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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.105667 | -0.465636 | -0.288133 | -0.620672 | 0.282432 | 0.099597 | 1.050586 | -0.000016 | -0.023256 | -0.535898 | -0.385986 | 0.000069 | -0.004999 | 0 | 10,801 |
1.161859 | 0.910973 | 0.326537 | -0.625855 | 0.247569 | 0.377333 | 1.050586 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000762 | -0.005343 | 0 | 10,802 |
-1.373201 | -0.215559 | -1.02467 | 5.620659 | -0.264807 | -0.102739 | 1.056833 | 0.000571 | -0.023256 | -0.535898 | -0.385986 | -0.0009 | -0.003609 | 0 | 10,803 |
0 | -0.34042 | 0.08065 | -0.620672 | -0.100045 | -0.147837 | 1.049718 | -0.000651 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.00347 | 0 | 10,804 |
-0.634202 | -0.590844 | -0.534131 | -0.618078 | 0.116622 | -0.049722 | 1.049718 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000416 | -0.00222 | 0 | 10,805 |
0.21143 | -0.089822 | 0.3264 | -0.618943 | 0.110763 | 0.116445 | 1.049718 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000139 | -0.00361 | 0 | 10,806 |
-0.740133 | -0.089891 | -0.288431 | -0.615481 | 0 | 0.195744 | 1.050933 | 0.000111 | -0.023256 | -0.535898 | -0.385986 | -0.000485 | -0.003542 | 0 | 10,807 |
0.105755 | 0.035629 | -0.042758 | -0.617212 | -0.021731 | -0.136322 | 1.050933 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000069 | -0.002499 | 0 | 10,808 |
0.845779 | 0.536572 | 0.818276 | 5.622389 | -0.100045 | -0.102739 | 1.050933 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000554 | -0.004026 | 0 | 10,809 |
-1.057297 | -0.590844 | -1.395454 | -0.614615 | 0.163978 | 0.07364 | 1.068633 | 0.001619 | -0.023256 | -0.535898 | -0.385986 | -0.000693 | -0.003542 | 0 | 10,810 |
0.211518 | -0.340211 | -0.658136 | -0.614615 | 0.535335 | 0.499834 | 1.050239 | -0.001683 | -0.023256 | -0.535898 | -0.385986 | 0.000139 | -0.003333 | 0 | 10,811 |
-1.375391 | -0.841476 | -1.396546 | -0.610281 | 0.571107 | 0.530228 | 1.050239 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000902 | -0.00271 | 0 | 10,812 |
0.317508 | -0.214621 | -0.04327 | -0.611148 | 0.194367 | 0.019055 | 1.04885 | -0.000127 | -0.023256 | -0.535898 | -0.385986 | 0.000208 | -0.002083 | 0 | 10,813 |
-0.529217 | 0.161366 | -0.16626 | -0.609414 | 0.481594 | 0.535183 | 1.04885 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000347 | -0.001041 | 0 | 10,814 |
-1.800712 | -0.339985 | -2.014958 | 5.65708 | 0.728093 | 0.794509 | 1.047289 | -0.000143 | -0.023256 | -0.535898 | -0.385986 | -0.00118 | 0.000278 | 1 | 10,815 |
0 | 0.413566 | 0.572321 | -0.602465 | 0.4024 | 0.494654 | 1.047289 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | 0.000833 | 1 | 10,816 |
1.483093 | 1.166507 | 0.818823 | -0.603334 | -0.142784 | -0.039527 | 1.048156 | 0.000079 | -0.023256 | -0.535898 | -0.385986 | 0.000972 | 0 | 0 | 10,817 |
-2.331223 | -1.720373 | -2.138821 | 5.6623 | -0.235131 | 0.091037 | 1.048156 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001528 | 0.001806 | 1 | 10,818 |
0.636142 | 0.414124 | 0.81896 | -0.601595 | -0.24685 | -0.113778 | 1.048503 | 0.000032 | -0.023256 | -0.535898 | -0.385986 | 0.000417 | 0.001527 | 1 | 10,819 |
