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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.565593 | 0.213347 | 0.572321 | 6.497939 | -0.890452 | -0.788145 | -0.818048 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000371 | -0.002301 | 0 | 101 |
-1.470978 | -0.724861 | -1.533393 | 6.511819 | -0.21603 | 0.116445 | -0.818048 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000964 | -0.001039 | 0 | 102 |
0 | 0.213824 | 0.30899 | 6.509835 | -0.403009 | -0.102739 | -0.818048 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.000594 | 0 | 103 |
-1.132487 | -0.590844 | -1.008254 | -0.171185 | -0.314009 | -0.314896 | -0.818568 | -0.000048 | 0.023256 | 0.464102 | 0.614014 | -0.000742 | -0.000594 | 0 | 104 |
-0.679896 | 1.287551 | -1.009428 | -0.168203 | -0.372844 | -0.246456 | -0.814056 | 0.000413 | 0.023256 | 0.464102 | 0.614014 | -0.000446 | 0.000297 | 1 | 105 |
-0.226699 | -0.053721 | 0.044993 | 6.527718 | -0.451528 | -0.329316 | -0.814056 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000149 | 0.000223 | 1 | 106 |
-0.226733 | -0.322223 | 0.044915 | -0.166213 | -1.29855 | -1.483608 | -0.815098 | -0.000095 | 0.023256 | 0.464102 | 0.614014 | -0.000149 | 0.000446 | 1 | 107 |
-0.226767 | 2.898641 | -0.218965 | 6.529708 | -0.0628 | 0.108065 | -0.815098 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000149 | 0.000446 | 1 | 108 |
0.4535 | 0.483721 | 0.836044 | 6.527718 | -1.31212 | -1.027019 | -0.815618 | -0.000048 | 0.023256 | 0.464102 | 0.614014 | 0.000297 | 0.000149 | 1 | 109 |
1.359691 | 1.288667 | 0.572321 | -0.173171 | -0.665066 | -0.788145 | -0.815618 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000891 | -0.00052 | 0 | 110 |
0 | -0.322462 | 0.308872 | 6.51579 | -0.95837 | -0.814386 | -0.81718 | -0.000143 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.000594 | 0 | 111 |
0 | -0.322462 | 0.572321 | 6.51579 | -1.653214 | -1.223183 | -0.81718 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.000743 | 0 | 112 |
0.339734 | 0.214183 | 0.440602 | -0.174164 | -0.920976 | -0.898703 | -0.81718 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000223 | -0.001411 | 0 | 113 |
0.339658 | -0.188375 | 0.704001 | -0.175156 | -0.624882 | -0.389742 | -0.81718 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000223 | -0.001337 | 0 | 114 |
0.679089 | 0.481967 | 0.572321 | -0.179123 | -0.61477 | -0.389742 | -0.81718 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000445 | -0.001856 | 0 | 115 |
1.357272 | 2.088799 | 0.309107 | -0.185065 | 0.031702 | -0.029461 | -0.823948 | -0.000619 | 0.023256 | 0.464102 | 0.614014 | 0.00089 | -0.002597 | 0 | 116 |
0.678183 | 0.212751 | 0.572321 | 6.488042 | -0.703905 | -0.714222 | -0.823948 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000445 | -0.002967 | 0 | 117 |
0 | -0.323058 | 0.178012 | 6.488042 | -0.719292 | -0.584164 | -0.82308 | 0.000079 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.002225 | 0 | 118 |
