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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.426197 | 0.16662 | -0.17142 | -0.568367 | 0.19593 | 0.082386 | 0.769631 | -0.000444 | -0.046512 | 0.628626 | 1.414214 | 0.000279 | 0.008553 | 1 | 14,701 |
0.213054 | -0.338391 | 0.076667 | -0.569246 | -0.510858 | -0.421757 | 0.769631 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.00014 | 0.009036 | 1 | 14,702 |
0.213024 | -0.338426 | -0.542941 | -0.571003 | 0.160701 | 0.14107 | 0.770325 | 0.000063 | -0.046512 | 0.628626 | 1.414214 | 0.00014 | 0.00862 | 1 | 14,703 |
-0.213024 | 0.670714 | -3.02331 | -0.571003 | 0.254779 | 0.188159 | 0.770325 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.00014 | 0.009174 | 1 | 14,704 |
-1.278771 | -0.086044 | -0.91485 | -0.565729 | 0.498292 | 0.683555 | 0.781432 | 0.001016 | -0.046512 | 0.628626 | 1.414214 | -0.000838 | 0.010428 | 1 | 14,705 |
0.639519 | 0.924401 | 0.82027 | -0.567488 | -0.06887 | 0.028415 | 0.781432 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000419 | 0.00987 | 1 | 14,706 |
-0.319726 | -0.085833 | 0.076528 | -0.566608 | -0.145332 | -0.259683 | 0.772234 | -0.000841 | -0.046512 | 0.628626 | 1.414214 | -0.00021 | 0.009803 | 1 | 14,707 |
1.597961 | 1.807205 | 0.572321 | -0.572759 | 1.207526 | 0.478911 | 0.772234 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.001047 | 0.008202 | 1 | 14,708 |
0.957974 | 1.174598 | -0.294681 | -0.577145 | -0.051559 | 0.046813 | 0.771193 | -0.000095 | -0.046512 | 0.628626 | 1.414214 | 0.000628 | 0.007435 | 1 | 14,709 |
-0.532133 | 0.039473 | -0.541773 | 5.711233 | 0.532456 | 0.583117 | 0.771193 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000349 | 0.007092 | 1 | 14,710 |
-1.171347 | 0.41791 | -0.913812 | -0.570125 | 0.799937 | 0.925995 | 0.771714 | 0.000048 | -0.046512 | 0.464102 | 0.614014 | -0.000768 | 0.008275 | 1 | 14,711 |
0.426049 | 0.292524 | 0.200619 | -0.572759 | 0.326925 | 0.545002 | 0.771714 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000279 | 0.008134 | 1 | 14,712 |
0 | 0.040001 | -0.047052 | 5.716499 | 0.174256 | 0.352895 | 0.772061 | 0.000032 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.008134 | 1 | 14,713 |
-0.319525 | 0.040001 | -0.294862 | 5.718255 | -0.021731 | 0.24692 | 0.772061 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000209 | 0.007513 | 1 | 14,714 |
0.426019 | 0.166302 | 0.076736 | 5.720012 | 0.051206 | 0.149113 | 0.779002 | 0.000635 | -0.046512 | 0.464102 | 0.614014 | 0.000279 | 0.007233 | 1 | 14,715 |
0.212965 | -0.338497 | -0.418711 | -0.571003 | 0.177471 | 0.225387 | 0.779002 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.00014 | 0.007371 | 1 | 14,716 |
-1.917754 | -0.590844 | -2.15397 | -0.564849 | 0.189131 | 0.31478 | 0.771193 | -0.000714 | -0.046512 | 0.464102 | 0.614014 | -0.001257 | 0.008074 | 1 | 14,717 |
-0.426495 | -0.590844 | -0.543876 | -0.563088 | -0.154755 | 0.108065 | 0.771193 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00028 | 0.007521 | 1 | 14,718 |
-0.426614 | -0.590844 | -0.17194 | -0.562208 | 0.110174 | 0.327688 | 0.771193 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00028 | 0.007384 | 1 | 14,719 |