12.877676 | 17.406184 | 0.818857 | 5.55358 | 2.243058 | 2.270157 | 1.048503 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.008441 | -0.007053 | 0 | 10,820 |
-3.788678 | -0.092721 | -5.672912 | -0.638775 | 0.701723 | 0.836272 | 1.061692 | 0.001206 | -0.023256 | -0.535898 | -0.385986 | -0.002483 | -0.005333 | 0 | 10,821 |
1.895515 | 2.652539 | 0.082076 | -0.6465 | 1.236029 | 1.149368 | 1.061692 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.001242 | -0.006575 | 0 | 10,822 |
-0.210496 | 0.655751 | -2.980604 | 5.572427 | 0.528276 | 0.606049 | 1.033579 | -0.002572 | -0.023256 | -0.535898 | -0.385986 | -0.000138 | -0.006298 | 0 | 10,823 |
-0.842277 | -0.590844 | -2.122722 | -0.643069 | 0.344794 | 0.327688 | 1.033579 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000552 | -0.005885 | 0 | 10,824 |
-4.640852 | 0.282465 | -5.316315 | 5.615474 | 0.752332 | 0.783719 | 1.033579 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.003042 | -0.00201 | 0 | 10,825 |
0.211254 | 1.160669 | 0.080854 | 5.613746 | 0.735071 | 0.723577 | 1.033753 | 0.000016 | -0.023256 | -0.535898 | -0.385986 | 0.000138 | -0.002634 | 0 | 10,826 |
-0.211254 | 0.41009 | -0.287716 | 5.613746 | 0.246602 | 0.31478 | 1.033753 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000138 | -0.003051 | 0 | 10,827 |
1.478167 | 2.410712 | -0.16493 | -0.629306 | 0.549553 | 0.650031 | 1.03115 | -0.000238 | -0.023256 | -0.535898 | -0.385986 | 0.000969 | -0.003742 | 0 | 10,828 |
2.319943 | 2.407808 | 0.817766 | -0.637915 | 0.595241 | 0.632727 | 1.03115 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.001521 | -0.006792 | 0 | 10,829 |
-1.475919 | -0.341146 | -2.371181 | -0.631029 | 0.50031 | 0.6195 | 1.03115 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000967 | -0.009587 | 0 | 10,830 |
-1.266211 | -0.091 | -2.128316 | -0.627581 | 0.519514 | 0.790929 | 1.03115 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.00083 | -0.010993 | 0 | 10,831 |
-1.055979 | 0.909519 | -0.655751 | -0.623265 | 0.30548 | 0.520224 | 1.044859 | 0.001254 | -0.023256 | -0.535898 | -0.385986 | -0.000692 | -0.008763 | 0 | 10,832 |
-2.325731 | -0.090238 | -2.378524 | -0.613749 | 0.247086 | 0.418381 | 1.044859 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001524 | -0.004587 | 0 | 10,833 |
0.211577 | -0.214804 | -1.397366 | -0.613749 | 0.484004 | 0.540108 | 1.044859 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000139 | -0.003473 | 0 | 10,834 |
2.747829 | 2.665122 | 0.572321 | 5.610292 | 0.027071 | 0.218079 | 1.044859 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.001801 | -0.004996 | 0 | 10,835 |
0.844491 | 1.409916 | -1.885354 | -0.627581 | -0.209467 | -0.12497 | 1.04538 | 0.000048 | -0.023256 | -0.535898 | -0.385986 | 0.000554 | -0.005828 | 0 | 10,836 |
0 | -0.090723 | 0.204091 | -0.628443 | -0.191958 | -0.233443 | 1.04538 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.005689 | 0 | 10,837 |
0.633062 | 0.409259 | 0.326843 | -0.631029 | -0.330475 | -0.147837 | 1.042603 | -0.000254 | -0.023256 | -0.535898 | -0.385986 | 0.000415 | -0.00513 | 0 | 10,838 |
0 | 0.158974 | 0.326945 | 5.596496 | -0.563198 | -0.389742 | 1.042603 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.004852 | 0 | 10,839 |