-0.452089 | -0.323058 | -0.347871 | -0.185065 | -0.55241 | -0.286814 | -0.82308 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000296 | -0.002077 | 0 | 119 |
0.678083 | 0.748084 | 0.30938 | -0.188032 | -0.148744 | -0.039527 | -0.823254 | -0.000016 | 0.023256 | 0.249689 | 0 | 0.000444 | -0.002447 | 0 | 120 |
0.451888 | 0.078447 | 0.046634 | -0.190009 | -0.20389 | -0.029461 | -0.823254 | 0 | 0.023256 | 0.249689 | 0 | 0.000296 | -0.002001 | 0 | 121 |
-0.677882 | -0.85855 | -0.478898 | -0.187043 | -0.801798 | -0.928905 | -0.824121 | -0.000079 | 0.023256 | 0.249689 | 0 | -0.000444 | -0.001779 | 0 | 122 |
0 | -0.590844 | 0.178012 | -0.187043 | 0.183325 | -0.814386 | -0.824121 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.00215 | 0 | 123 |
-1.582897 | -0.055312 | -1.26854 | -0.181105 | 0.222981 | 0.334064 | -0.82308 | 0.000095 | 0.023256 | 0.249689 | 0 | -0.001038 | -0.00089 | 0 | 124 |
0.791654 | 0.347205 | 0.309185 | -0.184076 | -0.279101 | -0.50789 | -0.82308 | 0 | 0.023256 | 0.249689 | 0 | 0.000519 | -0.002449 | 0 | 125 |
-0.113068 | -0.456877 | 0.177807 | 6.493978 | -0.442332 | -0.329316 | -0.823254 | -0.000016 | 0.023256 | 0.249689 | 0 | -0.000074 | -0.002226 | 0 | 126 |
-0.226162 | -0.322899 | -0.216853 | -0.183086 | -0.293697 | 0.037667 | -0.823254 | 0 | 0.023256 | 0.249689 | 0 | -0.000148 | -0.001929 | 0 | 127 |
-0.904982 | -0.054915 | -1.269905 | -0.179123 | 0.177471 | 0.1805 | -0.824295 | -0.000095 | 0.023256 | 0.249689 | 0 | -0.000593 | -0.001633 | 0 | 128 |
0.791889 | 0.347483 | 0.572321 | -0.182096 | -1.90192 | -1.547663 | -0.824295 | 0 | 0.023256 | 0.249689 | 0 | 0.000519 | -0.001855 | 0 | 129 |
0.565383 | 0.614861 | 0.440787 | 6.491999 | -0.972229 | -0.738112 | -0.823427 | 0.000079 | 0.023256 | 0.249689 | 0 | 0.000371 | -0.002077 | 0 | 130 |
-0.45229 | -0.322939 | -1.795904 | 6.495958 | 0.763452 | 1.022943 | -0.823427 | 0 | 0.023256 | 0.249689 | 0 | -0.000296 | -0.001632 | 0 | 131 |
-0.339305 | 0.480854 | -0.348553 | 6.49992 | -0.685139 | -0.405589 | -0.823427 | 0 | 0.023256 | 0.249689 | 0 | -0.000222 | -0.000964 | 0 | 132 |
0.45239 | 0.079191 | 0.309204 | -0.183086 | -1.267882 | -0.841516 | -0.82308 | 0.000032 | 0.023256 | 0.249689 | 0 | 0.000297 | -0.001855 | 0 | 133 |
-0.565509 | -0.188912 | -0.61166 | 6.49992 | 0.103071 | 0.346667 | -0.82308 | 0 | 0.023256 | 0.249689 | 0 | -0.000371 | -0.002078 | 0 | 134 |
-0.792065 | -0.590844 | -0.480458 | 6.50785 | 0.355216 | 0.365207 | -0.82308 | 0 | 0.023256 | 0.249689 | 0 | -0.000519 | -0.002154 | 0 | 135 |
-1.9253 | -0.188555 | -1.930349 | 6.52374 | 0.68828 | 0.872729 | -0.822733 | 0.000032 | 0.023256 | 0.249689 | 0 | -0.001262 | -0.000743 | 0 | 136 |
-0.226666 | -0.053801 | -0.218612 | -0.168203 | 0.275041 | 0.164961 | -0.822733 | 0 | 0.023256 | 0.249689 | 0 | -0.000149 | -0.000297 | 0 | 137 |
0.453298 | -0.053721 | 0.835926 | 6.521752 | -0.317271 | -0.136322 | -0.828633 | -0.00054 | 0.023256 | 0.249689 | 0 | 0.000297 | -0.000743 | 0 | 138 |
0 | -0.053881 | -0.350332 | -0.169197 | 0.150219 | 0.132946 | -0.828633 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.001189 | 0 | 139 |
