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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.587279 | 0.382938 | -0.930598 | 0.077145 | 0.622798 | 0.808674 | 1.426464 | -0.003826 | -0.162791 | -1 | 0.614014 | -0.000385 | 0.012094 | 1 | 15,601 |
0.469841 | 2.607987 | 0.025742 | 0.076076 | 0.473616 | 0.731346 | 1.426464 | 0 | -0.162791 | -1 | 0.614014 | 0.000308 | 0.011557 | 1 | 15,602 |
-1.645077 | -0.590844 | -2.70867 | 0.082492 | 0.45092 | 0.735203 | 1.427852 | 0.000127 | -0.162791 | -1 | 0.614014 | -0.001078 | 0.01035 | 1 | 15,603 |
-0.705576 | 0.244823 | -1.616693 | 7.03362 | 0.097696 | 0.274758 | 1.427852 | 0 | -0.162791 | -1 | 0.614014 | -0.000462 | 0.011423 | 1 | 15,604 |
0.47042 | 3.307434 | 0.025068 | 0.083563 | 0.713182 | 0.683555 | 1.466204 | 0.003508 | -0.162791 | -1 | 0.614014 | 0.000308 | 0.010199 | 1 | 15,605 |
-5.18262 | 3.862274 | -5.72936 | 0.110432 | 0.9429 | 0.929021 | 1.466204 | 0 | -0.162791 | -1 | 0.614014 | -0.003397 | 0.011534 | 1 | 15,606 |
-0.235992 | -0.031708 | -0.937691 | 0.107197 | 0.91261 | 1.025624 | 1.407896 | -0.005334 | -0.162791 | -1 | 0.614014 | -0.000155 | 0.011536 | 1 | 15,607 |
1.297507 | 2.482741 | 0.297827 | 7.057233 | 0.812685 | 0.94101 | 1.407896 | 0 | -0.162791 | -1 | 0.614014 | 0.000851 | 0.010456 | 1 | 15,608 |
0.353674 | 1.224453 | -7.260784 | 0.101811 | 0.194889 | 0.578451 | 1.392625 | -0.001397 | -0.162791 | -1 | 0.614014 | 0.000232 | 0.009076 | 1 | 15,609 |
0.94273 | 1.642592 | 0.023884 | 0.09536 | 0.951367 | 1.020253 | 1.392625 | 0 | -0.162791 | -1 | 0.614014 | 0.000618 | 0.008458 | 1 | 15,610 |
1.883715 | 3.03485 | 0.846307 | 0.086776 | 0.45236 | 0.596955 | 1.472798 | 0.007334 | -0.162791 | -1 | 0.614014 | 0.001235 | 0.005538 | 1 | 15,611 |
2.821218 | 3.308636 | -1.618382 | 7.010088 | 0.661121 | 1.001166 | 1.472798 | 0 | -0.162791 | -1 | 0.614014 | 0.001849 | 0.002998 | 1 | 15,612 |
-0.939827 | -0.03429 | -0.794021 | 0.078214 | 0.906091 | 1.049357 | 1.400781 | -0.006588 | -0.162791 | -1 | 0.614014 | -0.000616 | 0.002769 | 1 | 15,613 |
0.469986 | 0.244437 | -1.342032 | 0.077145 | 0.696934 | 0.875963 | 1.400781 | 0 | -0.162791 | -1 | 0.614014 | 0.000308 | 0.002308 | 1 | 15,614 |
-1.410391 | -0.034119 | -3.805033 | 0.084634 | 0.875288 | 1.057114 | 1.389154 | -0.001064 | -0.162791 | -1 | 0.614014 | -0.000924 | 0.003078 | 1 | 15,615 |
1.880232 | 3.02815 | -0.385188 | 7.010088 | 0.587881 | 0.641426 | 1.389154 | 0 | -0.162791 | -1 | 0.614014 | 0.001232 | 0.002691 | 1 | 15,616 |
-0.469841 | 0.522092 | -0.794021 | 0.078214 | 0.813113 | 1.057114 | 1.450239 | 0.005588 | -0.162791 | -1 | 0.614014 | -0.000308 | 0.002077 | 1 | 15,617 |
0.704707 | 1.078818 | -0.521005 | 0.07394 | 1.052508 | 1.338422 | 1.450239 | 0 | -0.162791 | -1 | 0.614014 | 0.000462 | 0.001231 | 1 | 15,618 |
0.23483 | 0.800005 | 0.025995 | 0.071806 | 0.73531 | 0.97022 | 1.450239 | 0 | -0.162791 | -1 | 0.614014 | 0.000154 | -0.000154 | 0 | 15,619 |
