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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.86668 | -0.334198 | -1.318003 | -0.460172 | -0.371664 | 0 | 0.362516 | 0 | -0.046512 | 0 | -0.385986 | -0.000568 | -0.013588 | 0 | 16,401 |
-0.433525 | 5.050169 | -0.310081 | -0.460172 | -0.866003 | -0.928905 | 0.36269 | 0.000016 | -0.046512 | 0 | -0.385986 | -0.000284 | -0.015322 | 0 | 16,402 |
-0.216809 | -0.077151 | -0.688746 | 5.947166 | 0.104854 | 0.195744 | 0.36269 | 0 | -0.046512 | 0 | -0.385986 | -0.000142 | -0.012586 | 0 | 16,403 |
0.541964 | 0.051341 | -0.184319 | -0.461081 | 0.457735 | -0.113778 | 0.360087 | -0.000238 | -0.046512 | 0 | -0.385986 | 0.000355 | -0.013373 | 0 | 16,404 |
-0.108377 | 1.07777 | 0.068109 | 5.939887 | -0.039036 | 0.099597 | 0.360087 | 0 | -0.046512 | 0 | -0.385986 | -0.000071 | -0.013878 | 0 | 16,405 |
-0.433586 | -0.077224 | 0.068073 | -0.461081 | -0.409203 | -0.691024 | 0.359566 | -0.000048 | -0.046512 | 0 | -0.385986 | -0.000284 | -0.01417 | 0 | 16,406 |
0.867049 | 0.436543 | 0.95052 | -0.461081 | -0.561647 | -0.455106 | 0.359566 | 0 | -0.046512 | 0 | -0.385986 | 0.000568 | -0.009921 | 0 | 16,407 |
-1.734592 | -0.077369 | -1.949634 | -0.455621 | 0.235384 | 0.327688 | 0.357831 | -0.000159 | -0.046512 | 0 | -0.385986 | -0.001137 | -0.014034 | 0 | 16,408 |
-0.650981 | 0.437127 | -1.068407 | -0.451063 | -0.252784 | -0.0097 | 0.357831 | 0 | -0.046512 | 0 | -0.385986 | -0.000427 | -0.015556 | 0 | 16,409 |
-1.520036 | 0.180518 | -1.953584 | -0.446499 | 0.182795 | 0.435348 | 0.358351 | 0.000048 | -0.046512 | 0 | -0.385986 | -0.000996 | -0.013477 | 0 | 16,410 |
-0.434574 | 0.181287 | -0.691441 | -0.443758 | -0.073458 | 0.218079 | 0.358351 | 0 | -0.046512 | 0 | -0.385986 | -0.000285 | -0.011606 | 0 | 16,411 |
-0.217334 | 0.181507 | -1.197702 | -0.442843 | 0.4444 | 0.707807 | 0.36269 | 0.000397 | -0.046512 | 0 | -0.385986 | -0.000142 | -0.010743 | 0 | 16,412 |
0.869149 | 7.247167 | -0.186152 | -0.445586 | -0.446258 | -0.246456 | 0.36269 | 0 | -0.046512 | 0 | -0.385986 | 0.00057 | -0.011169 | 0 | 16,413 |
1.08574 | 0.695674 | 0.066996 | -0.445586 | -0.992108 | -0.646554 | 0.349848 | -0.001175 | -0.046512 | 0 | -0.385986 | 0.000712 | -0.012168 | 0 | 16,414 |
-1.08574 | 0.052072 | -1.953944 | 5.970882 | 0.771677 | 0.94398 | 0.349848 | 0 | -0.046512 | 0 | -0.385986 | -0.000712 | -0.009011 | 0 | 16,415 |
0.21721 | -0.076127 | 0.193341 | 5.965401 | -0.419229 | -0.12497 | 0.352104 | 0.000206 | -0.046512 | 0 | -0.385986 | 0.000142 | -0.009297 | 0 | 16,416 |
1.736566 | 1.980912 | 0.067068 | 5.950809 | 0.491185 | 0.334064 | 0.352104 | 0 | -0.046512 | 0 | -0.385986 | 0.001138 | -0.009286 | 0 | 16,417 |
0.216932 | -0.333796 | -1.447253 | 5.948987 | 0.489823 | 0.473594 | 0.351236 | -0.000079 | -0.046512 | 0 | -0.385986 | 0.000142 | -0.007994 | 0 | 16,418 |
0.433771 | -0.076858 | -1.446965 | -0.456531 | -0.38716 | -0.374202 | 0.351236 | 0 | -0.046512 | 0 | -0.385986 | 0.000284 | -0.009713 | 0 | 16,419 |
2.38354 | 2.233466 | -0.941498 | 5.928983 | 0.181202 | 0.232629 | 0.350022 | -0.000111 | -0.046512 | 0 | -0.385986 | 0.001562 | -0.010845 | 0 | 16,420 |
