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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-2.344151 | -0.590844 | -2.972526 | 0.06754 | -0.18652 | 0.009584 | 1.334143 | -0.000365 | -0.162791 | -0.535898 | -0.385986 | -0.001537 | 0.00169 | 1 | 16,001 |
2.81255 | 2.74181 | -1.884825 | 6.973876 | 1.122652 | 0.910694 | 1.334143 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001844 | 0.000153 | 1 | 16,002 |
1.170367 | 1.073182 | -0.517312 | 0.045233 | -0.677773 | -0.545119 | 1.334143 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000767 | -0.000767 | 0 | 16,003 |
2.805223 | 3.28653 | 0.980448 | 6.929404 | -0.225515 | 0.064797 | 1.360694 | 0.002429 | -0.162791 | -0.535898 | -0.385986 | 0.001839 | -0.002683 | 0 | 16,004 |
-0.700822 | 0.239195 | -0.786279 | 6.939967 | -0.317271 | -0.50789 | 1.360694 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000459 | -0.003222 | 0 | 16,005 |
0.233643 | 0.516299 | 0.164663 | 6.939967 | -0.223607 | 0.082386 | 1.358265 | -0.000222 | -0.162791 | -0.535898 | -0.385986 | 0.000153 | -0.003759 | 0 | 16,006 |
-2.572046 | -1.144585 | -3.507854 | 0.051591 | 0.314752 | 0.540108 | 1.358265 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001686 | -0.003611 | 0 | 16,007 |
0.467967 | 0.7951 | -0.516643 | 0.045233 | -0.12769 | 0.064797 | 1.354794 | -0.000317 | -0.162791 | -0.535898 | -0.385986 | 0.000307 | -0.002918 | 0 | 16,008 |
2.337686 | 2.73262 | 1.116386 | 6.937853 | -0.306456 | -0.208035 | 1.354794 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001532 | -0.003528 | 0 | 16,009 |
-0.934644 | -0.590844 | -1.466281 | 6.946312 | 0.184914 | 0.203258 | 1.35167 | -0.000286 | -0.162791 | -0.535898 | -0.385986 | -0.000613 | -0.003069 | 0 | 16,010 |
-0.701359 | -1.144839 | -1.739689 | 6.950546 | -0.293697 | -0.233443 | 1.35167 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.00046 | -0.003224 | 0 | 16,011 |
0 | -0.313782 | -0.787945 | 0.044174 | -0.303244 | -0.12497 | 1.354273 | 0.000238 | -0.162791 | -0.535898 | -0.385986 | 0 | -0.003762 | 0 | 16,012 |
-1.286663 | 0.240213 | -1.604606 | 0.049471 | -0.276013 | -0.039527 | 1.354273 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000843 | -0.00315 | 0 | 16,013 |
0.584982 | 4.670503 | 0.164006 | 0.046292 | -0.237071 | -0.300732 | 1.349241 | -0.00046 | -0.162791 | -0.535898 | -0.385986 | 0.000383 | -0.004149 | 0 | 16,014 |
-3.044356 | -0.313655 | -2.968173 | 0.061152 | -0.087407 | 0.099597 | 1.349241 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001996 | -0.005238 | 0 | 16,015 |
1.054503 | 1.629902 | 0.299683 | 0.055837 | 0.017043 | 0.124738 | 1.303427 | -0.004191 | -0.162791 | -0.535898 | -0.385986 | 0.000691 | -0.005389 | 0 | 16,016 |
0.819666 | 1.489747 | 0.16363 | 6.965383 | -0.659691 | -0.374202 | 1.303427 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000537 | -0.004923 | 0 | 16,017 |
-0.468326 | -0.036083 | 0.027672 | 0.053714 | -0.887968 | -0.960292 | 1.306898 | 0.000317 | -0.162791 | -0.535898 | -0.385986 | -0.000307 | -0.005619 | 0 | 16,018 |
0.234181 | -0.035913 | 0.299934 | 0.052652 | -0.430684 | -0.421757 | 1.306898 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000154 | -0.006545 | 0 | 16,019 |