0.704273 | 0.799791 | -0.520332 | 0.069672 | 1.115214 | 1.252494 | 1.384295 | -0.006032 | -0.162791 | -1 | 0.614014 | 0.000462 | -0.001232 | 0 | 15,620 |
0 | -0.034718 | -1.612649 | 0.070739 | 1.110211 | 1.219574 | 1.383774 | -0.000048 | -0.162791 | -1 | 0.614014 | 0 | -0.001694 | 0 | 15,621 |
1.407572 | 1.07702 | -2.159312 | 0.064345 | 0.890382 | 1.038896 | 1.383774 | 0 | -0.162791 | -1 | 0.614014 | 0.000923 | -0.001307 | 0 | 15,622 |
2.811254 | 3.849285 | -4.343107 | 0.050531 | 0.990068 | 1.118989 | 1.383774 | 0 | -0.162791 | -1 | 0.614014 | 0.001843 | -0.00392 | 0 | 15,623 |
1.169829 | 0.795313 | -0.925407 | 6.950546 | 0.968511 | 1.009402 | 1.380651 | -0.000286 | -0.162791 | -1 | 0.614014 | 0.000767 | -0.00461 | 0 | 15,624 |
-0.701789 | -0.31374 | -2.149673 | 0.048411 | 0.984574 | 0.995628 | 1.380651 | 0 | -0.162791 | -1 | 0.614014 | -0.00046 | -0.00338 | 0 | 15,625 |
-0.702112 | 0.517826 | -8.430304 | 0.050531 | 0.647404 | 0.623933 | 1.380651 | 0 | -0.162791 | -1 | 0.614014 | -0.00046 | -0.003228 | 0 | 15,626 |
1.63776 | 2.319304 | 0.300059 | 0.043115 | 1.018178 | 1.009402 | 1.386898 | 0.000571 | -0.162791 | -1 | 0.614014 | 0.001074 | -0.006304 | 0 | 15,627 |
0.818221 | 0.517147 | -0.107682 | 0.039942 | 0.749289 | 0.907598 | 1.375792 | -0.001016 | -0.162791 | -1 | 0.614014 | 0.000536 | -0.007921 | 0 | 15,628 |
4.084536 | 5.629456 | 0.164569 | 0.023068 | 0.902338 | 1.033614 | 1.375792 | 0 | -0.162791 | -1 | 0.614014 | 0.002677 | -0.009827 | 0 | 15,629 |
-1.749177 | 0.513593 | -11.804729 | 0.03044 | 0.996012 | 0.97022 | 1.383948 | 0.000746 | -0.162791 | -1 | 0.614014 | -0.001147 | -0.00868 | 0 | 15,630 |
1.749177 | 1.757968 | -1.056751 | 0.022016 | 1.191336 | 1.202591 | 1.383948 | 0 | -0.162791 | -1 | 0.614014 | 0.001147 | -0.009827 | 0 | 15,631 |
3.492348 | 4.098359 | -0.512316 | 0.005229 | 0.864841 | 0.91991 | 1.344555 | -0.003604 | -0.162791 | -1 | 0.614014 | 0.002289 | -0.012116 | 0 | 15,632 |
2.555984 | 4.362479 | 0.842757 | -0.007307 | 0.842439 | 1.049357 | 1.344555 | 0 | -0.162791 | -1 | 0.614014 | 0.001675 | -0.013791 | 0 | 15,633 |
-1.62604 | 1.333836 | -9.581826 | 6.862185 | 1.302974 | 1.40609 | 1.343341 | -0.000111 | -0.162791 | -1 | 0.614014 | -0.001066 | -0.012725 | 0 | 15,634 |
0 | 1.886005 | 0.031655 | 0.001045 | 1.071494 | 1.198289 | 1.343341 | 0 | -0.162791 | -1 | 0.614014 | 0 | -0.012725 | 0 | 15,635 |
1.161634 | 2.161001 | 0.707462 | 6.855916 | 0.601073 | 0.790929 | 1.341779 | -0.000143 | -0.162791 | -1 | 0.614014 | 0.000761 | -0.013487 | 0 | 15,636 |
-0.929236 | -0.866049 | -1.048936 | 0.001045 | 0.684943 | 0.859663 | 1.341779 | 0 | -0.162791 | -1 | 0.614014 | -0.000609 | -0.012878 | 0 | 15,637 |
-2.674711 | -0.315513 | -3.215228 | 0.012563 | 0.770313 | 0.913777 | 1.330152 | -0.001064 | -0.162791 | -1 | 0.614014 | -0.001753 | -0.011124 | 0 | 15,638 |
-1.280869 | 0.098613 | -6.888277 | 0.027279 | 0.862454 | 0.836272 | 1.330152 | 0 | -0.162791 | -1 | 0.614014 | -0.00084 | -0.010285 | 0 | 15,639 |
