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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.03548 | 0.636121 | 0.813233 | -0.747709 | -0.389575 | -0.526288 | 0.648503 | 0 | -0.162791 | -0.785587 | -0 | 0.000679 | -0.008518 | 0 | 11,901 |
1.24165 | 1.125508 | 0.572321 | -0.753511 | -0.161689 | -0.314896 | 0.648503 | 0 | -0.162791 | -0.785587 | -0 | 0.000814 | -0.005984 | 0 | 11,902 |
0.206843 | 0.634291 | 0.572321 | -0.755167 | 0.142954 | 0.164961 | 0.646594 | -0.000175 | -0.162791 | -0.785587 | -0 | 0.000136 | -0.006256 | 0 | 11,903 |
0.827093 | 0.389198 | 1.053328 | 5.348323 | -0.50512 | -0.286814 | 0.646594 | 0 | -0.162791 | -0.785587 | -0 | 0.000542 | -0.006253 | 0 | 11,904 |
0 | -0.345916 | 0.091444 | -0.757649 | 0.008915 | 0.239807 | 0.645727 | -0.000079 | -0.162791 | -0.785587 | -0 | 0 | -0.006798 | 0 | 11,905 |
0.206703 | -0.101022 | -0.630116 | -0.757649 | 0.234892 | 0.365207 | 0.645727 | 0 | -0.162791 | -0.785587 | -0 | 0.000135 | -0.006388 | 0 | 11,906 |
0.206675 | -0.101089 | 0.091509 | -0.758476 | -0.179335 | -0.286814 | 0.646074 | 0.000032 | -0.162791 | -0.785587 | -0 | 0.000135 | -0.006455 | 0 | 11,907 |
0.413267 | -0.101155 | 0.331964 | -0.760129 | -0.315094 | -0.147837 | 0.646074 | 0 | -0.162791 | -0.785587 | -0 | 0.000271 | -0.006794 | 0 | 11,908 |
0.826197 | 0.388136 | 0.572321 | -0.762607 | 0.168866 | 0.099597 | 0.645553 | -0.000048 | -0.162791 | -0.785587 | -0 | 0.000542 | -0.006654 | 0 | 11,909 |
0.619355 | 0.387606 | 0.572321 | -0.767557 | -0.150456 | -0.039527 | 0.645553 | 0 | -0.162791 | -0.785587 | -0 | 0.000406 | -0.008424 | 0 | 11,910 |
-0.206424 | 0.876037 | 0.212212 | -0.765083 | 0.075769 | 0.327688 | 0.646594 | 0.000095 | -0.162791 | -0.785587 | -0 | -0.000135 | -0.007879 | 0 | 11,911 |
1.238123 | 1.853628 | -2.791995 | 5.318612 | 1.53353 | 1.209002 | 0.646594 | 0 | -0.162791 | -0.785587 | -0 | 0.000812 | -0.009373 | 0 | 11,912 |
-0.412596 | -0.102082 | -0.387482 | -0.769205 | -0.167814 | -0.329316 | 0.64538 | -0.000111 | -0.162791 | -0.785587 | -0 | -0.00027 | -0.00733 | 0 | 11,913 |
0.206312 | 0.386813 | -6.881787 | -0.770029 | -0.868409 | -0.691024 | 0.64538 | 0 | -0.162791 | -0.785587 | -0 | 0.000135 | -0.007465 | 0 | 11,914 |
0.618768 | 0.875244 | -1.107902 | -0.771675 | 1.292327 | 1.574956 | 0.639306 | -0.000556 | -0.162791 | -0.785587 | -0 | 0.000406 | -0.00719 | 0 | 11,915 |
0.824634 | 0.386284 | 0.092614 | -0.774966 | 0.103666 | 0.091037 | 0.639306 | 0 | -0.162791 | -0.785587 | -0 | 0.000541 | -0.007322 | 0 | 11,916 |
