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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.855262 | 0.422008 | -1.417524 | -0.545428 | 0.980719 | 1.147072 | 0.892668 | 0 | -0.116279 | -0.785587 | -0 | -0.000561 | 0.007681 | 1 | 11,401 |
-3.42585 | 2.194693 | -5.656866 | -0.531229 | 1.535876 | 1.872027 | 0.883644 | -0.000825 | -0.116279 | -0.785587 | -0 | -0.002246 | 0.009092 | 1 | 11,402 |
2.142058 | 2.454537 | -0.674566 | 5.780031 | 1.109793 | 1.242351 | 0.883644 | 0 | -0.116279 | -0.785587 | -0 | 0.001404 | 0.007548 | 1 | 11,403 |
-1.713406 | 0.169914 | -2.168134 | -0.533896 | 0.990234 | 1.250476 | 0.883644 | 0 | -0.116279 | -0.785587 | -0 | -0.001123 | 0.009228 | 1 | 11,404 |
-1.286318 | -0.083067 | -1.921628 | -0.528559 | 0.473616 | 0.731346 | 0.831757 | -0.004746 | -0.116279 | -0.785587 | -0 | -0.000843 | 0.010211 | 1 | 11,405 |
0.214462 | 0.933344 | -0.675267 | -0.529449 | 0.786507 | 1.092352 | 0.838004 | 0.000571 | -0.116279 | -0.785587 | -0 | 0.000141 | 0.010626 | 1 | 11,406 |
-2.360739 | -0.336759 | -2.173146 | -0.519644 | 0.675877 | 0.990051 | 0.838004 | 0 | -0.116279 | -0.785587 | -0 | -0.001547 | 0.012661 | 1 | 11,407 |
3.003943 | 3.603474 | -0.427085 | 5.799572 | 0.875874 | 0.925995 | 0.838004 | 0 | -0.116279 | -0.785587 | -0 | 0.001969 | 0.010413 | 1 | 11,408 |
-1.28668 | -0.082924 | -4.420493 | 5.808474 | 1.256098 | 1.50899 | 0.838004 | 0 | -0.116279 | -0.785587 | -0 | -0.000843 | 0.011674 | 1 | 11,409 |
4.070769 | 4.739697 | 0.821804 | -0.543657 | 0.778907 | 0.859663 | 0.838004 | 0 | -0.116279 | -0.785587 | -0 | 0.002668 | 0.009075 | 1 | 11,410 |
1.710764 | 1.942705 | 0.323468 | -0.550737 | 0.812257 | 0.952823 | 0.807115 | -0.002826 | -0.116279 | -0.785587 | -0 | 0.001121 | 0.00851 | 1 | 11,411 |
1.068254 | 1.686955 | -0.173505 | -0.555153 | 0.580443 | 0.798074 | 0.807115 | 0 | -0.116279 | -0.785587 | -0 | 0.0007 | 0.007531 | 1 | 11,412 |
2.134266 | 2.190797 | -5.025103 | -0.563088 | 0.467307 | 0.554703 | 0.818915 | 0.001079 | -0.116279 | -0.785587 | -0 | 0.001399 | 0.005437 | 1 | 11,413 |
-2.561478 | -0.338144 | -2.903574 | -0.552504 | 0.888849 | 0.961569 | 0.818915 | 0 | -0.116279 | -0.785587 | -0 | -0.001679 | 0.007256 | 1 | 11,414 |
-0.213651 | 0.42144 | -0.421765 | -0.552504 | 0.337617 | 0.429732 | 0.820998 | 0.00019 | -0.116279 | -0.785587 | -0 | -0.00014 | 0.007396 | 1 | 11,415 |
-0.427391 | -0.337684 | -1.167939 | 5.758782 | 0.7434 | 1.046755 | 0.820998 | 0 | -0.116279 | -0.785587 | -0 | -0.00028 | 0.006284 | 1 | 11,416 |
