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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 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.102978 | 1 | 16,201 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.101304 | 1 | 16,202 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.102002 | 1 | 16,203 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.100745 | 1 | 16,204 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.102002 | 1 | 16,205 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.101723 | 1 | 16,206 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.102002 | 1 | 16,207 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.101723 | 1 | 16,208 |
0 | 0.526046 | 0.023968 | 7.061534 | 0.889424 | 1.258519 | 1.145336 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.102002 | 1 | 16,209 |
173.177426 | 204.611028 | 145.028158 | 675.524026 | -3.356432 | -2.248272 | 0.998178 | -0.013462 | -0.046512 | 0.628626 | 1.414214 | 0.113516 | -0.010399 | 0 | 16,210 |
-23.110371 | -27.974848 | -26.304337 | 656.604474 | -2.967893 | -2.248272 | 0.998178 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.015149 | 0.005586 | 1 | 16,211 |
1.494718 | 1.180282 | 1.069155 | 313.354539 | -2.372569 | -1.483608 | 0.998178 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.00098 | 0.00377 | 1 | 16,212 |
0.213412 | -0.337967 | 0.820512 | 144.091594 | -3.135331 | -2.426846 | 0.998004 | -0.000016 | -0.046512 | 0.628626 | 1.414214 | 0.00014 | 0.00377 | 1 | 16,213 |
-1.280918 | 5.719595 | -8.384511 | -0.554271 | 3.214448 | 2.8057 | 0.998004 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.00084 | 0.003633 | 1 | 16,214 |
1.280918 | 1.432592 | -3.406255 | 5.74642 | 1.575376 | 1.491238 | 0.989848 | -0.000746 | -0.046512 | 0.628626 | 1.414214 | 0.00084 | 0.003073 | 1 | 16,215 |
2.771638 | 5.4676 | -1.414182 | -0.571881 | 1.51166 | 1.716584 | 0.989848 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.001817 | 0.001674 | 1 | 16,216 |
3.723118 | 9.22604 | 0.943867 | 11.959337 | 1.487218 | 1.649513 | 0.998004 | 0.000746 | -0.046512 | 0.628626 | 1.414214 | 0.00244 | -0.00007 | 0 | 16,217 |
5.620624 | 6.570808 | -1.77687 | 5.641445 | 1.194432 | 1.347424 | 0.998004 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.003684 | -0.004451 | 0 | 16,218 |
-2.754699 | 2.917768 | -3.371432 | -0.596372 | 1.396727 | 1.299467 | 0.998525 | 0.000048 | -0.046512 | 0.628626 | 1.414214 | -0.001806 | -0.003621 | 0 | 16,219 |
-3.609821 | 1.167484 | -3.625791 | 11.967204 | 1.515794 | 1.750831 | 0.998525 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.002366 | -0.00321 | 0 | 16,220 |
-4.684248 | 1.423292 | -6.115753 | 5.728802 | 0.951893 | 1.382452 | 0.222473 | -0.070991 | -0.046512 | 0.628626 | 1.414214 | -0.00307 | 0.000838 | 1 | 16,221 |
0.319838 | 1.177065 | -4.394635 | 5.730562 | 1.075611 | 1.102141 | 0.222473 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.00021 | 0.000978 | 1 | 16,222 |
-2.240275 | 0.293141 | -5.264057 | 5.74642 | 1.086375 | 0.94101 | 0.222473 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.001468 | 0.001119 | 1 | 16,223 |