0.865819 | 0.947831 | 0.320501 | -0.470161 | 0.45128 | 0.606049 | 0.350022 | 0 | -0.046512 | 0 | -0.385986 | 0.000568 | -0.010839 | 0 | 16,421 |
0.540888 | 0.946959 | -0.182816 | -0.473786 | -0.337172 | -0.039527 | 0.34846 | -0.000143 | -0.046512 | 0 | -0.385986 | 0.000355 | -0.012197 | 0 | 16,422 |
2.269636 | 3.889175 | 0.194926 | 5.894577 | 0.19541 | 0.587757 | 0.34846 | 0 | -0.046512 | 0 | -0.385986 | 0.001488 | -0.015337 | 0 | 16,423 |
-3.026932 | 0.688391 | -2.947909 | 5.918098 | 0.178005 | 0.274758 | 0.349501 | 0.000095 | -0.046512 | 0 | -0.385986 | -0.001984 | -0.01285 | 0 | 16,424 |
0 | 0.434649 | -0.434743 | -0.471068 | 0.136748 | 0.281569 | 0.349501 | 0 | -0.046512 | 0 | -0.385986 | 0 | -0.012994 | 0 | 16,425 |
0.216409 | 0.17833 | 0.320609 | 5.918098 | -0.257768 | -0.049722 | 0.349154 | -0.000032 | -0.046512 | 0 | -0.385986 | 0.000142 | -0.013136 | 0 | 16,426 |
0.649042 | 0.178221 | 0.320644 | -0.471974 | -0.11373 | 0.124738 | 0.349154 | 0 | -0.046512 | 0 | -0.385986 | 0.000425 | -0.013992 | 0 | 16,427 |
-0.865451 | -0.975335 | -0.685884 | -0.471068 | -0.499429 | -0.344 | 0.349154 | 0 | -0.046512 | 0 | -0.385986 | -0.000567 | -0.013137 | 0 | 16,428 |
-0.865942 | -0.078025 | -0.434743 | -0.466532 | -0.821795 | -0.788145 | 0.34846 | -0.000063 | -0.046512 | 0 | -0.385986 | -0.000568 | -0.013289 | 0 | 16,429 |
0.649503 | 0.94805 | -2.073945 | -0.470161 | -0.286361 | -0.049722 | 0.34846 | 0 | -0.046512 | 0 | -0.385986 | 0.000426 | -0.013858 | 0 | 16,430 |
-0.649503 | 0.691113 | -0.686777 | -0.464716 | -0.91838 | -0.584164 | 0.34846 | 0 | -0.046512 | 0 | -0.385986 | -0.000426 | -0.013001 | 0 | 16,431 |
0.865942 | 0.435231 | 0.068575 | 5.923538 | -0.304313 | -0.171376 | 0.34846 | 0 | -0.046512 | 0 | -0.385986 | 0.000568 | -0.013856 | 0 | 16,432 |
-0.64941 | -0.590844 | -0.560666 | -0.46744 | 0.025743 | 0.116445 | 0.346725 | -0.000159 | -0.046512 | 0 | -0.385986 | -0.000426 | -0.01415 | 0 | 16,433 |
-0.216532 | -0.334307 | -0.435172 | -0.465624 | -0.844711 | -0.50789 | 0.346725 | 0 | -0.046512 | 0 | -0.385986 | -0.000142 | -0.014008 | 0 | 16,434 |
-1.299835 | -0.334271 | -1.191418 | -0.46199 | -0.384753 | 0.055855 | 0.347766 | 0.000095 | -0.046512 | 0 | -0.385986 | -0.000852 | -0.014453 | 0 | 16,435 |
-0.433525 | 0.179422 | -0.688388 | -0.456531 | -0.25577 | 0.064797 | 0.347766 | 0 | -0.046512 | 0 | -0.385986 | -0.000284 | -0.012728 | 0 | 16,436 |
-0.216809 | -0.077151 | -0.436461 | -0.458352 | -1.071368 | -0.762738 | 0.347072 | -0.000063 | -0.046512 | 0 | -0.385986 | -0.000142 | -0.01273 | 0 | 16,437 |
0.216809 | -0.077078 | 0.320144 | 5.939887 | -0.675943 | -0.171376 | 0.347072 | 0 | -0.046512 | 0 | -0.385986 | 0.000142 | -0.01316 | 0 | 16,438 |
0.216778 | 0.436397 | 0.572321 | -0.461081 | -0.50512 | -0.113778 | 0.345683 | -0.000127 | -0.046512 | 0 | -0.385986 | 0.000142 | -0.013302 | 0 | 16,439 |
-0.867296 | -0.334015 | -0.436318 | 5.945346 | -0.591735 | -0.438258 | 0.345683 | 0 | -0.046512 | 0 | -0.385986 | -0.000569 | -0.012158 | 0 | 16,440 |
-0.216901 | 0.436835 | 0.067787 | -0.456531 | -0.284279 | 0.037667 | 0.346898 | 0.000111 | -0.046512 | 0 | -0.385986 | -0.000142 | -0.01216 | 0 | 16,441 |
