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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.205755 | 0.384176 | 0.09365 | -0.786457 | -0.020309 | 0.274758 | 0.638438 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.003513 | 0 | 13,401 |
0.205728 | -0.347072 | 0.333034 | -0.786457 | -0.513745 | -0.300732 | 0.639479 | 0.000095 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.003647 | 0 | 13,402 |
0 | 0.383913 | 0.093779 | -0.787276 | -0.12438 | -0.147837 | 0.639479 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.004054 | 0 | 13,403 |
0.822633 | 0.383913 | 0.811544 | -0.79055 | -0.96388 | -0.99296 | 0.637744 | -0.000159 | -0.116279 | -0.535898 | -0.385986 | 0.000539 | -0.006083 | 0 | 13,404 |
-0.616933 | 0.383388 | -0.145154 | -0.788913 | -0.371664 | -0.314896 | 0.637744 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000404 | -0.005679 | 0 | 13,405 |
0.411317 | 0.383782 | 0.811512 | -0.789732 | -0.830871 | -0.564403 | 0.638959 | 0.000111 | -0.116279 | -0.535898 | -0.385986 | 0.00027 | -0.006627 | 0 | 13,406 |
1.027807 | 0.870504 | 0.811447 | -0.79382 | -0.261781 | -0.060048 | 0.638959 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000674 | -0.006758 | 0 | 13,407 |
-0.41104 | -0.347368 | 0.094295 | 5.277586 | -0.338295 | 0.149113 | 0.637918 | -0.000095 | -0.116279 | -0.535898 | -0.385986 | -0.000269 | -0.006624 | 0 | 13,408 |
-0.41115 | -0.590844 | 0.094166 | -0.79055 | -0.793092 | -0.50789 | 0.637918 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00027 | -0.006083 | 0 | 13,409 |
0 | -0.103662 | 0.333195 | 5.282495 | -0.171339 | -0.300732 | 0.637918 | 0 | -0.116279 | -0.535898 | -0.385986 | 0 | -0.006354 | 0 | 13,410 |
-0.925494 | -0.590844 | -0.504 | -0.786457 | -0.815065 | -0.691024 | 0.637918 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000607 | -0.005883 | 0 | 13,411 |
-0.720217 | -0.468962 | -0.265269 | -0.783178 | -0.091331 | -0.300732 | 0.63705 | -0.000079 | -0.116279 | -0.535898 | -0.385986 | -0.000472 | -0.005547 | 0 | 13,412 |
0.308706 | 0.140668 | 0.452633 | -0.784818 | 0.209332 | 0.24692 | 0.63705 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000202 | -0.00765 | 0 | 13,413 |
-0.617474 | -0.225125 | -0.265495 | -0.782358 | -0.201118 | -0.081109 | 0.637744 | 0.000063 | -0.116279 | -0.535898 | -0.385986 | -0.000405 | -0.006974 | 0 | 13,414 |
-0.720703 | -0.712816 | -0.50538 | 5.302169 | 0.341848 | 0.308247 | 0.637744 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000472 | -0.006501 | 0 | 13,415 |
-0.618016 | -0.590844 | -0.146413 | -0.77661 | -0.64381 | -0.50789 | 0.637571 | -0.000016 | -0.116279 | -0.535898 | -0.385986 | -0.000405 | -0.006232 | 0 | 13,416 |
-0.41215 | -0.34671 | 0.093003 | -0.775788 | -0.70772 | -0.526288 | 0.637571 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.00027 | -0.005962 | 0 | 13,417 |
-0.412261 | -0.346644 | -0.626541 | -0.774144 | 0.627007 | 0.739041 | 0.638438 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | -0.00027 | -0.006508 | 0 | 13,418 |
-4.955846 | 0.019758 | -5.191177 | -0.753511 | 1.583465 | 1.863618 | 0.638438 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.003249 | -0.003939 | 0 | 13,419 |