1.068254 | 1.686955 | 1.069364 | -0.555153 | 0.753032 | 0.885585 | 0.820651 | -0.000032 | -0.116279 | -0.785587 | -0 | 0.0007 | 0.00628 | 1 | 11,417 |
-1.495765 | 0.674069 | -1.66453 | -0.548083 | 0.525368 | 0.731346 | 0.820651 | 0 | -0.116279 | -0.785587 | -0 | -0.00098 | 0.009068 | 1 | 11,418 |
1.068553 | 1.181522 | 0.448004 | -0.553387 | 0.214418 | 0.429732 | 0.826551 | 0.00054 | -0.116279 | -0.785587 | -0 | 0.0007 | 0.008367 | 1 | 11,419 |
0.213621 | -0.33772 | -0.919017 | 5.751715 | 0.319995 | 0.494654 | 0.826551 | 0 | -0.116279 | -0.785587 | -0 | 0.00014 | 0.008782 | 1 | 11,420 |
2.774353 | 3.201772 | 0.572321 | -0.565729 | 0.447668 | 0.703816 | 0.807636 | -0.00173 | -0.116279 | -0.785587 | -0 | 0.001819 | 0.00738 | 1 | 11,421 |
-1.493255 | 0.671948 | -1.164289 | -0.559564 | 1.132581 | 1.299467 | 0.807636 | 0 | -0.116279 | -0.785587 | -0 | -0.000979 | 0.008498 | 1 | 11,422 |
0.213412 | 0.167679 | -1.165991 | -0.560446 | 1.040122 | 1.140143 | 0.826377 | 0.001714 | -0.116279 | -0.785587 | -0 | 0.00014 | 0.007942 | 1 | 11,423 |
0.853348 | 1.683453 | 0.44823 | -0.563088 | 0.987076 | 0.984435 | 0.826377 | 0 | -0.116279 | -0.785587 | -0 | 0.000559 | 0.00641 | 1 | 11,424 |
-1.707174 | -0.338144 | -1.413071 | -0.557801 | 0.483661 | 0.554703 | 0.82551 | -0.000079 | -0.116279 | -0.785587 | -0 | -0.001119 | 0.007529 | 1 | 11,425 |
2.773189 | 2.695171 | 1.068877 | 5.725284 | 0.690071 | 0.913777 | 0.82551 | 0 | -0.116279 | -0.785587 | -0 | 0.001818 | 0.005434 | 1 | 11,426 |
0.426197 | 0.16662 | 0.076528 | -0.571003 | 0.58313 | 0.446463 | 0.823601 | -0.000175 | -0.116279 | -0.785587 | -0 | 0.000279 | 0.004042 | 1 | 11,427 |
1.490754 | 2.688293 | 0.820096 | -0.576269 | 1.001905 | 1.22585 | 0.823601 | 0 | -0.116279 | -0.785587 | -0 | 0.000977 | 0.00216 | 1 | 11,428 |
0.212846 | -0.086467 | -1.657035 | -0.577145 | 0.6547 | 0.783719 | 0.823601 | 0 | -0.116279 | -0.785587 | -0 | 0.00014 | 0.001882 | 1 | 11,429 |
2.126828 | 2.936351 | -3.516402 | -0.585025 | 1.405715 | 1.401083 | 0.824295 | 0.000063 | -0.116279 | -1 | 0.614014 | 0.001394 | 0.001323 | 1 | 11,430 |
1.69933 | 1.67427 | -0.169348 | -0.592885 | 0.993706 | 1.059683 | 0.827592 | 0.000302 | -0.116279 | -1 | 0.614014 | 0.001114 | 0.00007 | 1 | 11,431 |
1.061121 | 0.666502 | 0.201938 | 5.667525 | 1.000763 | 0.907598 | 0.827592 | 0 | -0.116279 | -1 | 0.614014 | 0.000696 | 0.001112 | 1 | 11,432 |
0.106072 | 0.916818 | -0.66173 | -0.598985 | 0.827093 | 1.001166 | 0.82308 | -0.000413 | -0.116279 | -1 | 0.614014 | 0.00007 | 0.000903 | 1 | 11,433 |