-3.301215 | 0.629824 | -4.468351 | 5.336751 | 1.680605 | 2.081774 | 0.639479 | 0.000016 | -0.162791 | -0.785587 | -0 | -0.002164 | -0.004206 | 0 | 11,917 |
0.206535 | 1.61052 | -3.756747 | 5.333449 | 1.273623 | 1.60276 | 0.639479 | 0 | -0.162791 | -0.785587 | -0 | 0.000135 | -0.003662 | 0 | 11,918 |
1.238625 | 1.85462 | -0.388651 | -0.767557 | 1.230538 | 1.191791 | 0.639479 | 0 | -0.162791 | -0.785587 | -0 | 0.000812 | -0.004338 | 0 | 11,919 |
-5.788875 | -0.835374 | -8.811795 | -0.743558 | 1.757018 | 2.356844 | 0.512451 | -0.01162 | -0.162791 | -0.785587 | -0 | -0.003795 | -0.000679 | 0 | 11,920 |
0.828328 | 3.821737 | -1.35589 | -0.746879 | 1.624485 | 2.118124 | 0.512451 | 0 | -0.162791 | -0.785587 | -0 | 0.000543 | -0.001222 | 0 | 11,921 |
-2.071664 | 0.635288 | -2.560385 | -0.738569 | 1.293185 | 1.689026 | 0.512451 | 0 | -0.162791 | -0.785587 | -0 | -0.001358 | 0.000679 | 1 | 11,922 |
-3.528299 | -0.836503 | -4.014349 | -0.72439 | 1.39645 | 1.712056 | 1.929197 | 0.129599 | -0.162791 | -0.785587 | -0 | -0.002313 | 0.004213 | 1 | 11,923 |
2.283948 | 2.607078 | -1.845828 | -0.735239 | 1.564514 | 2.023183 | 0.645033 | -0.117471 | -0.162791 | -0.785587 | -0 | 0.001497 | 0.004343 | 1 | 11,924 |
0 | 4.932187 | -1.117504 | 5.394829 | 0.656311 | 0.958664 | 0.645033 | 0 | -0.162791 | -0.785587 | -0 | 0 | 0.003665 | 1 | 11,925 |
-2.283948 | -0.590844 | -3.292504 | -0.72439 | 1.150972 | 1.202591 | 0.640694 | -0.000397 | -0.162791 | -0.785587 | -0 | -0.001497 | 0.004959 | 1 | 11,926 |
-5.620595 | 7.883566 | -6.44941 | -0.701734 | 1.593967 | 1.819201 | 0.640694 | 0 | -0.162791 | -0.785587 | -0 | -0.003684 | 0.007762 | 1 | 11,927 |
0.20854 | 14.543536 | -5.258259 | 5.455145 | 1.600605 | 1.855119 | 0.64 | -0.000063 | -0.162791 | -0.785587 | -0 | 0.000137 | 0.00586 | 1 | 11,928 |
2.083832 | 2.125069 | -1.611603 | -0.711824 | 0.892293 | 1.156218 | 0.64 | 0 | -0.162791 | -0.785587 | -0 | 0.001366 | 0.00463 | 1 | 11,929 |
3.120421 | 11.459625 | 0.572321 | -0.72439 | 1.136084 | 1.193963 | 0.64 | 0 | -0.162791 | -0.785587 | -0 | 0.002045 | 0.002585 | 1 | 11,930 |
1.246384 | 2.361687 | -0.999315 | -0.728567 | 1.088105 | 1.379017 | 0.638959 | -0.000095 | -0.162791 | -0.785587 | -0 | 0.000817 | 0.001904 | 1 | 11,931 |
3.111511 | 3.341583 | -0.635518 | -0.741065 | 0.640854 | 0.891936 | 0.638959 | 0 | -0.162791 | -0.785587 | -0 | 0.00204 | -0.000815 | 0 | 11,932 |
-4.150093 | 0.391061 | -7.882571 | -0.72439 | 1.215482 | 1.642115 | 0.623861 | -0.001381 | -0.162791 | -0.785587 | -0 | -0.00272 | 0.001361 | 1 | 11,933 |
