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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.613296 | 4.850175 | -0.616579 | -0.823098 | 0.480213 | 0.907598 | 0.609978 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000402 | -0.03839 | 0 | 14,101 |
-1.022708 | 0.256954 | -0.736039 | -0.819859 | 0.94219 | 1.500163 | 0.608069 | -0.000175 | -0.116279 | -1.164525 | 1.414214 | -0.00067 | -0.03605 | 0 | 14,102 |
0.204596 | -0.22721 | 0.096346 | -0.819859 | 0.89439 | 1.260517 | 0.608069 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000134 | -0.035072 | 0 | 14,103 |
-0.81855 | -0.106079 | -0.379628 | -0.817427 | 0.873917 | 1.361619 | 0.607549 | -0.000048 | -0.116279 | -1.164525 | 1.414214 | -0.000537 | -0.033564 | 0 | 14,104 |
0.81855 | 0.621474 | 0.096155 | -0.820669 | 0.437819 | 0.794509 | 0.607549 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000537 | -0.033823 | 0 | 14,105 |
0.306843 | 0.378555 | 0.334382 | -0.821479 | 0.795343 | 1.111812 | 0.607549 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000201 | -0.032638 | 0 | 14,106 |
0.102267 | 0.62058 | 0.453379 | -0.821479 | 0.247086 | 0.801623 | 0.600087 | -0.000683 | -0.116279 | -1.164525 | 1.414214 | 0.000067 | -0.033259 | 0 | 14,107 |
1.328852 | 1.104809 | 0.334445 | -0.827142 | 0.496944 | 0.679441 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000871 | -0.036211 | 0 | 14,108 |
1.940089 | 1.828923 | 0.096952 | -0.834407 | 1.418715 | 1.647054 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001272 | -0.037067 | 0 | 14,109 |
0.204076 | 0.376221 | -0.2586 | -0.835213 | 1.446675 | 1.638389 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000134 | -0.036784 | 0 | 14,110 |
-0.204076 | -0.349061 | -0.139778 | -0.834407 | 0.895531 | 1.036259 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000134 | -0.03665 | 0 | 14,111 |
0.102042 | -0.107247 | -1.089911 | -0.836019 | 0.858256 | 0.952823 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000067 | -0.036162 | 0 | 14,112 |
0.306084 | 0.013592 | 0.216283 | 5.186684 | 0.675356 | 0.86295 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000201 | -0.035808 | 0 | 14,113 |
0.102014 | -0.107376 | -1.920944 | -0.836825 | 0.457735 | 0.839656 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000067 | -0.035736 | 0 | 14,114 |
1.733201 | 1.462865 | 0.690953 | -0.843263 | 1.24113 | 1.392668 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001136 | -0.038259 | 0 | 14,115 |
-0.611493 | -0.107957 | -0.138827 | -0.841655 | 0.389918 | 0.683555 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000401 | -0.037095 | 0 | 14,116 |
0.305777 | 0.133728 | 0.572321 | -0.842459 | 0.72324 | 1.012129 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.0002 | -0.038614 | 0 | 14,117 |
1.527967 | 1.219679 | 0.216712 | -0.848083 | 1.076929 | 1.361619 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001002 | -0.041006 | 0 | 14,118 |
0.610759 | 0.132858 | -0.37518 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.0004 | -0.04085 | 0 | 14,119 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.042241 | 0 | 14,120 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.041684 | 0 | 14,121 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.043633 | 0 | 14,122 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.043633 | 0 | 14,123 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.042101 | 0 | 14,124 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.041962 | 0 | 14,125 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.041962 | 0 | 14,126 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.042519 | 0 | 14,127 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.042658 | 0 | 14,128 |
0 | -0.590844 | -1.085474 | -0.848886 | 0.786507 | 1.18743 | 0.600087 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.041962 | 0 | 14,129 |