-0.530431 | 0.791132 | -2.267083 | 5.683225 | 1.873531 | 1.717712 | 0.82308 | 0 | -0.116279 | -1 | 0.614014 | -0.000348 | 0.00139 | 1 | 11,434 |
-2.336091 | -1.345356 | -2.39167 | -0.585025 | 0.860658 | 0.812176 | 0.828286 | 0.000476 | -0.116279 | -1 | 0.614014 | -0.001531 | 0.002366 | 1 | 11,435 |
1.593177 | 1.296948 | 0.325133 | -0.592013 | 0.577445 | 0.484193 | 0.828286 | 0 | -0.116279 | -1 | 0.614014 | 0.001044 | 0.000765 | 1 | 11,436 |
1.485466 | 3.053307 | 0.078426 | -0.598114 | 0.951017 | 1.118989 | 0.828286 | 0 | -0.116279 | -1 | 0.614014 | 0.000974 | -0.000765 | 0 | 11,437 |
2.437273 | 3.049764 | 0.44898 | -0.607678 | 1.645702 | 1.616947 | 0.821692 | -0.000603 | -0.116279 | -1 | 0.614014 | 0.001598 | -0.003059 | 0 | 11,438 |
-2.543329 | 0.41259 | -12.77685 | -0.598985 | 0.77054 | 0.872729 | 0.821692 | 0 | -0.116279 | -1 | 0.614014 | -0.001667 | -0.001391 | 0 | 11,439 |
0 | 0.16304 | -0.538132 | -0.598114 | 0.933969 | 0.683555 | 0.818395 | -0.000302 | -0.116279 | -1 | 0.614014 | 0 | 0.000139 | 1 | 11,440 |
2.225645 | 2.046374 | 0.572321 | -0.60681 | 0.667747 | 0.6195 | 0.818395 | 0 | -0.116279 | -1 | 0.614014 | 0.001459 | -0.000625 | 0 | 11,441 |
-1.801462 | -0.214412 | -1.769363 | -0.599855 | 0.74788 | 0.90449 | 0.819089 | 0.000063 | -0.116279 | -1 | 0.614014 | -0.001181 | 0.001528 | 1 | 11,442 |
1.271841 | 1.920181 | 0.079009 | -0.604203 | 0.849175 | 0.973084 | 0.819089 | 0 | -0.116279 | -1 | 0.614014 | 0.000834 | 0.001249 | 1 | 11,443 |
-1.059794 | -0.841929 | -1.15343 | -0.600725 | 0.449837 | 0.623933 | 0.821345 | 0.000206 | -0.116279 | -1 | 0.614014 | -0.000695 | 0.000278 | 1 | 11,444 |
1.059794 | 0.66493 | -0.661044 | -0.604203 | 0.601363 | 0.675305 | 0.821345 | 0 | -0.116279 | -1 | 0.614014 | 0.000695 | 0.000555 | 1 | 11,445 |
-0.635788 | -0.088778 | -0.167081 | -0.602465 | 0.425963 | 0.440925 | 0.817527 | -0.000349 | -0.116279 | -1 | 0.614014 | -0.000417 | 0.000278 | 1 | 11,446 |
0.847659 | 0.664581 | -0.044083 | -0.605941 | 0.915755 | 1.054537 | 0.817527 | 0 | -0.116279 | -1 | 0.614014 | 0.000556 | -0.000973 | 0 | 11,447 |
-1.801838 | 0.413008 | -2.139951 | -0.598114 | 1.754927 | 1.857962 | 0.818742 | 0.000111 | -0.116279 | -1 | 0.614014 | -0.001181 | 0.000278 | 1 | 11,448 |
-0.848661 | -0.213889 | -0.538055 | -0.595501 | 1.202416 | 1.221671 | 0.818742 | 0 | -0.116279 | -1 | 0.614014 | -0.000556 | -0.000348 | 0 | 11,449 |
-0.636805 | 0.540414 | -0.291725 | -0.592013 | 0.684428 | 0.641426 | 0.815445 | -0.000302 | -0.116279 | -1 | 0.614014 | -0.000417 | -0.000348 | 0 | 11,450 |