0.415518 | -0.098487 | -2.329853 | -0.726897 | 0.953468 | 1.286049 | 0.622126 | -0.000159 | -0.162791 | -0.785587 | -0 | 0.000272 | 0.001225 | 1 | 11,934 |
0 | 0.393467 | -1.845169 | -0.726897 | 1.27736 | 1.009402 | 0.622126 | 0 | -0.162791 | -0.785587 | -0 | 0 | 0.001225 | 1 | 11,935 |
-3.327315 | -0.837005 | -4.265957 | -0.712663 | 0.409324 | 0.90137 | 0.632017 | 0.000905 | -0.162791 | -0.785587 | -0 | -0.002181 | 0.004697 | 1 | 11,936 |
-3.125962 | -0.344179 | -3.791053 | -0.701734 | 1.405442 | 1.580327 | 0.632017 | 0 | -0.162791 | -0.785587 | -0 | -0.002049 | 0.005455 | 1 | 11,937 |
-0.208625 | 4.96235 | -1.126751 | -0.700049 | 1.196282 | 1.411066 | 0.632017 | 0 | -0.162791 | -0.785587 | -0 | -0.000137 | 0.007086 | 1 | 11,938 |
0.417222 | 3.853682 | -0.884126 | -0.700892 | 1.140904 | 1.204734 | 0.45397 | -0.016287 | -0.162791 | -0.785587 | -0 | 0.000273 | 0.008306 | 1 | 11,939 |
1.042557 | 0.644506 | -1.6122 | -0.705942 | 0.744818 | 0.654299 | 0.45397 | 0 | -0.162791 | -0.785587 | -0 | 0.000683 | 0.006673 | 1 | 11,940 |
2.915374 | 2.86365 | -0.276315 | -0.716856 | 0.525691 | 0.812176 | 0.452928 | -0.000095 | -0.162791 | -0.785587 | -0 | 0.001911 | 0.003947 | 1 | 11,941 |
1.039856 | 0.887635 | -0.879954 | -0.721881 | 0.417693 | 0.754213 | 0.452928 | 0 | -0.162791 | -0.785587 | -0 | 0.000682 | 0.003401 | 1 | 11,942 |
-3.121698 | -0.344515 | -4.269918 | -0.708464 | 1.419609 | 1.803155 | 0.643818 | 0.017462 | -0.162791 | -0.785587 | -0 | -0.002046 | 0.00504 | 1 | 11,943 |
-0.416709 | 0.396289 | -0.639478 | -0.707624 | 0.326925 | 0.520224 | 0.643818 | 0 | -0.162791 | -0.785587 | -0 | -0.000273 | 0.005245 | 1 | 11,944 |
-1.45938 | -0.837779 | -1.852769 | -0.700892 | -0.154755 | 0.203258 | 0.687549 | 0.004 | -0.162791 | -0.785587 | -0 | -0.000957 | 0.00559 | 1 | 11,945 |
-0.208597 | -0.343706 | -0.883728 | -0.700049 | 0.111351 | 0.440925 | 0.687549 | 0 | -0.162791 | -0.785587 | -0 | -0.000137 | 0.006338 | 1 | 11,946 |
2.292999 | 2.372982 | 0.329696 | -0.709305 | 0.525368 | 0.510094 | 0.643644 | -0.004016 | -0.162791 | -0.785587 | -0 | 0.001503 | 0.003952 | 1 | 11,947 |
-2.501624 | -0.097277 | -3.307823 | -0.698363 | -0.031051 | 0.164961 | 0.643644 | 0 | -0.162791 | -0.785587 | -0 | -0.00164 | 0.006543 | 1 | 11,948 |
-1.043555 | 0.521313 | -2.098746 | -0.694989 | 0.62026 | 0.839656 | 0.650412 | 0.000619 | -0.162791 | -0.785587 | -0 | -0.000684 | 0.00777 | 1 | 11,949 |