-0.640683 | 2.947694 | -0.918182 | -0.555153 | 1.140504 | 1.017554 | 0.031757 | -0.017446 | -0.046512 | 0.628626 | 1.414214 | -0.00042 | 0.002238 | 1 | 16,224 |
5.543669 | 6.986448 | -3.406812 | 11.993473 | 1.89051 | 1.632142 | 0.031757 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.003634 | -0.002095 | 0 | 16,225 |
0.63836 | 5.200204 | -0.913397 | 5.704219 | 1.639353 | 1.151658 | 0.401215 | 0.033797 | -0.046512 | 0.628626 | 1.414214 | 0.000418 | -0.000418 | 0 | 16,226 |
0 | 1.424695 | -1.284244 | -0.578898 | 0.94697 | 0.964463 | 0.401215 | 0 | -0.046512 | 0.628626 | 1.414214 | 0 | -0.001815 | 0 | 16,227 |
0.212727 | 0.921021 | -2.89484 | 5.697213 | 0.881326 | 1.009402 | 0.410412 | 0.000841 | -0.046512 | 0.628626 | 1.414214 | 0.000139 | 0.000279 | 1 | 16,228 |
-0.638271 | 3.185925 | -1.036365 | -0.576269 | 1.021989 | 1.396045 | 0.410412 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000418 | 0.00209 | 1 | 16,229 |
1.276274 | 1.928932 | -1.656412 | 5.697213 | 1.141038 | 1.160752 | 0.399479 | -0.001 | -0.046512 | 0.628626 | 1.414214 | 0.000837 | 0.002088 | 1 | 16,230 |
3.82243 | 4.692219 | -0.788211 | -0.598985 | 0.876851 | 1.204734 | 0.399479 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.002506 | -0.001252 | 0 | 16,231 |
-0.848602 | 2.924103 | -0.661387 | -0.595501 | 1.063484 | 1.301366 | 0.393059 | -0.000587 | -0.046512 | 0.628626 | 1.414214 | -0.000556 | -0.000835 | 0 | 16,232 |
1.272725 | 2.424062 | -1.650208 | 5.65708 | 0.969708 | 0.798074 | 0.393059 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000834 | 0 | 0 | 16,233 |
2.118852 | 3.925866 | 1.065427 | 5.641445 | 1.506714 | 1.142459 | 0.442863 | 0.004556 | -0.046512 | 0.628626 | 1.414214 | 0.001389 | -0.002501 | 0 | 16,234 |
1.058324 | 2.667831 | 0.818549 | -0.612882 | 0.442214 | 0.64574 | 0.442863 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000694 | -0.004727 | 0 | 16,235 |
-1.69367 | 0.411756 | -1.643731 | 5.646652 | 0.942012 | 1.13081 | 0.382473 | -0.005524 | -0.046512 | 0.628626 | 1.414214 | -0.00111 | -0.004453 | 0 | 16,236 |
-2.756231 | 0.161993 | -4.114468 | 5.674497 | 0.731952 | 0.641426 | 0.382473 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.001807 | -0.003553 | 0 | 16,237 |
0.848602 | 1.670806 | -0.415126 | -0.598985 | 0.341004 | 0.406866 | 0.384382 | 0.000175 | -0.046512 | 0.628626 | 1.414214 | 0.000556 | -0.004249 | 0 | 16,238 |
-2.547222 | -0.08829 | -2.390021 | -0.589394 | 0.218965 | 0.274758 | 0.384382 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.00167 | -0.004047 | 0 | 16,239 |
-1.487846 | 1.673325 | -1.405325 | -0.581525 | 0.599619 | 0.641426 | 0.437831 | 0.004889 | -0.046512 | 0.628626 | 1.414214 | -0.000975 | -0.003071 | 0 | 16,240 |
0 | 0.920389 | -1.654858 | -0.581525 | 1.052356 | 1.038896 | 0.437831 | 0 | -0.046512 | 0.628626 | 1.414214 | 0 | -0.006573 | 0 | 16,241 |
0.212638 | 0.668605 | -0.664655 | -0.583276 | 0.520819 | 0.798074 | 0.381258 | -0.005175 | -0.046512 | 0.628626 | 1.414214 | 0.000139 | -0.008679 | 0 | 16,242 |
0.212609 | 2.429939 | 0.325029 | -0.584151 | 0.545475 | 0.583117 | 0.381258 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000139 | -0.004189 | 0 | 16,243 |