0.53069 | 0.037982 | -1.280496 | -0.593757 | 0.728818 | 0.772781 | 0.815445 | 0 | -0.116279 | -1 | 0.614014 | 0.000348 | -0.001532 | 0 | 11,451 |
-1.273965 | 1.294323 | -0.909262 | -0.590267 | 0.490504 | 0.549867 | 0.822386 | 0.000635 | -0.116279 | -1 | 0.614014 | -0.000835 | -0.000975 | 0 | 11,452 |
-0.212431 | -0.08752 | -1.405049 | -0.587647 | 1.479067 | 0.916849 | 0.822386 | 0 | -0.116279 | -1 | 0.614014 | -0.000139 | -0.000557 | 0 | 11,453 |
0.849547 | 1.924724 | 0.078116 | 5.677987 | 0.963877 | 1.038896 | 0.821171 | -0.000111 | -0.116279 | -1 | 0.614014 | 0.000557 | -0.001184 | 0 | 11,454 |
0.212313 | 0.415243 | -0.168625 | -0.592013 | 0.746704 | 0.875963 | 0.821171 | 0 | -0.116279 | -1 | 0.614014 | 0.000139 | -0.001393 | 0 | 11,455 |
0.848956 | 0.917867 | 0.325408 | -0.596372 | 0.495255 | 0.658545 | 0.821171 | 0 | -0.116279 | -1 | 0.614014 | 0.000556 | -0.002158 | 0 | 11,456 |
0.742449 | 0.665803 | 0.325545 | -0.598985 | 0.978868 | 1.072406 | 0.830369 | 0.000841 | -0.116279 | -1 | 0.614014 | 0.000487 | -0.003621 | 0 | 11,457 |
-0.424212 | -0.716495 | -0.414508 | -0.597243 | 0.153546 | 0.429732 | 0.822039 | -0.000762 | -0.116279 | -1 | 0.614014 | -0.000278 | -0.002994 | 0 | 11,458 |
0.636274 | 0.288717 | -0.291365 | -0.599855 | 0.774623 | 0.891936 | 0.822039 | 0 | -0.116279 | -1 | 0.614014 | 0.000417 | -0.002087 | 0 | 11,459 |
0.10602 | 1.041606 | -0.291004 | -0.599855 | 0.821196 | 0.992844 | 0.822039 | 0 | -0.116279 | -1 | 0.614014 | 0.000069 | -0.002853 | 0 | 11,460 |
0.847894 | 0.66493 | 0.449023 | -0.603334 | 0.857253 | 1.036259 | 0.822213 | 0.000016 | -0.116279 | -1 | 0.614014 | 0.000556 | -0.0032 | 0 | 11,461 |
-0.423888 | -0.339759 | -0.906997 | -0.601595 | 0.860658 | 1.09481 | 0.822213 | 0 | -0.116279 | -1 | 0.614014 | -0.000278 | -0.001947 | 0 | 11,462 |
-1.060236 | -0.339689 | -1.277534 | -0.597243 | 0.529243 | 0.587757 | 0.822213 | 0 | -0.116279 | -1 | 0.614014 | -0.000695 | -0.000626 | 0 | 11,463 |
0.212106 | 0.16304 | -0.167904 | -0.598114 | 0.473616 | 0.711779 | 0.822213 | 0 | -0.116279 | -1 | 0.614014 | 0.000139 | -0.002506 | 0 | 11,464 |
0 | 0.162935 | 0.078941 | -0.598114 | 0.19697 | 0.401046 | 0.820304 | -0.000175 | -0.116279 | -1 | 0.614014 | 0 | -0.003621 | 0 | 11,465 |
-2.12239 | -0.590844 | -2.390021 | -0.589394 | 0.751631 | 0.765405 | 0.820304 | 0 | -0.116279 | -1 | 0.614014 | -0.001391 | -0.001533 | 0 | 11,466 |
1.061564 | 0.918497 | 0.078254 | 5.672754 | 0.766662 | 0.808674 | 0.819089 | -0.000111 | -0.116279 | -1 | 0.614014 | 0.000696 | -0.001601 | 0 | 11,467 |