0.226598 | 0.617099 | 0.572321 | 6.519764 | -0.270897 | -0.300732 | -0.830022 | -0.000127 | 0.023256 | 0.249689 | 0 | 0.000149 | -0.00104 | 0 | 140 |
0.226565 | -0.05396 | -0.08657 | 6.519764 | -0.346204 | -0.344 | -0.830022 | 0 | 0.023256 | 0.249689 | 0 | 0.000149 | -0.000446 | 0 | 141 |
0 | -0.322422 | 0.045306 | 6.521752 | -1.226295 | -1.179915 | -0.829675 | 0.000032 | 0.023256 | 0.249689 | 0 | 0 | -0.001337 | 0 | 142 |
-0.453163 | -0.859305 | -0.350058 | -0.170191 | -0.471654 | -0.646554 | -0.829675 | 0 | 0.023256 | 0.249689 | 0 | -0.000297 | -0.00104 | 0 | 143 |
-1.133497 | -0.590844 | -0.745901 | 6.531699 | -0.071926 | -0.329316 | -0.829675 | 0 | 0.023256 | 0.249689 | 0 | -0.000743 | -0.000074 | 0 | 144 |
-0.680503 | -0.590844 | -0.878856 | -0.160238 | -0.10244 | -0.049722 | -0.827245 | 0.000222 | 0.023256 | 0.249689 | 0 | -0.000446 | -0.000446 | 0 | 145 |
0.226868 | -0.053242 | -1.011546 | -0.162231 | 0.946617 | 1.049357 | -0.827245 | 0 | 0.023256 | 0.249689 | 0 | 0.000149 | -0.000149 | 0 | 146 |
0.907134 | 0.48404 | -0.219318 | -0.166213 | -0.362298 | -0.314896 | -0.826377 | 0.000079 | 0.023256 | 0.249689 | 0 | 0.000595 | -0.000297 | 0 | 147 |
-0.226733 | -0.053641 | -0.086962 | 6.529708 | -0.817301 | -0.455106 | -0.826377 | 0 | 0.023256 | 0.249689 | 0 | -0.000149 | -0.000074 | 0 | 148 |
1.359893 | 1.288946 | 0.836005 | -0.171185 | -0.180229 | -0.060048 | -0.826898 | -0.000048 | 0.023256 | 0.249689 | 0 | 0.000891 | -0.00223 | 0 | 149 |
0 | 0.482604 | 0.045306 | 6.519764 | -1.087705 | -0.762738 | -0.826898 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.001709 | 0 | 150 |
-1.13316 | -0.590844 | -1.536678 | -0.167208 | 0.017716 | -0.039527 | -0.826898 | 0 | 0.023256 | 0.249689 | 0 | -0.000743 | -0.00119 | 0 | 151 |
0.453365 | 0.483402 | 0.572321 | 6.52374 | -0.473016 | -0.374202 | -0.841822 | -0.001365 | 0.023256 | 0.249689 | 0 | 0.000297 | -0.001264 | 0 | 152 |
0.679795 | 0.214661 | 0.308716 | 6.519764 | -0.403009 | -0.12497 | -0.82898 | 0.001175 | 0.023256 | 0.249689 | 0 | 0.000446 | 0.000371 | 1 | 153 |
-1.13316 | -0.322422 | -1.009193 | -0.166213 | -0.654357 | -0.472317 | -0.82898 | 0 | 0.023256 | 0.249689 | 0 | -0.000743 | 0.000594 | 1 | 154 |
0.679997 | 1.557009 | 0.044915 | 6.521752 | -0.550882 | -0.50789 | -0.82898 | 0 | 0.023256 | 0.249689 | 0 | 0.000446 | -0.000446 | 0 | 155 |
-0.339961 | 0.617099 | 0.176957 | -0.168203 | -1.840618 | -1.223183 | -0.841301 | -0.001127 | 0.023256 | 0.249689 | 0 | -0.000223 | -0.000372 | 0 | 156 |
0.113329 | -0.456558 | -0.218671 | -0.169197 | -0.163434 | -0.102739 | -0.826377 | 0.001365 | 0.023256 | 0.249689 | 0 | 0.000074 | 0.000371 | 1 | 157 |
-0.226666 | -0.456568 | 0.308716 | 6.52374 | -1.307567 | -1.062593 | -0.826377 | 0 | 0.023256 | 0.249689 | 0 | -0.000149 | 0.000371 | 1 | 158 |
0 | 0.21478 | 0.572321 | -0.167208 | -1.12158 | -0.762738 | -0.827592 | -0.000111 | 0.023256 | 0.249689 | 0 | 0 | 0.000743 | 1 | 159 |
