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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-3.002254 | -0.844715 | -3.918052 | -0.523213 | 1.063634 | 1.089886 | 0.368243 | 0.000841 | -0.046512 | 0.464102 | 0.614014 | -0.001968 | -0.008053 | 0 | 16,301 |
-3.438398 | 0.680474 | -3.426431 | 5.840626 | 1.050231 | 1.286049 | 0.368416 | 0.000016 | -0.046512 | 0.464102 | 0.614014 | -0.002254 | -0.006366 | 0 | 16,302 |
1.290307 | 3.864881 | -0.679139 | -0.513389 | 1.300858 | 1.404425 | 0.368416 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000846 | -0.006645 | 0 | 16,303 |
0 | 0.427715 | -0.42793 | 5.837046 | 0.520493 | 0.679441 | 0.368416 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | -0.004944 | 0 | 16,304 |
-2.151119 | 0.173129 | -2.179728 | -0.502637 | 0.144637 | 0.046813 | 0.368416 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00141 | -0.004738 | 0 | 16,305 |
2.366064 | 2.212759 | -1.932897 | 5.829891 | 0.281973 | 0.462852 | 0.368416 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001551 | -0.006785 | 0 | 16,306 |
-0.429921 | 0.427571 | -1.428463 | -0.514283 | 0.151884 | 0.24692 | 0.369978 | 0.000143 | -0.046512 | 0.464102 | 0.614014 | -0.000282 | -0.007213 | 0 | 16,307 |
-0.860205 | 2.463541 | -0.428071 | 5.842417 | 0.450559 | 0.473594 | 0.369978 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000564 | -0.006791 | 0 | 16,308 |
-0.430284 | 0.428433 | -0.678963 | -0.506225 | 0.438554 | 0.203258 | 0.369978 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000282 | -0.007717 | 0 | 16,309 |
-3.446651 | 2.338854 | -4.188604 | 5.872941 | 0.93952 | 1.106991 | 0.369978 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.002259 | -0.004818 | 0 | 16,310 |
-3.022221 | -0.590844 | -4.450886 | -0.481023 | 0.391883 | 0.499834 | 0.387505 | 0.001603 | -0.046512 | 0.464102 | 0.614014 | -0.001981 | -0.003547 | 0 | 16,311 |
1.943543 | 4.012124 | 0.572321 | 5.881947 | 0.416558 | 0.406866 | 0.387505 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001274 | -0.004679 | 0 | 16,312 |
-0.215827 | 0.431748 | -1.687961 | 5.887357 | 0.392668 | 0.628342 | 0.369284 | -0.001667 | -0.046512 | 0.464102 | 0.614014 | -0.000141 | -0.003685 | 0 | 16,313 |
-3.457392 | 8.97467 | -3.700125 | -0.474691 | 0.502656 | 0.6195 | 0.369631 | 0.000032 | -0.046512 | 0.464102 | 0.614014 | -0.002266 | -0.001561 | 0 | 16,314 |
1.513573 | 3.889492 | 0.320716 | 5.89819 | 0.552362 | 0.654299 | 0.369631 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000992 | -0.002482 | 0 | 16,315 |
