | -1.242713 | -0.713502 | -0.989233 | -0.869599 | 1.010672 | 0 | -0.232558 | 0 | -0.385986 | -0.001023 | -0.003349 | 0 | 9,667 |
0.832566 | 0.395683 | 0.572321 | -0.716856 | -1.43688 | -1.268925 | 1.012581 | 0.000175 | -0.232558 | 0 | -0.385986 | 0.000546 | -0.0041 | 0 | 9,668 |
-0.312159 | -0.467566 | -0.032773 | -0.716018 | -1.097695 | -0.814386 | 1.012581 | 0 | -0.232558 | 0 | -0.385986 | -0.000205 | -0.003964 | 0 | 9,669 |
0.312159 | 0.395346 | 0.451294 | -0.716018 | -1.255143 | -1.369089 | 1.012581 | 0 | -0.232558 | 0 | -0.385986 | 0.000205 | -0.004443 | 0 | 9,670 |
-0.624382 | -0.71413 | -0.153816 | -0.714341 | -1.071368 | -1.099821 | 1.011887 | -0.000063 | -0.232558 | 0 | -0.385986 | -0.000409 | -0.003349 | 0 | 9,671 |
0.520336 | 0.272279 | -0.03302 | -0.716018 | -0.166936 | -0.286814 | 1.011887 | 0 | -0.232558 | 0 | -0.385986 | 0.000341 | -0.003005 | 0 | 9,672 |
-0.520336 | -0.837442 | -0.153866 | -0.713502 | -0.670483 | -0.788145 | 1.011887 | 0 | -0.232558 | 0 | -0.385986 | -0.000341 | -0.002254 | 0 | 9,673 |
0 | 0.272279 | 0.209141 | -0.714341 | -0.803991 | -0.788145 | 1.012408 | 0.000048 | -0.232558 | 0 | -0.385986 | 0 | -0.002254 | 0 | 9,674 |
0.520336 | 0.272279 | 0.451269 | -0.716018 | -0.130183 | -0.091851 | 1.012408 | 0 | -0.232558 | 0 | -0.385986 | 0.000341 | -0.002595 | 0 | 9,675 |
0.104046 | -0.097749 | 0.330292 | 5.428265 | -0.522479 | -1.027019 | 1.003731 | -0.000794 | -0.232558 | 0 | -0.385986 | 0.000068 | -0.001843 | 0 | 9,676 |
-0.312159 | -0.71413 | -0.032773 | -0.71518 | -0.0628 | -0.273134 | 1.003731 | 0 | -0.232558 | 0 | -0.385986 | -0.000205 | -0.001502 | 0 | 9,677 |
-0.62451 | -0.590844 | -0.275041 | -0.713502 | -0.303244 | -0.039527 | 1.003731 | 0 | -0.232558 | 0 | -0.385986 | -0.000409 | -0.001161 | 0 | 9,678 |
0.832623 | 1.012098 | 0.814449 | 5.426589 | 0.062651 | 0.108065 | 1.003731 | 0 | -0.232558 | 0 | -0.385986 | 0.000546 | -0.001638 | 0 | 9,679 |
-1.04085 | -0.590844 | -1.122577 | 5.438331 | -0.209467 | -0.113778 | 0.960694 | -0.003937 | -0.232558 | 0 | -0.385986 | -0.000682 | -0.000546 | 0 | 9,680 |
0.416425 | -0.097412 | -0.517814 | -0.713502 | -0.318362 | -0.625212 | 1.002516 | 0.003826 | -0.232558 | 0 | -0.385986 | 0.000273 | -0.000956 | 0 | 9,681 |
0.832509 | 0.642146 | 0.693373 | -0.717694 | -0.616446 | -0.788145 | 1.002516 | 0 | -0.232558 | 0 | -0.385986 | 0.000546 | -0.001297 | 0 | 9,682 |
0 | -0.467574 | 0.088296 | -0.716856 | -1.330636 | -1.483608 | 1.008243 | 0.000524 | -0.232558 | 0 | -0.385986 | 0 | -0.001501 | 0 | 9,683 |
0.416084 | -0.097816 | 0.451327 | 5.423238 | -0.868409 | -0.66848 | 1.008243 | 0 | -0.232558 | 0 | -0.385986 | 0.000273 | -0.001706 | 0 | 9,684 |
