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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.105777 | -0.214882 | 0.203248 | 5.632776 | -0.596607 | -0.455106 | 1.042429 | 0 | -0.023256 | 0 | -0.385986 | -0.000069 | -0.002082 | 0 | 10,701 |
0.740287 | 0.411617 | 0.449297 | -0.617212 | -1.234416 | -0.869599 | 1.042429 | 0 | -0.023256 | 0 | -0.385986 | 0.000485 | -0.004794 | 0 | 10,702 |
0.317156 | 0.035455 | 0.449356 | -0.618943 | -0.136875 | -0.358959 | 1.041909 | -0.000048 | -0.023256 | 0 | -0.385986 | 0.000208 | -0.004166 | 0 | 10,703 |
0.105704 | 0.160533 | 0.572321 | -0.618943 | -1.330636 | -1.317441 | 1.041909 | 0 | -0.023256 | 0 | -0.385986 | 0.000069 | -0.003262 | 0 | 10,704 |
-0.105704 | -0.340368 | 0.449391 | -0.618943 | -1.242632 | -1.223183 | 1.04295 | 0.000095 | -0.023256 | 0 | -0.385986 | -0.000069 | -0.003471 | 0 | 10,705 |
0.211401 | 0.160533 | 0.449382 | 5.61893 | -0.3327 | -0.405589 | 1.04295 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | -0.00104 | 0 | 10,706 |
0.105689 | 0.410783 | 0.326468 | 5.622389 | -0.143632 | -0.171376 | 1.042777 | -0.000016 | -0.023256 | 0 | -0.385986 | 0.000069 | -0.003053 | 0 | 10,707 |
0.528337 | 0.035195 | 0.449408 | 5.620659 | -0.920976 | -1.223183 | 1.042777 | 0 | -0.023256 | 0 | -0.385986 | 0.000346 | -0.003052 | 0 | 10,708 |
-0.211313 | -0.340489 | 0.080786 | 5.61893 | -0.054539 | -0.081109 | 1.043644 | 0.000079 | -0.023256 | 0 | -0.385986 | -0.000139 | -0.003191 | 0 | 10,709 |
-0.211342 | -0.716052 | 0.326537 | -0.619808 | -1.354497 | -1.223183 | 1.043644 | 0 | -0.023256 | 0 | -0.385986 | -0.000139 | -0.003192 | 0 | 10,710 |
0.105675 | -0.34042 | 0.572321 | -0.620672 | -0.817301 | -1.138866 | 1.043471 | -0.000016 | -0.023256 | 0 | -0.385986 | 0.000069 | -0.00333 | 0 | 10,711 |
-0.317046 | 0.035108 | -0.042247 | 5.622389 | -1.042896 | -1.099821 | 1.043471 | 0 | -0.023256 | 0 | -0.385986 | -0.000208 | -0.00347 | 0 | 10,712 |
0.211371 | 0.661103 | -0.165339 | 5.624119 | -0.331587 | -0.300732 | 1.045033 | 0.000143 | -0.023256 | 0 | -0.385986 | 0.000139 | -0.002844 | 0 | 10,713 |
-0.317068 | -0.841303 | -0.657112 | -0.618943 | -0.571008 | -0.66848 | 1.045033 | 0 | -0.023256 | 0 | -0.385986 | -0.000208 | -0.002706 | 0 | 10,714 |
-0.9516 | -0.089926 | -0.534361 | 5.629311 | -0.555475 | -0.604425 | 1.046421 | 0.000127 | -0.023256 | 0 | -0.385986 | -0.000624 | -0.000971 | 0 | 10,715 |
0.211518 | -0.340211 | 0.203274 | -0.616347 | -0.279101 | -0.50789 | 1.046421 | 0 | -0.023256 | 0 | -0.385986 | 0.000139 | -0.002012 | 0 | 10,716 |
-0.211518 | 0.035585 | 0.203325 | -0.614615 | -0.091331 | -0.12497 | 1.051627 | 0.000476 | -0.023256 | 0 | -0.385986 | -0.000139 | -0.001804 | 0 | 10,717 |
0.52874 | 0.91243 | 0.572321 | -0.617212 | 0.114284 | 0.108065 | 1.051627 | 0 | -0.023256 | 0 | -0.385986 | 0.000347 | -0.00229 | 0 | 10,718 |
0.317156 | 0.285914 | 0.449356 | -0.618943 | -0.66327 | -0.762738 | 1.053709 | 0.000191 | -0.023256 | 0 | -0.385986 | 0.000208 | -0.001664 | 0 | 10,719 |
0.634114 | 0.160533 | 0.572321 | -0.621537 | -0.330475 | -0.314896 | 1.053709 | 0 | -0.023256 | 0 | -0.385986 | 0.000416 | -0.002011 | 0 | 10,720 |