-1.701699 | 0.16472 | -1.406704 | 5.709479 | 0.586103 | 0.703816 | 0.361996 | -0.001762 | -0.046512 | 0.628626 | 1.414214 | -0.001115 | -0.003634 | 0 | 16,244 |
1.914278 | 2.684636 | 0.324788 | 5.691964 | 0.51394 | 0.606049 | 0.361996 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.001255 | -0.003629 | 0 | 16,245 |
1.805727 | 3.434626 | 0.077841 | -0.592013 | 0.886157 | 1.020253 | 0.361302 | -0.000064 | -0.046512 | 0.628626 | 1.414214 | 0.001184 | -0.006072 | 0 | 16,246 |
-5.636689 | 0.289452 | -7.222545 | 5.723526 | 1.633273 | 1.082441 | 0.361302 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.003695 | -0.000699 | 0 | 16,247 |
-2.345888 | -0.843367 | -3.894187 | -0.558683 | 1.263184 | 1.209002 | 0.365987 | 0.000429 | -0.046512 | 0.628626 | 1.414214 | -0.001538 | -0.00056 | 0 | 16,248 |
1.919631 | 1.936329 | -0.172461 | 5.727043 | 0.449476 | 0.504981 | 0.365987 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.001258 | -0.005183 | 0 | 16,249 |
4.257219 | 5.964233 | 0.8202 | -0.585899 | 0.651197 | 0.735203 | 0.390109 | 0.002207 | -0.046512 | 0.628626 | 1.414214 | 0.002791 | -0.007833 | 0 | 16,250 |
-0.637826 | 0.416364 | -1.653926 | 5.700715 | 0.751631 | 0.606049 | 0.390109 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000418 | -0.009383 | 0 | 16,251 |
-2.553974 | 0.164931 | -2.645614 | 5.718255 | 0.849784 | 0.301661 | 0.35436 | -0.00327 | -0.046512 | 0.628626 | 1.414214 | -0.001674 | -0.009963 | 0 | 16,252 |
1.064675 | 1.679327 | 0.076805 | 5.712988 | 0.332078 | 0.091037 | 0.35436 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000698 | -0.009815 | 0 | 16,253 |
-1.916951 | -0.843085 | -3.14483 | 5.725284 | 0.692366 | 0.596955 | 0.35436 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.001257 | -0.008558 | 0 | 16,254 |
1.916951 | 2.184972 | -0.17142 | 5.705972 | 0.380806 | 0.515175 | 0.353319 | -0.000095 | -0.046512 | 0.628626 | 1.414214 | 0.001257 | -0.011225 | 0 | 16,255 |
-0.425781 | 0.921865 | -0.665864 | -0.575392 | 0.823097 | 0.623933 | 0.353319 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000279 | -0.009395 | 0 | 16,256 |
0.425781 | 1.678377 | 0.077012 | -0.577145 | 0.529565 | 0.504981 | 0.353145 | -0.000016 | -0.046512 | 0.628626 | 1.414214 | 0.000279 | -0.009956 | 0 | 16,257 |
-0.425781 | 0.921865 | 0.077151 | 5.709479 | 0.309469 | 0.116445 | 0.353145 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000279 | -0.010241 | 0 | 16,258 |
0.425781 | 0.922287 | 0.572321 | 5.707725 | -0.374026 | -0.091851 | 0.345163 | -0.00073 | -0.046512 | 0.628626 | 1.414214 | 0.000279 | -0.010802 | 0 | 16,259 |
1.701937 | 3.69188 | 1.314818 | -0.585899 | 1.193319 | 1.10457 | 0.345163 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.001116 | -0.014177 | 0 | 16,260 |
1.275208 | 1.423572 | 0.572321 | -0.585899 | 0.190706 | -0.070509 | 0.35436 | 0.000841 | -0.046512 | 0.628626 | 1.414214 | 0.000836 | -0.016994 | 0 | 16,261 |
-1.275208 | -0.590844 | -1.034348 | -0.583276 | 1.167478 | 0.435348 | 0.35436 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000836 | -0.014884 | 0 | 16,262 |