0 | -0.314798 | -2.41066 | 0.017812 | 1.446932 | 1.009402 | 1.331367 | 0.000111 | -0.162791 | -1 | 0.614014 | 0 | 0.005027 | 1 | 15,640 |
-3.265255 | -0.314798 | -3.225071 | 0.03255 | 0.723483 | 0.654299 | 1.331367 | 0 | -0.162791 | -1 | 0.614014 | -0.00214 | 0.007167 | 1 | 15,641 |
1.866716 | 3.554277 | 0.572321 | 0.02412 | 0.658453 | 0.6195 | 1.331367 | 0 | -0.162791 | -1 | 0.614014 | 0.001224 | 0.007007 | 1 | 15,642 |
0.466322 | -0.038288 | -0.512814 | 6.906223 | 0.304145 | 0.406866 | 1.308286 | -0.002111 | -0.162791 | -1 | 0.614014 | 0.000306 | 0.00503 | 1 | 15,643 |
2.794944 | 3.272325 | 0.572321 | 0.009418 | 0.520167 | 0.787332 | 1.308286 | 0 | -0.162791 | -1 | 0.614014 | 0.001832 | 0.003502 | 1 | 15,644 |
-1.396832 | 1.338237 | -1.052152 | 0.014662 | 0.935585 | 0.984435 | 1.315401 | 0.000651 | -0.162791 | -1 | 0.614014 | -0.000916 | 0.000305 | 1 | 15,645 |
1.164116 | 0.788543 | -4.038447 | 6.887315 | 0.966284 | 1.12846 | 1.298048 | -0.001587 | -0.162791 | -1 | 0.614014 | 0.000763 | 0 | 0 | 15,646 |
0.698043 | 0.787491 | -2.271918 | 0.00837 | 0.755361 | 0.907598 | 1.298048 | 0 | -0.162791 | -1 | 0.614014 | 0.000458 | -0.000839 | 0 | 15,647 |
-0.348982 | 0.511404 | -0.78089 | 0.009418 | 0.769857 | 0.973084 | 1.296312 | -0.000159 | -0.162791 | -1 | 0.614014 | -0.000229 | -0.001679 | 0 | 15,648 |
1.046706 | 3.127402 | -7.156618 | 0.006276 | 1.095267 | 1.140143 | 1.296312 | 0 | -0.162791 | -1 | 0.614014 | 0.000686 | -0.003665 | 0 | 15,649 |
0.464972 | 2.437338 | 0.166652 | 0.002091 | 0.736506 | 0.929021 | 1.296312 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000305 | -0.002288 | 0 | 15,650 |
2.090622 | 2.436416 | 0.301968 | 6.847568 | 0.780478 | 0.859663 | 1.341779 | 0.004159 | -0.162791 | -1.164525 | 1.414214 | 0.00137 | -0.0032 | 0 | 15,651 |
-0.348238 | 0.509057 | -0.237752 | -0.005221 | 0.74788 | 0.952823 | 1.341779 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000228 | -0.003278 | 0 | 15,652 |
-3.486761 | -0.178208 | -4.15941 | 0.009418 | 0.819926 | 1.099705 | 1.293189 | -0.004445 | -0.162791 | -1.164525 | 1.414214 | -0.002286 | -0.000458 | 0 | 15,653 |
0.930582 | 1.200651 | 0.707637 | 0.005229 | 0.201632 | 0.406866 | 1.293189 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.00061 | -0.003589 | 0 | 15,654 |
-1.396086 | 1.199559 | -1.999075 | 0.012563 | 0.625887 | 0.819135 | 1.29423 | 0.000095 | -0.162791 | -1.164525 | 1.414214 | -0.000915 | -0.003899 | 0 | 15,655 |
-3.145874 | 0.787807 | -3.357539 | 0.026226 | 0.498965 | 0.765405 | 1.29423 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.002062 | -0.000688 | 0 | 15,656 |
-0.233286 | 3.136773 | -0.513146 | 0.027279 | 0.45128 | 0.615041 | 1.300651 | 0.000587 | -0.162791 | -1.164525 | 1.414214 | -0.000153 | -0.001224 | 0 | 15,657 |
-0.349996 | 4.102656 | -1.056377 | 0.027279 | 0.457735 | 0.578451 | 1.300651 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000229 | -0.000842 | 0 | 15,658 |