-2.298337 | 2.128412 | -3.560218 | -0.686537 | 1.536706 | 1.211127 | 0.650412 | 0 | -0.162791 | -1 | 0.614014 | -0.001507 | 0.010634 | 1 | 11,950 |
2.193943 | 2.627223 | -0.643964 | -0.695833 | 0.468363 | 0.790929 | 0.638785 | -0.001064 | -0.162791 | -1 | 0.614014 | 0.001438 | 0.010483 | 1 | 11,951 |
5.106963 | 5.460512 | 0.693729 | -0.716018 | 0.580143 | 0.801623 | 0.638785 | 0 | -0.162791 | -1 | 0.614014 | 0.003348 | 0.008151 | 1 | 11,952 |
-0.208113 | 1.134401 | 0.08823 | 5.429941 | 0.539789 | 0.530228 | 0.430369 | -0.019065 | -0.162791 | -1 | 0.614014 | -0.000136 | 0.007949 | 1 | 11,953 |
0.832282 | 1.134636 | 0.572321 | 5.423238 | -0.015352 | 0.210703 | 0.430369 | 0 | -0.162791 | -1 | 0.614014 | 0.000546 | 0.007877 | 1 | 11,954 |
-0.832282 | 0.148446 | -4.879105 | -0.716018 | 0.474313 | 0.719663 | 0.646594 | 0.01978 | -0.162791 | -1 | 0.614014 | -0.000546 | 0.009504 | 1 | 11,955 |
0.832282 | 0.64181 | -0.275041 | -0.71937 | 0.183855 | 0.32126 | 0.646594 | 0 | -0.162791 | -1 | 0.614014 | 0.000546 | 0.009904 | 1 | 11,956 |
0.104003 | 0.148446 | -0.63766 | 5.421563 | 0.293826 | 0.520224 | 0.646768 | 0.000016 | -0.162791 | -1 | 0.614014 | 0.000068 | 0.009971 | 1 | 11,957 |
-0.104003 | 1.749044 | -2.938661 | -0.718532 | 0.752332 | 0.898238 | 0.646768 | 0 | -0.069767 | -1 | 0.614014 | -0.000068 | 0.010579 | 1 | 11,958 |
1.039715 | 1.87228 | -2.817708 | 5.413196 | 0.199046 | 0.218079 | 0.646768 | 0 | -0.069767 | -1 | 0.614014 | 0.000682 | 0.009493 | 1 | 11,959 |
-2.080139 | 1.870603 | -1.846817 | -0.72439 | 0.45559 | 0.530228 | 0.646768 | 0 | -0.069767 | -1 | 0.614014 | -0.001364 | 0.009371 | 1 | 11,960 |
0.624339 | 2.612746 | -1.001889 | -0.716856 | 0.500981 | 0.719663 | 0.642777 | -0.000365 | -0.069767 | -1 | 0.614014 | 0.000409 | 0.010177 | 1 | 11,961 |
-1.040708 | -0.344313 | -2.091455 | -0.712663 | 0.636177 | 0.650031 | 0.642777 | 0 | -0.069767 | -1 | 0.614014 | -0.000682 | 0.012613 | 1 | 11,962 |
2.704365 | 2.859882 | 0.572321 | 5.413196 | 0.624484 | 0.843025 | 0.657701 | 0.001365 | -0.069767 | -1 | 0.614014 | 0.001773 | 0.010031 | 1 | 11,963 |
0 | 2.116195 | 0.088823 | 5.413196 | 0.231933 | 0.451963 | 0.657701 | 0 | -0.069767 | -1 | 0.614014 | 0 | 0.009896 | 1 | 11,964 |
1.038865 | 0.640131 | -0.394806 | 5.40484 | 0.482628 | 0.606049 | 0.630108 | -0.002524 | -0.069767 | -1 | 0.614014 | 0.000681 | 0.008676 | 1 | 11,965 |
0.62298 | 0.147339 | -0.635847 | -0.731071 | 0.341848 | 0.462852 | 0.630108 | 0 | -0.069767 | -1 | 0.614014 | 0.000408 | 0.008807 | 1 | 11,966 |
