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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.665269 | 0.328397 | -0.975392 | -0.31221 | 1.059595 | 1.211127 | -0.961909 | -0.000127 | 0.023256 | -1 | 0.614014 | -0.000436 | -0.000945 | 0 | 1,501 |
0.776119 | 0.722787 | 0.056342 | -0.315065 | 1.295431 | 1.274366 | -0.961909 | 0 | 0.023256 | -1 | 0.614014 | 0.000509 | -0.001454 | 0 | 1,502 |
0.221676 | -0.065544 | -0.072349 | -0.316016 | 1.199356 | 1.13081 | -0.962429 | -0.000048 | 0.023256 | -1 | 0.614014 | 0.000145 | -0.0016 | 0 | 1,503 |
0.110826 | -0.196912 | -0.330151 | -0.316967 | 0.67038 | 0.615041 | -0.962429 | 0 | 0.023256 | -1 | 0.614014 | 0.000073 | -0.001672 | 0 | 1,504 |
-0.665076 | -0.459533 | -0.459038 | 6.233864 | 0.997326 | 1.079944 | -0.963818 | -0.000127 | 0.023256 | -1 | 0.614014 | -0.000436 | -0.001236 | 0 | 1,505 |
0.886704 | 0.98494 | 0.056492 | -0.316967 | 0.897618 | 0.932035 | -0.963818 | 0 | 0.023256 | -1 | 0.614014 | 0.000581 | -0.001817 | 0 | 1,506 |
0.886188 | 0.590436 | -2.910415 | -0.320768 | 0.27967 | 0.210703 | -0.963818 | 0 | 0.023256 | -1 | 0.614014 | 0.000581 | -0.002398 | 0 | 1,507 |
-0.44303 | -0.328423 | -1.102725 | -0.319818 | 0.351066 | 0.462852 | -0.958265 | 0.000508 | 0.023256 | -1 | 0.614014 | -0.00029 | -0.002108 | 0 | 1,508 |
0.44303 | 0.721261 | 0.31465 | -0.322666 | 0.593775 | 0.632727 | -0.963471 | -0.000476 | 0.023256 | -1 | 0.614014 | 0.00029 | -0.002398 | 0 | 1,509 |
-0.221499 | -0.06604 | -0.716035 | -0.319818 | 0.307699 | 0.308247 | -0.961909 | 0.000143 | 0.023256 | -1 | 0.614014 | -0.000145 | -0.00619 | 0 | 1,510 |
0 | -0.45961 | -0.200693 | -0.320768 | 0.600782 | 0.711779 | -0.961909 | 0 | 0.023256 | -1 | 0.614014 | 0 | -0.004074 | 0 | 1,511 |
0 | -0.19717 | 0.314687 | -0.319818 | 0.365076 | 0.587757 | -0.961735 | 0.000016 | 0.023256 | -1 | 0.614014 | 0 | -0.00422 | 0 | 1,512 |
-0.443094 | -0.590844 | -2.005702 | -0.318868 | 0.852215 | 1.022943 | -0.961735 | 0 | 0.023256 | -1 | 0.614014 | -0.00029 | -0.005096 | 0 | 1,513 |
-0.664883 | -0.459571 | -0.84554 | -0.316016 | 0.5705 | 0.587757 | -0.958612 | 0.000286 | 0.023256 | -1 | 0.614014 | -0.000436 | -0.002619 | 0 | 1,514 |
-1.552521 | 0.065709 | -1.233213 | 6.241482 | 0.541373 | 0.703816 | -0.958612 | 0 | 0.023256 | -1 | 0.614014 | -0.001018 | -0.002767 | 0 | 1,515 |
-0.443868 | 1.511423 | 0.056116 | -0.307446 | 0.792484 | 0.910694 | -0.958438 | 0.000016 | 0.023256 | -1 | 0.614014 | -0.000291 | -0.00131 | 0 | 1,516 |
-0.443997 | -0.196368 | -0.202268 | -0.304584 | 0.921269 | 1.102141 | -0.958438 | 0 | 0.023256 | -1 | 0.614014 | -0.000291 | -0.000291 | 0 | 1,517 |
-1.555008 | -0.196253 | -2.01171 | -0.298854 | 1.108536 | 1.312664 | -0.961909 | -0.000317 | 0.023256 | -1 | 0.614014 | -0.001019 | 0 | 0 | 1,518 |
-1.334126 | 0.199056 | -1.237951 | -0.293113 | 1.105312 | 1.18524 | -0.961909 | 0 | 0.023256 | -1 | 0.614014 | -0.000875 | 0.000875 | 1 | 1,519 |