-1.067058 | -0.085339 | -0.916931 | -0.557801 | 1.004184 | 1.014846 | 0.776399 | 0.000476 | -0.046512 | 0.464102 | 0.614014 | -0.000699 | 0.008084 | 1 | 14,720 |
1.706935 | 1.431743 | 0.075695 | -0.563969 | 0.606856 | 0.418381 | 0.776399 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001119 | 0.006132 | 1 | 14,721 |
-0.426555 | -0.33818 | -0.544032 | 5.734082 | 0.248052 | 0.520224 | 0.770499 | -0.00054 | -0.046512 | 0.464102 | 0.614014 | -0.00028 | 0.005994 | 1 | 14,722 |
0.426555 | 0.167255 | -0.420236 | -0.564849 | 0.624484 | 0.703816 | 0.770499 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.00028 | 0.006618 | 1 | 14,723 |
0 | -0.33818 | -0.668115 | -0.564849 | 0.029721 | 0.457426 | 0.769978 | -0.000048 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.006687 | 1 | 14,724 |
0.959313 | 0.924612 | 0.820304 | -0.568367 | 0.346053 | 0.554703 | 0.769978 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000629 | 0.006336 | 1 | 14,725 |
1.38461 | 1.302088 | 0.448394 | -0.574515 | 0.234892 | 0.253971 | 0.777267 | 0.000667 | -0.046512 | 0.464102 | 0.614014 | 0.000908 | 0.005914 | 1 | 14,726 |
1.06423 | 0.922287 | 0.448507 | -0.578022 | 0.275041 | 0.435348 | 0.76564 | -0.001064 | -0.046512 | 0.464102 | 0.614014 | 0.000698 | 0.004592 | 1 | 14,727 |
1.701225 | 1.676796 | -3.887326 | -0.585025 | 0.119533 | 0.352895 | 0.761649 | -0.000365 | -0.046512 | 0.464102 | 0.614014 | 0.001115 | 0.003477 | 1 | 14,728 |
0.21252 | -0.08724 | -0.045715 | -0.585899 | 1.119356 | 0.610558 | 0.761649 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000139 | 0.003338 | 1 | 14,729 |
0.637382 | 0.919337 | -0.416502 | -0.589394 | 0.81929 | 0.301661 | 0.762343 | 0.000063 | -0.046512 | 0.464102 | 0.614014 | 0.000418 | 0.002086 | 1 | 14,730 |
0.637116 | 0.415663 | -5.242487 | -0.592013 | -0.055286 | 0.055855 | 0.762343 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000418 | 0.001669 | 1 | 14,731 |
0.10616 | 0.415243 | -5.735606 | -0.592013 | 0.168866 | 0.327688 | 0.761475 | -0.000079 | -0.046512 | 0.464102 | 0.614014 | 0.00007 | 0.00146 | 1 | 14,732 |
1.379409 | 1.043649 | -2.393115 | -0.597243 | 0.31956 | 0.218079 | 0.761475 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000904 | 0.000973 | 1 | 14,733 |
0.63623 | 0.665454 | 0.572321 | 5.664041 | 0.087428 | 0.239807 | 0.759219 | -0.000206 | -0.046512 | 0.464102 | 0.614014 | 0.000417 | 0.000486 | 1 | 14,734 |
0.635965 | 0.413845 | 0.079078 | -0.602465 | 0.10009 | 0.267889 | 0.759219 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000417 | 0 | 0 | 14,735 |
3.387342 | 3.673457 | -0.783862 | -0.616347 | 1.373161 | 1.334792 | 0.745163 | -0.001286 | -0.046512 | 0.464102 | 0.614014 | 0.00222 | -0.002568 | 0 | 14,736 |
-1.269372 | -0.590844 | -1.396273 | -0.611148 | 0.309911 | 0.188159 | 0.745163 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000832 | -0.002222 | 0 | 14,737 |
0.211635 | -0.340072 | -0.412522 | -0.612015 | -0.515193 | -0.273134 | 0.747939 | 0.000254 | -0.046512 | 0.464102 | 0.614014 | 0.000139 | -0.002222 | 0 | 14,738 |
0.63473 | 1.163584 | 0.572321 | -0.615481 | 0.846529 | 0.641426 | 0.747939 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000416 | -0.002916 | 0 | 14,739 |
