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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.206731 | 0.633627 | -0.389694 | 5.345015 | 0.484692 | 0.623933 | 0.652668 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.005136 | 1 | 11,801 |
-0.413491 | -0.345916 | 0.091444 | 5.348323 | -0.458172 | -0.208035 | 0.652668 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000271 | 0.005542 | 1 | 11,802 |
-0.206787 | -0.34585 | 0.331834 | -0.755167 | -0.543294 | -0.329316 | 0.652495 | -0.000016 | -0.116279 | -0.267949 | -0.517638 | -0.000136 | 0.005947 | 1 | 11,803 |
-0.206815 | -0.100823 | 0.331801 | -0.753511 | -0.745046 | -0.421757 | 0.652495 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000136 | 0.006352 | 1 | 11,804 |
-0.620614 | -0.590844 | -0.149434 | -0.751855 | -0.129351 | 0.037667 | 0.652668 | 0.000016 | -0.116279 | -0.267949 | -0.517638 | -0.000407 | 0.006624 | 1 | 11,805 |
0.206899 | -0.100557 | 0.331671 | -0.751855 | -0.519555 | -0.18341 | 0.652668 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.006758 | 1 | 11,806 |
0.310297 | 0.144436 | 0.452016 | -0.753511 | -0.06887 | -0.208035 | 0.652842 | 0.000016 | -0.116279 | -0.267949 | -0.517638 | 0.000203 | 0.006083 | 1 | 11,807 |
-0.931079 | -0.468301 | -0.510496 | -0.750197 | -0.531323 | -0.171376 | 0.652842 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.00061 | 0.006626 | 1 | 11,808 |
-0.206984 | 0.144736 | 0.331605 | 5.359916 | -0.773893 | -0.66848 | 0.652842 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000136 | 0.006087 | 1 | 11,809 |
0 | 0.880215 | 0.572321 | -0.749368 | -0.806192 | -0.489906 | 0.652842 | 0 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.006761 | 1 | 11,810 |
0.620867 | 0.144835 | 0.331573 | -0.751855 | -0.277041 | -0.159519 | 0.652495 | -0.000032 | -0.116279 | -0.267949 | -0.517638 | 0.000407 | 0.006489 | 1 | 11,811 |
0.103453 | -0.100557 | 0.331671 | -0.751855 | -0.301111 | -0.405589 | 0.652495 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000068 | 0.005612 | 1 | 11,812 |
0.206885 | -0.223141 | 0.331687 | -0.752683 | -0.331587 | -0.314896 | 0.652842 | 0.000032 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.005207 | 1 | 11,813 |
0.103432 | 0.021869 | 0.211407 | -0.753511 | -0.040497 | 0.188159 | 0.652842 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000068 | 0.003924 | 1 | 11,814 |
0.413659 | 0.511815 | 0.572321 | -0.755167 | -0.372844 | -0.259683 | 0.654751 | 0.000175 | -0.116279 | -0.267949 | -0.517638 | 0.000271 | 0.003653 | 1 | 11,815 |
0 | -0.100823 | -0.149337 | -0.755167 | 0.012313 | 0.232629 | 0.654751 | 0 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.003788 | 1 | 11,816 |
-0.206815 | -0.468326 | 0.091249 | -0.753511 | -0.227428 | -0.18341 | 0.654403 | -0.000032 | -0.116279 | -0.267949 | -0.517638 | -0.000136 | 0.004059 | 1 | 11,817 |
0.206815 | -0.100757 | 0.331769 | -0.755167 | -0.10244 | 0 | 0.654403 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.004058 | 1 | 11,818 |
-1.862348 | -0.590844 | -2.075193 | -0.747709 | 0.417315 | 0.64574 | 0.654924 | 0.000048 | -0.116279 | -0.267949 | -0.517638 | -0.001221 | 0.005279 | 1 | 11,819 |