0.827093 | 1.613503 | -0.510422 | -0.756822 | 0.917414 | 0.987248 | 0.635141 | -0.000302 | -0.116279 | -0.535898 | -0.385986 | 0.000542 | -0.003801 | 0 | 13,420 |
-0.103362 | 0.878223 | 0.091444 | -0.756822 | 0.623923 | 0.798074 | 0.635141 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000068 | -0.004006 | 0 | 13,421 |
-1.034007 | -0.468368 | -0.991112 | -0.752683 | 0.370359 | 0.457426 | 0.636703 | 0.000143 | -0.116279 | -0.535898 | -0.385986 | -0.000678 | -0.00292 | 0 | 13,422 |
0.310276 | -0.223191 | -0.992172 | -0.752683 | 0.548301 | 0.769102 | 0.636703 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000203 | -0.003123 | 0 | 13,423 |
-0.206843 | 0.511666 | 0.331769 | -0.755167 | 1.054324 | 1.295656 | 0.635488 | -0.000111 | -0.116279 | -0.535898 | -0.385986 | -0.000136 | -0.002444 | 0 | 13,424 |
0.827205 | 0.879219 | 0.331736 | -0.756822 | -0.473016 | -0.389742 | 0.635488 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000542 | -0.002578 | 0 | 13,425 |
0.413435 | -0.100956 | -0.149141 | -0.755995 | -0.136875 | -0.102739 | 0.636356 | 0.000079 | -0.116279 | -0.535898 | -0.385986 | 0.000271 | -0.003121 | 0 | 13,426 |
-0.826981 | -0.590844 | -0.629953 | -0.754339 | -0.232232 | -0.159519 | 0.636356 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000542 | -0.002715 | 0 | 13,427 |
-0.206815 | 0.633959 | 0.331801 | -0.754339 | 0.267571 | 0.295019 | 0.635835 | -0.000048 | -0.116279 | -0.535898 | -0.385986 | -0.000136 | -0.002851 | 0 | 13,428 |
-0.620614 | -0.100757 | -0.149434 | -0.751026 | -0.317271 | -0.01952 | 0.635835 | 0 | -0.116279 | -0.535898 | -0.385986 | -0.000407 | -0.00326 | 0 | 13,429 |
-2.899543 | -0.100557 | -3.282008 | -0.740233 | 0.771222 | 0.949886 | 0.592798 | -0.003937 | -0.116279 | -0.535898 | -0.385986 | -0.001901 | -0.002721 | 0 | 13,430 |
0.207293 | 3.335177 | -0.87482 | -0.740233 | 0.44002 | 0.826034 | 0.592798 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000136 | -0.001632 | 0 | 13,431 |
0.62171 | 0.636787 | 0.090137 | -0.741896 | -0.369311 | -0.102739 | 0.592798 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000408 | -0.002992 | 0 | 13,432 |
-1.243674 | -1.08193 | -1.597654 | -0.738569 | 0.494579 | 0.462852 | 0.641388 | 0.004445 | -0.116279 | -0.535898 | -0.385986 | -0.000815 | -0.004769 | 0 | 13,433 |
0.621964 | 1.619192 | 0.813462 | -0.739401 | 0.176936 | 0.340391 | 0.641388 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000408 | -0.004494 | 0 | 13,434 |
-0.414614 | 7.251627 | -0.151004 | -0.738569 | 0.698954 | 0.849722 | 0.641735 | 0.000032 | -0.116279 | -0.535898 | -0.385986 | -0.000272 | -0.001632 | 0 | 13,435 |
0.621879 | 0.146035 | -0.1512 | -0.741065 | 0.004814 | -0.147837 | 0.641735 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000408 | -0.002585 | 0 | 13,436 |
0.414445 | 0.391194 | 0.090203 | -0.741896 | -0.105647 | -0.147837 | 0.642082 | 0.000032 | -0.116279 | -0.535898 | -0.385986 | 0.000272 | -0.004765 | 0 | 13,437 |
0.20718 | -0.099891 | -0.391785 | 5.371532 | 0.796878 | 1.118989 | 0.642082 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000136 | -0.007086 | 0 | 13,438 |
