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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 | -0.208763 | 0.322276 | -0.513389 | -0.188328 | -0.358959 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.004803 | 0 | 10,301 |
1.074575 | 1.445986 | 0.447303 | -0.516965 | -0.358817 | -0.049722 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000704 | -0.005932 | 0 | 10,302 |
-0.644654 | -0.08178 | -0.177392 | -0.514283 | -0.039036 | 0.31478 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000423 | -0.00551 | 0 | 10,303 |
-0.859962 | -0.081565 | -0.427789 | -0.510704 | -0.42557 | -0.070509 | 1.241128 | 0.000063 | -0.116279 | -0.535898 | -0.385986 | -0.000564 | -0.005088 | 0 | 10,304 |
-1.075635 | -0.463439 | -0.67861 | -0.507121 | -0.395649 | -0.171376 | 1.238872 | -0.000206 | -0.116279 | -0.535898 | -0.385986 | -0.000705 | -0.004666 | 0 | 10,305 |
-0.645745 | -0.080918 | -0.178661 | 5.853174 | -0.384753 | 0.019055 | 1.238872 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000423 | -0.004101 | 0 | 10,306 |
0.430527 | 0.939149 | 0.07149 | -0.505328 | 0.038918 | 0.359075 | 1.237657 | -0.000111 | -0.116279 | -0.535898 | -0.385986 | 0.000282 | -0.003817 | 0 | 10,307 |
-0.322884 | 0.429008 | -0.178767 | -0.504431 | -0.419229 | -0.029461 | 1.237657 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000212 | -0.003463 | 0 | 10,308 |
0.322884 | 0.301746 | 0.447135 | -0.505328 | -0.157347 | 0.232629 | 1.237657 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000212 | -0.003533 | 0 | 10,309 |
2.580615 | 2.721572 | 0.447162 | -0.516071 | 0.00755 | 0.239807 | 1.234013 | -0.000333 | -0.116279 | -0.535898 | -0.385986 | 0.001692 | -0.005508 | 0 | 10,310 |
-0.322338 | -0.845465 | -0.052506 | -0.515177 | -0.603157 | -0.233443 | 1.234013 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000211 | -0.006289 | 0 | 10,311 |
-1.397587 | -0.208898 | -2.304314 | -0.509809 | 0.286099 | 0.812176 | 1.236095 | 0.00019 | -0.116279 | -0.535898 | -0.385986 | -0.000916 | -0.005514 | 0 | 10,312 |
0.752706 | 0.428433 | 0.572321 | -0.512494 | -1.036724 | -0.691024 | 1.236095 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000493 | -0.006008 | 0 | 10,313 |
0.53742 | 0.045957 | 0.447294 | 5.831679 | -0.972229 | -0.438258 | 1.239913 | 0.000349 | -0.116279 | -0.535898 | -0.385986 | 0.000352 | -0.005368 | 0 | 10,314 |
0.644654 | 0.682085 | 0.322346 | -0.517858 | -0.116173 | 0.149113 | 1.239913 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000423 | -0.00735 | 0 | 10,315 |
0.214824 | -0.08178 | 0.572321 | -0.518751 | -1.230344 | -0.714222 | 1.241128 | 0.000111 | -0.116279 | -0.535898 | -0.385986 | 0.000141 | -0.009479 | 0 | 10,316 |
-1.934507 | -0.590844 | -1.927602 | 5.840626 | 0.744346 | 0.654299 | 1.241128 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.001268 | -0.008211 | 0 | 10,317 |
0.537609 | 0.682982 | 0.572321 | 5.837046 | -0.769698 | -0.195628 | 1.240434 | -0.000063 | -0.116279 | -0.535898 | -0.385986 | 0.000352 | -0.007569 | 0 | 10,318 |