0.212609 | 0.668429 | -0.169658 | -0.583276 | 0.10188 | 0.099597 | 0.352798 | -0.000143 | -0.046512 | 0.628626 | 1.414214 | 0.000139 | -0.015165 | 0 | 16,263 |
-1.488883 | 0.16472 | -1.901805 | 5.709479 | 0.141267 | 0.108065 | 0.352798 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000976 | -0.016455 | 0 | 16,264 |
0.425543 | 0.669483 | -0.170279 | -0.579774 | -0.047852 | -0.18341 | 0.353319 | 0.000048 | -0.046512 | 0.628626 | 1.414214 | 0.000279 | -0.015742 | 0 | 16,265 |
0.638093 | 0.165247 | 0.324891 | 5.700715 | 0.477443 | 0.473594 | 0.353319 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000418 | -0.015593 | 0 | 16,266 |
1.062895 | 2.933404 | 0.077634 | 5.684971 | 0.622235 | 0.6195 | 0.355054 | 0.000159 | -0.046512 | 0.628626 | 1.414214 | 0.000697 | -0.015583 | 0 | 16,267 |
-1.062895 | 1.170911 | -0.91112 | -0.582401 | 0.311675 | 0.365207 | 0.355054 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000697 | -0.011355 | 0 | 16,268 |
-1.489298 | 0.164931 | -1.902495 | -0.575392 | 0.111938 | 0.210703 | 0.356963 | 0.000175 | -0.046512 | 0.628626 | 1.414214 | -0.000976 | -0.012496 | 0 | 16,269 |
-2.982966 | -0.843085 | -4.633873 | 5.732322 | 1.443834 | 1.46385 | 0.356963 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001955 | -0.009552 | 0 | 16,270 |
1.492212 | 1.177312 | -0.17194 | -0.569246 | 0.446943 | 0.583117 | 0.366508 | 0.000873 | -0.046512 | 0.464102 | 0.614014 | 0.000978 | -0.009825 | 0 | 16,271 |
0.532579 | 2.940288 | 0.572321 | -0.571881 | 0.734832 | 0.658545 | 0.366508 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000349 | -0.011444 | 0 | 16,272 |
-2.024791 | 0.418403 | -1.782449 | 5.734082 | 0.168325 | 0.091037 | 0.365814 | -0.000063 | -0.046512 | 0.464102 | 0.614014 | -0.001327 | -0.009623 | 0 | 16,273 |
1.066015 | 1.177312 | -1.164775 | -0.568367 | 1.269311 | 0.888767 | 0.365814 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000699 | -0.01011 | 0 | 16,274 |
-1.066015 | 0.923766 | -1.411683 | 5.734082 | 0.735071 | 0.765405 | 0.366855 | 0.000095 | -0.046512 | 0.464102 | 0.614014 | -0.000699 | -0.008988 | 0 | 16,275 |
3.195812 | 4.456449 | -2.655069 | -0.578022 | 1.558251 | 1.60406 | 0.366855 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.002095 | -0.013342 | 0 | 16,276 |
-2.129797 | 0.417629 | -3.144311 | -0.569246 | 0.26569 | 0.295019 | 0.366855 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001396 | -0.011239 | 0 | 16,277 |
3.406249 | 3.445299 | 0.572321 | -0.581525 | 0.173719 | 0.116445 | 0.398265 | 0.002873 | -0.046512 | 0.464102 | 0.614014 | 0.002233 | -0.014603 | 0 | 16,278 |
2.12505 | 3.687706 | 0.324995 | -0.592013 | 0.973284 | 1.003921 | 0.398265 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001393 | -0.017836 | 0 | 16,279 |
1.273611 | 1.42105 | -4.373864 | 5.667525 | 0.69971 | 0.1805 | 0.395488 | -0.000254 | -0.046512 | 0.464102 | 0.614014 | 0.000835 | -0.018529 | 0 | 16,280 |
-1.273611 | 0.917028 | -1.155832 | -0.590267 | 0.859258 | 0.610558 | 0.395488 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000835 | -0.02039 | 0 | 16,281 |