0.864225 | 1.968169 | -3.705579 | -0.48283 | 1.931651 | 2.075312 | 0.369631 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000566 | -0.002978 | 0 | 16,316 |
1.079593 | 0.944129 | -2.696232 | -0.488244 | 0.650115 | 0.504981 | 0.407462 | 0.003461 | -0.046512 | 0.464102 | 0.614014 | 0.000708 | -0.004254 | 0 | 16,317 |
5.386537 | 6.301424 | 0.572321 | 5.844209 | 0.809466 | 0.776444 | 0.409371 | 0.000175 | -0.046512 | 0.464102 | 0.614014 | 0.003531 | -0.008211 | 0 | 16,318 |
-3.229639 | -0.590844 | -4.437411 | -0.497247 | 0.341848 | 0.504981 | 0.409371 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.002117 | -0.005525 | 0 | 16,319 |
1.508016 | 2.216322 | -2.814866 | 5.85138 | -0.167814 | -0.246456 | 0.409371 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000988 | -0.006088 | 0 | 16,320 |
1.076242 | 1.449147 | 1.323409 | 5.844209 | 0.535973 | 0.371293 | 0.398265 | -0.001016 | -0.046512 | 0.464102 | 0.614014 | 0.000705 | -0.007077 | 0 | 16,321 |
-1.937783 | 0.42872 | -2.683774 | -0.499045 | 0.045412 | -0.070509 | 0.398265 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00127 | -0.005452 | 0 | 16,322 |
0.753875 | 0.430016 | -0.17951 | -0.502637 | 0.45559 | 0.429732 | 0.396529 | -0.000159 | -0.046512 | 0.464102 | 0.614014 | 0.000494 | -0.005378 | 0 | 16,323 |
0.322975 | 1.83156 | 0.4471 | -0.504431 | 0.140704 | 0.082386 | 0.396529 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000212 | -0.005874 | 0 | 16,324 |
0.645745 | 0.174315 | -1.682535 | 5.862151 | -0.232232 | -0.286814 | 0.382646 | -0.00127 | -0.046512 | 0.464102 | 0.614014 | 0.000423 | -0.007149 | 0 | 16,325 |
-3.447138 | -2.376717 | -4.691242 | -0.490948 | 0.214925 | 0.232629 | 0.382646 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00226 | -0.005387 | 0 | 16,326 |
1.078068 | 0.686583 | -1.686682 | 5.871142 | 0.556399 | 0.383327 | 0.392191 | 0.000873 | -0.046512 | 0.464102 | 0.614014 | 0.000707 | -0.006094 | 0 | 16,327 |
-1.725274 | 0.175179 | -1.43412 | -0.490047 | -0.267845 | -0.259683 | 0.392191 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001131 | -0.004679 | 0 | 16,328 |
-2.807738 | -0.590844 | -3.698915 | -0.476502 | 0.396967 | 0.281569 | 0.387853 | -0.000397 | -0.046512 | 0.464102 | 0.614014 | -0.00184 | -0.002838 | 0 | 16,329 |
0.216163 | 2.352542 | -0.433601 | -0.478311 | -0.014647 | 0.046813 | 0.387853 | 0 | -0.046512 | 0.249689 | 0 | 0.000142 | -0.003264 | 0 | 16,330 |
-4.112352 | 0.689297 | -5.218714 | -0.46199 | 0.570197 | 0.683555 | 0.386811 | -0.000095 | -0.046512 | 0.249689 | 0 | -0.002696 | -0.000284 | 0 | 16,331 |