0.621373 | 0.390794 | 0.331377 | 5.368211 | -0.417968 | -0.545119 | 0.640868 | -0.000111 | -0.116279 | -0.535898 | -0.385986 | 0.000407 | -0.006537 | 0 | 13,439 |
0.828103 | 0.635621 | -0.391261 | 5.361574 | 0.729543 | 0.765405 | 0.640868 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000543 | -0.008857 | 0 | 13,440 |
0.413883 | 0.389862 | 0.692667 | -0.751855 | -0.146183 | -0.220638 | 0.640694 | -0.000016 | -0.116279 | -0.535898 | -0.385986 | 0.000271 | -0.008855 | 0 | 13,441 |
0.620614 | 0.634623 | 0.812939 | -0.752683 | 0.106632 | -0.081109 | 0.640694 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000407 | -0.008031 | 0 | 13,442 |
-0.517161 | -0.590844 | -0.149434 | -0.751855 | -0.066588 | -0.091851 | 0.588633 | -0.004762 | -0.116279 | -0.535898 | -0.385986 | -0.000339 | -0.006463 | 0 | 13,443 |
0.517161 | 0.267012 | 0.452008 | -0.753511 | -0.182918 | -0.18341 | 0.588633 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000339 | -0.008304 | 0 | 13,444 |
1.447119 | 1.613503 | 0.331769 | -0.760129 | 0.087428 | 0.253971 | 0.588633 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000949 | -0.00857 | 0 | 13,445 |
0.206619 | -0.101221 | 0.572321 | -0.760129 | -0.97785 | -0.738112 | 0.637744 | 0.004492 | -0.116279 | -0.535898 | -0.385986 | 0.000135 | -0.007886 | 0 | 13,446 |
-0.309939 | -0.346049 | -0.148652 | -0.759303 | -0.339419 | -0.273134 | 0.639479 | 0.000159 | -0.116279 | -0.535898 | -0.385986 | -0.000203 | -0.006455 | 0 | 13,447 |
0.516531 | 0.021205 | -0.269014 | -0.760955 | 0.291108 | 0.628342 | 0.639479 | 0 | -0.116279 | -0.535898 | -0.385986 | 0.000339 | -0.005431 | 0 | 13,448 |
-0.103292 | -0.346082 | -0.388912 | -0.760955 | 0.626727 | 0.783719 | 0.665683 | 0.002397 | -0.116279 | -0.535898 | -0.385986 | -0.000068 | -0.005227 | 0 | 13,449 |
1.755016 | 1.488715 | 0.692447 | -0.765083 | 0.027071 | 0.157076 | 0.665683 | 0 | -0.116279 | -0.785587 | -0 | 0.00115 | -0.005425 | 0 | 13,450 |
-0.825638 | 0.631309 | -1.108357 | -0.764258 | 0.715403 | 0.671148 | 0.638438 | -0.002492 | -0.116279 | -0.785587 | -0 | -0.000541 | -0.00434 | 0 | 13,451 |
0 | -0.346215 | -0.508517 | -0.763432 | 0.047349 | 0.116445 | 0.638438 | 0 | -0.116279 | -0.785587 | -0 | 0 | -0.004544 | 0 | 13,452 |
-0.619522 | -0.346215 | -1.349624 | -0.760129 | 0.324335 | 0.26096 | 0.638438 | 0 | -0.069767 | -0.785587 | -0 | -0.000406 | -0.00543 | 0 | 13,453 |
-2.273736 | -1.0804 | -2.071965 | -0.753511 | -0.70772 | -0.438258 | 0.637918 | -0.000048 | -0.069767 | -0.785587 | -0 | -0.00149 | -0.005302 | 0 | 13,454 |
0 | -0.10069 | 0.091118 | -0.752683 | -0.649064 | -0.455106 | 0.640868 | 0.00027 | -0.069767 | -0.785587 | -0 | 0 | -0.003668 | 0 | 13,455 |
-1.034638 | -0.10069 | -1.594121 | -0.749368 | 0.627286 | 0.794509 | 0.640868 | 0 | -0.069767 | -0.785587 | -0 | -0.000678 | -0.002717 | 0 | 13,456 |
0.827766 | 1.00275 | 0.813037 | -0.753511 | -0.598239 | -0.489906 | 0.640868 | 0 | -0.069767 | -0.785587 | -0 | 0.000543 | -0.004349 | 0 | 13,457 |
-0.206899 | 0.144436 | -0.14963 | -0.751026 | -0.298985 | 0.037667 | 0.642082 | 0.000111 | -0.069767 | -0.785587 | -0 | -0.000136 | -0.004077 | 0 | 13,458 |
