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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.869194 | 2.361687 | 0.572321 | -0.732739 | 0.408558 | 0.675305 | 0.687896 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.001225 | -0.006963 | 0 | 11,601 |
-0.83047 | 0.146837 | -0.39349 | 5.403171 | -0.01818 | -0.091851 | 0.520434 | -0.015319 | -0.116279 | 0.464102 | 0.614014 | -0.000544 | -0.006008 | 0 | 11,602 |
0 | 1.007954 | 0.089218 | 5.403171 | 0.849987 | 1.009402 | 0.520434 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | -0.006419 | 0 | 11,603 |
1.660488 | 1.376706 | 0.813823 | -0.735239 | -0.176659 | 0.019055 | 0.688417 | 0.015367 | -0.116279 | 0.464102 | 0.614014 | 0.001088 | -0.006685 | 0 | 11,604 |
-0.207462 | -0.83667 | -0.634368 | -0.735239 | 0.002067 | -0.102739 | 0.688417 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | -0.006686 | 0 | 11,605 |
0.207462 | -0.099224 | 0.089678 | 5.389829 | -0.842385 | -0.788145 | 0.692234 | 0.000349 | -0.116279 | 0.464102 | 0.614014 | 0.000136 | -0.006548 | 0 | 11,606 |
0.725896 | 0.392129 | 0.331049 | -0.738569 | -0.048592 | -0.039527 | 0.692234 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000476 | -0.006751 | 0 | 11,607 |
-0.725896 | 0.268877 | -1.599277 | -0.736072 | 0.458449 | 0.406866 | 0.687202 | -0.00046 | -0.116279 | 0.464102 | 0.614014 | -0.000476 | -0.006275 | 0 | 11,608 |
0.41484 | 0.146436 | -0.392965 | -0.736904 | 0.103666 | 0.232629 | 0.687202 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000272 | -0.007368 | 0 | 11,609 |
-0.829792 | -0.099424 | -0.63404 | -0.734406 | 0.242234 | 0.253971 | 0.687028 | -0.000016 | -0.116279 | 0.464102 | 0.614014 | -0.000544 | -0.005729 | 0 | 11,610 |
2.280844 | 2.848159 | 0.813626 | -0.743558 | 0.417693 | 0.164961 | 0.687028 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.001495 | -0.00654 | 0 | 11,611 |
0.20718 | 0.636287 | 0.572321 | -0.744389 | 0.285184 | 0.037667 | 0.664816 | -0.002032 | -0.116279 | 0.464102 | 0.614014 | 0.000136 | -0.00613 | 0 | 11,612 |
1.656432 | 1.3719 | 0.572321 | -0.750197 | -0.047852 | -0.195628 | 0.664816 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.001086 | -0.007079 | 0 | 11,613 |
-2.070821 | -0.713453 | -1.83598 | -0.742727 | 0.515584 | 0.554703 | 0.505336 | -0.014589 | -0.116279 | 0.464102 | 0.614014 | -0.001357 | -0.005175 | 0 | 11,614 |
-0.207237 | 0.636454 | 0.090268 | -0.741065 | 0.215937 | 0.295019 | 0.505336 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | -0.005039 | 0 | 11,615 |
0.621626 | 0.882013 | 0.451804 | -0.743558 | 0.435243 | -0.246456 | 0.505336 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000407 | -0.004764 | 0 | 11,616 |
-0.20718 | 0.636121 | 0.331377 | -0.743558 | -0.183817 | 0.009584 | 0.66013 | 0.01416 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | -0.004356 | 0 | 11,617 |
0.20718 | 0.390928 | -3.528751 | -0.744389 | -0.806192 | -0.738112 | 0.66308 | 0.00027 | -0.116279 | 0.464102 | 0.614014 | 0.000136 | -0.004082 | 0 | 11,618 |
-1.450854 | -0.099958 | -1.597359 | -0.738569 | 0.785394 | 0.683555 | 0.66308 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000951 | -0.002995 | 0 | 11,619 |