-0.667501 | 0.068006 | -0.203962 | -0.290239 | 1.185104 | 1.289906 | -0.818221 | 0.013144 | 0.023256 | -1.164525 | 1.414214 | -0.000438 | 0.00204 | 1 | 1,520 |
-0.222565 | 0.990684 | -2.27696 | -0.288321 | 1.255872 | 1.325646 | -0.818221 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | 0.001895 | 1 | 1,521 |
-1.781692 | -0.458978 | -2.277376 | -0.281601 | 1.083917 | 1.310792 | -0.82603 | -0.000714 | 0.023256 | -1.164525 | 1.414214 | -0.001168 | 0.002553 | 1 | 1,522 |
0.222825 | 0.465048 | 0.701895 | -0.282562 | 0.168325 | 0.308247 | -0.82603 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000146 | 0.003645 | 1 | 1,523 |
0.222793 | -0.062898 | -0.983081 | -0.283522 | 0.869985 | 1.072406 | -0.806768 | 0.001762 | 0.023256 | -1.164525 | 1.414214 | 0.000146 | 0.002916 | 1 | 1,524 |
0 | 0.068968 | -0.205096 | -0.283522 | 0.87607 | 1.153941 | -0.806768 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.005098 | 1 | 1,525 |
1.224779 | 1.783353 | 0.831384 | -0.288321 | 0.216443 | 0.545002 | -0.806768 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000803 | 0.002113 | 1 | 1,526 |
-0.333933 | -0.458968 | -0.852059 | -0.287362 | 0.35893 | 0.406866 | -0.812668 | -0.00054 | 0.023256 | -1.164525 | 1.414214 | -0.000219 | 0.001604 | 1 | 1,527 |
0 | -0.063283 | -0.463705 | -0.287362 | 0.847955 | 0.94398 | -0.813536 | -0.000079 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.002041 | 1 | 1,528 |
1.224064 | 0.991377 | -0.463705 | -0.292155 | 0.773265 | 0.998402 | -0.813536 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000802 | 0.002258 | 1 | 1,529 |
0.778439 | 0.595 | -0.074605 | -0.295984 | 0.474662 | 0.787332 | -0.818568 | -0.00046 | 0.023256 | -1.164525 | 1.414214 | 0.00051 | 0.003201 | 1 | 1,530 |
-0.555987 | -0.063975 | -0.462346 | -0.293113 | 0.55547 | 0.679441 | -0.818568 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000364 | 0.003856 | 1 | 1,531 |
-0.33369 | 0.331412 | -0.851021 | 6.277788 | 0.783164 | 1.001166 | -0.823948 | -0.000492 | 0.023256 | -1.164525 | 1.414214 | -0.000219 | 0.004801 | 1 | 1,532 |
-1.335489 | -0.590844 | -1.2398 | -0.286402 | 0.832939 | 0.916849 | -0.823948 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000875 | 0.005096 | 1 | 1,533 |
0 | -0.327006 | -1.759931 | -0.286402 | 0.92946 | 1.116604 | -0.832104 | -0.000746 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.00466 | 1 | 1,534 |
0.890456 | 1.255215 | 0.831271 | -0.290239 | 0.423718 | 0.401046 | -0.832104 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000584 | 0.003204 | 1 | 1,535 |
0.222533 | 0.990684 | -0.72224 | -0.291197 | -0.071926 | 0.009584 | -0.832104 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000146 | 0.003494 | 1 | 1,536 |
0 | 0.331748 | -0.981038 | -0.291197 | 0.878995 | 0.990051 | -0.845813 | -0.001254 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.004802 | 1 | 1,537 |
0.889807 | 0.858732 | -0.204189 | -0.295027 | 0.679258 | 0.554703 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000583 | 0.003783 | 1 | 1,538 |