0 | -0.345518 | -0.632075 | -0.746879 | 0.220976 | 0.308247 | 0.654924 | 0 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.005077 | 1 | 11,820 |
-0.414164 | -0.345518 | -1.355105 | -0.746049 | 0.283351 | 0.540108 | 0.653883 | -0.000095 | -0.116279 | -0.267949 | -0.517638 | -0.000271 | 0.006225 | 1 | 11,821 |
-0.414277 | -0.345451 | -0.150414 | -0.743558 | 0.145757 | 0.462852 | 0.653883 | 0 | -0.116279 | -0.267949 | -0.517638 | -0.000272 | 0.006767 | 1 | 11,822 |
0.828441 | 1.249291 | 0.331377 | -0.746879 | 0.104854 | 0.028415 | 0.653536 | -0.000032 | -0.116279 | -0.267949 | -0.517638 | 0.000543 | 0.005684 | 1 | 11,823 |
0.310549 | 0.145035 | 0.331507 | -0.748539 | -0.426845 | -0.136322 | 0.653536 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000204 | 0.005481 | 1 | 11,824 |
0.310486 | 0.022285 | 0.692691 | -0.749368 | -0.817301 | -0.455106 | 0.653189 | -0.000032 | -0.116279 | -0.267949 | -0.517638 | 0.000204 | 0.004872 | 1 | 11,825 |
0 | -0.100424 | 0.572321 | 5.361574 | -1.32596 | -1.099821 | 0.653189 | 0 | -0.116279 | -0.267949 | -0.517638 | 0 | 0.005142 | 1 | 11,826 |
0.620783 | 0.512413 | 0.331605 | -0.752683 | -0.237071 | -0.029461 | 0.653189 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000407 | 0.004938 | 1 | 11,827 |
0.206871 | 0.021911 | 0.091053 | -0.753511 | -0.28324 | -0.060048 | 0.661345 | 0.000746 | -0.116279 | -0.267949 | -0.517638 | 0.000136 | 0.0046 | 1 | 11,828 |
0.620446 | 0.266838 | -0.149532 | -0.755995 | -0.12438 | 0 | 0.661345 | 0 | -0.116279 | -0.267949 | -0.517638 | 0.000407 | 0.003788 | 1 | 11,829 |
0.620194 | 0.144038 | -0.99143 | -0.758476 | 0.545475 | 0.559509 | 0.660304 | -0.000095 | -0.116279 | -0.535898 | -0.385986 | 0.000407 | 0.002301 | 1 | 11,830 |
-0.206703 | 0.143739 | -1.592359 | -0.756822 | 0.639207 | 0.055855 | 0.660304 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000135 | 0.00203 | 1 | 11,831 |
0.723339 | 0.388667 | -0.991006 | -0.760129 | 0.246118 | 0.164961 | 0.656833 | -0.000317 | -0.116279 | -0.535898 | -0.385986 | 0.000474 | 0.000609 | 1 | 11,832 |
0.516461 | 0.021122 | 0.452171 | -0.761781 | -0.055286 | 0.055855 | 0.656833 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000339 | 0.000677 | 1 | 11,833 |
-0.619774 | -0.10142 | -0.148457 | -0.760129 | 0.115454 | 0.1805 | 0.655618 | -0.000111 | -0.116279 | -0.535898 | -0.385986 | -0.000406 | 0.000948 | 1 | 11,834 |
0.826309 | 0.388269 | 0.331997 | 5.336751 | -0.173994 | -0.259683 | 0.655618 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000542 | 0.000135 | 1 | 11,835 |
0.206507 | -0.346148 | -0.148359 | -0.763432 | -0.567874 | -0.472317 | 0.657527 | 0.000175 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.000271 | 0 | 11,836 |
0.82575 | 0.754389 | 0.332159 | -0.767557 | 0.240772 | 0.281569 | 0.657527 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000541 | -0.00176 | 0 | 11,837 |
1.443988 | 1.364469 | 0.332289 | -0.772498 | 0.740793 | 0.699805 | 0.458829 | -0.018176 | -0.116279 | -0.535898 | -0.385986 | 0.000947 | -0.003385 | 0 | 11,838 |
0.618434 | 0.630319 | -4.350166 | 5.310385 | 1.45843 | 1.497199 | 0.458829 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000405 | -0.00379 | 0 | 11,839 |
0 | -0.102478 | -2.306309 | -0.775788 | 0.603392 | 0.596955 | 0.458829 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.003112 | 0 | 11,840 |