0.414671 | 0.146135 | 0.331147 | -0.740233 | -0.170456 | -0.646554 | 0.653883 | -0.000841 | -0.116279 | 0.464102 | 0.614014 | 0.000272 | -0.002449 | 0 | 11,620 |
-1.659359 | -0.345218 | -1.357463 | -0.732739 | -0.036121 | -0.049722 | 0.653883 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.001088 | -0.001089 | 0 | 11,621 |
-1.453421 | -0.590844 | -1.359565 | 5.40484 | 0.07824 | 0.295019 | 0.653883 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000953 | -0.000817 | 0 | 11,622 |
0 | 0.393467 | 0.33072 | 5.406511 | 0.218965 | 0.295019 | 0.65961 | 0.000524 | -0.116279 | 0.464102 | 0.614014 | 0 | -0.000613 | 0 | 11,623 |
-0.831149 | -0.098621 | -0.39428 | -0.72439 | 0.506992 | 0.225387 | 0.65961 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000545 | 0.000136 | 1 | 11,624 |
1.246553 | 1.624308 | 0.330589 | 5.401501 | 0.353974 | 0.203258 | 0.658568 | -0.000095 | -0.116279 | 0.464102 | 0.614014 | 0.000817 | -0.000408 | 0 | 11,625 |
-1.454411 | -0.590844 | -1.36088 | -0.722717 | -0.165183 | -0.18341 | 0.658568 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000953 | 0.000272 | 1 | 11,626 |
0.207858 | 0.024832 | 0.088757 | -0.72439 | -0.315094 | -0.01952 | 0.658568 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000136 | 0.000817 | 1 | 11,627 |
0.623404 | 0.886226 | 0.814021 | -0.726061 | -0.580497 | -0.455106 | 0.66013 | 0.000143 | -0.116279 | 0.464102 | 0.614014 | 0.000409 | 0.000204 | 1 | 11,628 |
-0.207773 | 0.14754 | -0.152679 | -0.726897 | -0.409203 | -0.233443 | 0.665683 | 0.000508 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | 0.000204 | 1 | 11,629 |
-0.831375 | 0.147641 | -0.636341 | 5.416541 | 0.178539 | 0.26096 | 0.665683 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000545 | 0.000409 | 1 | 11,630 |
-3.330039 | -0.098219 | -3.300413 | -0.709305 | 0.513611 | 0.457426 | 0.660477 | -0.000476 | -0.116279 | 0.464102 | 0.614014 | -0.002183 | 0.002455 | 1 | 11,631 |
0 | 0.149657 | 0.329994 | 5.445051 | 0.765746 | 0.907598 | 0.660477 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | 0.002047 | 1 | 11,632 |
-0.208369 | -0.343976 | -0.397185 | 5.445051 | 0.403945 | 0.395183 | 0.65718 | -0.000302 | -0.116279 | 0.464102 | 0.614014 | -0.000137 | 0.002319 | 1 | 11,633 |
0 | 0.149758 | -0.639809 | -0.705101 | 0.201115 | 0.281569 | 0.65718 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | 0.003273 | 1 | 11,634 |
1.04156 | 0.890057 | -0.154858 | -0.710984 | 0.160153 | 0.099597 | 0.657527 | 0.000032 | -0.116279 | 0.464102 | 0.614014 | 0.000683 | 0.002386 | 1 | 11,635 |
0.624595 | 0.149253 | 0.087899 | -0.71518 | -0.903008 | -0.762738 | 0.657527 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000409 | 0.001976 | 1 | 11,636 |
-1.041134 | -0.344212 | -2.820023 | 5.440011 | 0.54736 | 0.478911 | 0.685466 | 0.002556 | -0.116279 | 0.464102 | 0.614014 | -0.000682 | 0.002727 | 1 | 11,637 |
0 | -0.097277 | -0.15456 | -0.710984 | 0.341004 | 0.239807 | 0.685466 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | 0.002318 | 1 | 11,638 |