-0.212372 | 2.174934 | -0.415813 | -0.589394 | 0.458805 | 0.377333 | 0.384382 | -0.001016 | -0.046512 | 0.464102 | 0.614014 | -0.000139 | -0.020109 | 0 | 16,282 |
2.546513 | 2.677802 | 0.572321 | -0.599855 | 0.644137 | 0.776444 | 0.384382 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001669 | -0.025051 | 0 | 16,283 |
-1.697203 | -0.590844 | -5.726823 | 5.672754 | 0.747645 | 0.462852 | 0.374837 | -0.000873 | -0.046512 | 0.464102 | 0.614014 | -0.001113 | -0.022229 | 0 | 16,284 |
-2.336742 | -0.08787 | -2.145238 | 5.691964 | 0.377207 | 0.195744 | 0.374837 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001532 | -0.020982 | 0 | 16,285 |
-1.276097 | 0.16472 | -0.91174 | -0.58065 | -0.147889 | -0.286814 | 0.373449 | -0.000127 | -0.046512 | 0.464102 | 0.614014 | -0.000836 | -0.018866 | 0 | 16,286 |
-1.383644 | 0.165352 | -1.903877 | -0.572759 | 0.344374 | 0.164961 | 0.373449 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000907 | -0.016397 | 0 | 16,287 |
-0.21298 | -0.212363 | -0.542551 | -0.571881 | 0.324335 | 0.157076 | 0.373276 | -0.000016 | -0.046512 | 0.464102 | 0.614014 | -0.00014 | -0.015548 | 0 | 16,288 |
-2.238084 | 0.040001 | -2.030502 | 5.734082 | 0.106632 | 0.172768 | 0.373276 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001467 | -0.013655 | 0 | 16,289 |
0 | 1.177559 | -0.668462 | -0.562208 | 1.007102 | 0.707807 | 0.391844 | 0.001699 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.013655 | 0 | 16,290 |
-5.342023 | -0.085409 | -6.387266 | -0.542771 | 0.658987 | 0.715731 | 0.391844 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.003502 | -0.010721 | 0 | 16,291 |
-2.999724 | 1.94377 | -3.415197 | -0.528559 | 1.014186 | 1.240307 | 0.374143 | -0.001619 | -0.046512 | 0.464102 | 0.614014 | -0.001966 | -0.008117 | 0 | 16,292 |
7.061366 | 8.282189 | 0.572321 | -0.556918 | 1.028295 | 1.167505 | 0.374143 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.004629 | -0.013809 | 0 | 16,293 |
-0.854184 | -0.337897 | -1.415016 | 5.758782 | 0.202148 | 0.210703 | 0.365987 | -0.000746 | -0.046512 | 0.464102 | 0.614014 | -0.00056 | -0.013675 | 0 | 16,294 |
1.921243 | 1.938451 | -0.6702 | -0.561327 | 0.557637 | 0.401046 | 0.365987 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001259 | -0.014508 | 0 | 16,295 |
-1.921243 | -0.085339 | -1.662026 | -0.554271 | 0.048637 | -0.171376 | 0.35384 | -0.001111 | -0.046512 | 0.464102 | 0.614014 | -0.001259 | -0.013817 | 0 | 16,296 |
2.56112 | 2.570222 | -2.162374 | -0.553387 | 0.783164 | 0.596955 | 0.35384 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001679 | -0.015708 | 0 | 16,297 |
-2.133968 | -2.866413 | -2.903087 | -0.553387 | 0.403559 | 0.1805 | 0.359046 | 0.000476 | -0.046512 | 0.464102 | 0.614014 | -0.001399 | -0.014594 | 0 | 16,298 |
-5.133735 | -0.843897 | -6.893795 | -0.534784 | 0.70548 | 0.94101 | 0.359046 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.003365 | -0.01201 | 0 | 16,299 |
0.214251 | 0.678154 | 0.447724 | -0.534784 | 0.754198 | 0.727471 | 0.359046 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.00014 | -0.012008 | 0 | 16,300 |
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