0.41215 | 0.385756 | 0.572321 | -0.77661 | -0.207603 | 0.082386 | 0.643471 | 0.01689 | -0.116279 | -0.535898 | -0.385986 | 0.00027 | -0.003382 | 0 | 11,841 |
0.412039 | 0.019428 | -0.746115 | -0.778254 | -0.295807 | -0.091851 | 0.643818 | 0.000032 | -0.116279 | -0.535898 | -0.385986 | 0.00027 | -0.003652 | 0 | 11,842 |
1.235449 | 1.360775 | 0.332743 | -0.783178 | 0.645228 | 0.671148 | 0.643818 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00081 | -0.004056 | 0 | 11,843 |
0 | -0.590844 | -0.145928 | -0.783998 | 0.729301 | 0.451963 | 0.643991 | 0.000016 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.004598 | 0 | 11,844 |
0.205811 | 0.384439 | 0.572321 | -0.784818 | -0.139402 | 0.009584 | 0.643991 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.005546 | 0 | 11,845 |
-0.205811 | 0.871686 | -0.145831 | -0.783998 | 0.689048 | 0.879183 | 0.636356 | -0.000698 | -0.116279 | -0.535898 | -0.385986 | -0.000135 | -0.006905 | 0 | 11,846 |
-0.205839 | 0.01877 | -0.385409 | 5.295604 | 0.489141 | 0.564287 | 0.636356 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000135 | -0.006498 | 0 | 11,847 |
1.234616 | 1.359459 | 0.811705 | -0.788094 | 0.069553 | 0.253971 | 0.643471 | 0.000651 | -0.116279 | -0.535898 | -0.385986 | 0.000809 | -0.007171 | 0 | 11,848 |
-1.234616 | -0.347138 | -0.863499 | 5.293963 | 0.485378 | 0.699805 | 0.643471 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000809 | -0.006362 | 0 | 11,849 |
0.823188 | 0.87208 | 0.213184 | -0.785637 | -0.142784 | 0.037667 | 0.643471 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00054 | -0.006902 | 0 | 11,850 |
0.6171 | 0.140372 | 0.572321 | -0.788094 | -0.55241 | -0.259683 | 0.643471 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000405 | -0.006627 | 0 | 11,851 |
0.205644 | -0.103531 | 0.572321 | -0.789732 | 0.320865 | 0.401046 | 0.64295 | -0.000048 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.005948 | 0 | 11,852 |
0.411206 | -0.103597 | -8.418249 | -0.79055 | 0.790497 | 0.695773 | 0.64295 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00027 | -0.006082 | 0 | 11,853 |
0.411095 | -0.103728 | -0.145057 | -0.792185 | 0.808175 | 0.794509 | 0.638265 | -0.000429 | -0.116279 | -0.535898 | -0.385986 | 0.000269 | -0.00581 | 0 | 11,854 |
-0.205534 | -0.347335 | -0.144864 | -0.791368 | 0.027071 | -0.113778 | 0.638265 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000135 | -0.005675 | 0 | 11,855 |
0.41104 | -0.103794 | 0.094166 | -0.792185 | -0.571008 | -0.421757 | 0.648677 | 0.000952 | -0.116279 | -0.535898 | -0.385986 | 0.000269 | -0.005809 | 0 | 11,856 |
-0.719392 | -0.834352 | -0.862145 | -0.79055 | 0.012313 | 0.164961 | 0.648677 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000472 | -0.005202 | 0 | 11,857 |
-0.102798 | -0.22547 | -0.025514 | -0.789732 | -0.081173 | -0.233443 | 0.647983 | -0.000063 | -0.116279 | -0.535898 | -0.385986 | -0.000067 | -0.004864 | 0 | 11,858 |
-1.028361 | -0.590844 | -0.623631 | 5.289046 | -0.223607 | -0.195628 | 0.647983 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000674 | -0.003648 | 0 | 11,859 |
1.028361 | 1.845392 | 0.811576 | -0.79055 | 1.142903 | 1.025624 | 0.647983 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000674 | -0.003916 | 0 | 11,860 |