0.339986 | -0.053721 | 0.572321 | -0.169197 | -1.111242 | -0.99296 | -0.827592 | 0 | 0.023256 | 0.249689 | 0 | 0.000223 | 0.000965 | 1 | 160 |
-0.11332 | -0.725119 | -0.086717 | -0.167208 | -1.272181 | -0.788145 | -0.82551 | 0.00019 | 0.023256 | 0.249689 | 0 | -0.000074 | 0.000446 | 1 | 161 |
-0.226666 | -0.725129 | -0.218612 | -0.167208 | -0.621495 | -0.421757 | -0.82551 | 0 | 0.023256 | 0.249689 | 0 | -0.000149 | 0.000297 | 1 | 162 |
-0.680199 | -0.859465 | -0.21873 | 6.531699 | -1.183255 | -0.960292 | -0.817701 | 0.000714 | 0.023256 | 0.249689 | 0 | -0.000446 | 0.000149 | 1 | 163 |
0.4535 | 0.483721 | 0.308559 | -0.167208 | -0.688852 | -0.564403 | -0.817701 | 0 | 0.023256 | 0.249689 | 0 | 0.000297 | 0.000743 | 1 | 164 |
-0.113362 | -0.322223 | 0.308637 | -0.166213 | -1.335343 | -1.027019 | -0.82603 | -0.000762 | 0.023256 | 0.249689 | 0 | -0.000074 | 0.000966 | 1 | 165 |
0.226716 | 0.349226 | 0.704158 | -0.167208 | -0.557013 | -0.374202 | -0.82603 | 0 | 0.023256 | 0.249689 | 0 | 0.000149 | 0.000223 | 1 | 166 |
0.113345 | -0.187957 | 0.704138 | -0.168203 | -2.017905 | -1.777885 | -0.82603 | 0 | 0.023256 | 0.249689 | 0 | 0.000074 | 0.000297 | 1 | 167 |
1.132992 | 1.020046 | -0.21873 | 6.51579 | 0.051206 | 0.195744 | -0.827419 | -0.000127 | 0.023256 | 0.249689 | 0 | 0.000743 | -0.000446 | 0 | 168 |
-0.226531 | -0.188286 | 0.308872 | -0.171185 | -0.566312 | -0.405589 | -0.834534 | -0.000651 | 0.023256 | 0.249689 | 0 | -0.000148 | -0.000743 | 0 | 169 |
0.11327 | -0.05404 | 0.308833 | -0.172178 | -1.555854 | -1.317441 | -0.834534 | 0 | 0.023256 | 0.249689 | 0 | 0.000074 | -0.000149 | 0 | 170 |
1.132235 | 0.884874 | 0.572321 | -0.17714 | -0.220756 | -0.220638 | -0.834534 | 0 | 0.023256 | 0.249689 | 0 | 0.000742 | -0.000594 | 0 | 171 |
-0.339582 | -0.590844 | -0.085934 | -0.176149 | -0.778114 | -0.646554 | -0.837484 | -0.00027 | 0.023256 | 0.249689 | 0 | -0.000223 | -0.000594 | 0 | 172 |
-0.566138 | -0.322581 | -0.21779 | -0.174164 | 0.183325 | -0.0097 | -0.837484 | 0 | 0.023256 | 0.249689 | 0 | -0.000371 | -0.000148 | 0 | 173 |
0.339708 | 0.348249 | 0.704021 | -0.175156 | -1.094349 | -0.928905 | -0.83731 | 0.000016 | 0.023256 | 0.249689 | 0 | 0.000223 | -0.00104 | 0 | 174 |
-1.585953 | -0.456688 | -1.272094 | -0.167208 | -0.450207 | -0.389742 | -0.83731 | 0 | 0.023256 | 0.249689 | 0 | -0.00104 | 0.000149 | 1 | 175 |
0.226666 | 0.21478 | 0.044993 | 6.52374 | -0.623186 | -0.66848 | -0.835748 | 0.000143 | 0.023256 | 0.249689 | 0 | 0.000149 | 0 | 0 | 176 |
0.226632 | -0.053801 | 0.308716 | 6.521752 | -0.567874 | -0.545119 | -0.835748 | 0 | 0.023256 | 0.249689 | 0 | 0.000149 | 0.000297 | 1 | 177 |
-0.453298 | 0.751265 | 0.04515 | -0.168203 | 0.274112 | 0.564287 | -0.83731 | -0.000143 | 0.023256 | 0.249689 | 0 | -0.000297 | 0.000743 | 1 | 178 |
0.453298 | 0.483242 | 0.572321 | -0.170191 | -0.452852 | -0.329316 | -0.83731 | 0 | 0.023256 | 0.249689 | 0 | 0.000297 | 0.000297 | 1 | 179 |
0.226598 | 0.214541 | 0.308755 | -0.172178 | -0.604804 | -0.50789 | -0.836442 | 0.000079 | 0.023256 | 0 | -0.385986 | 0.000149 | 0.000594 | 1 | 180 |