0.208284 | 0.272809 | 0.330061 | -0.711824 | 0.124165 | 0.1805 | 0.657007 | -0.002603 | -0.116279 | 0.464102 | 0.614014 | 0.000137 | 0.001978 | 1 | 11,639 |
1.145052 | 2.368131 | 0.572321 | -0.716018 | 0.863847 | 0.815663 | 0.657007 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000751 | 0.001159 | 1 | 11,640 |
1.560051 | 1.257696 | 0.451302 | -0.721881 | -0.126861 | -0.136322 | 0.655618 | -0.000127 | -0.116279 | 0.464102 | 0.614014 | 0.001023 | -0.000409 | 0 | 11,641 |
-0.831828 | -0.590844 | -0.637 | -0.721044 | 0.046704 | 0.07364 | 0.655618 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000545 | 0.00075 | 1 | 11,642 |
-0.208028 | 0.641138 | -0.395598 | 5.426589 | 0.830231 | 0.843025 | 0.436616 | -0.020034 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | 0.001635 | 1 | 11,643 |
-0.208056 | -0.590844 | -0.39573 | -0.716856 | -0.529841 | -0.814386 | 0.436616 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000136 | 0.001703 | 1 | 11,644 |
0 | 0.148648 | 0.330325 | -0.717694 | -0.594979 | -0.389742 | 0.436616 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | 0.00286 | 1 | 11,645 |
-1.665473 | -0.590844 | -1.364574 | -0.710984 | 0.390311 | 0.389277 | 0.659436 | 0.020383 | -0.116279 | 0.464102 | 0.614014 | -0.001092 | 0.003816 | 1 | 11,646 |
-2.501624 | -0.590844 | -3.550614 | 5.461884 | 0.665369 | 0.787332 | 0.659436 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.00164 | 0.005047 | 1 | 11,647 |
-1.878914 | -1.085355 | -3.314198 | 5.477072 | 0.915201 | 1.020253 | 0.655618 | -0.000349 | -0.116279 | 0.464102 | 0.614014 | -0.001232 | 0.007231 | 1 | 11,648 |
-0.208911 | 0.151583 | -0.156651 | 5.477072 | 0.071424 | 0.124738 | 0.655618 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000137 | 0.008319 | 1 | 11,649 |
0.417794 | 1.141249 | 0.572321 | -0.693301 | 0.193323 | 0.457426 | 0.652842 | -0.000254 | -0.116279 | 0.249689 | 0 | 0.000274 | 0.007909 | 1 | 11,650 |
-1.044699 | -0.095926 | -0.642632 | 5.482144 | 0.101284 | 0.281569 | 0.652842 | 0 | -0.116279 | 0.249689 | 0 | -0.000685 | 0.008662 | 1 | 11,651 |
0.626905 | 0.647043 | -0.15705 | 5.477072 | 0.297882 | 0.359075 | 0.639826 | -0.001191 | -0.116279 | 0.249689 | 0 | 0.000411 | 0.007912 | 1 | 11,652 |
-0.626905 | -0.714628 | -0.399841 | 5.482144 | 0.00755 | 0.099597 | 0.639826 | 0 | -0.116279 | 0.249689 | 0 | -0.000411 | 0.008323 | 1 | 11,653 |
1.253553 | 1.018244 | 0.572321 | 5.472005 | -0.377583 | -0.233443 | 0.653883 | 0.001286 | -0.116279 | 0.249689 | 0 | 0.000822 | 0.007908 | 1 | 11,654 |
-0.208854 | -0.590844 | -0.885522 | -0.694145 | 0.239795 | 0.327688 | 0.653883 | 0 | -0.116279 | 0.249689 | 0 | -0.000137 | 0.007502 | 1 | 11,655 |
0.417679 | 5.092544 | 0.329397 | -0.695833 | -0.042696 | -0.374202 | 0.481215 | -0.015795 | -0.116279 | 0.249689 | 0 | 0.000274 | 0.007228 | 1 | 11,656 |
0.417565 | -0.096062 | -0.399308 | -0.69752 | 0.044766 | 0.116445 | 0.481215 | 0 | -0.116279 | 0.249689 | 0 | 0.000274 | 0.006547 | 1 | 11,657 |
0 | 0.398314 | 0.086706 | -0.696677 | -0.218862 | 0.009584 | 0.478265 | -0.00027 | -0.116279 | 0.249689 | 0 | 0 | 0.006886 | 1 | 11,658 |