2.000169 | 2.042349 | 0.313673 | -0.30363 | 2.121513 | 0.987248 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.001311 | 0.001309 | 1 | 1,539 |
-1.333155 | -0.590844 | -0.978097 | -0.298854 | 0.515584 | 0.554703 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000874 | 0.002038 | 1 | 1,540 |
0.333398 | 0.462433 | 0.443058 | -0.298854 | 0.716879 | 0.679441 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000219 | 0.001892 | 1 | 1,541 |
1.221836 | 0.856938 | 0.184589 | -0.304584 | 0.525368 | 0.569036 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000801 | 0.001455 | 1 | 1,542 |
0.444062 | 0.198367 | 0.572321 | -0.306493 | 0.485378 | 0.623933 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000291 | 0.002035 | 1 | 1,543 |
-0.222015 | -0.459323 | -1.365067 | -0.305539 | 0.986243 | 0.832874 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000146 | -0.000291 | 0 | 1,544 |
-0.666238 | -0.590844 | -0.977646 | -0.30172 | 0.999129 | 0.746663 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000437 | 0.001019 | 1 | 1,545 |
-1.333349 | -0.722451 | -0.978323 | -0.296941 | 0.608869 | 0.691721 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000874 | 0.002038 | 1 | 1,546 |
0.444579 | 0.462587 | 0.572321 | -0.298854 | 0.78428 | 0.812176 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000291 | 0.001456 | 1 | 1,547 |
0.99983 | 0.725465 | 0.055289 | -0.302675 | 0.741979 | 0.765405 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000655 | 0.000873 | 1 | 1,548 |
0.666189 | 0.198539 | -0.202775 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000437 | 0.0008 | 1 | 1,549 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000364 | 1 | 1,550 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000655 | 1 | 1,551 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001164 | 1 | 1,552 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.0008 | 1 | 1,553 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001527 | 1 | 1,554 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001382 | 1 | 1,555 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.002834 | 1 | 1,556 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.003269 | 1 | 1,557 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.003414 | 1 | 1,558 |
0 | -0.590844 | -0.977533 | -0.305539 | 0.784503 | 0.540108 | -0.845813 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.003704 | 1 | 1,559 |
-6.006202 | 1.643871 | -9.396186 | 6.300821 | 2.017238 | 2.121534 | -0.88833 | -0.003889 | 0.023256 | 0.628626 | 1.414214 | -0.003937 | 0.008945 | 1 | 1,560 |
3.228492 | 3.629951 | -0.075834 | 12.842941 | 0.733633 | 0.805156 | -0.707679 | 0.016525 | 0.023256 | 0.628626 | 1.414214 | 0.002116 | 0.00625 | 1 | 1,561 |
-0.222435 | 1.516324 | -0.203849 | 6.277788 | -0.219808 | -0.246456 | -0.707679 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.006106 | 1 | 1,562 |
-1.780652 | -0.986269 | -2.016612 | 6.291214 | 0.473616 | 0.540108 | -0.709588 | -0.000175 | 0.023256 | 0.628626 | 1.414214 | -0.001167 | 0.00749 | 1 | 1,563 |