-50.491507 | -16.093008 | -58.392464 | -0.649071 | 2.668383 | 2.507553 | 0.622473 | 0.002048 | -0.116279 | 0.628626 | 1.414214 | -0.033097 | -0.009561 | 0 | 14,130 |
-1.052337 | 10.593064 | -1.876196 | 5.565567 | 1.289532 | 1.724446 | 0.657007 | 0.003159 | -0.116279 | 0.628626 | 1.414214 | -0.00069 | -0.009568 | 0 | 14,131 |
-2.528575 | 2.898419 | -4.82261 | -0.634474 | 1.167991 | 1.276325 | 0.667939 | 0.001 | -0.116279 | 0.628626 | 1.414214 | -0.001657 | -0.007353 | 0 | 14,132 |
0.843324 | 3.402942 | -2.373217 | -0.637915 | 0.396187 | 0.468241 | 0.667939 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000553 | -0.00721 | 0 | 14,133 |
4.41982 | 7.383524 | 0.327182 | 5.55016 | 1.216081 | 0.984435 | 0.372061 | -0.027066 | -0.116279 | 0.628626 | 1.414214 | 0.002897 | -0.010107 | 0 | 14,134 |
0.210149 | 1.151505 | -3.342606 | -0.65164 | 0.870577 | 0.711779 | 0.372061 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000138 | -0.009828 | 0 | 14,135 |
-3.78711 | -1.337976 | -5.05733 | -0.641352 | 0.792704 | 0.812176 | 0.665336 | 0.026828 | -0.116279 | 0.628626 | 1.414214 | -0.002482 | -0.006928 | 0 | 14,136 |
1.684321 | 1.404946 | -1.633933 | -0.647358 | 0.704731 | 0.715731 | 0.665336 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001104 | -0.00831 | 0 | 14,137 |
-0.841928 | -0.341525 | -1.631497 | -0.642211 | 0.863648 | 0.761692 | 0.665336 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000552 | -0.006924 | 0 | 14,138 |
-4.850123 | -0.091965 | -5.559555 | 5.610292 | 0.87607 | 0.967347 | 0.665336 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.003179 | -0.003467 | 0 | 14,139 |
0.950151 | 0.660064 | -1.393819 | -0.627581 | 0.376806 | 0.504981 | 0.685987 | 0.001889 | -0.116279 | 0.628626 | 1.414214 | 0.000623 | -0.003118 | 0 | 14,140 |
-4.756685 | -0.966051 | -5.452117 | 5.641445 | 0.630634 | 0.910694 | 0.685987 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.003118 | 0.000139 | 1 | 14,141 |
-3.179383 | 0.663188 | -3.865635 | 5.669267 | 0.709715 | 0.879183 | 0.67974 | -0.000571 | -0.116279 | 0.628626 | 1.414214 | -0.002084 | 0.003332 | 1 | 14,142 |
-5.100835 | -0.46514 | -6.350412 | 5.709479 | 0.847141 | 0.995628 | 0.67974 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.003344 | 0.006676 | 1 | 14,143 |
1.489506 | 2.181875 | -1.409467 | 5.700715 | 0.66484 | 0.958664 | 0.727636 | 0.004381 | -0.116279 | 0.628626 | 1.414214 | 0.000976 | 0.005561 | 1 | 14,144 |
-2.341306 | -0.086889 | -6.366851 | 5.720012 | 0.696174 | 0.805156 | 0.727636 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001535 | 0.006472 | 1 | 14,145 |
4.254251 | 5.708161 | -0.41885 | 5.686719 | 0.420712 | 0.742861 | 0.735618 | 0.00073 | -0.116279 | 0.628626 | 1.414214 | 0.002789 | 0.004307 | 1 | 14,146 |
1.273965 | 3.180671 | 0.078185 | 5.672754 | 0.484692 | 0.815663 | 0.735618 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000835 | 0.003749 | 1 | 14,147 |
-0.849192 | 0.666153 | -1.650517 | 5.681478 | 0.506659 | 0.699805 | 0.769805 | 0.003127 | -0.116279 | 0.628626 | 1.414214 | -0.000557 | 0.003335 | 1 | 14,148 |
-0.424773 | 0.163879 | -2.393735 | 5.683225 | 0.824572 | 1.014846 | 0.769805 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000278 | 0.004168 | 1 | 14,149 |
0.743276 | 0.667202 | -2.394562 | -0.592013 | 0.546104 | 0.742861 | 0.785423 | 0.001429 | -0.116279 | 0.628626 | 1.414214 | 0.000487 | 0.003126 | 1 | 14,150 |
-1.168167 | 0.289452 | -1.774907 | 5.690215 | 0.098894 | 0.494654 | 0.785423 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000766 | 0.005071 | 1 | 14,151 |
2.547576 | 2.427838 | -0.539988 | -0.597243 | 0.10604 | 0.359075 | 0.796182 | 0.000984 | -0.116279 | 0.628626 | 1.414214 | 0.00167 | 0.0025 | 1 | 14,152 |