1.268668 | 1.162854 | 0.080241 | 5.620659 | 0.042822 | 0.26096 | 0.744642 | -0.000302 | -0.046512 | 0.464102 | 0.614014 | 0.000832 | -0.004165 | 0 | 14,740 |
1.267614 | 1.161397 | 0.572321 | -0.625855 | 0.218461 | 0.288322 | 0.744642 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000831 | -0.004718 | 0 | 14,741 |
0.211167 | 2.409467 | -0.656091 | 5.608566 | 1.37716 | 1.482212 | 0.744642 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000138 | -0.00305 | 0 | 14,742 |
0.211137 | -0.090515 | -0.655921 | -0.625855 | 0.864444 | 0.832874 | 0.750716 | 0.000556 | -0.046512 | 0.464102 | 0.614014 | 0.000138 | -0.00291 | 0 | 14,743 |
1.266211 | 1.409363 | 0.081194 | -0.632752 | 1.089975 | 1.206871 | 0.748807 | -0.000175 | -0.046512 | 0.464102 | 0.614014 | 0.00083 | -0.004157 | 0 | 14,744 |
-1.160653 | -0.091 | -0.900244 | -0.628443 | 0.245149 | 0.164961 | 0.748807 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000761 | -0.003674 | 0 | 14,745 |
0.211094 | 0.034415 | -0.041566 | -0.628443 | 0.058857 | 0.26096 | 0.754187 | 0.000492 | -0.046512 | 0.464102 | 0.614014 | 0.000138 | -0.002979 | 0 | 14,746 |
-0.738955 | -0.215714 | -0.287062 | -0.625855 | -0.020309 | 0 | 0.754187 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000484 | -0.002772 | 0 | 14,747 |
0 | -0.590844 | -1.147694 | 5.610292 | 0.497619 | 0.711779 | 0.754187 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.002079 | 0 | 14,748 |
-0.844959 | -0.340628 | -0.41034 | -0.622401 | -0.412946 | -0.273134 | 0.75141 | -0.000254 | -0.046512 | 0.464102 | 0.614014 | -0.000554 | -0.001594 | 0 | 14,749 |
0 | 0.410367 | -0.165032 | -0.621537 | 0.098295 | 0.301661 | 0.75141 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.00201 | 0 | 14,750 |
0.316914 | 0.660583 | 0.326571 | -0.623265 | 0.406255 | 0.494654 | 0.747939 | -0.000317 | -0.046512 | 0.464102 | 0.614014 | 0.000208 | -0.002287 | 0 | 14,751 |
0.950349 | 0.785393 | -0.656516 | -0.627581 | 0.416179 | 0.225387 | 0.747939 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000623 | -0.001662 | 0 | 14,752 |
-0.422304 | -0.340697 | -0.655751 | -0.624992 | 0.561644 | 0.195744 | 0.750716 | 0.000254 | -0.046512 | 0.464102 | 0.614014 | -0.000277 | -0.001385 | 0 | 14,753 |
0.633412 | 0.409813 | -0.164624 | -0.627581 | 0.031702 | -0.049722 | 0.750716 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000415 | -0.001939 | 0 | 14,754 |
0.633149 | 0.159389 | 0.326809 | 5.599943 | -0.083504 | 0.124738 | 0.749501 | -0.000111 | -0.046512 | 0.464102 | 0.614014 | 0.000415 | -0.002493 | 0 | 14,755 |
-0.211021 | -0.090861 | 0.081466 | -0.630168 | -0.320548 | -0.246456 | 0.749501 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000138 | -0.002909 | 0 | 14,756 |
-0.422129 | -0.340801 | -0.041354 | -0.627581 | -0.302177 | -0.314896 | 0.75384 | 0.000397 | -0.046512 | 0.464102 | 0.614014 | -0.000277 | -0.003465 | 0 | 14,757 |
-0.844608 | -0.590844 | -0.409932 | -0.624992 | -0.553941 | -0.344 | 0.75384 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000554 | -0.003676 | 0 | 14,758 |
-0.211225 | -0.340593 | -0.779166 | -0.623265 | 0.137314 | 0.225387 | 0.754187 | 0.000032 | -0.046512 | 0.464102 | 0.614014 | -0.000138 | -0.003746 | 0 | 14,759 |