3.114778 | 3.363266 | 0.572321 | 6.266301 | 0.091069 | 0.301661 | -0.709588 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.002042 | 0.005086 | 1 | 1,564 |
-1.779094 | -1.117636 | -2.532134 | -0.291197 | 0.90478 | 0.719663 | -0.815098 | -0.009652 | 0.023256 | 0.628626 | 1.414214 | -0.001166 | 0.007122 | 1 | 1,565 |
1.779094 | 2.570369 | 0.572321 | 6.264388 | 0.296983 | 0.650031 | -0.815098 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001166 | 0.006824 | 1 | 1,566 |
1.110881 | 2.040816 | 0.572321 | 6.256744 | 0.17533 | 0.225387 | -0.814403 | 0.000063 | 0.023256 | 0.628626 | 1.414214 | 0.000728 | 0.005227 | 1 | 1,567 |
-1.110881 | -0.854029 | -2.012463 | -0.297898 | 0.12647 | 0.389277 | -0.814403 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000728 | 0.006245 | 1 | 1,568 |
0 | -0.064205 | -0.203283 | 6.264388 | -0.273962 | 0.046813 | -0.817006 | -0.000238 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.005521 | 1 | 1,569 |
1.110881 | 2.303771 | 0.830781 | 6.254834 | 0.305924 | 0.424077 | -0.817006 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000728 | 0.005082 | 1 | 1,570 |
-0.444255 | -0.327697 | -0.590366 | 12.822851 | -0.077305 | 0 | -0.817006 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | 0.004794 | 1 | 1,571 |
-0.777759 | 0.46182 | -0.461442 | 6.264388 | 0.236366 | 0.377333 | -0.822212 | -0.000476 | 0.023256 | 0.628626 | 1.414214 | -0.00051 | 0.004579 | 1 | 1,572 |
1.888155 | 2.172499 | -0.07404 | 12.805663 | 0.187553 | 0.288322 | -0.822212 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001238 | 0.002761 | 1 | 1,573 |
-0.888252 | 0.986774 | -1.235842 | 12.819984 | 0.243207 | 0.389277 | -0.82551 | -0.000302 | 0.023256 | 0.628626 | 1.414214 | -0.000582 | 0.003343 | 1 | 1,574 |
3.328283 | 3.878099 | 0.313974 | 6.230058 | 0.782941 | 0.995628 | -0.7318 | 0.008572 | 0.023256 | 0.628626 | 1.414214 | 0.002182 | 0.001597 | 1 | 1,575 |
-3.328283 | -1.24754 | -3.298371 | 6.256744 | 0.015695 | 0.07364 | -0.7318 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.002182 | 0.004214 | 1 | 1,576 |
-1.111043 | -0.327659 | -0.719788 | -0.297898 | -0.575737 | -0.344 | -0.821345 | -0.008191 | 0.023256 | 0.628626 | 1.414214 | -0.000728 | 0.005522 | 1 | 1,577 |
0.666723 | 1.251988 | 0.313786 | 6.260565 | 0.090464 | 0.377333 | -0.822039 | -0.000063 | 0.023256 | 0.628626 | 1.414214 | 0.000437 | 0.00523 | 1 | 1,578 |
1.554555 | 1.777133 | 0.830705 | 6.251016 | -0.027452 | 0.389277 | -0.822039 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001019 | 0.003196 | 1 | 1,579 |
2.218048 | 2.037372 | -0.848017 | 6.239576 | -0.65613 | -0.286814 | -0.821692 | 0.000032 | 0.023256 | 0.628626 | 1.414214 | 0.001454 | 0.001597 | 1 | 1,580 |
0.443223 | 0.721833 | -1.74908 | 6.224354 | 0.177471 | 0.218079 | -0.82013 | 0.000143 | 0.023256 | 0.628626 | 1.414214 | 0.000291 | 0.001306 | 1 | 1,581 |
1.107494 | 2.032795 | -0.072021 | 6.21296 | 0.550178 | 0.583117 | -0.82013 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000726 | 0.00145 | 1 | 1,582 |