1.056272 | 0.910973 | 0.695201 | 5.612019 | -0.0628 | -0.233443 | 1.054056 | 0.000032 | -0.023256 | 0 | -0.385986 | 0.000692 | -0.002981 | 0 | 10,721 |
-0.844959 | -1.09138 | -0.533211 | -0.621537 | -0.490979 | -0.564403 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | -0.000554 | -0.00208 | 0 | 10,722 |
0.633763 | 0.410367 | 0.080786 | 5.610292 | -0.265818 | -0.300732 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | 0.000415 | -0.002356 | 0 | 10,723 |
-0.422479 | -0.340593 | -0.164726 | -0.622401 | -0.17755 | -0.18341 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | -0.000277 | -0.001802 | 0 | 10,724 |
0.211254 | 0.410229 | 0.449467 | -0.624129 | -0.104844 | -0.259683 | 1.054056 | 0 | -0.023256 | 0 | -0.385986 | 0.000138 | -0.001386 | 0 | 10,725 |
0.422421 | 0.034805 | 0.817969 | -0.625855 | -0.493785 | -0.545119 | 1.053883 | -0.000016 | -0.023256 | 0 | -0.385986 | 0.000277 | -0.002079 | 0 | 10,726 |
0.633412 | 0.159701 | 0.326707 | 5.605115 | 0.029721 | 0.1805 | 1.053883 | 0 | -0.023256 | 0 | -0.385986 | 0.000415 | -0.002424 | 0 | 10,727 |
0 | -0.215688 | 0.326809 | -0.629306 | -0.178442 | -0.286814 | 1.052842 | -0.000095 | -0.023256 | 0 | -0.385986 | 0 | -0.002355 | 0 | 10,728 |
-0.950217 | -0.340732 | -0.655581 | -0.624129 | 0.016369 | 0.099597 | 1.052842 | 0 | -0.023256 | 0 | -0.385986 | -0.000623 | -0.001871 | 0 | 10,729 |
-0.105616 | -0.215455 | 0.20381 | -0.624129 | 0.35563 | 0.1805 | 1.052842 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000069 | -0.00194 | 0 | 10,730 |
-0.211254 | -0.590844 | 0.080922 | -0.623265 | -0.73106 | -0.714222 | 1.071757 | 0.00173 | -0.023256 | -0.267949 | -0.517638 | -0.000138 | -0.001386 | 0 | 10,731 |
0.844842 | 1.035618 | 0.326605 | -0.628443 | 0.002755 | 0.203258 | 1.053015 | -0.001714 | -0.023256 | -0.267949 | -0.517638 | 0.000554 | -0.001662 | 0 | 10,732 |
1.055395 | 0.909726 | 0.817867 | 5.599943 | -0.085062 | -0.091851 | 1.053015 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000692 | -0.003256 | 0 | 10,733 |
-0.211021 | -0.090861 | 0.081466 | 5.601666 | 0.208821 | 0.028415 | 1.051106 | -0.000175 | -0.023256 | -0.267949 | -0.517638 | -0.000138 | -0.002424 | 0 | 10,734 |
-0.316586 | -0.590844 | -0.164114 | -0.628443 | -0.903008 | -1.062593 | 1.051106 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000208 | -0.00284 | 0 | 10,735 |
-0.527789 | -0.215714 | -0.041481 | -0.625855 | -0.498014 | -0.489906 | 1.051974 | 0.000079 | -0.023256 | -0.267949 | -0.517638 | -0.000346 | -0.00194 | 0 | 10,736 |
-2.112983 | -0.84106 | -2.376889 | -0.618078 | 0.289291 | 0.365207 | 1.051974 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.001385 | -0.000763 | 0 | 10,737 |
-0.634466 | -0.089822 | -0.657624 | 5.631043 | -0.336052 | -0.358959 | 1.05423 | 0.000206 | -0.023256 | -0.267949 | -0.517638 | -0.000416 | 0 | 0 | 10,738 |
0 | 0.411478 | 0.326298 | 5.631043 | 0.06202 | -0.049722 | 1.05423 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0 | 0 | 10,739 |
0 | 0.160949 | 0.080241 | 5.631043 | -0.636867 | -0.66848 | 1.054924 | 0.000063 | -0.023256 | -0.267949 | -0.517638 | 0 | -0.000555 | 0 | 10,740 |
-0.317332 | -0.089614 | 0.080241 | -0.613749 | -0.217916 | -0.286814 | 1.054924 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000208 | 0.000208 | 1 | 10,741 |