0.226565 | 0.214422 | -0.218377 | -0.171185 | -0.258769 | 0.064797 | -0.836442 | 0 | 0.023256 | 0 | -0.385986 | 0.000149 | -0.000743 | 0 | 181 |
0.679492 | 0.750867 | 0.308833 | -0.174164 | -0.254773 | -0.18341 | -0.832451 | 0.000365 | 0.023256 | 0 | -0.385986 | 0.000445 | -0.002229 | 0 | 182 |
-0.906057 | -1.127568 | -1.535738 | 6.521752 | -0.115358 | 0.019055 | -0.832451 | 0 | 0.023256 | 0 | -0.385986 | -0.000594 | -0.000371 | 0 | 183 |
-0.906595 | -0.72509 | -1.009428 | -0.166213 | -1.168242 | -0.960292 | -0.841649 | -0.000841 | 0.023256 | 0 | -0.385986 | -0.000594 | 0.000149 | 1 | 184 |
-0.907134 | -0.590844 | -0.482649 | -0.163227 | -1.068146 | -0.421757 | -0.841649 | 0 | 0.023256 | 0 | -0.385986 | -0.000595 | 0.000595 | 1 | 185 |
0.226834 | 0.48404 | 0.704227 | -0.165218 | -0.50655 | -0.286814 | -0.838872 | 0.000254 | 0.023256 | 0 | -0.385986 | 0.000149 | 0.000446 | 1 | 186 |
0.453567 | 0.080934 | 0.967949 | -0.166213 | -1.802565 | -1.369089 | -0.838872 | 0 | 0.023256 | 0 | -0.385986 | 0.000297 | -0.000149 | 0 | 187 |
-0.226767 | 0.752063 | 0.308598 | -0.164223 | -0.980679 | -0.584164 | -0.834013 | 0.000444 | 0.023256 | 0 | -0.385986 | -0.000149 | -0.000297 | 0 | 188 |
-0.680503 | -0.322143 | -0.219083 | -0.162231 | -0.500848 | -0.344 | -0.834013 | 0 | 0.023256 | 0 | -0.385986 | -0.000446 | 0.000892 | 1 | 189 |
0.453702 | -0.053242 | 0.044522 | -0.164223 | -0.58369 | -0.421757 | -0.839219 | -0.000476 | 0.023256 | 0 | -0.385986 | 0.000297 | 0.000297 | 1 | 190 |
1.133665 | 0.752462 | 0.30852 | -0.165218 | -0.351909 | -0.029461 | -0.839219 | 0 | 0.023256 | 0 | -0.385986 | 0.000743 | -0.000594 | 0 | 191 |
-1.3605 | -1.665409 | -1.009898 | -0.162231 | -0.677773 | -0.814386 | -0.839219 | 0 | 0.023256 | 0 | -0.385986 | -0.000892 | 0.000743 | 1 | 192 |
0 | -0.322063 | 0.044601 | -0.163227 | -0.389575 | -0.171376 | -0.839219 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.000595 | 1 | 193 |
0.340239 | 0.215379 | 0.836122 | -0.164223 | -1.226295 | -0.928905 | -0.839219 | 0 | 0.023256 | 0 | -0.385986 | 0.000223 | 0.000372 | 1 | 194 |
-1.247913 | -0.590844 | -0.878964 | -0.160238 | -0.815065 | -0.66848 | -0.839219 | 0 | 0.023256 | 0 | -0.385986 | -0.000818 | 0.001487 | 1 | 195 |
0.680806 | 0.215859 | 0.836279 | 6.539667 | -1.638442 | -1.138866 | -0.839045 | 0.000016 | 0.023256 | 0 | -0.385986 | 0.000446 | 0.000595 | 1 | 196 |
0.680503 | 0.215499 | 0.308441 | 6.531699 | -0.543294 | -0.421757 | -0.839045 | 0 | 0.023256 | 0 | -0.385986 | 0.000446 | 0.000594 | 1 | 197 |
0.113388 | 0.752262 | 0.440445 | -0.165218 | -1.340082 | -0.99296 | -0.841128 | -0.00019 | 0.023256 | 0 | -0.385986 | 0.000074 | 0.000594 | 1 | 198 |
-1.928736 | -0.590844 | -1.934816 | -0.157246 | 0.114284 | 0.164961 | -0.841128 | 0 | 0.023256 | 0 | -0.385986 | -0.001264 | 0.001933 | 1 | 199 |
0.794481 | 0.485 | 0.308245 | -0.160238 | -0.185618 | -0.171376 | -0.837137 | 0.000365 | 0.023256 | 0 | -0.385986 | 0.000521 | 0.001709 | 1 | 200 |
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