-0.752706 | 0.045957 | -0.303053 | -0.5116 | 0.716141 | 0.195744 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000493 | -0.005089 | 0 | 10,319 |
0.645199 | 0.173667 | 0.822472 | -0.512494 | -1.012572 | -0.841516 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000423 | -0.005795 | 0 | 10,320 |
0.967287 | 0.682623 | 0.822366 | -0.516071 | -0.496601 | -0.070509 | 1.240434 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000634 | -0.00799 | 0 | 10,321 |
-0.967287 | -0.463537 | -0.802685 | -0.512494 | -0.179335 | 0.281569 | 1.239393 | -0.000095 | -0.116279 | -0.535898 | -0.385986 | -0.000634 | -0.007356 | 0 | 10,322 |
0.429981 | -0.081349 | 0.572321 | -0.513389 | -1.009612 | -0.625212 | 1.239393 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000282 | -0.003246 | 0 | 10,323 |
-0.214975 | -0.081493 | 0.072266 | -0.5116 | -0.130183 | 0.334064 | 1.239566 | 0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.000141 | -0.003247 | 0 | 10,324 |
-1.075332 | -0.845609 | -1.429028 | 5.844209 | 0.044766 | 0.468241 | 1.239566 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000705 | -0.004665 | 0 | 10,325 |
-1.07609 | -0.081062 | -0.679139 | 5.853174 | -0.159949 | 0.32126 | 1.239566 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000705 | -0.004526 | 0 | 10,326 |
1.506314 | 1.958426 | 0.572321 | 5.842417 | -0.546319 | -0.273134 | 1.242169 | 0.000238 | -0.116279 | -0.535898 | -0.385986 | 0.000987 | -0.003955 | 0 | 10,327 |
-0.430224 | 0.17356 | 0.071984 | 5.844209 | -0.300047 | 0.07364 | 1.241302 | -0.000079 | -0.116279 | -0.535898 | -0.385986 | -0.000282 | -0.004523 | 0 | 10,328 |
-0.645563 | -0.081062 | -0.428777 | -0.505328 | -0.897958 | -0.472317 | 1.241302 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000423 | -0.0041 | 0 | 10,329 |
-1.076546 | 0.938718 | -0.930173 | -0.501739 | 0.070801 | 0.540108 | 1.239913 | -0.000127 | -0.116279 | -0.785587 | -0 | -0.000706 | -0.003536 | 0 | 10,330 |
-0.646292 | -0.080486 | -0.429908 | -0.498146 | -0.035395 | 0.225387 | 1.239913 | 0 | -0.116279 | -0.785587 | -0 | -0.000424 | -0.001696 | 0 | 10,331 |
1.830451 | 2.470438 | -0.179616 | 5.847793 | 0.45092 | 0.578451 | 1.239913 | 0 | -0.116279 | -0.785587 | -0 | 0.0012 | -0.002613 | 0 | 10,332 |
-0.107613 | -0.46334 | -0.554351 | -0.505328 | 1.02641 | 1.09481 | 1.239913 | 0 | -0.046512 | -0.785587 | -0 | -0.000071 | -0.001977 | 0 | 10,333 |
-1.291946 | -0.590844 | -1.180713 | -0.499943 | -0.104042 | 0.210703 | 1.234187 | -0.000524 | -0.046512 | -0.785587 | -0 | -0.000847 | 0.000282 | 1 | 10,334 |
-0.861906 | 0.68496 | -0.68073 | 5.867544 | -0.251791 | 0.203258 | 1.234187 | 0 | -0.046512 | -0.785587 | -0 | -0.000565 | 0.001553 | 1 | 10,335 |
0 | -0.080126 | 0.572321 | -0.496348 | -0.064313 | -0.029461 | 1.242343 | 0.000746 | -0.046512 | -0.785587 | -0 | 0 | 0.001694 | 1 | 10,336 |
0.646475 | 0.175179 | 0.32164 | -0.499045 | 0.32043 | 0.654299 | 1.242343 | 0 | -0.046512 | -0.785587 | -0 | 0.000424 | 0.000282 | 1 | 10,337 |
0 | 0.174855 | -0.17951 | 5.862151 | 0.301021 | 0.650031 | 1.242343 | 0 | -0.046512 | -0.785587 | -0 | 0 | 0.000282 | 1 | 10,338 |