2.756614 | 2.926546 | 0.325477 | -0.605072 | 0.997326 | 0.987248 | 0.819089 | 0 | -0.116279 | -1 | 0.614014 | 0.001807 | -0.003338 | 0 | 11,468 |
0 | -0.590844 | 0.079489 | -0.605941 | 0.388342 | 0.451963 | 0.816139 | -0.00027 | -0.116279 | -1 | 0.614014 | 0 | -0.003757 | 0 | 11,469 |
0.847188 | 0.663884 | -0.166978 | -0.609414 | 0.640306 | 0.907598 | 0.816139 | 0 | -0.116279 | -1 | 0.614014 | 0.000555 | -0.004312 | 0 | 11,470 |
0.635082 | 0.412451 | 0.326059 | -0.611148 | 0.715156 | 0.658545 | 0.819957 | 0.000349 | -0.116279 | -1 | 0.614014 | 0.000416 | -0.004728 | 0 | 11,471 |
0.211635 | 1.163827 | 0.326161 | -0.612015 | 0.634519 | 0.90449 | 0.819957 | 0 | -0.116279 | -1 | 0.614014 | 0.000139 | -0.004867 | 0 | 11,472 |
-0.634994 | -0.590844 | -0.166158 | -0.609414 | 0.398135 | 0.6195 | 0.807115 | -0.001175 | -0.116279 | -1 | 0.614014 | -0.000416 | -0.004451 | 0 | 11,473 |
-1.482682 | -0.84172 | -1.521706 | -0.604203 | 0.42969 | 0.462852 | 0.807115 | 0 | -0.116279 | -1 | 0.614014 | -0.000972 | -0.003479 | 0 | 11,474 |
0 | 0.664233 | -0.167184 | -0.603334 | 0.895911 | 0.992844 | 0.818395 | 0.001032 | -0.116279 | -1 | 0.614014 | 0 | -0.003479 | 0 | 11,475 |
-0.423888 | -0.590844 | -0.413754 | -0.602465 | 0.316941 | 0.478911 | 0.818395 | 0 | -0.116279 | -1 | 0.614014 | -0.000278 | -0.003201 | 0 | 11,476 |
-1.696731 | -0.590844 | -1.647736 | -0.596372 | 0.419959 | 0.435348 | 0.816833 | -0.000143 | -0.116279 | -1 | 0.614014 | -0.001112 | -0.002089 | 0 | 11,477 |
-1.379985 | 0.163354 | -1.403123 | 5.681478 | 1.434018 | 1.661694 | 0.816833 | 0 | -0.116279 | -1 | 0.614014 | -0.000905 | -0.001184 | 0 | 11,478 |
-0.212416 | 0.038245 | -0.539601 | -0.589394 | 0.87215 | 1.041524 | 0.816833 | 0 | -0.116279 | -1 | 0.614014 | -0.000139 | -0.001045 | 0 | 11,479 |
1.274054 | 1.296029 | 0.819355 | -0.593757 | 0.431175 | 0.510094 | 0.816833 | 0 | -0.116279 | -1 | 0.614014 | 0.000835 | 0.036005 | 1 | 11,480 |
-0.212268 | -0.213627 | -0.538827 | 5.676242 | 0.627286 | 0.695773 | 0.809544 | -0.000667 | -0.116279 | -1 | 0.614014 | -0.000139 | 0.030559 | 1 | 11,481 |
2.651235 | 2.80175 | 0.448877 | -0.604203 | 1.049165 | 1.156218 | 0.809544 | 0 | -0.116279 | -1 | 0.614014 | 0.001738 | 0.027673 | 1 | 11,482 |
-0.211929 | 0.413287 | 0.202607 | -0.603334 | 0.912054 | 1.082441 | 0.809544 | 0 | -0.116279 | -1 | 0.614014 | -0.000139 | 0.021713 | 1 | 11,483 |
0.211929 | -0.088639 | -0.043997 | -0.603334 | 0.494579 | 0.632727 | 0.816833 | 0.000667 | -0.116279 | -1 | 0.614014 | 0.000139 | 0.021846 | 1 | 11,484 |