1.300944 | 0.950674 | -0.184642 | 5.950809 | -0.50512 | -0.50789 | 0.346898 | 0 | -0.046512 | 0 | -0.385986 | 0.000853 | -0.012868 | 0 | 16,442 |
-1.409406 | -1.361438 | -1.445243 | -0.45471 | -0.715413 | -0.438258 | 0.346377 | -0.000048 | -0.046512 | 0 | -0.385986 | -0.000924 | -0.012088 | 0 | 16,443 |
-0.325433 | 0.308599 | -0.058504 | -0.453798 | -0.561647 | -0.102739 | 0.346377 | 0 | -0.046512 | 0 | -0.385986 | -0.000213 | -0.011443 | 0 | 16,444 |
-2.171326 | -0.33376 | -3.469703 | 5.974538 | 0.426337 | 0.812176 | 0.334924 | -0.001048 | -0.046512 | 0 | -0.385986 | -0.001423 | -0.009876 | 0 | 16,445 |
-3.698361 | -0.590844 | -3.728761 | -0.430015 | 0.473616 | 0.707807 | 0.334924 | 0 | -0.046512 | 0 | -0.385986 | -0.002424 | -0.008747 | 0 | 16,446 |
-2.397844 | 4.306293 | -4.247142 | -0.417135 | 0.930183 | 1.219574 | 0.338395 | 0.000317 | -0.046512 | 0 | -0.385986 | -0.001572 | -0.007536 | 0 | 16,447 |
-5.025885 | 0.701192 | -5.527196 | -0.397719 | 1.081596 | 1.198289 | 0.338395 | 0 | -0.046512 | 0 | -0.385986 | -0.003294 | -0.00273 | 0 | 16,448 |
-2.628789 | 6.527316 | -7.080582 | -0.387501 | 1.280641 | 1.242351 | 0.346377 | 0.00073 | -0.046512 | 0 | -0.385986 | -0.001723 | -0.00115 | 0 | 16,449 |
-7.472929 | 3.820365 | -9.400123 | 6.152528 | 1.610921 | 1.649513 | 0.346377 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.004898 | 0.002884 | 1 | 16,450 |
4.400272 | 5.403941 | -1.222256 | -0.373516 | 1.244816 | 1.183045 | 0.367202 | 0.001905 | -0.046512 | -0.267949 | -0.517638 | 0.002884 | -0.00036 | 0 | 16,451 |
-3.078857 | 1.490546 | -4.288842 | 6.143136 | 1.213321 | 1.236203 | 0.367202 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.002018 | 0.00173 | 1 | 16,452 |
3.957391 | 4.358514 | -1.220701 | -0.378185 | 0.380806 | 0.606049 | 0.35731 | -0.000905 | -0.046512 | -0.267949 | -0.517638 | 0.002594 | -0.000864 | 0 | 16,453 |
-0.658853 | 0.189509 | -1.471683 | -0.374451 | 0.876851 | 1.09481 | 0.35731 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000432 | -0.001153 | 0 | 16,454 |
-0.878913 | -0.070347 | -1.728343 | -0.370712 | 0.249981 | 0.24692 | 0.356269 | -0.000095 | -0.046512 | -0.267949 | -0.517638 | -0.000576 | -0.001009 | 0 | 16,455 |
-0.87942 | 0.4506 | -0.706194 | -0.366969 | 0.473616 | 0.406866 | 0.356269 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000576 | -0.000577 | 0 | 16,456 |
7.349532 | 8.247446 | 0.316544 | 6.120651 | 0.55049 | 0.239807 | 0.357657 | 0.000127 | -0.046512 | -0.267949 | -0.517638 | 0.004818 | -0.003953 | 0 | 16,457 |
-8.009429 | -8.257427 | -8.998289 | -0.362285 | -0.323841 | -0.136322 | 0.357657 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00525 | 0.000865 | 1 | 16,458 |
-2.973077 | -1.112317 | -3.526313 | -0.351955 | 0.323036 | 0.478911 | 0.370152 | 0.001143 | -0.046512 | -0.267949 | -0.517638 | -0.001949 | 0.002814 | 1 | 16,459 |
1.652425 | 2.41055 | -0.581711 | -0.359471 | 1.404073 | 0.949886 | 0.370152 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.001083 | 0.001154 | 1 | 16,460 |
2.420323 | 2.797999 | 0.444271 | -0.367905 | 0.490845 | 0.418381 | 0.370152 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.001587 | 0.000144 | 1 | 16,461 |