0.205589 | 0.139879 | 0.572321 | 5.279222 | -0.267845 | -0.314896 | 0.64833 | 0.000032 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.004186 | 0 | 11,861 |
-1.23395 | -0.834451 | -0.862725 | -0.787276 | 0.295631 | 0.301661 | 0.64833 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000809 | -0.002566 | 0 | 11,862 |
-0.411539 | -0.103334 | -0.385022 | -0.783998 | 0.356456 | 0.352895 | 0.64833 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00027 | -0.002566 | 0 | 11,863 |
-1.853298 | -0.712775 | -2.302034 | -0.77661 | 0.097096 | 0.232629 | 0.649197 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | -0.001215 | -0.001216 | 0 | 11,864 |
0 | 1.727094 | -0.866021 | -0.777432 | 0.339312 | 0.446463 | 0.646768 | -0.000222 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.000811 | 0 | 11,865 |
0.206033 | 0.385492 | -0.146704 | -0.778254 | 0.455948 | 0.359075 | 0.646768 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.000405 | 0 | 11,866 |
0.206005 | 0.141359 | -0.626055 | -0.778254 | 0.529887 | 0.440925 | 0.646768 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.002704 | 0 | 11,867 |
0.205978 | 0.14126 | -0.386185 | 5.302169 | 0.259069 | 0.301661 | 0.667245 | 0.001873 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.002704 | 0 | 11,868 |
0 | -0.102807 | -0.146413 | -0.779075 | 0.044118 | 0.225387 | 0.648503 | -0.001714 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.001892 | 0 | 11,869 |
-0.308977 | -0.590844 | -0.386056 | -0.779075 | 0.078856 | 0.019055 | 0.648503 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000203 | -0.005484 | 0 | 11,870 |
1.338448 | 1.117053 | 0.692106 | -0.783998 | -0.456838 | -0.526288 | 0.647809 | -0.000063 | -0.116279 | -0.535898 | -0.385986 | 0.000877 | -0.005818 | 0 | 11,871 |
0.411594 | 0.140668 | 0.093521 | -0.785637 | 0.267101 | 0.26096 | 0.647809 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.00027 | -0.007446 | 0 | 11,872 |
-0.823299 | -0.590844 | -0.6246 | -0.782358 | 0.584023 | 0.637088 | 0.647809 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00054 | -0.009219 | 0 | 11,873 |
0 | -0.346908 | 0.332872 | -0.780717 | 0.071424 | 0.099597 | 0.64833 | 0.000048 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.007722 | 0 | 11,874 |
-0.617766 | 0.506608 | -1.344174 | 5.302169 | 0.205749 | 0.418381 | 0.64833 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000405 | -0.007317 | 0 | 11,875 |
0.411872 | -0.102807 | -0.146413 | -0.780717 | -0.42557 | -0.50789 | 0.647462 | -0.000079 | -0.116279 | -0.535898 | -0.385986 | 0.00027 | -0.009084 | 0 | 11,876 |
0.308831 | 0.384834 | 0.572321 | -0.782358 | 0.180138 | 0.301661 | 0.647462 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000202 | -0.012971 | 0 | 11,877 |
-0.308831 | -0.346924 | -0.265834 | -0.780717 | -0.261781 | -0.171376 | 0.6459 | -0.000143 | -0.116279 | -0.535898 | -0.385986 | -0.000202 | -0.012632 | 0 | 11,878 |
-0.617849 | 1.359985 | -0.385797 | -0.778254 | 1.155038 | 1.030959 | 0.6459 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000405 | -0.010861 | 0 | 11,879 |
-1.648823 | 0.873068 | -1.34521 | -0.772498 | 0.889232 | 0.78009 | 0.646074 | 0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.001081 | -0.007735 | 0 | 11,880 |