1.696024 | 1.920879 | 0.078872 | 5.653602 | 0.323902 | 0.601515 | 0.796182 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001112 | 0.001527 | 1 | 14,153 |
1.482476 | 2.920689 | -0.167081 | -0.612882 | 0.107223 | 0.418381 | 0.786638 | -0.000873 | -0.116279 | 0.628626 | 1.414214 | 0.000972 | 0.000694 | 1 | 14,154 |
0.4233 | 0.161471 | -1.891155 | -0.612882 | 0.271316 | 0.515175 | 0.786638 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000277 | 0.000069 | 1 | 14,155 |
2.11474 | 1.91496 | 0.080036 | -0.621537 | 0.369143 | 0.679441 | 0.786291 | -0.000032 | -0.116279 | 0.628626 | 1.414214 | 0.001386 | -0.00097 | 0 | 14,156 |
-0.845544 | 1.411301 | -3.24117 | 5.622389 | 0.454874 | 0.412644 | 0.786291 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000554 | -0.000693 | 0 | 14,157 |
-3.174972 | 0.66145 | -3.366508 | -0.603334 | 0.516569 | 0.723577 | 0.790456 | 0.000381 | -0.116279 | 0.628626 | 1.414214 | -0.002081 | 0.000972 | 1 | 14,158 |
0.635523 | 0.914934 | -0.167081 | -0.607678 | 0.051206 | 0.424077 | 0.790456 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000417 | 0 | 0 | 14,159 |
0.635259 | 1.666413 | -0.659674 | -0.609414 | -0.082726 | 0.267889 | 0.801215 | 0.000984 | -0.116279 | 0.628626 | 1.414214 | 0.000416 | -0.001111 | 0 | 14,160 |
0 | 1.039002 | -1.151993 | 5.641445 | 0.203694 | 0.520224 | 0.801215 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | -0.000555 | 0 | 14,161 |
0.8466 | 0.663014 | -1.644961 | -0.612015 | 0.380008 | 0.32126 | 0.801215 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000555 | 0.000139 | 1 | 14,162 |
0.846131 | 0.912847 | -1.151035 | -0.615481 | -0.159949 | -0.0097 | 0.782993 | -0.001667 | -0.116279 | 0.628626 | 1.414214 | 0.000555 | -0.000971 | 0 | 14,163 |
0.211459 | 0.285975 | -0.411703 | 5.625849 | -0.039036 | 0.253971 | 0.784902 | 0.000175 | -0.116279 | 0.628626 | 1.414214 | 0.000139 | -0.001387 | 0 | 14,164 |
-2.115913 | -0.089822 | -2.627311 | -0.60681 | 0.307699 | 0.530228 | 0.784902 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001387 | -0.000278 | 0 | 14,165 |
1.164116 | 0.91389 | -0.412933 | -0.613749 | -0.147036 | 0.295019 | 0.784902 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000763 | -0.000971 | 0 | 14,166 |
-2.011303 | -0.590844 | -2.752565 | -0.605941 | -0.07116 | 0.064797 | 0.784729 | -0.000016 | -0.116279 | 0.628626 | 1.414214 | -0.001318 | 0.000417 | 1 | 14,167 |
-2.12003 | -0.590844 | -2.633537 | 5.6623 | 0.508984 | 0.365207 | 0.784729 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.00139 | -0.000139 | 0 | 14,168 |
0.848366 | 1.419093 | 1.065701 | -0.600725 | -0.296865 | 0.037667 | 0.799132 | 0.001318 | -0.116279 | 0.628626 | 1.414214 | 0.000556 | 0.000972 | 1 | 14,169 |
-2.121799 | -0.08843 | -2.389196 | -0.590267 | -0.092908 | 0.301661 | 0.799132 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001391 | 0.002363 | 1 | 14,170 |
0.849074 | 3.430148 | 0.078391 | -0.595501 | 0.115454 | 0.308247 | 0.80243 | 0.000302 | -0.116279 | 0.628626 | 1.414214 | 0.000557 | 0.002084 | 1 | 14,171 |
-2.973828 | -0.33941 | -3.62813 | -0.583276 | 0.670906 | 0.727471 | 0.80243 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.001949 | 0.003339 | 1 | 14,172 |
0 | 0.542542 | 0.448679 | -0.583276 | -0.431969 | -0.195628 | 0.813709 | 0.001032 | -0.116279 | 0.628626 | 1.414214 | 0 | 0.003478 | 1 | 14,173 |
2.337067 | 2.1784 | 0.695954 | 5.674497 | -0.193781 | 0.099597 | 0.813709 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001532 | 0.001807 | 1 | 14,174 |
0.212283 | 0.163669 | -0.539059 | -0.593757 | -0.166059 | -0.195628 | 0.806941 | -0.000619 | -0.116279 | 0.628626 | 1.414214 | 0.000139 | 0.002224 | 1 | 14,175 |
0 | 0.414963 | 0.078529 | -0.593757 | -0.038306 | 0.31478 | 0.806941 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | 0.00264 | 1 | 14,176 |