0.216716 | 1.975435 | 0.320251 | 5.93625 | 0.576242 | 0.473594 | 0.386811 | 0 | -0.046512 | 0.249689 | 0 | 0.000142 | -0.000071 | 0 | 16,332 |
-4.992277 | -0.590844 | -5.992235 | -0.441014 | 0.678479 | 0.731346 | 0.3882 | 0.000127 | -0.046512 | 0.249689 | 0 | -0.003272 | 0.002562 | 1 | 16,333 |
2.606704 | 3.526309 | -0.439337 | -0.450151 | 0.750929 | 0.687648 | 0.3882 | 0 | -0.046512 | 0.249689 | 0 | 0.001709 | -0.000569 | 0 | 16,334 |
-0.434142 | 7.23604 | -1.700832 | -0.451063 | -0.06507 | 0.108065 | 0.374837 | -0.001222 | -0.046512 | 0.249689 | 0 | -0.000285 | -0.000142 | 0 | 16,335 |
1.952665 | 1.722913 | -1.448691 | -0.456531 | 0.893247 | 0.872729 | 0.374837 | 0 | -0.046512 | 0.249689 | 0 | 0.00128 | -0.000426 | 0 | 16,336 |
2.383201 | 3.258849 | -1.698569 | 5.923538 | 0.983403 | 1.017554 | 0.374837 | 0 | -0.046512 | 0.249689 | 0 | 0.001562 | -0.001278 | 0 | 16,337 |
1.082044 | 1.460141 | -0.309079 | 5.916285 | 0.269914 | 0.352895 | 0.377614 | 0.000254 | -0.046512 | 0.249689 | 0 | 0.000709 | -0.003125 | 0 | 16,338 |
0.648858 | 0.946523 | 0.069075 | -0.475597 | -0.105647 | -0.091851 | 0.377614 | 0 | -0.046512 | 0.249689 | 0 | 0.000425 | -0.002839 | 0 | 16,339 |
0 | 0.689841 | 0.572321 | 5.909041 | -0.761383 | -0.526288 | 0.38039 | 0.000254 | -0.046512 | 0.249689 | 0 | 0 | -0.003265 | 0 | 16,340 |
-0.865205 | -0.078461 | -1.692449 | -0.471974 | 0.82183 | 0.225387 | 0.378829 | -0.000143 | -0.046512 | 0.249689 | 0 | -0.000567 | -0.00341 | 0 | 16,341 |
0.973322 | 0.562467 | -0.434457 | -0.476502 | -0.282203 | 0.019055 | 0.378829 | 0 | -0.046512 | 0.249689 | 0 | 0.000638 | -0.004048 | 0 | 16,342 |
-1.622548 | 0.049567 | -3.077641 | -0.470161 | -0.401777 | -0.18341 | 0.378829 | 0 | -0.046512 | 0.249689 | 0 | -0.001064 | -0.003269 | 0 | 16,343 |
-0.649503 | 2.868354 | -0.183031 | -0.466532 | -0.184717 | -0.113778 | 0.379349 | 0.000048 | -0.046512 | 0.249689 | 0 | -0.000426 | -0.003128 | 0 | 16,344 |
0.649503 | 0.178767 | -0.939348 | -0.468347 | 0.419582 | 0.412644 | 0.379349 | 0 | -0.046512 | 0.249689 | 0 | 0.000426 | -0.004266 | 0 | 16,345 |
-0.866065 | -0.719089 | -1.442665 | -0.466532 | 0.361805 | 0.082386 | 0.379349 | 0 | -0.046512 | 0.249689 | 0 | -0.000568 | -0.002559 | 0 | 16,346 |
-0.324901 | -0.462534 | -1.191668 | -0.464716 | 0.042173 | 0.07364 | 0.379349 | 0 | -0.046512 | 0.249689 | 0 | -0.000213 | -0.002061 | 0 | 16,347 |
-0.433309 | 0.307322 | -0.309642 | -0.462899 | -0.310762 | -0.421757 | 0.378829 | -0.000048 | -0.046512 | 0.249689 | 0 | -0.000284 | -0.001777 | 0 | 16,348 |
-1.192235 | -0.077406 | -1.066426 | -0.458352 | 0.292468 | 0.232629 | 0.378829 | 0 | -0.046512 | 0.249689 | 0 | -0.000781 | 0.001279 | 1 | 16,349 |