-1.751184 | 0.1003 | -2.143631 | 0.037828 | 0.906278 | 0.735203 | 1.350455 | 0.004556 | -0.162791 | -1.164525 | 1.414214 | -0.001148 | 0.000612 | 1 | 15,659 |
0 | 5.627079 | 0.02884 | 0.036772 | 0.905342 | 0.90449 | 1.350455 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | 0.001989 | 1 | 15,660 |
-2.572046 | 5.213216 | -2.963288 | 0.048411 | 0.840591 | 1.001166 | 1.298048 | -0.004794 | -0.162791 | -1.164525 | 1.414214 | -0.001686 | 0.003063 | 1 | 15,661 |
-1.053452 | 2.456831 | -1.606277 | 0.053714 | 0.874505 | 0.949886 | 1.298048 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000691 | 0.00406 | 1 | 15,662 |
-1.288541 | 3.151349 | -1.471448 | 0.059025 | 0.817379 | 0.964463 | 1.295098 | -0.00027 | -0.162791 | -1.164525 | 1.414214 | -0.000845 | 0.004751 | 1 | 15,663 |
-0.234397 | 0.797229 | -0.927479 | 6.984507 | 1.015625 | 1.133154 | 1.295098 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000154 | 0.003681 | 1 | 15,664 |
-0.234433 | 9.242973 | -0.24572 | 6.986635 | 0.874113 | 0.872729 | 1.336573 | 0.003794 | -0.162791 | -1.164525 | 1.414214 | -0.000154 | 0.003299 | 1 | 15,665 |
1.288936 | 3.848604 | -0.245846 | 6.973876 | 0.976505 | 0.984435 | 1.336573 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000845 | 0.000691 | 1 | 15,666 |
-1.406166 | 0.380397 | -1.74484 | 6.986635 | 0.792043 | 0.798074 | 1.409631 | 0.006683 | -0.162791 | -1.164525 | 1.414214 | -0.000922 | 0.000307 | 1 | 15,667 |
-0.586285 | 8.968893 | -1.064516 | 0.065409 | 0.879384 | 0.875963 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000384 | 0.001843 | 1 | 15,668 |
-1.877629 | -0.590844 | -2.430857 | 0.072873 | 0.616579 | 0.699805 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.001231 | 0.003228 | 1 | 15,669 |
-0.939682 | 1.911915 | -0.5205 | 0.078214 | 0.903654 | 0.772781 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000616 | 0.003997 | 1 | 15,670 |
-0.705141 | 1.079075 | -1.615343 | 0.080352 | 0.805584 | 0.839656 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000462 | 0.004766 | 1 | 15,671 |
1.997055 | 2.609957 | 0.709024 | 0.075008 | 0.609156 | 0.711779 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.001309 | 0.003457 | 1 | 15,672 |
-1.174421 | 0.104554 | -0.930135 | 0.077145 | 0.531172 | 0.836272 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.00077 | 0.004303 | 1 | 15,673 |
0.117483 | 0.383388 | -1.478377 | 0.078214 | 0.480213 | 0.691721 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000077 | 0.004303 | 1 | 15,674 |
1.174331 | 1.356945 | -0.794442 | 7.003684 | 0.672741 | 0.739041 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.00077 | 0.002306 | 1 | 15,675 |
-0.469624 | 1.077533 | -1.47664 | 7.012224 | 1.12743 | 0.798074 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.000308 | -0.000308 | 0 | 15,676 |
-3.056084 | -0.034376 | -2.981812 | 0.087848 | 0.757219 | 0.888767 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.002003 | -0.001466 | 0 | 15,677 |
