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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.54934 | -0.330539 | -0.194346 | -0.371647 | 0.105447 | 0.157076 | 0.403991 | -0.000111 | -0.046512 | -0.267949 | -0.517638 | -0.00036 | -0.001947 | 0 | 16,501 |
0.109884 | 1.621349 | -0.066775 | -0.374451 | 0.112526 | 0.389277 | 0.403991 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000072 | -0.002163 | 0 | 16,502 |
0 | 0.840781 | 0.061099 | -0.370712 | -0.052303 | -0.039527 | 0.403471 | -0.000048 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.002741 | 0 | 16,503 |
-1.099195 | -1.111716 | -3.265438 | -0.368841 | 0.916861 | 0.978779 | 0.403471 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000721 | -0.003755 | 0 | 16,504 |
-0.659898 | -0.200007 | -0.706932 | -0.364159 | -0.2104 | -0.136322 | 0.405033 | 0.000143 | -0.046512 | -0.267949 | -0.517638 | -0.000433 | -0.004046 | 0 | 16,505 |
-0.220029 | -0.330164 | -0.963557 | -0.365096 | 0.381204 | 0.295019 | 0.405033 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000144 | -0.003178 | 0 | 16,506 |
2.198867 | 2.795558 | 0.316397 | -0.373516 | 0.434505 | 0.658545 | 0.432451 | 0.002508 | -0.046512 | -0.267949 | -0.517638 | 0.001441 | -0.00368 | 0 | 16,507 |
-0.659327 | 0.4503 | -1.217342 | -0.368841 | -0.17755 | -0.102739 | 0.432451 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000432 | -0.002164 | 0 | 16,508 |
0 | -0.330389 | 0.060952 | -0.368841 | -0.776 | -0.646554 | 0.404512 | -0.002556 | -0.046512 | -0.267949 | -0.517638 | 0 | -0.002453 | 0 | 16,509 |
-0.879546 | -0.069972 | -0.706378 | -0.366969 | 0.050565 | 0.389277 | 0.404512 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000577 | -0.002743 | 0 | 16,510 |
0.879546 | 0.581583 | 0.060657 | 6.120651 | 0.306368 | 0.440925 | 0.408503 | 0.000365 | -0.046512 | -0.535898 | -0.385986 | 0.000577 | -0.001442 | 0 | 16,511 |
0.439583 | 0.190408 | -0.962229 | 6.122521 | -0.359976 | -0.060048 | 0.408503 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000288 | -0.000721 | 0 | 16,512 |
-0.659422 | -0.590844 | -0.70601 | -0.370712 | 0.210352 | 0.371293 | 0.403297 | -0.000476 | -0.046512 | -0.535898 | -0.385986 | -0.000432 | 0.000432 | 1 | 16,513 |
0.219839 | -0.069897 | 0.060878 | -0.368841 | -0.343935 | -0.060048 | 0.403297 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000144 | 0.000792 | 1 | 16,514 |
-0.43971 | -0.590844 | -1.218116 | 6.124393 | -0.100045 | 0.14107 | 0.406941 | 0.000333 | -0.046512 | -0.535898 | -0.385986 | -0.000288 | 0.000936 | 1 | 16,515 |
-3.30187 | -0.590844 | -3.523947 | -0.354775 | 0.200599 | 0.451963 | 0.406941 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.002164 | 0.003173 | 1 | 16,516 |
0.991312 | 0.714251 | -6.617944 | -0.336871 | 1.050231 | 1.564105 | 0.430889 | 0.002191 | -0.046512 | -0.535898 | -0.385986 | 0.00065 | 0.002667 | 1 | 16,517 |
-7.395262 | -3.986297 | -8.542925 | -0.327408 | 0.386367 | 0.765405 | 0.430889 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.004848 | 0.009672 | 1 | 16,518 |
-1.992911 | 11.951698 | -2.776433 | -0.316016 | 0.651737 | 0.955749 | 0.439046 | 0.000746 | -0.046512 | -0.535898 | -0.385986 | -0.001306 | 0.010259 | 1 | 16,519 |
1.771605 | 7.922095 | -0.458738 | -0.32646 | 0.758377 | 0.913777 | 0.439046 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001161 | 0.009529 | 1 | 16,520 |
5.302505 | 13.255223 | -0.20002 | -0.350073 | 1.530338 | 1.712056 | 0.410239 | -0.002635 | -0.046512 | -0.535898 | -0.385986 | 0.003476 | 0.006772 | 1 | 16,521 |
2.424169 | 4.628408 | -1.994513 | -0.359471 | 1.228307 | 1.397728 | 0.410239 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001589 | 0.004321 | 1 | 16,522 |
1.760616 | 3.318796 | -3.914933 | 6.128137 | 0.801244 | 0.952823 | 0.410239 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001154 | 0.002592 | 1 | 16,523 |