0.216839 | -0.333906 | 0.067858 | -0.459262 | -0.37521 | -0.584164 | 0.371887 | -0.000635 | -0.046512 | 0.249689 | 0 | 0.000142 | 0.000994 | 1 | 16,350 |
3.032519 | 3.771522 | 0.572321 | -0.471974 | 0.426337 | 0.295019 | 0.371887 | 0 | -0.046512 | 0.249689 | 0 | 0.001988 | -0.001562 | 0 | 16,351 |
-0.865819 | -0.078098 | -1.694056 | -0.46744 | -0.076534 | -0.421757 | 0.375184 | 0.000302 | -0.046512 | 0.249689 | 0 | -0.000568 | -0.001278 | 0 | 16,352 |
0.865819 | 0.691476 | -0.183245 | -0.471068 | -0.188328 | -0.060048 | 0.375184 | 0 | -0.046512 | 0.249689 | 0 | 0.000568 | -0.001988 | 0 | 16,353 |
2.594513 | 2.995329 | -1.316125 | 5.89819 | 0.606856 | 0.658545 | 0.364946 | -0.000937 | -0.046512 | 0.249689 | 0 | 0.001701 | -0.003333 | 0 | 16,354 |
-1.837324 | 0.176914 | -1.690203 | -0.474691 | -0.248822 | -0.455106 | 0.364946 | 0 | -0.046512 | 0.249689 | 0 | -0.001204 | -0.0022 | 0 | 16,355 |
-0.757189 | 0.049748 | -0.559943 | 5.918098 | -0.636867 | -0.220638 | 0.374837 | 0.000905 | -0.046512 | 0.249689 | 0 | -0.000496 | -0.001988 | 0 | 16,356 |
-1.082351 | -0.590844 | -2.198089 | 5.932616 | 0.42671 | 0.365207 | 0.374837 | 0 | -0.046512 | 0.249689 | 0 | -0.000709 | -0.00071 | 0 | 16,357 |
-0.216562 | 0.435231 | 0.068575 | -0.466532 | -0.543294 | -0.472317 | 0.382126 | 0.000667 | -0.046512 | 0.249689 | 0 | -0.000142 | -0.001705 | 0 | 16,358 |
-1.842022 | -0.590844 | -2.452736 | -0.458352 | 0.323902 | 0.346667 | 0.382126 | 0 | -0.046512 | 0.249689 | 0 | -0.001207 | -0.000924 | 0 | 16,359 |
0.975465 | 0.565007 | -0.31052 | -0.461081 | -0.134358 | 0.14107 | 0.383341 | 0.000111 | -0.046512 | 0.249689 | 0 | 0.000639 | -0.00256 | 0 | 16,360 |
-1.083889 | -0.077369 | -1.444956 | 5.945346 | -0.149599 | -0.102739 | 0.383341 | 0 | -0.046512 | 0.249689 | 0 | -0.00071 | -0.002134 | 0 | 16,361 |
0.216839 | 0.436689 | -0.184427 | -0.458352 | -0.866003 | -0.814386 | 0.373449 | -0.000905 | -0.046512 | 0.249689 | 0 | 0.000142 | -0.002419 | 0 | 16,362 |
1.300389 | 1.2067 | 0.320144 | -0.463808 | -0.647308 | -0.526288 | 0.373449 | 0 | -0.046512 | 0.249689 | 0 | 0.000852 | -0.002702 | 0 | 16,363 |
-0.216655 | 0.948705 | -0.68785 | -0.463808 | -0.11699 | -0.029461 | 0.374317 | 0.000079 | -0.046512 | 0.249689 | 0 | -0.000142 | -0.001848 | 0 | 16,364 |
0.108331 | 0.435813 | 0.068288 | -0.463808 | 0.214418 | 0.232629 | 0.374317 | 0 | -0.046512 | 0.249689 | 0 | 0.000071 | -0.002631 | 0 | 16,365 |
0.108323 | 0.05084 | -0.309768 | 5.93625 | -0.021731 | -0.029461 | 0.374317 | 0 | -0.046512 | 0.249689 | 0 | 0.000071 | -0.002559 | 0 | 16,366 |