-1.648123 | 3.586848 | -1.89241 | 0.09536 | 1.0177 | 1.014846 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | -0.00108 | -0.000154 | 0 | 15,678 |
1.177413 | 1.640868 | -0.249763 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0.000772 | -0.002317 | 0 | 15,679 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.002626 | 0 | 15,680 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.00526 | 0 | 15,681 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.004252 | 0 | 15,682 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.002936 | 0 | 15,683 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.002936 | 0 | 15,684 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.00402 | 0 | 15,685 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.00433 | 0 | 15,686 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.0034 | 0 | 15,687 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.00402 | 0 | 15,688 |
0 | 0.245725 | -1.619058 | 7.040052 | 1.180708 | 1.293744 | 1.409631 | 0 | -0.162791 | -1.164525 | 1.414214 | 0 | -0.00433 | 0 | 15,689 |
23.359411 | 59.483474 | 10.672391 | 13.67224 | 2.518864 | 2.293549 | 1.332234 | -0.00708 | -0.162791 | 0.628626 | 1.414214 | 0.015312 | -0.019952 | 0 | 15,690 |
0 | 1.605283 | -4.287012 | 6.82882 | 0.99222 | 1.272402 | 1.401996 | 0.006382 | -0.162791 | 0.628626 | 1.414214 | 0 | -0.018867 | 0 | 15,691 |
1.621841 | 1.605283 | -3.476198 | 6.814274 | 0.789391 | 0.839656 | 1.291106 | -0.010144 | -0.162791 | 0.628626 | 1.414214 | 0.001063 | -0.01962 | 0 | 15,692 |
-2.549383 | -0.865255 | -4.281842 | 6.839229 | 0.230449 | 0.401046 | 1.291106 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.001671 | -0.014472 | 0 | 15,693 |
0.463841 | 1.057503 | -3.478663 | -0.013559 | 0.635901 | 0.843025 | 1.291627 | 0.000048 | -0.162791 | 0.628626 | 1.414214 | 0.000304 | -0.014699 | 0 | 15,694 |
-6.273786 | -0.590844 | -8.891519 | 0.015711 | 0.892293 | 1.079944 | 1.291627 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.004112 | -0.008815 | 0 | 15,695 |
0.698363 | 2.992282 | -1.595297 | 6.868459 | 0.869788 | 0.703816 | 1.235228 | -0.005159 | -0.162791 | 0.628626 | 1.414214 | 0.000458 | -0.00858 | 0 | 15,696 |
-0.581947 | 2.164777 | -0.78151 | 0.013612 | 0.327787 | 0.435348 | 1.235228 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.000381 | -0.008968 | 0 | 15,697 |
-1.630633 | 0.650178 | -3.358139 | 0.020964 | 0.294278 | 0.253971 | 1.290065 | 0.005016 | -0.162791 | 0.628626 | 1.414214 | -0.001069 | -0.006976 | 0 | 15,698 |
-1.9824 | 0.651505 | -2.547562 | 0.03044 | 0.663248 | 0.540108 | 1.290065 | 0 | -0.162791 | 0.628626 | 1.414214 | -0.001299 | -0.006292 | 0 | 15,699 |
2.564969 | 4.10409 | 0.300892 | 0.017812 | 0.542638 | 0.564287 | 1.224642 | -0.005985 | -0.162791 | 0.628626 | 1.414214 | 0.001681 | -0.007511 | 0 | 15,700 |
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