-3.516498 | -0.174694 | -3.517259 | 0.068606 | 0.2543 | 0.365207 | 1.349761 | 0.003921 | -0.162791 | -0.535898 | -0.385986 | -0.002305 | -0.005167 | 0 | 16,020 |
-1.878785 | -0.868971 | -3.526707 | 0.078214 | 0.528598 | 0.6195 | 1.349761 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001232 | -0.003549 | 0 | 16,021 |
-0.940261 | 6.2183 | -0.521174 | 0.081422 | -0.143632 | -0.039527 | 1.310369 | -0.003604 | -0.162791 | -0.535898 | -0.385986 | -0.000616 | -0.002006 | 0 | 16,022 |
1.410174 | 1.497599 | 0.572321 | 0.076076 | 0.309469 | 0.401046 | 1.310369 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000924 | -0.002467 | 0 | 16,023 |
-1.527748 | -0.312503 | -1.888232 | 0.082492 | -0.04343 | 0.037667 | 1.347158 | 0.003365 | -0.162791 | -0.535898 | -0.385986 | -0.001001 | -0.001851 | 0 | 16,024 |
1.292809 | 2.054314 | -2.986473 | 0.076076 | 0.632579 | 0.891936 | 1.347158 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000847 | -0.001387 | 0 | 16,025 |
0.234939 | 0.522435 | -0.247611 | 0.076076 | -0.006239 | 0.108065 | 1.287115 | -0.005493 | -0.162791 | -0.535898 | -0.385986 | 0.000154 | -0.000847 | 0 | 16,026 |
-0.939971 | -0.034204 | -1.341148 | 0.080352 | 0.396967 | 0.515175 | 1.287115 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000616 | 0 | 0 | 16,027 |
2.46619 | 3.026478 | 0.435629 | 0.068606 | 0.128767 | 0.203258 | 1.287115 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001617 | -0.000923 | 0 | 16,028 |
1.290225 | 1.076892 | 0.162876 | 0.062216 | 0.411998 | 0.327688 | 1.296139 | 0.000825 | -0.162791 | -0.535898 | -0.385986 | 0.000846 | -0.000307 | 0 | 16,029 |
0.820484 | 1.075483 | 0.435965 | 0.059025 | 0.117788 | 0.401046 | 1.296139 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000538 | -0.002076 | 0 | 16,030 |
-1.758721 | 0.103272 | -1.473018 | 0.06754 | -0.541786 | -0.091851 | 1.290759 | -0.000492 | -0.162791 | -0.535898 | -0.385986 | -0.001153 | -0.001616 | 0 | 16,031 |
0.938237 | 1.076508 | 0.435881 | 0.06328 | -0.057532 | 0.195744 | 1.290759 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000615 | -0.006477 | 0 | 16,032 |
-0.117248 | -0.313016 | 0.163222 | 0.06328 | 0.145198 | -0.136322 | 1.294056 | 0.000302 | -0.162791 | -0.535898 | -0.385986 | -0.000077 | -0.005317 | 0 | 16,033 |
0 | -0.451914 | 0.16319 | 0.06328 | -0.201118 | -0.329316 | 1.294056 | 0 | -0.162791 | -0.535898 | -0.385986 | 0 | -0.007948 | 0 | 16,034 |
0.117248 | -0.174086 | -0.655354 | 0.062216 | 0.293374 | 0.371293 | 1.290239 | -0.000349 | -0.162791 | -0.535898 | -0.385986 | 0.000077 | -0.012684 | 0 | 16,035 |
0.234469 | 0.797868 | 0.435965 | 0.061152 | 0.171027 | 0.108065 | 1.290239 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000154 | -0.017988 | 0 | 16,036 |
-0.351717 | -0.035316 | -0.109459 | 0.06328 | 0.053127 | 0.203258 | 1.29718 | 0.000635 | -0.162791 | -0.535898 | -0.385986 | -0.000231 | -0.016506 | 0 | 16,037 |
1.991993 | 1.769514 | 0.435955 | 0.053714 | 0.525691 | 0.489441 | 1.29718 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001306 | -0.016094 | 0 | 16,038 |