-0.866803 | -0.590844 | -1.066076 | -0.459262 | -0.743031 | -0.564403 | 0.383688 | 0.000857 | -0.046512 | 0.249689 | 0 | -0.000568 | -0.000853 | 0 | 16,367 |
-0.650426 | -0.334015 | -0.436318 | 5.947166 | -0.698222 | -0.814386 | 0.383688 | 0 | -0.046512 | 0.249689 | 0 | -0.000426 | -0.000284 | 0 | 16,368 |
0.867173 | 0.436689 | -0.689105 | -0.460172 | -0.237071 | -0.389742 | 0.376226 | -0.000683 | -0.046512 | 0.249689 | 0 | 0.000568 | -0.000568 | 0 | 16,369 |
0.650056 | 0.949361 | 0.320251 | -0.465624 | -0.700111 | -0.374202 | 0.376226 | 0 | -0.046512 | 0.249689 | 0 | 0.000426 | 0.000568 | 1 | 16,370 |
-0.43334 | 0.179094 | -0.435744 | -0.462899 | -0.674118 | -0.358959 | 0.37449 | -0.000159 | -0.046512 | 0.249689 | 0 | -0.000284 | 0.001419 | 1 | 16,371 |
0.541656 | 0.435959 | 0.320287 | -0.464716 | -0.046375 | 0.07364 | 0.37449 | 0 | -0.046512 | 0.249689 | 0 | 0.000355 | 0.001419 | 1 | 16,372 |
0.866249 | 2.871053 | 0.446353 | -0.468347 | 0.217453 | 0.473594 | 0.37397 | -0.000048 | -0.046512 | 0.249689 | 0 | 0.000568 | 0.002339 | 1 | 16,373 |
-0.433063 | 0.819558 | 0.068682 | -0.466532 | -0.2508 | -0.286814 | 0.37397 | 0 | -0.046512 | 0.249689 | 0 | -0.000284 | 0.000639 | 1 | 16,374 |
-1.299928 | 0.050566 | -5.356175 | -0.461081 | 1.121692 | 1.295656 | 0.376052 | 0.00019 | -0.046512 | 0.249689 | 0 | -0.000852 | 0.001491 | 1 | 16,375 |
-0.758803 | 0.051113 | -0.562357 | -0.457442 | -0.293697 | -0.246456 | 0.376052 | 0 | -0.046512 | 0.249689 | 0 | -0.000497 | 0.00213 | 1 | 16,376 |
0 | 1.463638 | 0.572321 | -0.458352 | -0.121908 | -0.159519 | 0.375705 | -0.000032 | -0.046512 | 0.249689 | 0 | 0 | 0.002555 | 1 | 16,377 |
0.433648 | 0.950236 | 0.572321 | -0.458352 | -0.558554 | -0.584164 | 0.375011 | -0.000063 | -0.046512 | 0.249689 | 0 | 0.000284 | 0.001704 | 1 | 16,378 |
0 | 0.179641 | -0.436461 | 5.941706 | 0.865437 | 0.515175 | 0.375011 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.001136 | 1 | 16,379 |
-0.433648 | -0.077151 | -0.184212 | -0.459262 | -0.304313 | -0.233443 | 0.375011 | 0 | -0.046512 | 0.249689 | 0 | -0.000284 | 0.001846 | 1 | 16,380 |
0.433648 | 1.335301 | 0.320108 | -0.457442 | 0.253343 | 0.377333 | 0.381952 | 0.000635 | -0.046512 | 0.249689 | 0 | 0.000284 | 0.001136 | 1 | 16,381 |
0.541887 | 1.206444 | 0.068002 | -0.46199 | -0.100045 | 0.1805 | 0.381952 | 0 | -0.046512 | 0.249689 | 0 | 0.000355 | 0.001349 | 1 | 16,382 |
-0.975535 | -0.462452 | -0.814409 | -0.457442 | -0.346204 | -0.039527 | 0.373796 | -0.000746 | -0.046512 | 0.249689 | 0 | -0.000639 | 0.001562 | 1 | 16,383 |