-0.618768 | 0.386284 | -0.147288 | -0.770029 | 0.736506 | 0.559509 | 0.646074 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000406 | -0.006512 | 0 | 11,881 |
-1.44477 | -0.102016 | -2.068744 | 5.3351 | 0.478483 | 0.632727 | 0.643991 | -0.00019 | -0.116279 | -0.535898 | -0.385986 | -0.000947 | -0.003525 | 0 | 11,882 |
0.619355 | 0.387606 | 0.572321 | -0.765908 | -0.599874 | -0.472317 | 0.643991 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000406 | -0.006652 | 0 | 11,883 |
-0.206424 | -0.590844 | -0.628325 | -0.765083 | 0.063281 | 0.07364 | 0.448416 | -0.017891 | -0.116279 | -0.535898 | -0.385986 | -0.000135 | -0.006244 | 0 | 11,884 |
-0.412931 | 3.19668 | -0.868747 | -0.764258 | 0.226476 | 0.274758 | 0.448416 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000271 | -0.005973 | 0 | 11,885 |
-0.413043 | -0.101553 | -0.148262 | -0.762607 | -0.613099 | -0.421757 | 0.644165 | 0.017906 | -0.116279 | -0.535898 | -0.385986 | -0.000271 | -0.007884 | 0 | 11,886 |
-1.446531 | -0.346115 | -1.590892 | -0.756822 | 0.634519 | 0.225387 | 0.644165 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000948 | -0.008985 | 0 | 11,887 |
-1.034077 | -0.590844 | -0.630279 | -0.751855 | -0.121086 | -0.259683 | 0.644165 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000678 | -0.008443 | 0 | 11,888 |
0 | 6.992669 | 0.091053 | -0.752683 | -0.19744 | -0.208035 | 0.643297 | -0.000079 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.00817 | 0 | 11,889 |
1.034077 | 1.369239 | 0.812906 | -0.757649 | 0.172105 | 0.346667 | 0.643818 | 0.000048 | -0.116279 | -0.785587 | -0 | 0.000678 | -0.008164 | 0 | 11,890 |
0 | -0.100956 | 0.572321 | 5.348323 | -0.969435 | -0.714222 | 0.643818 | 0 | -0.116279 | -0.785587 | -0 | 0 | -0.006253 | 0 | 11,891 |
0 | 4.424225 | 0.331866 | -0.755995 | -0.274987 | -0.208035 | 0.643818 | 0 | -0.116279 | -0.785587 | -0 | 0 | -0.005572 | 0 | 11,892 |
0.62011 | 0.143938 | 0.572321 | -0.759303 | -0.532808 | -0.545119 | 0.643297 | -0.000048 | -0.116279 | -0.785587 | -0 | 0.000406 | -0.008025 | 0 | 11,893 |
-0.826869 | 0.14364 | -0.389302 | -0.755995 | -0.126033 | 0.116445 | 0.647115 | 0.000349 | -0.162791 | -0.785587 | -0 | -0.000542 | -0.007756 | 0 | 11,894 |
-1.241144 | -0.100889 | -0.871092 | -0.751855 | -0.192869 | -0.049722 | 0.647115 | 0 | -0.162791 | -0.785587 | -0 | -0.000814 | -0.007899 | 0 | 11,895 |
-2.278057 | -0.100491 | -2.318033 | -0.741896 | 0.424842 | 0.473594 | 0.647115 | 0 | -0.162791 | -0.785587 | -0 | -0.001493 | -0.006542 | 0 | 11,896 |
0.414445 | 7.128303 | 0.331278 | -0.742727 | 0.746233 | 0.440925 | 0.64538 | -0.000159 | -0.162791 | -0.785587 | -0 | 0.000272 | -0.005311 | 0 | 11,897 |
0.20718 | 5.78116 | 0.210843 | -0.743558 | 0.293374 | 0.327688 | 0.64538 | 0 | -0.162791 | -0.785587 | -0 | 0.000136 | -0.007086 | 0 | 11,898 |
0 | -0.590844 | 0.090399 | -0.744389 | -0.668673 | -0.691024 | 0.644859 | -0.000048 | -0.162791 | -0.785587 | -0 | 0 | -0.00777 | 0 | 11,899 |
0 | 0.145435 | 0.572321 | -0.744389 | 0.301468 | 0.24692 | 0.648503 | 0.000333 | -0.162791 | -0.785587 | -0 | 0 | -0.009277 | 0 | 11,900 |
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