0.117095 | -0.035913 | 0.572321 | 0.053714 | -0.686993 | -0.389742 | 1.276876 | -0.001857 | -0.162791 | -0.535898 | -0.385986 | 0.000077 | -0.01469 | 0 | 16,039 |
0.117086 | -0.174662 | -0.653658 | 0.052652 | -0.00973 | 0.218079 | 1.276876 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000077 | -0.010725 | 0 | 16,040 |
-0.234181 | 0.795951 | -1.334977 | 0.054775 | -0.19744 | -0.102739 | 1.275488 | -0.000127 | -0.162791 | -0.535898 | -0.385986 | -0.000154 | -0.016328 | 0 | 16,041 |
-0.702759 | -0.035913 | -1.198945 | 0.057962 | -1.027569 | -0.714222 | 1.275488 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000461 | -0.016258 | 0 | 16,042 |
-1.641032 | -0.868501 | -1.336149 | 0.065409 | -0.284279 | -0.070509 | 1.275488 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001076 | -0.014714 | 0 | 16,043 |
0.234541 | 0.242768 | 0.299515 | 0.06328 | -0.670483 | -0.438258 | 1.275488 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000154 | -0.013932 | 0 | 16,044 |
-0.117266 | 1.214551 | 0.163159 | 0.064345 | -0.46623 | -0.259683 | 0.85397 | -0.038559 | -0.162791 | -0.535898 | -0.385986 | -0.000077 | -0.009966 | 0 | 16,045 |
2.460697 | 2.602336 | 0.572321 | 6.967506 | 0.286556 | 0.352895 | 0.85397 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001613 | -0.013444 | 0 | 16,046 |
0.117077 | 0.241361 | 0.299976 | 0.052652 | -0.435837 | -0.389742 | 0.737874 | -0.01062 | -0.162791 | -0.535898 | -0.385986 | 0.000077 | -0.014844 | 0 | 16,047 |
0.819288 | 0.934455 | 0.572321 | 0.048411 | -0.835453 | -0.898703 | 0.737874 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000537 | -0.015303 | 0 | 16,048 |
1.403471 | 1.072161 | 0.572321 | 0.043115 | 0.198009 | 0.26096 | 1.276182 | 0.049243 | -0.162791 | -0.535898 | -0.385986 | 0.00092 | -0.014822 | 0 | 16,049 |
-0.46768 | -0.036849 | -5.283339 | 6.950546 | -0.267845 | -0.0097 | 1.276182 | 0 | -0.162791 | -0.785587 | -0 | -0.000307 | -0.01436 | 0 | 16,050 |
-2.106338 | -0.31374 | -1.877286 | 0.054775 | -0.132685 | -0.286814 | 1.272017 | -0.000381 | -0.162791 | -0.785587 | -0 | -0.001381 | -0.011736 | 0 | 16,051 |
0.468326 | 1.073437 | -0.244967 | 0.050531 | 0.255734 | 0.525242 | 1.272017 | 0 | -0.162791 | -0.785587 | -0 | 0.000307 | -0.010336 | 0 | 16,052 |
-0.234145 | 0.241233 | -0.517145 | 0.053714 | -0.25577 | 0.037667 | 1.279132 | 0.000651 | -0.046512 | -0.785587 | -0 | -0.000153 | -0.009175 | 0 | 16,053 |
-0.117086 | -0.035998 | 0.299976 | 0.053714 | -0.448888 | -0.489906 | 1.279132 | 0 | -0.046512 | -0.785587 | -0 | -0.000077 | -0.007164 | 0 | 16,054 |
-1.522938 | -0.174662 | -2.562421 | 0.060088 | 0.002067 | 0.091037 | 1.281215 | 0.000191 | -0.046512 | -0.785587 | -0 | -0.000998 | -0.00632 | 0 | 16,055 |
-0.58615 | 0.242255 | -0.109354 | 0.06328 | 0.067051 | -0.039527 | 1.281215 | 0 | -0.046512 | -0.785587 | -0 | -0.000384 | -0.005781 | 0 | 16,056 |
-2.346856 | -0.035188 | -3.933314 | 0.07394 | 0.602233 | 0.658545 | 1.285553 | 0.000397 | -0.046512 | -0.785587 | -0 | -0.001538 | -0.004707 | 0 | 16,057 |
1.525867 | 2.606757 | 0.572321 | 0.06754 | 0.529887 | 0.288322 | 1.285553 | 0 | -0.046512 | -0.785587 | -0 | 0.001 | -0.00741 | 0 | 16,058 |