-0.317398 | -0.21483 | -0.535282 | 5.63971 | 0.248052 | 0.082386 | 1.053362 | -0.000143 | -0.023256 | -0.267949 | -0.517638 | -0.000208 | 0.000416 | 1 | 10,742 |
-3.177617 | -1.343263 | -3.86317 | 5.660559 | 0.997654 | 0.955749 | 1.053362 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.002083 | 0.002499 | 1 | 10,743 |
-0.212077 | 0.413985 | 0.079009 | -0.598114 | 0.335066 | 0.082386 | 1.05128 | -0.000191 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.002777 | 1 | 10,744 |
0.530136 | 0.539706 | 0.572321 | 5.658819 | -0.077305 | -0.136322 | 1.05128 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000347 | 0.002984 | 1 | 10,745 |
0.212003 | 0.288229 | 0.202427 | -0.601595 | 0.109585 | 0.149113 | 1.05128 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.002567 | 1 | 10,746 |
-0.424035 | 0.288106 | 0.079181 | -0.599855 | -0.406719 | -0.389742 | 1.05128 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.002707 | 1 | 10,747 |
0.318038 | 0.288351 | 0.3257 | 5.65708 | -0.130183 | -0.12497 | 1.055792 | 0.000413 | -0.023256 | -0.267949 | -0.517638 | 0.000208 | 0.002637 | 1 | 10,748 |
0 | 0.162621 | 0.325751 | 5.658819 | -0.690716 | -0.714222 | 1.055792 | 0 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.00236 | 1 | 10,749 |
-0.424065 | -0.590844 | 0.079147 | -0.599855 | -0.585291 | -0.545119 | 1.055792 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.0034 | 1 | 10,750 |
0.424065 | 1.794713 | -0.414439 | -0.600725 | 1.043968 | 0.981612 | 1.059783 | 0.000365 | -0.023256 | -0.267949 | -0.517638 | 0.000278 | 0.003191 | 1 | 10,751 |
-3.395824 | -0.842068 | -3.871193 | 5.686719 | 1.118943 | 1.13549 | 1.055618 | -0.000381 | -0.023256 | -0.267949 | -0.517638 | -0.002226 | 0.006179 | 1 | 10,752 |
1.27432 | 1.170666 | 0.078047 | -0.592885 | 0.168325 | 0.14107 | 1.055618 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000835 | 0.004443 | 1 | 10,753 |
1.485363 | 1.67175 | 0.572321 | 5.664041 | -0.094487 | -0.091851 | 1.055618 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000974 | 0.00347 | 1 | 10,754 |
-0.424242 | -0.08829 | 0.078941 | -0.597243 | -0.590118 | -0.738112 | 1.05423 | -0.000127 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.003332 | 1 | 10,755 |
3.919742 | 4.179112 | 1.065701 | 5.6623 | -0.498014 | -0.604425 | 1.05423 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.002569 | 0.000901 | 1 | 10,756 |
-2.965364 | -3.978963 | -4.726547 | -0.600725 | -0.244883 | -0.171376 | 1.054924 | 0.000063 | -0.023256 | -0.267949 | -0.517638 | -0.001944 | 0.00236 | 1 | 10,757 |
0.529952 | 0.288229 | 0.449032 | -0.603334 | -0.442332 | -0.438258 | 1.054924 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000347 | 0.002082 | 1 | 10,758 |
-0.423947 | -0.339724 | 0.079284 | -0.600725 | -1.036724 | -0.99296 | 1.056486 | 0.000143 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.002914 | 1 | 10,759 |
-0.212018 | -0.590844 | -0.660872 | -0.599855 | -1.091019 | -0.738112 | 1.056486 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.00236 | 1 | 10,760 |
-0.10602 | -0.08843 | 0.325717 | -0.598985 | -0.238042 | -0.195628 | 1.055792 | -0.000063 | -0.023256 | -0.267949 | -0.517638 | -0.000069 | 0.002568 | 1 | 10,761 |