1.452631 | 1.867591 | 0.330852 | -0.736072 | 0.599619 | 0.671148 | 0.630108 | 0 | -0.069767 | -1 | 0.614014 | 0.000952 | 0.009338 | 1 | 11,967 |
1.036747 | 1.865252 | 0.331082 | -0.741065 | 0.156857 | 0.401046 | 0.646247 | 0.001476 | -0.069767 | -1 | 0.614014 | 0.00068 | 0.008254 | 1 | 11,968 |
0.207265 | 1.372966 | 0.572321 | -0.741896 | -0.217916 | -0.0097 | 0.646247 | 0 | -0.069767 | -1 | 0.614014 | 0.000136 | 0.008387 | 1 | 11,969 |
-0.207265 | 1.372699 | 0.331278 | -0.741896 | 1.261952 | 1.121368 | 0.638438 | -0.000714 | -0.069767 | -1 | 0.614014 | -0.000136 | 0.008254 | 1 | 11,970 |
0 | 0.145835 | -2.44348 | -0.741896 | 0.42559 | 0.412644 | 0.638438 | 0 | -0.069767 | -1 | 0.614014 | 0 | 0.009062 | 1 | 11,971 |
0.828891 | 0.882213 | -1.83991 | 5.369871 | 1.073996 | 0.964463 | 0.637918 | -0.000048 | -0.069767 | -1 | 0.614014 | 0.000543 | 0.008788 | 1 | 11,972 |
1.863359 | 2.107379 | 1.054112 | -0.751855 | 0.577144 | 0.540108 | 0.637918 | 0 | -0.069767 | -1 | 0.614014 | 0.001221 | 0.007028 | 1 | 11,973 |
2.480944 | 2.593645 | 0.812939 | 5.338403 | 1.547339 | 1.624581 | 0.630629 | -0.000667 | -0.069767 | -1 | 0.614014 | 0.001626 | 0.004459 | 1 | 11,974 |
-1.033236 | -0.101354 | -0.869723 | -0.756822 | 0.428202 | 0.545002 | 0.630629 | 0 | -0.069767 | -1 | 0.614014 | -0.000677 | 0.006416 | 1 | 11,975 |
-0.310107 | -0.101022 | -9.916277 | -0.755995 | 0.453079 | 0.554703 | 0.630629 | 0 | -0.069767 | -1 | 0.614014 | -0.000203 | 0.006552 | 1 | 11,976 |
-1.344528 | 0.021537 | -0.991324 | -0.750197 | 0.2543 | 0.499834 | 0.630629 | 0 | -0.069767 | -1 | 0.614014 | -0.000881 | 0.006355 | 1 | 11,977 |
-2.692615 | -0.345651 | -2.800217 | -0.741065 | 0.702727 | 0.64574 | 0.628894 | -0.000159 | -0.069767 | -1 | 0.614014 | -0.001765 | 0.008659 | 1 | 11,978 |
0.207293 | 0.636954 | 0.331213 | -0.740233 | 0.673527 | 0.78009 | 0.628894 | 0 | -0.069767 | -1 | 0.614014 | 0.000136 | 0.008793 | 1 | 11,979 |
0 | -0.099691 | -0.633384 | 5.378179 | 0.515912 | 0.662768 | 0.357484 | -0.024828 | -0.069767 | -1 | 0.614014 | 0 | 0.007984 | 1 | 11,980 |
0.207265 | 0.882213 | -0.392178 | -0.741065 | 0.743873 | 0.839656 | 0.357484 | 0 | -0.069767 | -1 | 0.614014 | 0.000136 | 0.008522 | 1 | 11,981 |
-1.036606 | 1.740626 | -2.080952 | 5.386498 | 0.731471 | 0.839656 | 0.357484 | 0 | -0.069767 | -1 | 0.614014 | -0.000679 | 0.009471 | 1 | 11,982 |
-0.829792 | 0.883014 | -0.63404 | -0.734406 | 0.280592 | 0.406866 | 0.623688 | 0.024351 | -0.069767 | -1 | 0.614014 | -0.000544 | 0.01015 | 1 | 11,983 |