-0.84931 | 0.163564 | -0.909468 | -0.590267 | 0.139576 | -0.113778 | 0.80885 | 0.000175 | -0.116279 | 0.628626 | 1.414214 | -0.000557 | 0.002642 | 1 | 14,177 |
-0.212401 | 1.169931 | 0.078254 | -0.588521 | 0.772131 | 0.691721 | 0.80885 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000139 | 0.002225 | 1 | 14,178 |
1.061712 | 1.170176 | 0.32527 | -0.592013 | -0.006239 | 0.116445 | 0.792712 | -0.001476 | -0.116279 | 0.628626 | 1.414214 | 0.000696 | 0.001113 | 1 | 14,179 |
-1.061712 | -0.33934 | -2.145238 | -0.587647 | 0.465191 | 0.26096 | 0.792712 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000696 | 0.001669 | 1 | 14,180 |
-1.062451 | -0.339164 | -1.157757 | -0.585899 | -0.585291 | -0.259683 | 0.792712 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000696 | 0.002644 | 1 | 14,181 |
0.85002 | 1.423011 | 0.81951 | -0.588521 | -0.349621 | -0.438258 | 0.789067 | -0.000333 | -0.116279 | 0.628626 | 1.414214 | 0.000557 | 0.002781 | 1 | 14,182 |
1.061859 | 0.918917 | 0.325236 | -0.590267 | -0.452852 | -0.421757 | 0.788547 | -0.000048 | -0.116279 | 0.628626 | 1.414214 | 0.000696 | 0.000835 | 1 | 14,183 |
0 | -0.339305 | -0.415538 | -0.592013 | -0.414198 | -0.421757 | 0.788547 | 0 | -0.116279 | 0.628626 | 1.414214 | 0 | 0.001252 | 1 | 14,184 |
0.636761 | 0.666502 | -0.662589 | -0.593757 | -0.357661 | -0.286814 | 0.788547 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000417 | 0.000834 | 1 | 14,185 |
0.636495 | 1.168462 | 0.078666 | 5.665782 | -0.498014 | -0.029461 | 0.801215 | 0.001159 | -0.116279 | 0.628626 | 1.414214 | 0.000417 | 0.000487 | 1 | 14,186 |
-0.424301 | -0.339514 | -0.414714 | -0.596372 | -0.994994 | -0.691024 | 0.801215 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000278 | 0.001181 | 1 | 14,187 |
1.272548 | 0.917028 | -0.414989 | -0.601595 | -0.234164 | 0.253971 | 0.792538 | -0.000794 | -0.116279 | 0.628626 | 1.414214 | 0.000834 | 0.000139 | 1 | 14,188 |
0.423947 | 0.413706 | 0.079147 | -0.603334 | -0.341674 | 0.055855 | 0.792538 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.000278 | 0.000417 | 1 | 14,189 |
1.482888 | 2.169558 | 0.572321 | -0.610281 | 0.12762 | 0.31478 | 0.790456 | -0.00019 | -0.116279 | 0.464102 | 0.614014 | 0.000972 | -0.000139 | 0 | 14,190 |
0.211723 | 0.91389 | 0.326059 | -0.610281 | 0.256212 | 0.218079 | 0.790456 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000139 | -0.000139 | 0 | 14,191 |
1.692731 | 2.166496 | 0.818515 | -0.615481 | -0.012535 | 0.308247 | 0.785249 | -0.000476 | -0.116279 | 0.464102 | 0.614014 | 0.00111 | -0.000832 | 0 | 14,192 |
0 | -0.089753 | -0.411703 | -0.615481 | -0.751127 | -0.489906 | 0.785249 | 0 | -0.116279 | 0.464102 | 0.614014 | 0 | -0.000693 | 0 | 14,193 |
-0.211489 | -0.340281 | -5.093285 | -0.614615 | -0.574157 | -0.50789 | 0.771887 | -0.001222 | -0.116279 | 0.464102 | 0.614014 | -0.000139 | -0.001249 | 0 | 14,194 |
-0.952062 | -0.340246 | -0.904125 | 5.636242 | -0.060537 | 0.132946 | 0.771887 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000624 | -0.001458 | 0 | 14,195 |
0.952062 | 1.789917 | -2.506918 | 5.629311 | -0.12769 | -0.049722 | 0.771887 | 0 | -0.116279 | 0.464102 | 0.614014 | 0.000624 | -0.00229 | 0 | 14,196 |
0.422948 | -0.089683 | -1.396546 | -0.617212 | 0.146317 | 0.340391 | 0.779696 | 0.000714 | -0.116279 | 0.464102 | 0.614014 | 0.000277 | -0.002359 | 0 | 14,197 |
-1.480831 | -0.089822 | -1.149841 | -0.612015 | -0.410448 | -0.081109 | 0.779696 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000971 | -0.00118 | 0 | 14,198 |
0.846365 | 0.913264 | 0.572321 | -0.615481 | -0.310762 | -0.208035 | 0.777093 | -0.000238 | -0.116279 | 0.464102 | 0.614014 | 0.000555 | -0.002082 | 0 | 14,199 |
-0.846365 | -0.089614 | -1.150557 | 5.637976 | -0.141937 | 0.037667 | 0.777093 | 0 | -0.116279 | 0.464102 | 0.614014 | -0.000555 | -0.001458 | 0 | 14,200 |
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