-1.056564 | -0.841164 | -1.148171 | -0.618943 | -0.11699 | -0.070509 | 0.754187 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000693 | -0.002914 | 0 | 14,760 |
0.634026 | 0.160429 | -0.657283 | 5.617202 | -0.346204 | -0.246456 | 0.754881 | 0.000063 | -0.046512 | 0.464102 | 0.614014 | 0.000416 | -0.003469 | 0 | 14,761 |
0.211284 | 0.410367 | 0.572321 | -0.624129 | 0.03302 | 0.082386 | 0.754881 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000138 | -0.003955 | 0 | 14,762 |
0 | -0.090238 | 0.080854 | -0.623265 | -0.631705 | -0.472317 | 0.757831 | 0.00027 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.003329 | 0 | 14,763 |
-1.268141 | -0.090238 | -1.025444 | -0.617212 | -0.245866 | -0.113778 | 0.757831 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000831 | -0.002359 | 0 | 14,764 |
0 | -0.340316 | -0.165543 | -0.618078 | 0.055679 | 0.225387 | 0.761302 | 0.000317 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.002498 | 0 | 14,765 |
0.422831 | 0.66145 | 0.3264 | 5.622389 | -0.06507 | 0.14107 | 0.761302 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000277 | -0.003331 | 0 | 14,766 |
-0.845779 | -0.340385 | -0.903306 | -0.613749 | 0.138446 | 0.334064 | 0.759913 | -0.000127 | -0.046512 | 0.464102 | 0.614014 | -0.000554 | -0.002777 | 0 | 14,767 |
-1.269548 | -0.841476 | -1.396546 | -0.611148 | -0.059785 | 0.14107 | 0.759913 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000832 | -0.001389 | 0 | 14,768 |
-0.63517 | -0.340037 | -0.412659 | 5.644916 | -0.910651 | -0.50789 | 0.757657 | -0.000206 | -0.046512 | 0.464102 | 0.614014 | -0.000416 | -0.000139 | 0 | 14,769 |
0 | 0.41259 | 0.079694 | -0.607678 | 0.335066 | 0.592369 | 0.757657 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.000139 | 0 | 14,770 |
-1.271135 | -0.590844 | -1.399007 | 5.65534 | -0.046375 | 0.028415 | 0.75731 | -0.000032 | -0.046512 | 0.249689 | 0 | -0.000833 | 0.001111 | 1 | 14,771 |
-0.635965 | -0.339724 | -0.167287 | 5.658819 | -0.997893 | -0.625212 | 0.75731 | 0 | -0.046512 | 0.249689 | 0 | -0.000417 | 0.001805 | 1 | 14,772 |
1.377589 | 1.166996 | 0.942163 | -0.605941 | -0.205744 | 0.267889 | 0.763905 | 0.000603 | -0.046512 | 0.249689 | 0 | 0.000903 | 0.001457 | 1 | 14,773 |
0.105917 | -0.465341 | -0.536667 | 5.648389 | -0.078849 | 0.377333 | 0.763905 | 0 | -0.046512 | 0.249689 | 0 | 0.000069 | 0.000971 | 1 | 14,774 |
0.423594 | 3.044966 | 0.449143 | -0.608546 | -0.419229 | -0.113778 | 0.747419 | -0.001508 | -0.046512 | 0.249689 | 0 | 0.000278 | 0.001526 | 1 | 14,775 |
0.741006 | 0.663362 | 0.818583 | -0.611148 | 0.079472 | 0.07364 | 0.747419 | 0 | -0.046512 | 0.249689 | 0 | 0.000486 | 0.000485 | 1 | 14,776 |
-0.952789 | -0.716251 | -0.782074 | -0.60681 | 0.795562 | 0.564287 | 0.750369 | 0.00027 | -0.046512 | 0.249689 | 0 | -0.000625 | 0.000278 | 1 | 14,777 |
0 | -0.214438 | -0.166773 | 5.646652 | -0.297924 | -0.259683 | 0.750369 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.000139 | 0 | 14,778 |
0 | -0.590844 | -0.413206 | -0.605941 | -0.240966 | -0.113778 | 0.75141 | 0.000095 | -0.046512 | 0.249689 | 0 | 0 | 0.000139 | 1 | 14,779 |