-0.215461 | -0.846149 | -0.17951 | -0.499045 | -0.983518 | -0.604425 | 1.253275 | 0.001 | -0.046512 | -0.785587 | -0 | -0.000141 | 0.000565 | 1 | 10,339 |
-0.862149 | -0.08027 | -1.684447 | -0.494549 | 0.270382 | 0.540108 | 1.253275 | 0 | -0.046512 | -0.785587 | -0 | -0.000565 | 0.000848 | 1 | 10,340 |
-0.646932 | -0.335395 | -0.932722 | 5.876542 | -0.390786 | 0.14107 | 1.238872 | -0.001318 | -0.046512 | -0.785587 | -0 | -0.000424 | 0.001977 | 1 | 10,341 |
0.646932 | 1.963108 | -0.431325 | 5.869343 | -0.2508 | 0.225387 | 1.238872 | 0 | -0.046512 | -0.785587 | -0 | 0.000424 | 0.003245 | 1 | 10,342 |
-1.725762 | -0.335395 | -1.811254 | 5.885553 | -0.267845 | 0.210703 | 1.243905 | 0.00046 | -0.046512 | -0.785587 | -0 | -0.001131 | 0.003813 | 1 | 10,343 |
1.07883 | 0.687486 | 0.321285 | 5.878343 | -0.670483 | -0.314896 | 1.243905 | 0 | -0.046512 | -0.785587 | -0 | 0.000707 | 0.002683 | 1 | 10,344 |
-0.647206 | 0.686583 | -0.18036 | -0.490047 | -0.13185 | 0.365207 | 1.243905 | 0 | -0.046512 | -0.785587 | -0 | -0.000424 | 0.004516 | 1 | 10,345 |
0.862881 | 1.198059 | 0.82325 | -0.492749 | -0.112917 | 0.281569 | 1.243905 | 0 | -0.046512 | -0.785587 | -0 | 0.000566 | 0.005498 | 1 | 10,346 |
-1.294504 | -0.335322 | -1.184184 | 5.885553 | -0.121908 | 0.267889 | 1.238698 | -0.000476 | -0.046512 | -0.785587 | -0 | -0.000849 | 0.005925 | 1 | 10,347 |
0.431624 | 0.559694 | 0.823321 | 5.880145 | 0.241747 | 0.457426 | 1.238698 | 0 | -0.046512 | -0.785587 | -0 | 0.000283 | 0.005571 | 1 | 10,348 |
-0.647481 | 0.176046 | -0.18068 | -0.487342 | 0.189656 | 0.462852 | 1.238698 | 0 | -0.046512 | -0.785587 | -0 | -0.000424 | 0.004377 | 1 | 10,349 |
0.215858 | 0.176371 | -0.432177 | 5.885553 | 0.490504 | 0.829461 | 1.239219 | 0.000048 | -0.046512 | -0.785587 | -0 | 0.000141 | 0.00339 | 1 | 10,350 |
-1.295604 | -0.079403 | -1.185676 | -0.48283 | 0.004129 | 0.365207 | 1.239219 | 0 | -0.046512 | -0.785587 | -0 | -0.000849 | 0.004944 | 1 | 10,351 |
-0.648215 | -0.462861 | -0.181533 | -0.479215 | 0.145198 | 0.412644 | 1.239219 | 0 | -0.046512 | -0.785587 | -0 | -0.000425 | 0.005228 | 1 | 10,352 |
0 | -0.590844 | 0.069574 | -0.479215 | -0.398094 | -0.113778 | 1.239219 | 0 | -0.046512 | -0.785587 | -0 | 0 | 0.005862 | 1 | 10,353 |
-0.216133 | 0.049249 | -0.433316 | -0.478311 | 0.288836 | 0.735203 | 1.237657 | -0.000143 | -0.046512 | -0.785587 | -0 | -0.000142 | 0.005299 | 1 | 10,354 |
-0.432357 | 3.246862 | -0.18196 | 5.907231 | 1.487623 | 1.885849 | 1.237657 | 0 | -0.046512 | -0.785587 | -0 | -0.000283 | 0.005371 | 1 | 10,355 |
0.216194 | -0.078534 | -0.433744 | 5.907231 | 0.210352 | 0.446463 | 1.238351 | 0.000063 | -0.046512 | -0.785587 | -0 | 0.000142 | 0.00537 | 1 | 10,356 |
0.86447 | 1.585164 | -0.182067 | -0.481927 | 0.888657 | 1.254507 | 1.240607 | 0.000206 | -0.046512 | -0.785587 | -0 | 0.000567 | 0.004804 | 1 | 10,357 |
0.216041 | -0.078896 | -0.18164 | -0.48283 | 0.244664 | 0.683555 | 1.240607 | 0 | -0.046512 | -0.785587 | -0 | 0.000142 | 0.005085 | 1 | 10,358 |
0.21601 | 0.432761 | -0.181533 | -0.48283 | 0.143516 | 0.515175 | 1.240607 | 0 | -0.046512 | -0.785587 | -0 | 0.000142 | 0.00452 | 1 | 10,359 |