-0.885931 | 0.196076 | -3.552517 | 6.224354 | 0.436716 | 0.484193 | -0.82013 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000581 | 0.001306 | 1 | 1,583 |
-0.664786 | 0.196533 | -0.71641 | -0.316016 | -0.709635 | -0.358959 | -0.813709 | 0.000587 | 0.023256 | 0.628626 | 1.414214 | -0.000436 | 0.001452 | 1 | 1,584 |
-1.330442 | 0.459374 | -0.974942 | 6.239576 | 0.061389 | 0.301661 | -0.813709 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000872 | 0.003339 | 1 | 1,585 |
0.665366 | 0.985627 | 0.314313 | -0.31221 | -0.232232 | 0.07364 | -0.82256 | -0.00081 | 0.023256 | 0.628626 | 1.414214 | 0.000436 | 0.000726 | 1 | 1,586 |
1.994359 | 2.559351 | -0.717534 | -0.321717 | 0.035647 | 0.295019 | -0.82256 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001307 | -0.000581 | 0 | 1,587 |
-0.664497 | 0.458459 | -0.844716 | -0.318868 | 0.29878 | 0.301661 | -0.82308 | -0.000048 | 0.023256 | 0.628626 | 1.414214 | -0.000436 | -0.000145 | 0 | 1,588 |
-1.773407 | -0.328347 | -1.748068 | 6.237672 | 0.391098 | 0.545002 | -0.82308 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001162 | 0 | 0 | 1,589 |
-0.221821 | 0.460137 | -0.976068 | 6.239576 | 0.489823 | 0.787332 | -0.82308 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000145 | 0.000727 | 1 | 1,590 |
0.110914 | 0.066186 | -1.492798 | -0.311258 | 0.647676 | 0.922958 | -0.82308 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.000945 | 1 | 1,591 |
0.554452 | 1.116814 | 0.314331 | -0.314114 | 0.316504 | 0.371293 | -0.821171 | 0.000175 | 0.023256 | 0.628626 | 1.414214 | 0.000363 | -0.000436 | 0 | 1,592 |
1.329862 | 0.98494 | 0.185463 | 6.230058 | -0.240966 | -0.273134 | -0.821171 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000872 | -0.001017 | 0 | 1,593 |
-3.770958 | -1.378564 | -3.813188 | -0.30363 | -0.011833 | 0.210703 | -0.820304 | 0.000079 | 0.023256 | 0.628626 | 1.414214 | -0.002472 | 0.001891 | 1 | 1,594 |
1.331991 | 1.776099 | 0.314012 | 6.243387 | 0.083767 | 0.478911 | -0.820304 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000873 | 0.001018 | 1 | 1,595 |
0.221885 | -0.327927 | 0.056116 | -0.309353 | -0.486793 | -0.300732 | -0.82846 | -0.000746 | 0.023256 | 0.628626 | 1.414214 | 0.000145 | 0.000872 | 1 | 1,596 |
-0.443803 | -0.590844 | -0.20193 | 6.245294 | -0.286361 | -0.081109 | -0.82846 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000291 | 0.001308 | 1 | 1,597 |
0.110963 | 0.723551 | 0.056041 | -0.308399 | 0.318252 | 0.494654 | -0.821865 | 0.000603 | 0.023256 | 0.628626 | 1.414214 | 0.000073 | 0.0008 | 1 | 1,598 |
0.554693 | 0.066425 | -0.589435 | -0.310305 | -0.340545 | -0.147837 | -0.821865 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000364 | -0.000291 | 0 | 1,599 |
-0.665656 | -0.590844 | -0.718097 | 6.245294 | 0.058223 | 0.301661 | -0.824816 | -0.00027 | 0.023256 | 0.628626 | 1.414214 | -0.000436 | 0.000436 | 1 | 1,600 |
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