1.407139 | 1.35425 | 0.026499 | 0.061152 | -0.151314 | -0.233443 | 1.282082 | -0.000317 | -0.046512 | -0.785587 | -0 | 0.000922 | -0.006939 | 0 | 16,059 |
-0.234433 | -0.313101 | -0.654882 | 6.984507 | 0.116038 | 0.218079 | 1.282082 | 0 | -0.046512 | -0.785587 | -0 | -0.000154 | -0.005239 | 0 | 16,060 |
-0.938093 | 0.797655 | -1.064391 | 0.06754 | 0.037611 | 0.239807 | 1.275835 | -0.000571 | -0.046512 | -0.785587 | -0 | -0.000615 | -0.002001 | 0 | 16,061 |
-0.821305 | -0.868842 | -1.475064 | 0.069672 | 0.147992 | 0.24692 | 1.275835 | 0 | -0.046512 | -0.785587 | -0 | -0.000538 | -0.004395 | 0 | 16,062 |
-0.352123 | 0.521322 | -0.24679 | 0.072873 | -0.071926 | 0.149113 | 1.276009 | 0.000016 | -0.046512 | -0.785587 | -0 | -0.000231 | -0.002851 | 0 | 16,063 |
-0.939392 | 1.077533 | -0.79339 | 0.075008 | 0.11837 | 0.274758 | 1.276009 | 0 | -0.046512 | -0.785587 | -0 | -0.000616 | -0.003703 | 0 | 16,064 |
-4.705659 | 0.244051 | -4.900217 | 7.052934 | 0.40433 | 0.735203 | 1.287809 | 0.001079 | -0.046512 | -0.785587 | -0 | -0.003085 | 0.000077 | 1 | 16,065 |
0.824539 | 0.80473 | -2.719322 | 7.04649 | 1.257566 | 1.486738 | 1.287809 | 0 | -0.046512 | -0.785587 | -0 | 0.00054 | -0.001159 | 0 | 16,066 |
1.530105 | 1.222212 | 0.161422 | 0.087848 | 0.087428 | 0.164961 | 1.290586 | 0.000254 | -0.046512 | -0.785587 | -0 | 0.001003 | -0.000771 | 0 | 16,067 |
-1.530105 | -0.033346 | -1.755031 | 0.093212 | 0.294278 | 0.327688 | 1.290586 | 0 | -0.046512 | -0.785587 | -0 | -0.001003 | -0.002396 | 0 | 16,068 |
-1.178049 | -0.730385 | -0.934776 | 0.098584 | -0.073458 | -0.159519 | 1.286768 | -0.000349 | -0.046512 | -0.785587 | -0 | -0.000772 | -0.001933 | 0 | 16,069 |
-1.414861 | -0.451206 | -2.857402 | 7.0723 | 0.62026 | 0.637088 | 1.286768 | 0 | -0.046512 | -0.785587 | -0 | -0.000927 | 0.000696 | 1 | 16,070 |
0.589685 | 0.666677 | 0.297933 | 0.103965 | 0.324767 | 0.210703 | 1.286768 | 0 | -0.046512 | -0.785587 | -0 | 0.000387 | 0.000464 | 1 | 16,071 |
1.414314 | 1.085009 | 0.160882 | 0.097509 | 0.385971 | 0.116445 | 1.286768 | 0 | -0.046512 | -0.785587 | -0 | 0.000927 | 0.000232 | 1 | 16,072 |
0.706666 | 0.525529 | -0.661139 | 0.091065 | 0.188079 | 0.188159 | 1.286768 | 0 | -0.046512 | -0.785587 | -0 | 0.000463 | 0.001234 | 1 | 16,073 |
-0.588865 | -0.172317 | -1.894314 | 0.09536 | 0.226476 | -0.545119 | 1.333623 | 0.004286 | -0.046512 | -0.785587 | -0 | -0.000386 | 0.001928 | 1 | 16,074 |
2.001215 | 3.45242 | 0.161295 | 0.086776 | 1.346587 | 1.482212 | 1.333623 | 0 | -0.046512 | -0.785587 | -0 | 0.001312 | 0.000617 | 1 | 16,075 |
1.058405 | 1.081134 | -0.111878 | 0.080352 | 0.15133 | 0.274758 | 1.33154 | -0.00019 | -0.046512 | -0.785587 | -0 | 0.000694 | -0.001002 | 0 | 16,076 |
0.352639 | 1.775694 | 0.435597 | 7.014361 | 0.824151 | 0.94101 | 1.329805 | -0.000159 | -0.046512 | -0.785587 | -0 | 0.000231 | -0.001002 | 0 | 16,077 |
1.057427 | 1.914227 | 0.572321 | 0.075008 | 0.634519 | 0.808674 | 1.329805 | 0 | -0.046512 | -0.785587 | -0 | 0.000693 | -0.001001 | 0 | 16,078 |
2.229942 | 3.440604 | -3.39328 | 0.065409 | 0.882101 | 1.21747 | 1.329805 | 0 | -0.046512 | -0.785587 | -0 | 0.001462 | -0.002001 | 0 | 16,079 |