-1.253038 | -0.838218 | -1.249422 | 5.475383 | -0.312925 | 0 | 0.478265 | 0 | -0.116279 | 0.249689 | 0 | -0.000821 | 0.007232 | 1 | 11,659 |
1.670488 | 2.130272 | 0.329331 | 5.460198 | 0.112526 | 0.301661 | 0.478959 | 0.000063 | -0.116279 | 0.249689 | 0 | 0.001095 | 0.006341 | 1 | 11,660 |
1.043127 | 0.645181 | 0.815012 | -0.703418 | -0.537283 | -0.405589 | 0.478959 | 0 | -0.116279 | 0.249689 | 0 | 0.000684 | 0.005453 | 1 | 11,661 |
0.833988 | 0.767808 | 0.572321 | -0.706783 | -0.351909 | -0.01952 | 0.48 | 0.000095 | -0.116279 | 0.249689 | 0 | 0.000547 | 0.004227 | 1 | 11,662 |
0.208426 | -0.343875 | -0.640141 | 5.446732 | -0.013238 | 0.132946 | 0.48 | 0 | -0.116279 | 0.249689 | 0 | 0.000137 | 0.003682 | 1 | 11,663 |
0.833419 | 0.396693 | 0.572321 | -0.710145 | -0.414198 | -0.220638 | 0.476356 | -0.000333 | -0.116279 | 0.249689 | 0 | 0.000546 | 0.003544 | 1 | 11,664 |
0 | 0.642819 | 0.330061 | -0.710984 | 0.219468 | 0.253971 | 0.476356 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.003816 | 1 | 11,665 |
1.041134 | 0.642819 | 0.814549 | -0.714341 | -1.111242 | -0.869599 | 0.651801 | 0.016049 | -0.116279 | 0.249689 | 0 | 0.000682 | 0.004764 | 1 | 11,666 |
0.416255 | 0.395481 | 0.572321 | -0.716856 | -0.353056 | -0.195628 | 0.651801 | 0 | -0.116279 | 0.249689 | 0 | 0.000273 | 0.004763 | 1 | 11,667 |
0.624169 | 0.148748 | -2.091818 | -0.718532 | 0.413141 | 0.564287 | 0.651453 | -0.000032 | -0.116279 | 0.249689 | 0 | 0.000409 | 0.004489 | 1 | 11,668 |
0.208 | 0.148446 | 0.330391 | -0.71937 | 0.053127 | 0.1805 | 0.651453 | 0 | -0.116279 | 0.249689 | 0 | 0.000136 | 0.004489 | 1 | 11,669 |
1.247403 | 1.13346 | 0.451377 | -0.725226 | -0.238042 | -0.049722 | 0.650412 | -0.000095 | -0.116279 | 0.249689 | 0 | 0.000818 | 0.003807 | 1 | 11,670 |
0.415574 | 0.639963 | -1.120267 | -0.726061 | 0.193323 | 0.406866 | 0.650412 | 0 | -0.116279 | 0.249689 | 0 | 0.000272 | 0.003467 | 1 | 11,671 |
-1.039148 | -0.344682 | -1.361671 | -0.721881 | 0.567459 | 0.641426 | 0.651106 | 0.000063 | -0.116279 | 0.249689 | 0 | -0.000681 | 0.00408 | 1 | 11,672 |
0.311819 | 0.148043 | 0.330523 | -0.723554 | -0.002074 | 0.232629 | 0.651106 | 0 | -0.116279 | 0.249689 | 0 | 0.000204 | 0.005638 | 1 | 11,673 |
0.311755 | 0.763275 | 0.209685 | -0.72439 | 0.348564 | 0.478911 | 0.651106 | 0 | -0.116279 | 0.249689 | 0 | 0.000204 | 0.005976 | 1 | 11,674 |
0.415574 | -0.09842 | 0.088889 | -0.726897 | -0.088974 | -0.195628 | 0.653189 | 0.00019 | -0.116279 | 0.249689 | 0 | 0.000272 | 0.005297 | 1 | 11,675 |
-0.415574 | -0.344682 | -0.877975 | 5.409852 | 0.321734 | 0.478911 | 0.653189 | 0 | -0.116279 | 0.249689 | 0 | -0.000272 | 0.004892 | 1 | 11,676 |
1.038724 | 0.639963 | 0.934809 | -0.728567 | 0.373187 | 0.352895 | 0.650759 | -0.000222 | -0.116279 | 0.249689 | 0 | 0.000681 | 0.003804 | 1 | 11,677 |
-0.311543 | -0.098755 | -0.394016 | -0.728567 | 0.46023 | 0.489441 | 0.650933 | 0.000016 | -0.116279 | 0.249689 | 0 | -0.000204 | 0.004551 | 1 | 11,678 |
-0.207731 | -0.098655 | 0.330737 | -0.726897 | 0.117788 | 0.07364 | 0.650933 | 0 | -0.116279 | 0.249689 | 0 | -0.000136 | 0.004551 | 1 | 11,679 |