-2.17009 | -0.333906 | -2.204001 | -0.448326 | 0.092279 | 0.346667 | 0.373796 | 0 | -0.046512 | 0.249689 | 0 | -0.001422 | 0.002843 | 1 | 16,384 |
0.217148 | 2.879669 | -0.943653 | -0.450151 | 0.129913 | 0.401046 | 0.370499 | -0.000302 | -0.046512 | 0.249689 | 0 | 0.000142 | 0.001849 | 1 | 16,385 |
1.519171 | 1.209257 | 0.824822 | -0.45471 | -0.944782 | -0.564403 | 0.370499 | 0 | -0.046512 | 0.249689 | 0 | 0.000996 | 0.000569 | 1 | 16,386 |
1.084197 | 1.464221 | -0.437035 | -0.461081 | 0.387157 | 0.288322 | 0.361475 | -0.000825 | -0.046512 | 0.249689 | 0 | 0.000711 | -0.000284 | 0 | 16,387 |
-1.735085 | 1.206189 | -1.44553 | -0.453798 | 0.017043 | 0.32126 | 0.361475 | 0 | -0.046512 | 0.249689 | 0 | -0.001137 | 0.000995 | 1 | 16,388 |
1.084659 | 2.235474 | 0.572321 | -0.458352 | 0.29878 | 0.239807 | 0.361128 | -0.000032 | -0.046512 | 0.249689 | 0 | 0.000711 | 0.000426 | 1 | 16,389 |
-0.650703 | 0.436689 | -0.689105 | -0.45471 | -0.621495 | -0.286814 | 0.361128 | 0 | -0.046512 | 0 | -0.385986 | -0.000427 | 0.000284 | 1 | 16,390 |
-1.085122 | 0.694028 | -0.689643 | 5.958101 | -0.160819 | 0.164961 | 0.36269 | 0.000143 | -0.046512 | 0 | -0.385986 | -0.000711 | 0.000853 | 1 | 16,391 |
0 | 0.95199 | 0.319821 | -0.451063 | -0.176659 | 0.108065 | 0.36269 | 0 | -0.046512 | 0 | -0.385986 | 0 | 0.001706 | 1 | 16,392 |
-0.434265 | 0.95199 | -0.943222 | 5.965401 | -0.19744 | -0.0097 | 0.355748 | -0.000635 | -0.046512 | 0 | -0.385986 | -0.000285 | 0.001067 | 1 | 16,393 |
-0.434389 | -0.33354 | -0.185504 | -0.445586 | -0.657908 | -0.489906 | 0.355748 | 0 | -0.046512 | 0 | -0.385986 | -0.000285 | 0.001138 | 1 | 16,394 |
-1.086513 | -0.848257 | -0.944085 | -0.443758 | -0.396871 | -0.029461 | 0.35436 | -0.000127 | -0.046512 | 0 | -0.385986 | -0.000712 | 0.000427 | 1 | 16,395 |
1.73805 | 1.725878 | 0.825109 | 5.96175 | 0.213404 | 0.352895 | 0.35436 | 0 | -0.046512 | 0 | -0.385986 | 0.001139 | -0.003136 | 0 | 16,396 |
0.434203 | -0.076346 | 0.319785 | -0.449238 | -1.511856 | -0.869599 | 0.35436 | 0 | -0.046512 | 0 | -0.385986 | 0.000285 | -0.004993 | 0 | 16,397 |
0 | -0.590844 | -0.185181 | -0.451975 | -0.280134 | -0.136322 | 0.353492 | -0.000079 | -0.046512 | 0 | -0.385986 | 0 | -0.008287 | 0 | 16,398 |
3.469185 | 4.289592 | 0.319856 | -0.465624 | 0.632301 | 0.711779 | 0.353492 | 0 | -0.046512 | 0 | -0.385986 | 0.002274 | -0.012284 | 0 | 16,399 |
-0.216593 | 9.007175 | 0.068503 | -0.465624 | 0.482628 | 0.569036 | 0.362516 | 0.000825 | -0.046512 | 0 | -0.385986 | -0.000142 | -0.017041 | 0 | 16,400 |
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