-1.877629 | 0.798295 | -4.618184 | 7.007953 | 1.426276 | 1.796032 | 1.329805 | 0 | -0.046512 | -0.785587 | -0 | -0.001231 | -0.001001 | 0 | 16,080 |
-1.057183 | 3.023141 | -1.613995 | 0.078214 | 1.121006 | 1.532062 | 1.329805 | 0 | -0.046512 | -0.785587 | -0 | -0.000693 | -0.001002 | 0 | 16,081 |
-6.476528 | 3.164595 | -7.508716 | 0.108275 | 0.990068 | 1.22585 | 1.329805 | 0 | -0.046512 | -0.785587 | -0 | -0.004245 | 0.002472 | 1 | 16,082 |
1.651181 | 2.482741 | -0.25129 | 7.061534 | 0.915201 | 1.318253 | 1.329805 | 0 | -0.046512 | -0.785587 | -0 | 0.001082 | 0.003779 | 1 | 16,083 |
-4.013116 | 4.569794 | -6.020145 | 7.098207 | 0.814182 | 1.178636 | 0.727462 | -0.0551 | -0.046512 | -0.785587 | -0 | -0.002631 | 0.005717 | 1 | 16,084 |
-7.107825 | 8.907145 | -8.522603 | 0.150583 | 0.722509 | 0.925995 | 0.727462 | 0 | -0.046512 | -0.785587 | -0 | -0.004659 | 0.010299 | 1 | 16,085 |
-7.857048 | 14.401488 | -9.953771 | 7.235813 | 0.869196 | 1.252494 | 1.287809 | 0.051259 | -0.046512 | -0.785587 | -0 | -0.00515 | 0.018141 | 1 | 16,086 |
1.908458 | 2.800159 | -1.094112 | 7.21379 | 0.886927 | 1.156218 | 1.287809 | 0 | -0.046512 | -0.785587 | -0 | 0.001251 | 0.017658 | 1 | 16,087 |
2.620237 | 5.050249 | 0.295038 | 7.194028 | 0.455232 | 0.687648 | 1.360868 | 0.006683 | -0.046512 | -0.785587 | -0 | 0.001718 | 0.015096 | 1 | 16,088 |
2.259316 | 3.071579 | -1.08917 | 0.156044 | 1.063186 | 1.123739 | 1.360868 | 0 | -0.046512 | -0.785587 | -0 | 0.001481 | 0.014613 | 1 | 16,089 |
6.166337 | 6.856012 | 0.572321 | 0.135337 | 0.925286 | 0.97022 | 1.343514 | -0.001587 | -0.046512 | -0.785587 | -0 | 0.004042 | 0.009343 | 1 | 16,090 |
-8.782693 | -1.853342 | -9.780115 | 7.196221 | 0.466603 | 0.535183 | 1.343514 | 0 | -0.046512 | -0.785587 | -0 | -0.005757 | 0.014408 | 1 | 16,091 |
-0.595253 | 1.805217 | -2.198345 | 0.170283 | 0.483661 | 0.772781 | 1.33692 | -0.000603 | -0.046512 | -0.785587 | -0 | -0.00039 | 0.014644 | 1 | 16,092 |
0.714275 | 3.073863 | -0.258749 | 0.166992 | 0.687768 | 0.739041 | 1.33692 | 0 | -0.046512 | -0.785587 | -0 | 0.000468 | 0.014176 | 1 | 16,093 |
1.427548 | 1.664184 | -2.475411 | 7.185263 | 0.760458 | 0.992844 | 1.33449 | -0.000222 | -0.046512 | -0.785587 | -0 | 0.000936 | 0.010467 | 1 | 16,094 |
5.933782 | 7.843168 | 0.29573 | 7.128554 | 0.722509 | 0.895093 | 1.33449 | 0 | -0.046512 | -0.785587 | -0 | 0.00389 | 0.006269 | 1 | 16,095 |
-2.845335 | -0.029538 | -3.841103 | 7.15467 | 0.526338 | 0.910694 | 1.407549 | 0.006683 | -0.046512 | -0.785587 | -0 | -0.001865 | 0.007903 | 1 | 16,096 |
-2.018661 | 23.98871 | -2.7429 | 0.156044 | 0.437819 | 0.64574 | 1.407549 | 0 | -0.046512 | -0.785587 | -0 | -0.001323 | 0.010306 | 1 | 16,097 |
0.118819 | 2.082313 | -0.118753 | 7.172135 | 0.934149 | 1.09481 | 1.345076 | -0.005715 | -0.046512 | -0.785587 | -0 | 0.000078 | 0.010074 | 1 | 16,098 |
2.137157 | 3.34686 | 0.019526 | 7.15467 | 0.841824 | 0.922958 | 1.345076 | 0 | -0.046512 | -0.785587 | -0 | 0.001401 | 0.007516 | 1 | 16,099 |
0.237277 | 1.376324 | -1.360504 | 0.14513 | 0.965769 | 0.888767 | 1.45423 | 0.009985 | -0.046512 | -0.785587 | -0 | 0.000156 | 0.00682 | 1 | 16,100 |
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