-0.432051 | -0.334924 | -6.22296 | -0.48283 | 2.173381 | 2.553272 | 1.278265 | 0.003445 | -0.046512 | -0.785587 | -0 | -0.000283 | 0.005367 | 1 | 10,360 |
-1.513144 | 0.944564 | -2.823029 | -0.476502 | 1.788909 | 2.040688 | 1.278265 | 0 | -0.046512 | -0.785587 | -0 | -0.000992 | 0.006641 | 1 | 10,361 |
-0.216286 | 4.527185 | 0.069217 | -0.475597 | 0.820773 | 1.196129 | 1.278265 | 0 | -0.046512 | -0.785587 | -0 | -0.000142 | 0.005021 | 1 | 10,362 |
0 | 0.177894 | -2.19691 | -0.474691 | 0.922001 | 1.286049 | 1.232278 | -0.004207 | -0.046512 | -0.785587 | -0 | 0 | 0.005373 | 1 | 10,363 |
1.513359 | 1.970345 | -0.560024 | -0.481023 | 1.108396 | 1.412718 | 1.232278 | 0 | -0.046512 | -0.785587 | -0 | 0.000992 | 0.003958 | 1 | 10,364 |
-2.378809 | 0.177132 | -3.453081 | 5.918098 | 0.853831 | 1.246424 | 1.230716 | -0.000143 | -0.046512 | -0.785587 | -0 | -0.001559 | 0.005517 | 1 | 10,365 |
-3.03295 | 4.91435 | -2.954907 | -0.459262 | 0.387947 | 0.790929 | 1.230716 | 0 | -0.046512 | -0.785587 | -0 | -0.001988 | 0.007223 | 1 | 10,366 |
0 | 3.387595 | -0.941498 | -0.458352 | 0.843669 | 1.242351 | 1.270629 | 0.003651 | -0.046512 | -0.785587 | -0 | 0 | 0.007223 | 1 | 10,367 |
1.517229 | 8.380324 | -0.941498 | 5.930799 | 0.389918 | 0.757961 | 1.270629 | 0 | -0.046512 | -0.785587 | -0 | 0.000995 | 0.007216 | 1 | 10,368 |
3.029938 | 4.279902 | 1.076139 | -0.479215 | 0.466955 | 0.935038 | 1.214751 | -0.005112 | -0.046512 | -0.785587 | -0 | 0.001986 | 0.004102 | 1 | 10,369 |
-0.43248 | 0.433631 | -0.182174 | -0.476502 | 0.874113 | 1.13782 | 1.214751 | 0 | -0.046512 | -0.785587 | -0 | -0.000283 | 0.006641 | 1 | 10,370 |
-2.380834 | 2.225865 | -2.196517 | -0.466532 | 0.840385 | 1.242351 | 1.214751 | 0 | -0.046512 | -0.785587 | -0 | -0.001561 | 0.008765 | 1 | 10,371 |
0 | 1.461305 | -0.435601 | -0.466532 | 0.581041 | 0.798074 | 1.214751 | 0 | -0.046512 | -0.785587 | -0 | 0 | 0.007638 | 1 | 10,372 |
6.700128 | 8.370159 | 0.572321 | -0.494549 | 1.180582 | 1.272402 | 1.192538 | -0.002032 | -0.046512 | -0.785587 | -0 | 0.004392 | 0.003387 | 1 | 10,373 |
-0.215674 | 1.324687 | -1.184184 | -0.492749 | 0.720311 | 0.94398 | 1.192538 | 0 | -0.046512 | -0.785587 | -0 | -0.000141 | 0.002683 | 1 | 10,374 |
-3.238781 | -0.46306 | -3.194283 | -0.479215 | 0.439654 | 0.826034 | 1.189414 | -0.000286 | -0.046512 | -0.785587 | -0 | -0.002123 | 0.005933 | 1 | 10,375 |
-0.864838 | 1.712757 | -0.684993 | -0.476502 | 0.601363 | 0.975937 | 1.189414 | 0 | -0.046512 | -0.785587 | -0 | -0.000567 | 0.006711 | 1 | 10,376 |
2.377124 | 2.737523 | -0.182388 | 5.889161 | 0.700969 | 1.001166 | 1.166855 | -0.002064 | -0.046512 | -0.785587 | -0 | 0.001558 | 0.005223 | 1 | 10,377 |
-1.296154 | 1.454919 | -1.437814 | -0.481023 | 1.08652 | 1.276325 | 1.166855 | 0 | -0.046512 | -0.785587 | -0 | -0.00085 | 0.007621 | 1 | 10,378 |
0 | 1.712431 | 0.069574 | -0.479215 | 0.708223 | 0.913777 | 1.156442 | -0.000952 | -0.046512 | -0.785587 | -0 | 0 | 0.00748 | 1 | 10,379 |
-0.216133 | -0.334779 | -0.433316 | -0.478311 | 0.297432 | 0.592369 | 1.156442 | 0 | -0.046512 | -0.785587 | -0 | -0.000142 | 0.006215 | 1 | 10,380 |