-0.53021 | -0.213994 | -0.167646 | -0.597243 | -0.596607 | -0.50789 | 1.055792 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000348 | 0.002014 | 1 | 10,762 |
1.166219 | 0.791036 | 0.448972 | -0.602465 | -0.448888 | -0.233443 | 1.056659 | 0.000079 | -0.023256 | -0.267949 | -0.517638 | 0.000764 | 0.001458 | 1 | 10,763 |
-0.105983 | 0.036934 | -0.04404 | 5.65534 | 1.250309 | 1.102141 | 1.056659 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000069 | 0.00118 | 1 | 10,764 |
1.694846 | 2.044543 | 0.818823 | 5.641445 | 0.284268 | 0.24692 | 1.057354 | 0.000064 | -0.023256 | -0.267949 | -0.517638 | 0.001111 | -0.001111 | 0 | 10,765 |
-1.376919 | -0.214543 | -1.645269 | -0.603334 | 0.475706 | 0.239807 | 1.057354 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000903 | -0.000208 | 0 | 10,766 |
0.105961 | -0.214203 | 0.202582 | 5.651864 | -0.429402 | -0.50789 | 1.057874 | 0.000048 | -0.023256 | -0.267949 | -0.517638 | 0.000069 | 0.000694 | 1 | 10,767 |
-0.211929 | -0.339759 | 0.325854 | -0.603334 | -1.653214 | -1.693569 | 1.057874 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | -0.000695 | 0 | 10,768 |
1.271135 | 0.915353 | 0.572321 | -0.607678 | -0.196523 | -0.049722 | 1.057354 | -0.000048 | -0.023256 | -0.267949 | -0.517638 | 0.000833 | -0.001111 | 0 | 10,769 |
0.10588 | -0.465384 | -0.16667 | -0.608546 | -0.73106 | -0.762738 | 1.057354 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000069 | 0.007261 | 1 | 10,770 |
-0.423564 | -0.33995 | 0.079728 | -0.60681 | -0.786633 | -0.604425 | 1.057354 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000278 | 0.005055 | 1 | 10,771 |
0.529437 | 0.538215 | 0.202787 | -0.609414 | 0.067051 | 0.149113 | 1.058395 | 0.000095 | -0.023256 | -0.267949 | -0.517638 | 0.000347 | 0.00595 | 1 | 10,772 |
0.211723 | 0.412451 | 0.326059 | 5.641445 | -0.008332 | 0.082386 | 1.058395 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000139 | 0.005674 | 1 | 10,773 |
0.423359 | 0.412312 | 0.572321 | 5.637976 | 0.081316 | 0.188159 | 1.058395 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000278 | 0.004844 | 1 | 10,774 |
0.846365 | 0.662666 | 0.572321 | -0.615481 | 0.835223 | 0.715731 | 1.072625 | 0.001302 | -0.023256 | -0.267949 | -0.517638 | 0.000555 | 0.001247 | 1 | 10,775 |
-0.63473 | -0.340211 | -0.781228 | -0.612882 | 0.532776 | 0.274758 | 1.072625 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000416 | 0.001802 | 1 | 10,776 |
0.105807 | 0.035933 | 0.326196 | -0.613749 | -0.58369 | -1.369089 | 1.065336 | -0.000667 | -0.023256 | -0.267949 | -0.517638 | 0.000069 | 0.001594 | 1 | 10,777 |
0.105799 | 0.16121 | 0.695362 | -0.613749 | -1.139158 | -1.223183 | 1.051453 | -0.00127 | -0.023256 | -0.267949 | -0.517638 | 0.000069 | 0.002493 | 1 | 10,778 |
-0.211606 | -0.340142 | 0.203171 | -0.612882 | 0.145757 | -0.233443 | 1.051453 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.004153 | 1 | 10,779 |
-0.211635 | -0.089405 | 0.326196 | 5.634509 | -0.434545 | -0.438258 | 1.05128 | -0.000016 | -0.023256 | -0.267949 | -0.517638 | -0.000139 | 0.003324 | 1 | 10,780 |
0.634818 | 0.662666 | 1.064538 | -0.614615 | -0.470294 | -0.273134 | 1.05128 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000416 | 0.002078 | 1 | 10,781 |