0.413771 | -0.100557 | 0.090988 | -0.751855 | -0.470294 | 0.064797 | 0.642082 | 0 | -0.069767 | -0.785587 | -0 | 0.000271 | -0.004076 | 0 | 13,459 |
-0.413771 | -0.34575 | -0.029203 | 5.358259 | -0.256768 | -0.389742 | 0.643124 | 0.000095 | -0.069767 | -0.785587 | -0 | -0.000271 | -0.004213 | 0 | 13,460 |
-0.206928 | 0.634623 | 0.331671 | -0.750197 | -0.200197 | -0.136322 | 0.643124 | 0 | -0.069767 | -0.785587 | -0 | -0.000136 | -0.005168 | 0 | 13,461 |
-0.206956 | 0.144636 | -0.631421 | -0.749368 | -0.621495 | -0.472317 | 0.645206 | 0.00019 | -0.069767 | -0.785587 | -0 | -0.000136 | -0.005987 | 0 | 13,462 |
-2.90033 | -0.836103 | -3.524295 | 5.383169 | 1.021356 | 1.121368 | 0.645206 | 0 | -0.069767 | -0.785587 | -0 | -0.001901 | -0.004496 | 0 | 13,463 |
0.414671 | 0.391728 | 0.331147 | 5.383169 | -0.828591 | -0.714222 | 0.647809 | 0.000238 | -0.069767 | -0.785587 | -0 | 0.000272 | -0.005587 | 0 | 13,464 |
0 | 0.391461 | 0.331213 | 5.383169 | 0.434136 | 0.601515 | 0.647809 | 0 | -0.069767 | -0.785587 | -0 | 0 | -0.00586 | 0 | 13,465 |
-0.207321 | -0.590844 | 0.331213 | 5.383169 | -0.303244 | -0.545119 | 0.649197 | 0.000127 | -0.069767 | -0.785587 | -0 | -0.000136 | -0.005314 | 0 | 13,466 |
0 | -0.345184 | 0.090006 | -0.739401 | -0.438427 | -0.159519 | 0.649197 | 0 | -0.069767 | -0.785587 | -0 | 0 | -0.005314 | 0 | 13,467 |
-1.244519 | 1.986919 | -1.599129 | 5.391495 | 1.181463 | 1.171976 | 0.64295 | -0.000571 | -0.069767 | -0.785587 | -0 | -0.000816 | -0.004499 | 0 | 13,468 |
-1.037876 | 0.146636 | -1.117734 | -0.730236 | 0.358106 | 0.295019 | 0.64295 | 0 | -0.069767 | -0.785587 | -0 | -0.00068 | -0.005322 | 0 | 13,469 |
1.037876 | 0.884819 | 0.330819 | -0.733572 | 0.518207 | 0.739041 | 0.641909 | -0.000095 | -0.069767 | -0.785587 | -0 | 0.00068 | -0.006413 | 0 | 13,470 |
-0.415066 | 0.392396 | -0.151791 | -0.732739 | -0.629993 | -0.159519 | 0.641909 | 0 | -0.069767 | -0.785587 | -0 | -0.000272 | -0.007511 | 0 | 13,471 |
0.622556 | 0.146837 | 0.089481 | -0.733572 | -0.199277 | -0.147837 | 0.596616 | -0.004143 | -0.069767 | -0.785587 | -0 | 0.000408 | -0.00984 | 0 | 13,472 |
0 | 0.146536 | -0.031003 | -0.736072 | -0.221705 | -0.286814 | 0.596616 | 0 | -0.069767 | -0.785587 | -0 | 0 | -0.009703 | 0 | 13,473 |
0.82968 | 0.392262 | 0.331016 | 5.389829 | 0.270382 | 0.327688 | 0.642429 | 0.004191 | -0.069767 | -0.785587 | -0 | 0.000544 | -0.010659 | 0 | 13,474 |
0.621964 | 0.882814 | 0.089941 | -0.741065 | 0.423343 | 0.515175 | 0.642429 | 0 | -0.069767 | -0.785587 | -0 | 0.000408 | -0.009694 | 0 | 13,475 |
-0.414614 | -0.345251 | -0.392178 | -0.739401 | 0.058223 | 0.203258 | 0.638091 | -0.000397 | -0.069767 | -0.785587 | -0 | -0.000272 | -0.009147 | 0 | 13,476 |
-0.207349 | 1.128073 | -1.116355 | 5.384833 | 1.336592 | 1.723328 | 0.638091 | 0 | -0.069767 | -0.785587 | -0 | -0.000136 | -0.007367 | 0 | 13,477 |
-0.414783 | -0.83657 | -0.875214 | -0.736072 | 0.680036 | 0.812176 | 0.638091 | 0 | -0.069767 | -0.785587 | -0 | -0.000272 | -0.007095 | 0 | 13,478 |
-1.245027 | -0.222217 | -2.80802 | -0.731071 | 1.246193 | 1.44188 | 0.652842 | 0.001349 | -0.069767 | -0.785587 | -0 | -0.000816 | -0.005321 | 0 | 13,479 |