2.159951 | 3.246862 | 0.44663 | -0.489146 | 0.912981 | 1.111812 | 1.133709 | -0.00208 | -0.046512 | -0.785587 | -0 | 0.001416 | 0.00508 | 1 | 10,381 |
0.431624 | 0.431893 | 0.070214 | 5.880145 | 0.397356 | 0.578451 | 1.133709 | 0 | -0.046512 | -0.785587 | -0 | 0.000283 | 0.006485 | 1 | 10,382 |
0.862881 | 0.687125 | 0.070356 | -0.493649 | 0.66722 | 0.995628 | 1.098134 | -0.003254 | -0.046512 | -0.785587 | -0 | 0.000566 | 0.005779 | 1 | 10,383 |
2.155069 | 3.238191 | 0.572321 | -0.503534 | 1.618407 | 1.601457 | 1.098134 | 0 | -0.046512 | -0.785587 | -0 | 0.001413 | 0.00549 | 1 | 10,384 |
1.076394 | 3.487413 | 0.572321 | -0.507121 | 1.106856 | 1.213247 | 1.116703 | 0.001699 | -0.046512 | -0.785587 | -0 | 0.000706 | 0.004644 | 1 | 10,385 |
0.215188 | 2.084663 | -0.178661 | -0.508913 | 1.129332 | 1.160752 | 1.116703 | 0 | -0.046512 | -0.785587 | -0 | 0.000141 | 0.004924 | 1 | 10,386 |
-1.506952 | -0.335899 | -1.180218 | -0.502637 | 0.826463 | 0.91991 | 1.081128 | -0.003254 | -0.046512 | -0.785587 | -0 | -0.000988 | 0.006824 | 1 | 10,387 |
0 | 0.68478 | -1.181951 | -0.502637 | 1.039195 | 1.286049 | 1.081128 | 0 | -0.046512 | -0.785587 | -0 | 0 | 0.006894 | 1 | 10,388 |
0.21537 | 0.174639 | -0.680553 | -0.502637 | 0.268509 | 0.520224 | 1.072451 | -0.000794 | -0.046512 | -0.785587 | -0 | 0.000141 | 0.006893 | 1 | 10,389 |
-0.43077 | 0.174531 | -0.931022 | -0.500841 | 0.497281 | 0.769102 | 1.072451 | 0 | -0.046512 | -1 | 0.614014 | -0.000282 | 0.006334 | 1 | 10,390 |
1.076698 | 1.959864 | 0.572321 | -0.504431 | 0.556399 | 0.761692 | 1.084252 | 0.001079 | -0.046512 | -1 | 0.614014 | 0.000706 | 0.005558 | 1 | 10,391 |
2.580979 | 2.467417 | -0.178873 | -0.515177 | 0.411616 | 0.510094 | 1.084252 | 0 | -0.046512 | -1 | 0.614014 | 0.001692 | 0.002251 | 1 | 10,392 |
-0.859841 | -0.336222 | -1.428181 | -0.5116 | 0.395016 | 0.520224 | 1.089631 | 0.000492 | -0.046512 | -1 | 0.614014 | -0.000564 | 0.002393 | 1 | 10,393 |
-0.645199 | 1.700752 | -0.428212 | -0.509809 | 0.842439 | 0.961569 | 1.089631 | 0 | -0.046512 | -1 | 0.614014 | -0.000423 | 0.003308 | 1 | 10,394 |
2.149604 | 2.719705 | -3.936437 | 5.826316 | 0.668275 | 0.84638 | 1.089631 | 0 | -0.046512 | -1 | 0.614014 | 0.001409 | 0.00225 | 1 | 10,395 |
2.361071 | 2.715048 | -0.177286 | -0.528559 | 0.727851 | 0.735203 | 1.145683 | 0.005127 | -0.046512 | -1 | 0.614014 | 0.001548 | -0.000281 | 0 | 10,396 |
-0.643566 | 0.171411 | -3.423054 | 5.810256 | -0.164308 | 0.091037 | 1.138915 | -0.000619 | -0.046512 | -1 | 0.614014 | -0.000422 | 0.000281 | 1 | 10,397 |
-0.107287 | -0.082424 | -1.674918 | -0.524996 | 0.265219 | 0.440925 | 1.138915 | 0 | -0.046512 | -1 | 0.614014 | -0.00007 | 0.00007 | 1 | 10,398 |
-2.469695 | -0.71798 | -2.549834 | -0.514283 | 0.460585 | 0.401046 | 1.138915 | 0 | -0.046512 | -1 | 0.614014 | -0.001619 | 0.00183 | 1 | 10,399 |
-1.290126 | -0.081565 | -1.428463 | -0.508913 | 0.068303 | 0.365207 | 1.123471 | -0.001413 | -0.046512 | -1 | 0.614014 | -0.000846 | 0.002816 | 1 | 10,400 |
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