0.421895 | 0.65868 | -0.286645 | -0.633613 | 0.194889 | 0.365207 | 1.042082 | -0.000048 | -0.023256 | -0.535898 | -0.385986 | 0.000277 | -0.005546 | 0 | 10,840 |
-0.632887 | -0.465887 | -2.373625 | -0.631029 | -0.38716 | -0.049722 | 1.042082 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000415 | -0.004853 | 0 | 10,841 |
-2.111521 | 0.408983 | -2.251951 | -0.622401 | 0.272249 | 0.484193 | 1.042082 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001384 | -0.003052 | 0 | 10,842 |
-0.211313 | -0.090169 | -0.410885 | -0.620672 | 0.318688 | 0.451963 | 1.042082 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000139 | -0.004721 | 0 | 10,843 |
0 | 0.285368 | 0.080718 | -0.620672 | -0.776 | -0.66848 | 1.040347 | -0.000159 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.00333 | 0 | 10,844 |
-1.268492 | -0.841268 | -1.148886 | -0.616347 | -0.121086 | 0.091037 | 1.040347 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000831 | -0.002638 | 0 | 10,845 |
0.422948 | 1.412966 | 0.818276 | -0.618078 | 0.707725 | 0.707807 | 1.037223 | -0.000286 | -0.023256 | -0.535898 | -0.385986 | 0.000277 | -0.003332 | 0 | 10,846 |
-2.539449 | -0.590844 | -2.38098 | -0.607678 | 0.480213 | 0.662768 | 1.037223 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001665 | -0.003059 | 0 | 10,847 |
-1.059352 | -0.590844 | -2.139197 | -0.601595 | 1.039813 | 1.160752 | 1.037223 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000694 | -0.002643 | 0 | 10,848 |
1.059352 | 1.166263 | 0.325819 | -0.607678 | 0.641676 | 0.765405 | 1.044338 | 0.000651 | -0.023256 | -0.535898 | -0.385986 | 0.000694 | -0.003198 | 0 | 10,849 |
-1.483299 | 0.287313 | -1.645886 | -0.601595 | 0.49424 | 0.632727 | 1.044338 | 0 | -0.023256 | -0.785587 | -0 | -0.000972 | -0.003201 | 0 | 10,850 |
-2.758531 | 2.170325 | -3.624039 | -0.589394 | 0.702727 | 0.769102 | 1.041562 | -0.000254 | -0.023256 | -0.785587 | -0 | -0.001808 | -0.000557 | 0 | 10,851 |
0.637027 | 1.169931 | -1.157516 | -0.592013 | 0.296082 | 0.424077 | 1.041562 | 0 | -0.023256 | -0.785587 | -0 | 0.000418 | -0.002648 | 0 | 10,852 |
1.273256 | 3.178574 | 0.325408 | -0.598985 | 0.143516 | 0.149113 | 1.047983 | 0.000587 | -0.069767 | -0.785587 | -0 | 0.000835 | -0.005997 | 0 | 10,853 |
0.212106 | 0.414264 | -0.044511 | -0.598114 | 0.174793 | 0.253971 | 1.047983 | 0 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.007115 | 0 | 10,854 |
1.272018 | 0.916399 | -0.167801 | -0.596372 | -0.151314 | 0.099597 | 1.05128 | 0.000302 | -0.069767 | -0.785587 | -0 | 0.000834 | -0.006131 | 0 | 10,855 |
-1.908425 | -2.349416 | -2.510985 | 5.669267 | 0.212896 | 0.383327 | 1.05128 | 0 | -0.069767 | -0.785587 | -0 | -0.001251 | -0.005579 | 0 | 10,856 |
-0.636672 | -0.339445 | -0.661902 | 5.674497 | -0.490979 | -0.246456 | 1.050065 | -0.000111 | -0.069767 | -0.785587 | -0 | -0.000417 | -0.006281 | 0 | 10,857 |
1.697203 | 1.420211 | 0.325442 | -0.599855 | -0.304313 | -0.060048 | 1.050065 | 0 | -0.069767 | -0.785587 | -0 | 0.001113 | -0.008654 | 0 | 10,858 |
-1.48495 | -0.842103 | -1.15463 | -0.593757 | 0.114284 | 0.24692 | 1.059262 | 0.000841 | -0.069767 | -0.785587 | -0 | -0.000973 | -0.007821 | 0 | 10,859 |