1.039715 | 0.641138 | 0.572321 | -0.720207 | -0.50655 | -0.584164 | 1.002169 | -0.000556 | -0.232558 | 0 | -0.385986 | 0.000682 | -0.002866 | 0 | 9,685 |
-0.31184 | -0.590844 | -0.153074 | -0.721881 | -1.097695 | -1.062593 | 1.002169 | 0 | -0.232558 | 0 | -0.385986 | -0.000204 | -0.003071 | 0 | 9,686 |
-0.831885 | -0.714029 | -0.758068 | 5.423238 | -0.75932 | -0.584164 | 1.004252 | 0.00019 | -0.232558 | 0 | -0.385986 | -0.000545 | -0.002252 | 0 | 9,687 |
0.935839 | 0.518053 | -0.032608 | -0.722717 | -0.322742 | -0.220638 | 1.004252 | 0 | -0.232558 | 0 | -0.385986 | 0.000613 | -0.002319 | 0 | 9,688 |
-0.207915 | -0.221363 | -0.153173 | -0.721044 | -0.870824 | -0.928905 | 1.005813 | 0.000143 | -0.232558 | 0 | -0.385986 | -0.000136 | -0.0015 | 0 | 9,689 |
-0.727924 | -0.344481 | -0.395202 | -0.718532 | -0.304313 | -0.329316 | 1.005813 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000477 | 0.000136 | 1 | 9,690 |
-0.104018 | -0.467599 | -0.274637 | -0.717694 | -0.448888 | -0.564403 | 1.007549 | 0.000159 | -0.232558 | -0.267949 | -0.517638 | -0.000068 | -0.000409 | 0 | 9,691 |
-0.104025 | -0.590844 | 0.088362 | -0.717694 | -0.500848 | -0.762738 | 1.007549 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000068 | -0.000409 | 0 | 9,692 |
-1.144739 | -0.714113 | -0.758976 | -0.713502 | -0.243901 | 0.028415 | 1.00859 | 0.000095 | -0.232558 | -0.267949 | -0.517638 | -0.00075 | 0 | 0 | 9,693 |
-1.041418 | -0.590844 | -0.638816 | -0.709305 | -1.259363 | -0.841516 | 1.00859 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000683 | 0.000819 | 1 | 9,694 |
-2.711019 | -0.343976 | -2.580511 | -0.698363 | 0.477096 | 0.359075 | 1.009458 | 0.000079 | -0.232558 | -0.267949 | -0.517638 | -0.001777 | 0.002596 | 1 | 9,695 |
1.251838 | 0.892488 | 0.086772 | 5.458514 | -0.696338 | -0.841516 | 1.009458 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000821 | 0.001639 | 1 | 9,696 |
-1.251838 | -0.590844 | -1.126286 | -0.69752 | -0.950186 | -1.062593 | 1.02577 | 0.001492 | -0.232558 | -0.267949 | -0.517638 | -0.000821 | 0.002528 | 1 | 9,697 |
-0.83513 | -0.590844 | -0.398909 | 5.470317 | -0.55241 | -0.898703 | 1.02577 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000547 | 0.003007 | 1 | 9,698 |
-0.208854 | -0.343402 | 0.086506 | -0.694989 | -0.40796 | -0.455106 | 1.02577 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000137 | 0.003553 | 1 | 9,699 |
1.043984 | 0.893503 | 1.058069 | 5.46357 | -0.585291 | -0.421757 | 1.020564 | -0.000476 | -0.232558 | -0.267949 | -0.517638 | 0.000684 | 0.002733 | 1 | 9,700 |
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