0.423065 | 0.411617 | 0.818344 | -0.615481 | -0.077305 | 0.019055 | 1.051106 | -0.000016 | -0.023256 | -0.267949 | -0.517638 | 0.000277 | 0.001108 | 1 | 10,782 |
-1.375391 | -0.340246 | -1.027217 | -0.610281 | -0.179335 | -0.273134 | 1.051106 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000902 | 0.000486 | 1 | 10,783 |
1.058103 | 0.662927 | 0.695414 | 5.631043 | -0.374026 | -0.389742 | 1.050759 | -0.000032 | -0.023256 | -0.267949 | -0.517638 | 0.000694 | -0.000069 | 0 | 10,784 |
-0.95226 | -0.590844 | -0.535128 | 5.63971 | -0.254773 | -0.329316 | 1.050759 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000624 | 0.002356 | 1 | 10,785 |
0.846483 | 0.412173 | 0.326127 | -0.612015 | -0.624882 | -0.604425 | 1.050933 | 0.000016 | -0.023256 | -0.267949 | -0.517638 | 0.000555 | 0.002355 | 1 | 10,786 |
-0.317376 | -0.590844 | -0.165953 | -0.612882 | -0.304313 | -0.438258 | 1.050933 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000208 | 0.002563 | 1 | 10,787 |
0.528923 | 0.53712 | 0.695362 | -0.615481 | -0.190141 | -0.208035 | 1.050933 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000347 | 0.002631 | 1 | 10,788 |
0 | 0.411478 | 0.572321 | -0.616347 | 0.200081 | -0.220638 | 1.066377 | 0.001413 | -0.023256 | -0.267949 | -0.517638 | 0 | 0.002631 | 1 | 10,789 |
-0.846365 | -0.340211 | -0.411976 | -0.613749 | -0.064313 | -0.147837 | 1.050412 | -0.00146 | -0.023256 | -0.535898 | -0.385986 | -0.000555 | 0.003462 | 1 | 10,790 |
0.846365 | 0.913264 | 0.326161 | -0.614615 | -0.081949 | 0.064797 | 1.050412 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000555 | 0.002493 | 1 | 10,791 |
0 | -0.340211 | 0.326298 | -0.614615 | -0.915794 | -0.960292 | 1.055271 | 0.000444 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.001109 | 1 | 10,792 |
0 | -0.340211 | 0.326298 | -0.615481 | -0.950186 | -1.617295 | 1.055271 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.00097 | 1 | 10,793 |
0.211518 | -0.340211 | 0.572321 | -0.615481 | -2.056847 | -1.872143 | 1.051453 | -0.000349 | -0.023256 | -0.535898 | -0.385986 | 0.000139 | 0.000831 | 1 | 10,794 |
0.845779 | 0.411339 | -0.042715 | 5.622389 | 0.124742 | 0.082386 | 1.051453 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000554 | -0.000554 | 0 | 10,795 |
-0.422831 | -0.46561 | -0.165339 | -0.617212 | -0.312925 | -0.472317 | 1.050759 | -0.000063 | -0.023256 | -0.535898 | -0.385986 | -0.000277 | 0 | 0 | 10,796 |
-0.211459 | -0.465575 | -0.165543 | -0.616347 | -0.301111 | -0.344 | 1.050759 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000139 | -0.001526 | 0 | 10,797 |
0.211459 | -0.089753 | 0.572321 | -0.617212 | -0.482631 | -0.625212 | 1.050759 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000139 | -0.002359 | 0 | 10,798 |
-0.422948 | -0.716121 | 0.080445 | -0.615481 | -0.50512 | -0.545119 | 1.050759 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000277 | -0.001387 | 0 | 10,799 |
1.162825 | 1.037421 | 0.080309 | -0.620672 | 0.775301 | 0.84638 | 1.050759 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000762 | -0.003122 | 0 | 10,800 |
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