0.20749 | 0.146636 | -0.755444 | 5.391495 | 0.380008 | 0.549867 | 0.623688 | 0 | -0.069767 | -1 | 0.614014 | 0.000136 | 0.009879 | 1 | 11,984 |
0 | 0.146536 | 0.331016 | -0.735239 | 0.014344 | -0.091851 | 0.638438 | 0.001349 | -0.069767 | -1 | 0.614014 | 0 | 0.00961 | 1 | 11,985 |
1.969753 | 1.743161 | 0.572321 | -0.742727 | 1.478 | 1.506058 | 0.638438 | 0 | -0.069767 | -1 | 0.614014 | 0.001291 | 0.008857 | 1 | 11,986 |
-1.969753 | 0.268294 | -2.442455 | -0.735239 | 1.246308 | 0.641426 | 0.367202 | -0.024812 | -0.069767 | -1 | 0.614014 | -0.001291 | 0.009879 | 1 | 11,987 |
2.280534 | 3.093051 | -0.151693 | -0.744389 | 0.005499 | 0.225387 | 0.367202 | 0 | -0.069767 | -1 | 0.614014 | 0.001495 | 0.009057 | 1 | 11,988 |
2.27713 | 2.597533 | -0.873837 | 5.354945 | 0.097096 | 0.225387 | 0.623167 | 0.023415 | -0.069767 | -1 | 0.614014 | 0.001493 | 0.007834 | 1 | 11,989 |
-1.448689 | 1.124113 | -1.473694 | -0.746879 | 0.586993 | 0.742861 | 0.623167 | 0 | -0.069767 | -1 | 0.614014 | -0.00095 | 0.008783 | 1 | 11,990 |
-1.24283 | -0.590844 | -5.337046 | -0.742727 | 0.756755 | 0.783719 | 0.34846 | -0.025129 | -0.069767 | -1 | 0.614014 | -0.000815 | 0.009598 | 1 | 11,991 |
0.207209 | 0.145635 | 0.090268 | 5.374854 | 0.218965 | 0.365207 | 0.34846 | 0 | -0.069767 | -1 | 0.614014 | 0.000136 | 0.009462 | 1 | 11,992 |
-0.62171 | 0.636287 | -0.632893 | -0.740233 | 0.750695 | 0.554703 | 0.636876 | 0.026383 | -0.069767 | -1 | 0.614014 | -0.000408 | 0.00987 | 1 | 11,993 |
-0.103643 | 0.391328 | 0.331246 | 5.379842 | 0.557637 | 0.623933 | 0.636876 | 0 | -0.069767 | -1 | 0.614014 | -0.000068 | 0.009938 | 1 | 11,994 |
-0.933104 | -0.468035 | -1.478005 | -0.736904 | 0.610303 | 0.754213 | 0.623514 | -0.001222 | -0.069767 | -1 | 0.614014 | -0.000612 | 0.010549 | 1 | 11,995 |
0.933104 | 1.497051 | 0.572321 | -0.741065 | 0.61913 | 0.691721 | 0.623514 | 0 | -0.069767 | -1 | 0.614014 | 0.000612 | 0.009938 | 1 | 11,996 |
-1.348 | -0.468035 | -2.202216 | -0.735239 | 1.056889 | 0.859663 | 0.624729 | 0.000111 | -0.069767 | -1 | 0.614014 | -0.000884 | 0.010821 | 1 | 11,997 |
1.451643 | 1.374834 | -0.151693 | -0.741065 | 0.6852 | 0.91991 | 0.624729 | 0 | -0.069767 | -1 | 0.614014 | 0.000952 | 0.00987 | 1 | 11,998 |
0.828891 | 0.882213 | 0.090137 | -0.743558 | 0.725185 | 0.891936 | 0.622994 | -0.000159 | -0.069767 | -1 | 0.614014 | 0.000543 | 0.009326 | 1 | 11,999 |
2.070259 | 2.107379 | -0.150611 | -0.752683 | 0.695668 | 0.815663 | 0.622994 | 0 | -0.069767 | -1 | 0.614014 | 0.001357 | -0.006258 | 0 | 12,000 |
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