-0.51945 | -0.467767 | -0.273483 | -0.72439 | -0.07116 | -0.0097 | 0.650933 | 0 | -0.116279 | 0.249689 | 0 | -0.00034 | 0.00584 | 1 | 11,680 |
-0.20783 | 0.639963 | 0.209759 | -0.723554 | 0.467659 | 0.592369 | 0.649892 | -0.000095 | -0.116279 | 0.249689 | 0 | -0.000136 | 0.006112 | 1 | 11,681 |
-0.623659 | -0.098353 | -0.152975 | -0.721881 | 0.483661 | 0.510094 | 0.649892 | 0 | -0.116279 | 0.249689 | 0 | -0.000409 | 0.005844 | 1 | 11,682 |
0.207915 | -0.098152 | 0.088626 | -0.722717 | 0.128767 | 0.082386 | 0.65128 | 0.000127 | -0.116279 | 0.249689 | 0 | 0.000136 | 0.006655 | 1 | 11,683 |
1.454609 | 1.37885 | 0.693208 | -0.727732 | 0.178539 | 0.352895 | 0.65128 | 0 | -0.116279 | 0.249689 | 0 | 0.000953 | 0.005905 | 1 | 11,684 |
-0.311585 | -0.344749 | -0.03166 | -0.726897 | 0.178005 | 0.203258 | 0.650586 | -0.000063 | -0.116279 | 0.249689 | 0 | -0.000204 | 0.005906 | 1 | 11,685 |
0 | -0.221639 | 0.209883 | -0.726897 | 0.078856 | 0.116445 | 0.650586 | 0 | -0.116279 | 0.249689 | 0 | 0 | 0.006447 | 1 | 11,686 |
0.103869 | -0.221639 | -0.031784 | -0.726061 | 0.149663 | -0.136322 | 0.650412 | -0.000016 | -0.116279 | 0.249689 | 0 | 0.000068 | 0.005973 | 1 | 11,687 |
-0.623319 | -0.837005 | -0.39428 | -0.72439 | -0.351909 | -0.389742 | 0.650412 | 0 | -0.116279 | 0.249689 | 0 | -0.000409 | 0.006382 | 1 | 11,688 |
-0.311755 | -0.590844 | 0.088889 | -0.723554 | -0.544805 | -0.358959 | 0.650412 | 0 | -0.116279 | 0.249689 | 0 | -0.000204 | 0.006451 | 1 | 11,689 |
-0.103933 | -0.221438 | 0.209685 | -0.722717 | -0.022444 | 0.1805 | 0.646594 | -0.000349 | -0.116279 | 0.249689 | 0 | -0.000068 | 0.006113 | 1 | 11,690 |
-0.831715 | -0.837173 | -0.515883 | -0.720207 | -0.17755 | -0.147837 | 0.646594 | 0 | -0.116279 | 0.249689 | 0 | -0.000545 | 0.006794 | 1 | 11,691 |
0.935648 | 0.64097 | 0.572321 | -0.723554 | -0.47987 | -0.233443 | 0.648677 | 0.00019 | -0.116279 | 0.249689 | 0 | 0.000613 | 0.005435 | 1 | 11,692 |
1.142791 | 1.25543 | 0.693183 | 5.40484 | 0.2344 | 0.288322 | 0.649371 | 0.000063 | -0.116279 | 0.249689 | 0 | 0.000749 | 0.004483 | 1 | 11,693 |
-0.103855 | -0.344749 | -0.394148 | -0.727732 | -0.026734 | 0.124738 | 0.649371 | 0 | -0.116279 | 0.249689 | 0 | -0.000068 | 0.003873 | 1 | 11,694 |
1.764569 | 1.745861 | 0.693101 | -0.735239 | 0.215431 | 0.1805 | 0.649371 | 0 | -0.116279 | 0.249689 | 0 | 0.001157 | 0.002988 | 1 | 11,695 |
-0.20749 | -0.099224 | 0.089678 | 5.393162 | -0.379965 | -0.344 | 0.649718 | 0.000032 | -0.116279 | 0.249689 | 0 | -0.000136 | 0.002988 | 1 | 11,696 |
-0.622641 | -0.590844 | -0.876199 | -0.731905 | 0.216948 | 0.232629 | 0.649718 | 0 | -0.116279 | 0.249689 | 0 | -0.000408 | 0.00326 | 1 | 11,697 |
1.452433 | 1.130177 | 0.813725 | -0.737737 | 0.010956 | 0.124738 | 0.650586 | 0.000079 | -0.116279 | 0.249689 | 0 | 0.000952 | 0.001359 | 1 | 11,698 |
1.451052 | 1.251291 | 0.572321 | -0.743558 | 0.484348 | 0.520224 | 0.650586 | 0 | -0.116279 | 0.249689 | 0 | 0.000951 | 0.000543 | 1 | 11,699 |
-0.207209 | 0.881613 | -5.824662 | -0.742727 | 0.142392 | 0.395183 | 0.650586 | 0 | -0.116279 | 0.249689 | 0 | -0.000136 | 0.001086 | 1 | 11,700 |
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