-0.318392 | 0.037764 | -0.168316 | -0.592885 | 0.224481 | 0.446463 | 1.059262 | 0 | -0.069767 | -0.785587 | -0 | -0.000209 | -0.005232 | 0 | 10,860 |
0.530616 | 0.037895 | 0.078495 | -0.593757 | 0.398912 | 0.554703 | 1.065163 | 0.00054 | -0.069767 | -0.785587 | -0 | 0.000348 | -0.005999 | 0 | 10,861 |
-0.424478 | -0.590844 | -0.415126 | -0.593757 | -0.032496 | 0.091037 | 1.065163 | 0 | -0.069767 | -0.785587 | -0 | -0.000278 | -0.003345 | 0 | 10,862 |
1.273079 | 1.168951 | 0.325442 | -0.598114 | 0.244664 | 0.401046 | 1.059436 | -0.000524 | -0.069767 | -0.785587 | -0 | 0.000834 | -0.002784 | 0 | 10,863 |
1.060089 | 0.665279 | 0.325648 | -0.603334 | 0.19749 | 0.484193 | 1.059436 | 0 | -0.069767 | -0.785587 | -0 | 0.000695 | -0.003758 | 0 | 10,864 |
0.211929 | -0.339724 | 0.202556 | -0.603334 | -0.858833 | -0.814386 | 1.059436 | 0 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.004734 | 0 | 10,865 |
0.847423 | 0.413287 | 0.079352 | -0.607678 | 0.334213 | 0.473594 | 1.067592 | 0.000746 | -0.069767 | -0.785587 | -0 | 0.000555 | -0.004452 | 0 | 10,866 |
0.211782 | 1.415746 | -1.769201 | -0.608546 | 0.54579 | 0.746663 | 1.057527 | -0.000921 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.005987 | 0 | 10,867 |
0.423476 | 3.544737 | -0.16667 | -0.609414 | -0.383553 | 0.009584 | 1.057527 | 0 | -0.069767 | -0.785587 | -0 | 0.000278 | -0.004869 | 0 | 10,868 |
0.211694 | -0.089196 | 0.079831 | -0.609414 | -0.295807 | -0.0097 | 1.057874 | 0.000032 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.004729 | 0 | 10,869 |
-0.211694 | -0.340037 | 0.079899 | -0.610281 | -0.686993 | -0.273134 | 1.057874 | 0 | -0.069767 | -0.785587 | -0 | -0.000139 | -0.006544 | 0 | 10,870 |
-1.164843 | -0.340003 | -1.151993 | -0.605072 | -0.01818 | 0.149113 | 1.057874 | 0 | -0.069767 | -0.785587 | -0 | -0.000764 | -0.003269 | 0 | 10,871 |
0 | 0.16215 | -0.290285 | -0.605072 | 0 | 0.31478 | 1.057006 | -0.000079 | -0.069767 | -0.785587 | -0 | 0 | -0.006339 | 0 | 10,872 |
0.211856 | 3.671979 | 0.695516 | -0.605941 | -0.100842 | 0 | 1.057006 | 0 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.004384 | 0 | 10,873 |
-0.211856 | -0.21436 | -0.166927 | -0.605072 | 0.591718 | 0.805156 | 1.060651 | 0.000333 | -0.069767 | -0.785587 | -0 | -0.000139 | -0.002851 | 0 | 10,874 |
1.270694 | 1.291052 | 0.695516 | -0.610281 | 0.499638 | 0.711779 | 1.060651 | 0 | -0.069767 | -0.785587 | -0 | 0.000833 | -0.003823 | 0 | 10,875 |
-0.741109 | 0.03615 | -0.289566 | 5.646652 | 0.03302 | 0.14107 | 1.038785 | -0.002 | -0.069767 | -0.785587 | -0 | -0.000486 | -0.00285 | 0 | 10,876 |
-0.847423 | -0.339898 | -0.906175 | -0.604203 | -0.112106 | 0.14107 | 1.038785 | 0 | -0.069767 | -0.785587 | -0 | -0.000555 | -0.002921 | 0 | 10,877 |
0.42377 | -0.088709 | -0.413754 | -0.605072 | 0.276433 | 0.520224 | 1.038785 | 0 | -0.069767 | -0.785587 | -0 | 0.000278 | -0.002921 | 0 | 10,878 |
-2.332195 | -0.088848 | -2.139951 | 5.667525 | 0.878021 | 0.916849 | 1.038785 | 0 | -0.069767 | -0.785587 | -0 | -0.001529 | -0.003483 | 0 | 10,879 |