-0.847894 | -0.339759 | -0.660358 | -0.600725 | 0.794464 | 1.001166 | 0.816833 | 0 | -0.116279 | -1 | 0.614014 | -0.000556 | 0.021994 | 1 | 11,485 |
-0.848366 | -0.339619 | -0.661044 | -0.597243 | 0.584023 | 0.790929 | 0.815792 | -0.000095 | -0.116279 | -1 | 0.614014 | -0.000556 | 0.022414 | 1 | 11,486 |
-0.848838 | -0.590844 | -1.155591 | -0.592885 | 0.368738 | 0.761692 | 0.815792 | 0 | -0.116279 | -1 | 0.614014 | -0.000556 | 0.022154 | 1 | 11,487 |
-1.061712 | -0.716609 | -1.403673 | -0.589394 | 0.899132 | 1.057114 | 0.817527 | 0.000159 | -0.116279 | -1 | 0.614014 | -0.000696 | 0.023122 | 1 | 11,488 |
0 | -0.339164 | -0.416089 | -0.588521 | 0.403559 | 0.691721 | 0.817527 | 0 | -0.116279 | -1 | 0.614014 | 0 | 0.022306 | 1 | 11,489 |
2.334791 | 3.431826 | 0.572321 | -0.598985 | 0.854033 | 1.030959 | 0.833319 | 0.001445 | -0.116279 | -1.164525 | 1.414214 | 0.00153 | 0.021184 | 1 | 11,490 |
1.060089 | 0.916399 | 0.078941 | 5.65534 | 0.855444 | 0.987248 | 0.833319 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000695 | 0.023072 | 1 | 11,491 |
1.482888 | 1.66798 | 0.572321 | -0.609414 | 0.927648 | 1.054537 | 0.816312 | -0.001556 | -0.116279 | -1.164525 | 1.414214 | 0.000972 | 0.022982 | 1 | 11,492 |
0.846718 | 0.663188 | 0.326059 | -0.612882 | 0.789612 | 0.832874 | 0.816312 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000555 | 0.021545 | 1 | 11,493 |
-2.541564 | -0.340107 | -2.506704 | 5.65708 | 1.273512 | 1.529214 | 0.816312 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.001666 | 0.022192 | 1 | 11,494 |
1.483093 | 1.166507 | 0.325785 | -0.608546 | 0.911868 | 1.036259 | 0.816312 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000972 | 0.023459 | 1 | 11,495 |
-1.059205 | 0.41259 | -0.659502 | -0.604203 | 0.39306 | 0.641426 | 0.817527 | 0.000111 | -0.116279 | -1.164525 | 1.414214 | -0.000694 | 0.023611 | 1 | 11,496 |
-1.059941 | -0.590844 | -0.783673 | -0.599855 | 0.708472 | 0.637088 | 0.817527 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000695 | 0.023084 | 1 | 11,497 |
0.106027 | -0.339584 | 0.325682 | -0.599855 | 0.455232 | 0.429732 | 0.817701 | 0.000016 | -0.116279 | -1.164525 | 1.414214 | 0.000069 | 0.024915 | 1 | 11,498 |
-1.803467 | -0.716478 | -2.265899 | 5.676242 | 1.102639 | 1.396045 | 0.817701 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.001182 | 0.025147 | 1 | 11,499 |
-0.637027 | -0.339305 | -1.156794 | -0.589394 | 1.06423 | 1.13549 | 0.802082 | -0.001429 | -0.116279 | -1.164525 | 1.414214 | -0.000418 | 0.026379 | 1 | 11,500 |
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