-2.077306 | 0.392797 | -3.052679 | -0.723554 | 1.200581 | 1.52205 | 0.665336 | 0.001143 | -0.069767 | -0.785587 | -0 | -0.001362 | -0.002866 | 0 | 13,480 |
1.869703 | 2.362491 | 0.330556 | 5.399833 | 1.09797 | 1.238258 | 0.665336 | 0 | -0.069767 | -0.785587 | -0 | 0.001226 | -0.003135 | 0 | 13,481 |
-1.454015 | 0.392931 | -1.722965 | 5.413196 | 1.380381 | 1.60924 | 0.590369 | -0.006858 | -0.069767 | -0.785587 | -0 | -0.000953 | -0.002592 | 0 | 13,482 |
-3.953612 | -0.09842 | -4.267937 | -0.709305 | 1.698407 | 1.937154 | 0.590369 | 0 | -0.069767 | -0.785587 | -0 | -0.002592 | -0.000683 | 0 | 13,483 |
1.041418 | 10.239555 | -0.397185 | 5.436652 | 1.098112 | 1.282174 | 0.560173 | -0.002762 | -0.069767 | -0.785587 | -0 | 0.000683 | -0.001229 | 0 | 13,484 |
3.950918 | 5.074732 | 0.087965 | -0.730236 | 0.73555 | 1.020253 | 0.560173 | 0 | -0.069767 | -0.785587 | -0 | 0.00259 | -0.003956 | 0 | 13,485 |
-0.830922 | 0.639126 | -0.394016 | 5.409852 | 0.736506 | 0.935038 | 0.560173 | 0 | -0.069767 | -0.785587 | -0 | -0.000545 | -0.003889 | 0 | 13,486 |
-2.911797 | -0.590844 | -3.540495 | 5.433296 | 1.037958 | 1.213247 | 0.538482 | -0.001984 | -0.069767 | -0.785587 | -0 | -0.001909 | -0.001229 | 0 | 13,487 |
-3.334588 | -0.590844 | -3.548361 | -0.700892 | 1.435503 | 1.722208 | 0.538482 | 0 | -0.069767 | -0.785587 | -0 | -0.002186 | 0.001503 | 1 | 13,488 |
1.459779 | 2.373387 | 0.572321 | 5.448414 | 1.359075 | 1.489741 | 0.540217 | 0.000159 | -0.069767 | -0.785587 | -0 | 0.000957 | 0.000956 | 1 | 13,489 |
-2.712131 | 25.280108 | -3.796425 | -0.696677 | 1.338502 | 1.683163 | 0.540217 | 0 | -0.069767 | -0.785587 | -0 | -0.001778 | 0.003143 | 1 | 13,490 |
0.417565 | 1.140302 | -1.614594 | -0.698363 | 1.303291 | 1.331146 | 0.617267 | 0.007048 | -0.069767 | -0.785587 | -0 | 0.000274 | 0.00205 | 1 | 13,491 |
1.877629 | 2.12804 | 0.086706 | -0.705101 | 1.043968 | 1.312664 | 0.617267 | 0 | -0.069767 | -0.785587 | -0 | 0.001231 | 0.000683 | 1 | 13,492 |
1.875321 | 1.877999 | -0.397847 | -0.712663 | 0.974303 | 1.307035 | 0.606334 | -0.001 | -0.069767 | -0.785587 | -0 | 0.001229 | 0.000409 | 1 | 13,493 |
-2.292372 | 0.149253 | -2.093638 | -0.703418 | 0.940411 | 1.384164 | 0.606334 | 0 | -0.069767 | -0.785587 | -0 | -0.001503 | 0.001093 | 1 | 13,494 |
1.042414 | 1.631874 | 0.087171 | 11.599408 | 0.632579 | 1.014846 | 0.56 | -0.004238 | -0.069767 | -0.785587 | -0 | 0.000683 | -0.00041 | 0 | 13,495 |
1.249958 | 1.507028 | -0.154957 | 5.434974 | 0.583725 | 0.86295 | 0.56 | 0 | -0.069767 | -0.785587 | -0 | 0.000819 | -0.001366 | 0 | 13,496 |
1.873018 | 1.874968 | 0.087899 | 5.421563 | 0.686228 | 0.93803 | 0.608937 | 0.004477 | -0.069767 | -0.785587 | -0 | 0.001228 | -0.003414 | 0 | 13,497 |
2.078438 | 2.3641 | 0.330424 | -0.727732 | 0.075769 | 0.462852 | 0.608937 | 0 | -0.069767 | -0.785587 | -0 | 0.001362 | -0.004777 | 0 | 13,498 |
0.207688 | 0.88522 | 0.572321 | -0.728567 | 0.738653 | 1.156218 | 0.610673 | 0.000159 | -0.069767 | -0.785587 | -0 | 0.000136 | -0.003956 | 0 | 13,499 |
1.453026 | 1.6225 | 0.572321 | 5.389829 | 0.636729 | 0.90449 | 0.610673 | 0 | -0.069767 | -0.785587 | -0 | 0.000952 | -0.004498 | 0 | 13,500 |
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