1.098879 | 4.092285 | -0.706563 | -0.373516 | 1.109095 | 1.12846 | 0.424295 | 0.004953 | -0.046512 | -0.267949 | -0.517638 | 0.00072 | -0.000288 | 0 | 16,462 |
0.219681 | 0.710305 | -0.705641 | -0.374451 | 0.653085 | 0.478911 | 0.424295 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000144 | -0.000864 | 0 | 16,463 |
-0.439393 | 7.460069 | -1.216827 | -0.373516 | -0.333816 | -0.314896 | 0.424295 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000288 | -0.000432 | 0 | 16,464 |
3.730815 | 4.349259 | 0.316765 | 6.085207 | 0.655506 | 0.615041 | 0.41961 | -0.000429 | -0.046512 | -0.267949 | -0.517638 | 0.002446 | -0.003166 | 0 | 16,465 |
-0.219207 | -0.590844 | -1.978643 | 6.088928 | -0.498014 | -0.273134 | 0.42308 | 0.000317 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.005187 | 0 | 16,466 |
1.752777 | 2.912552 | -0.447771 | -0.395863 | 0.840385 | 1.102141 | 0.42308 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.001149 | -0.005686 | 0 | 16,467 |
2.188143 | 2.001937 | 0.572321 | 6.051806 | -0.810614 | -0.273134 | 0.42256 | -0.000048 | -0.046512 | -0.267949 | -0.517638 | 0.001434 | -0.011968 | 0 | 16,468 |
-2.188143 | -0.072734 | -2.736559 | -0.394007 | -0.205744 | -0.029461 | 0.42256 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001434 | -0.01184 | 0 | 16,469 |
0.656773 | 0.446715 | -2.103594 | -0.396791 | -0.140246 | 0.218079 | 0.445119 | 0.002064 | -0.046512 | -0.267949 | -0.517638 | 0.000431 | -0.011109 | 0 | 16,470 |
0.875257 | 0.446268 | -0.700873 | 6.059214 | 0.179072 | 0.462852 | 0.445119 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000574 | -0.008207 | 0 | 16,471 |
-1.53203 | 0.1866 | -1.973519 | -0.394007 | 0.213912 | 0.32126 | 0.42256 | -0.002064 | -0.046512 | -0.267949 | -0.517638 | -0.001004 | -0.005614 | 0 | 16,472 |
-2.520251 | -0.590844 | -2.741313 | -0.384709 | 0.516241 | 0.628342 | 0.42256 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001652 | -0.002807 | 0 | 16,473 |
0.767474 | 0.318553 | -0.065489 | -0.386571 | 0.269446 | 0.295019 | 0.422386 | -0.000016 | -0.046512 | -0.267949 | -0.517638 | 0.000503 | -0.00432 | 0 | 16,474 |
-0.219239 | -0.071394 | -0.958037 | -0.384709 | -0.216973 | 0.149113 | 0.422386 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.005187 | 0 | 16,475 |
0 | 1.22684 | -0.192803 | 6.087067 | -0.104844 | -0.136322 | 0.406074 | -0.001492 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.005982 | 0 | 16,476 |
-0.657906 | 0.448057 | -0.958257 | -0.384709 | -0.065828 | 0.1805 | 0.406074 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000431 | -0.004178 | 0 | 16,477 |
0.438635 | 0.448505 | -0.193133 | 6.092652 | -0.322742 | -0.081109 | 0.408503 | 0.000222 | -0.046512 | -0.267949 | -0.517638 | 0.000288 | -0.007358 | 0 | 16,478 |
-1.096825 | -0.590844 | -1.469037 | -0.38005 | 0.203694 | 0.406866 | 0.408503 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000719 | -0.006204 | 0 | 16,479 |
-0.21946 | 0.18906 | -0.70417 | 6.100107 | 0.004814 | 0.019055 | 0.406421 | -0.00019 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.005916 | 0 | 16,480 |
0.658284 | 0.189172 | -0.959799 | -0.381915 | -0.125206 | -0.12497 | 0.406421 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000431 | -0.006782 | 0 | 16,481 |