-1.540428 | -0.069671 | -1.73133 | -0.358532 | 0.070177 | 0.1805 | 0.399479 | -0.000984 | -0.046512 | -0.535898 | -0.385986 | -0.00101 | 0.00317 | 1 | 16,524 |
-1.541985 | 1.104127 | -1.733659 | -0.353836 | 0.216948 | 0.124738 | 0.399479 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.001011 | 0.003605 | 1 | 16,525 |
-1.212654 | -0.068617 | -1.479365 | -0.348191 | 0.535015 | 0.623933 | 0.410065 | 0.000968 | -0.046512 | -0.535898 | -0.385986 | -0.000795 | 0.004256 | 1 | 16,526 |
2.093979 | 2.412284 | 0.059214 | 6.150649 | 0.45236 | 0.478911 | 0.410065 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001373 | 0.00274 | 1 | 16,527 |
-4.411725 | -1.374014 | -4.558381 | 6.184563 | 0.58995 | 0.267889 | 0.428807 | 0.001714 | -0.046512 | -0.535898 | -0.385986 | -0.002892 | 0.005343 | 1 | 16,528 |
0.662573 | 3.592407 | 0.70077 | 6.178899 | 0.390705 | 0.225387 | 0.428807 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000434 | 0.005053 | 1 | 16,529 |
0.220794 | 0.193913 | 0.058657 | -0.340649 | 0.217957 | 0.195744 | 0.422733 | -0.000556 | -0.046512 | -0.535898 | -0.385986 | 0.000145 | 0.005196 | 1 | 16,530 |
-0.662477 | 0.455271 | -0.711932 | -0.337816 | 0.072046 | 0.046813 | 0.422733 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000434 | 0.0075 | 1 | 16,531 |
0 | 0.717273 | -0.71249 | -0.337816 | 0.189131 | 0.172768 | 0.408677 | -0.001286 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.008075 | 1 | 16,532 |
-0.662764 | -0.067483 | -0.198454 | -0.337816 | -0.191958 | -0.259683 | 0.408677 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000434 | 0.007647 | 1 | 16,533 |
0 | 0.45618 | 0.315322 | -0.336871 | 0.217957 | -0.039527 | 0.408677 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | 0.008509 | 1 | 16,534 |
-0.442003 | 0.717841 | 0.058285 | -0.334035 | 0.660588 | 0.132946 | 0.408677 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.00029 | 0.00844 | 1 | 16,535 |
1.325625 | 13.627062 | -0.842046 | -0.33876 | 0.601363 | 0.520224 | 0.406768 | -0.000175 | -0.046512 | -0.535898 | -0.385986 | 0.000869 | 0.008361 | 1 | 16,536 |
0.441619 | 1.23999 | -0.712304 | -0.342536 | 0.630634 | 0.707807 | 0.406768 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000289 | 0.008932 | 1 | 16,537 |
0.220762 | 0.193799 | -0.583465 | -0.343479 | 0.325631 | 0.195744 | 0.409371 | 0.000238 | -0.046512 | -0.535898 | -0.385986 | 0.000145 | 0.010078 | 1 | 16,538 |
1.103329 | 1.761724 | 0.315582 | -0.348191 | 0.031043 | 0.046813 | 0.409371 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000723 | 0.009211 | 1 | 16,539 |
0.441108 | 0.715571 | 0.059177 | 6.163817 | 0.073289 | 0.091037 | 0.413189 | 0.000349 | -0.046512 | -0.535898 | -0.385986 | 0.000289 | 0.010354 | 1 | 16,540 |
-1.10301 | -0.329561 | -1.86573 | -0.343479 | 0.016369 | -0.208035 | 0.413189 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000723 | 0.011792 | 1 | 16,541 |
-0.662189 | -0.590844 | -1.225113 | -0.342536 | 0.107223 | 0.108065 | 0.40885 | -0.000397 | -0.046512 | -0.535898 | -0.385986 | -0.000434 | 0.010581 | 1 | 16,542 |
0.662189 | 0.193799 | -0.198119 | -0.344422 | -0.120265 | -0.18341 | 0.40885 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000434 | 0.008212 | 1 | 16,543 |
0.4413 | 0.454817 | -0.197785 | -0.345364 | -0.02817 | 0.132946 | 0.407462 | -0.000127 | -0.046512 | -0.535898 | -0.385986 | 0.000289 | 0.006055 | 1 | 16,544 |
-0.661998 | -0.590844 | -0.197562 | -0.343479 | -0.755212 | -0.869599 | 0.407462 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000434 | 0.00979 | 1 | 16,545 |
-2.208736 | -0.329334 | -2.767705 | -0.334035 | 0.502656 | 0.772781 | 0.407983 | 0.000048 | -0.046512 | -0.535898 | -0.385986 | -0.001448 | 0.014956 | 1 | 16,546 |
1.104767 | 2.680041 | -0.199012 | -0.336871 | 0.278747 | 0.327688 | 0.407983 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000724 | 0.012946 | 1 | 16,547 |