-1.271311 | -0.339898 | -0.906175 | -0.602465 | 0.31519 | 0.334064 | 0.75141 | 0 | -0.046512 | 0.249689 | 0 | -0.000833 | 0.001389 | 1 | 14,780 |
0 | 0.162516 | 0.325785 | -0.602465 | -0.544805 | -0.564403 | 0.750889 | -0.000048 | -0.046512 | 0.249689 | 0 | 0 | 0.00118 | 1 | 14,781 |
-0.211988 | -0.088569 | -0.167389 | -0.600725 | 0.034335 | -0.246456 | 0.750889 | 0 | -0.046512 | 0.249689 | 0 | -0.000139 | 0.000625 | 1 | 14,782 |
0.635876 | 0.413706 | 0.079147 | -0.603334 | 0.067678 | 0.116445 | 0.750889 | 0 | -0.046512 | 0.249689 | 0 | 0.000417 | 0.000278 | 1 | 14,783 |
-0.105961 | -0.339759 | 0.202607 | -0.604203 | -0.330475 | -0.246456 | 0.750369 | -0.000048 | -0.046512 | 0.249689 | 0 | -0.000069 | 0.000069 | 1 | 14,784 |
-0.105968 | 1.542416 | 0.449083 | -0.603334 | 0.112526 | 0.389277 | 0.750369 | 0 | -0.046512 | 0.249689 | 0 | -0.000069 | -0.000347 | 0 | 14,785 |
-0.529952 | -0.339724 | -0.167287 | -0.600725 | -0.324943 | -0.273134 | 0.749675 | -0.000063 | -0.046512 | 0.249689 | 0 | -0.000347 | -0.000208 | 0 | 14,786 |
-0.742242 | -0.339637 | -0.537592 | 5.665782 | -0.011833 | 0.365207 | 0.749675 | 0 | -0.046512 | 0.249689 | 0 | -0.000487 | 0.000834 | 1 | 14,787 |
0.212106 | 4.303787 | 0.572321 | -0.598114 | -0.431969 | -0.389742 | 0.752104 | 0.000222 | -0.046512 | 0.249689 | 0 | 0.000139 | 0.000486 | 1 | 14,788 |
-0.424242 | -0.590844 | 0.078941 | -0.597243 | -0.975034 | -0.66848 | 0.752104 | 0 | -0.046512 | 0.249689 | 0 | -0.000278 | 0.000417 | 1 | 14,789 |
-0.636584 | -0.339479 | -0.414851 | -0.592885 | -0.078849 | 0.064797 | 0.749501 | -0.000238 | -0.046512 | 0.249689 | 0 | -0.000417 | -0.000417 | 0 | 14,790 |
0.424419 | 0.666153 | -0.168316 | -0.595501 | 0.913907 | 1.059683 | 0.749501 | 0 | -0.046512 | 0.249689 | 0 | 0.000278 | -0.000139 | 0 | 14,791 |
2.755848 | 2.674623 | -0.414989 | -0.60681 | 0.463777 | 0.489441 | 0.745683 | -0.000349 | -0.046512 | 0.249689 | 0 | 0.001806 | -0.002224 | 0 | 14,792 |
0.423535 | 0.41273 | -0.166773 | 5.644916 | -0.123555 | 0 | 0.745683 | 0 | -0.046512 | 0.249689 | 0 | 0.000278 | -0.002849 | 0 | 14,793 |
-0.635347 | -0.590844 | -0.166568 | -0.60681 | -0.204816 | -0.344 | 0.747766 | 0.000191 | -0.046512 | 0.249689 | 0 | -0.000416 | -0.002085 | 0 | 14,794 |
-0.423712 | -0.339863 | -0.043655 | -0.604203 | -0.289495 | -0.060048 | 0.747766 | 0 | -0.046512 | 0.249689 | 0 | -0.000278 | -0.002782 | 0 | 14,795 |
1.270782 | 0.914934 | 0.449109 | -0.608546 | -0.354204 | -0.246456 | 0.747245 | -0.000048 | -0.046512 | 0.249689 | 0 | 0.000833 | -0.003127 | 0 | 14,796 |
-0.423476 | -0.590844 | -0.65916 | -0.607678 | -0.382355 | -0.081109 | 0.747245 | 0 | -0.046512 | 0.249689 | 0 | -0.000278 | -0.002502 | 0 | 14,797 |
1.05847 | 1.164801 | 0.079694 | -0.612015 | 0.24272 | 0.499834 | 0.747939 | 0.000063 | -0.046512 | 0.249689 | 0 | 0.000694 | -0.004031 | 0 | 14,798 |
-0.105814 | 0.411895 | 0.326196 | -0.612015 | -0.178442 | -0.0097 | 0.747939 | 0 | -0.046512 | 0.249689 | 0 | -0.000069 | -0.004101 | 0 | 14,799 |
-0.635038 | -0.716234 | -0.535589 | -0.609414 | 0.235875 | 0.037667 | 0.747939 | 0 | -0.046512 | 0.249689 | 0 | -0.000416 | -0.003685 | 0 | 14,800 |
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