-5.73964 | 1.168217 | -8.829378 | -0.574515 | 2.227721 | 2.498258 | 1.038785 | 0 | -0.069767 | -0.785587 | -0 | -0.003762 | 0.001395 | 1 | 10,880 |
-3.411486 | 12.108846 | -4.636785 | -0.558683 | 1.812891 | 1.888585 | 1.038785 | 0 | -0.069767 | -0.785587 | -0 | -0.002236 | 0.00384 | 1 | 10,881 |
2.346216 | 4.46068 | 0.075765 | -0.569246 | 1.769918 | 1.74758 | 0.062473 | -0.08931 | -0.069767 | -0.785587 | -0 | 0.001538 | 0.000698 | 1 | 10,882 |
4.044075 | 5.208281 | -0.419404 | -0.585899 | 1.317921 | 1.501641 | 0.062473 | 0 | -0.069767 | -0.785587 | -0 | 0.002651 | -0.002092 | 0 | 10,883 |
1.911879 | 1.926125 | 0.81951 | -0.592013 | 0.971072 | 1.147072 | 1.044859 | 0.089866 | -0.069767 | -0.785587 | -0 | 0.001253 | -0.003485 | 0 | 10,884 |
0.424537 | 1.67175 | -0.662589 | -0.594629 | 1.156996 | 1.375568 | 1.044859 | 0 | -0.069767 | -0.785587 | -0 | 0.000278 | -0.003065 | 0 | 10,885 |
-0.424537 | -0.590844 | -1.403398 | -0.593757 | 0.592012 | 0.925995 | 1.044859 | 0 | -0.069767 | -0.785587 | -0 | -0.000278 | -0.001532 | 0 | 10,886 |
0.212283 | 0.415103 | -1.156794 | -0.594629 | 0.603102 | 0.922958 | 1.0459 | 0.000095 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.002368 | 0 | 10,887 |
1.485156 | 2.17378 | -4.248025 | -0.599855 | 0.569285 | 0.829461 | 1.0459 | 0 | -0.069767 | -0.785587 | -0 | 0.000974 | -0.003063 | 0 | 10,888 |
0.424065 | 0.91619 | -6.346555 | -0.601595 | 0.791601 | 1.069878 | 1.029935 | -0.00146 | -0.069767 | -0.785587 | -0 | 0.000278 | -0.003899 | 0 | 10,889 |
-0.636142 | 0.413706 | -0.167492 | -0.599855 | 0.256212 | 0.504981 | 1.032711 | 0.000254 | -0.069767 | -0.785587 | -0 | -0.000417 | -0.003063 | 0 | 10,890 |
0.424124 | 1.167484 | -1.15511 | -0.600725 | 0.590539 | 0.754213 | 1.032711 | 0 | -0.069767 | -0.785587 | -0 | 0.000278 | -0.002923 | 0 | 10,891 |
0.635965 | 1.543453 | 0.079078 | -0.603334 | 0.727367 | 0.94398 | 1.032711 | 0 | -0.069767 | -0.785587 | -0 | 0.000417 | -0.005573 | 0 | 10,892 |
-2.757764 | 0.036891 | -2.881822 | -0.592013 | 0.327356 | 0.671148 | 1.033232 | 0.000048 | -0.069767 | -0.785587 | -0 | -0.001808 | -0.003206 | 0 | 10,893 |
2.121799 | 2.425739 | -0.662761 | -0.600725 | 0.353559 | 0.559509 | 1.033232 | 0 | -0.069767 | -0.785587 | -0 | 0.001391 | -0.005435 | 0 | 10,894 |
-0.212047 | 0.162725 | -0.661044 | -0.599855 | 0.691347 | 0.632727 | 1.033232 | 0 | -0.069767 | -0.785587 | -0 | -0.000139 | -0.006275 | 0 | 10,895 |
-0.636318 | 1.16724 | -4.861666 | -0.598114 | 0.493562 | 0.84638 | 1.033232 | 0 | -0.069767 | -0.785587 | -0 | -0.000417 | -0.004739 | 0 | 10,896 |
-2.12298 | -0.842243 | -2.885188 | -0.589394 | 0.347728 | 0.658545 | 1.028547 | -0.000429 | -0.069767 | -0.785587 | -0 | -0.001392 | -0.005166 | 0 | 10,897 |
-0.424951 | -0.339129 | -0.416226 | -0.586773 | 0.199046 | 0.446463 | 1.028547 | 0 | -0.069767 | -0.785587 | -0 | -0.000279 | -0.004677 | 0 | 10,898 |
0.21249 | 2.805291 | 0.077979 | -0.588521 | 0.512952 | 0.757961 | 0.840607 | -0.017192 | -0.069767 | -0.785587 | -0 | 0.000139 | -0.006147 | 0 | 10,899 |
-1.488053 | 0.290126 | -1.652996 | -0.582401 | 0.30548 | 0.504981 | 0.840607 | 0 | -0.069767 | -0.785587 | -0 | -0.000975 | -0.003771 | 0 | 10,900 |
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