-0.438824 | -0.330913 | -3.003142 | -0.380983 | 0.255257 | 0.457426 | 0.406768 | 0.000032 | -0.046512 | -0.267949 | -0.517638 | -0.000288 | -0.006494 | 0 | 16,482 |
-1.097614 | -0.070871 | -1.470506 | -0.375384 | -0.163434 | -0.01952 | 0.406768 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000719 | -0.006209 | 0 | 16,483 |
0 | 0.189621 | -0.194015 | -0.375384 | -0.155618 | 0.099597 | 0.430542 | 0.002175 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.006209 | 0 | 16,484 |
-1.977697 | -0.330651 | -1.98342 | -0.367905 | -0.222656 | 0.028415 | 0.430542 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001296 | -0.005202 | 0 | 16,485 |
2.197283 | 3.053162 | 0.060804 | 6.105703 | 0.608294 | 0.719663 | 0.411106 | -0.001778 | -0.046512 | -0.267949 | -0.517638 | 0.00144 | -0.005774 | 0 | 16,486 |
-0.219586 | 0.449551 | -0.449387 | -0.375384 | 0.117788 | -0.01952 | 0.411106 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.00534 | 0 | 16,487 |
-0.439267 | -0.851074 | -0.449534 | -0.373516 | -1.153548 | -0.814386 | 0.405727 | -0.000492 | -0.046512 | -0.267949 | -0.517638 | -0.000288 | -0.004908 | 0 | 16,488 |
0 | -0.200457 | -0.449828 | 6.111304 | 0.002067 | 0.124738 | 0.405727 | 0 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.004184 | 0 | 16,489 |
0.878407 | 1.490246 | 0.316839 | -0.378185 | 0.251904 | 0.301661 | 0.406768 | 0.000095 | -0.046512 | -0.267949 | -0.517638 | 0.000576 | -0.004471 | 0 | 16,490 |
-0.219554 | 0.449402 | 0.316986 | 6.105703 | -0.165183 | -0.081109 | 0.406768 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.00505 | 0 | 16,491 |
0.219554 | -0.330689 | -0.449387 | 6.105703 | -0.596607 | -0.455106 | 0.406768 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000144 | -0.005628 | 0 | 16,492 |
-0.219554 | -0.330726 | -0.193794 | -0.377252 | -0.558554 | -0.195628 | 0.430542 | 0.002175 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.00505 | 0 | 16,493 |
0.658568 | 0.449551 | 0.572321 | -0.38005 | 0.033678 | 0.046813 | 0.430542 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000432 | -0.005193 | 0 | 16,494 |
0.21946 | 0.189172 | 0.444695 | -0.381915 | 0.352314 | 0.695773 | 0.405727 | -0.00227 | -0.046512 | -0.267949 | -0.517638 | 0.000144 | -0.00577 | 0 | 16,495 |
-1.976274 | -0.590844 | -1.726025 | -0.373516 | -0.159949 | -0.060048 | 0.405727 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001295 | -0.005923 | 0 | 16,496 |
-0.54942 | 0.059942 | -1.089449 | 6.120651 | -0.049333 | 0.064797 | 0.406594 | 0.000079 | -0.046512 | -0.267949 | -0.517638 | -0.00036 | -0.004838 | 0 | 16,497 |
2.306234 | 2.141865 | -0.066867 | 6.103837 | -0.555475 | -0.259683 | 0.406594 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.001512 | -0.003892 | 0 | 16,498 |
-0.219491 | 0.189172 | 0.061761 | 6.103837 | -0.350764 | -0.081109 | 0.405206 | -0.000127 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.002882 | 0 | 16,499 |
-1.317611 | -0.850961 | -1.982316 | -0.372582 | 0.030382 | 0.132946 | 0.405206 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000864 | -0.002307 | 0 | 16,500 |
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