3.750236 | 3.852897 | 0.058508 | -0.353836 | 0.68956 | 0.592369 | 0.407636 | -0.000032 | -0.046512 | -0.535898 | -0.385986 | 0.002458 | 0.011488 | 1 | 16,548 |
1.321415 | 2.799955 | -1.607044 | 6.137508 | 1.215602 | 0.658545 | 0.407636 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000866 | 0.00905 | 1 | 16,549 |
-0.440344 | 0.191535 | -0.964444 | -0.359471 | -0.208534 | -0.171376 | 0.406247 | -0.000127 | -0.046512 | -0.535898 | -0.385986 | -0.000289 | -0.002167 | 0 | 16,550 |
0 | 1.234707 | 0.316212 | -0.359471 | 0.211371 | 0.371293 | 0.406247 | 0 | -0.046512 | -0.535898 | -0.385986 | 0 | -0.006807 | 0 | 16,551 |
-0.22022 | 0.322162 | -0.196117 | -0.358532 | -0.439726 | -0.489906 | 0.40538 | -0.000079 | -0.046512 | -0.535898 | -0.385986 | -0.000144 | 0.000217 | 1 | 16,552 |
-0.881198 | 0.191874 | -0.708779 | -0.353836 | -0.062045 | 0 | 0.40538 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000578 | 0.000144 | 1 | 16,553 |
-2.646651 | -0.590844 | -3.019169 | -0.341592 | 0.385971 | 0.346667 | 0.416833 | 0.001048 | -0.046512 | -0.535898 | -0.385986 | -0.001735 | 0.004043 | 1 | 16,554 |
-1.104128 | 2.545233 | -1.097147 | -0.337816 | 0.228465 | -0.358959 | 0.416833 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000724 | 0.009655 | 1 | 16,555 |
1.104128 | 1.24052 | 0.315396 | -0.344422 | 0.924193 | 0.929021 | 0.40243 | -0.001318 | -0.046512 | -0.535898 | -0.385986 | 0.000724 | 0.004043 | 1 | 16,556 |
1.434173 | 1.500479 | 0.187199 | -0.350073 | 0.70423 | 0.395183 | 0.40243 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00094 | -0.001374 | 0 | 16,557 |
1.653141 | 1.629019 | 0.700556 | 6.146892 | 0.314752 | 0.288322 | 0.409718 | 0.000667 | -0.046512 | -0.535898 | -0.385986 | 0.001084 | 0.000144 | 1 | 16,558 |
-0.440662 | 0.713874 | -0.19645 | -0.353836 | 0.135613 | 0.172768 | 0.409718 | 0 | -0.046512 | -0.535898 | -0.385986 | -0.000289 | 0.003173 | 1 | 16,559 |
-1.322752 | -0.068693 | -0.965999 | -0.351014 | 0.217453 | 0.07364 | 0.401735 | -0.00073 | -0.046512 | -0.535898 | -0.385986 | -0.000867 | 0.006772 | 1 | 16,560 |
2.864514 | 3.325007 | 0.8288 | 6.139383 | 1.016903 | 0.418381 | 0.401735 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.001878 | 0.002738 | 1 | 16,561 |
1.540205 | 1.755278 | 0.188255 | -0.366969 | -0.181124 | -0.195628 | 0.401735 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.00101 | 0.002879 | 1 | 16,562 |
1.099195 | 0.971998 | -3.780906 | -0.372582 | 0.304145 | 0.108065 | 0.40538 | 0.000333 | -0.046512 | -0.535898 | -0.385986 | 0.000721 | -0.000288 | 0 | 16,563 |
0.768966 | 1.231028 | 0.444529 | -0.375384 | 0.29878 | -0.102739 | 0.40538 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000504 | -0.005559 | 0 | 16,564 |
-0.219665 | -0.460715 | -0.19418 | -0.374451 | 0.500981 | 0.499834 | 0.403991 | -0.000127 | -0.046512 | -0.535898 | -0.385986 | -0.000144 | -0.00527 | 0 | 16,565 |
0.109836 | 0.059801 | -0.961234 | -0.375384 | 0.455232 | 0.499834 | 0.403991 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.000072 | -0.000432 | 0 | 16,566 |
0.219649 | -0.070347 | 0.06132 | -0.375384 | 0.02906 | -0.136322 | 0.403471 | -0.000048 | -0.046512 | -0.535898 | -0.385986 | 0.000144 | -0.000432 | 0 | 16,567 |
3.290948 | 3.308676 | 0.82773 | -0.390291 | 0.22248 | 0.424077 | 0.403471 | 0 | -0.046512 | -0.535898 | -0.385986 | 0.002157 | -0.002157 | 0 | 16,568 |
-1.096194 | -0.331175 | -9.652144 | -0.384709 | 0.338465 | 0.340391 | 0.380217 | -0.002127 | -0.046512 | -0.535898 | -0.385986 | -0.000719 | -0.0036 | 0 | 16,569 |
0.657811 | 1.746514 | 0.572321 | -0.389361 | 0.649574 | 0.473594 | 0.380217 | 0 | -0.046512 | -0.785587 | -0 | 0.000431 | 0.000862 | 1 | 16,570 |
1.095722 | 1.226579 | -3.639345 | -0.393078 | 0.61059 | 0.418381 | 0.396009 | 0.001445 | -0.046512 | -0.785587 | -0 | 0.000718 | 0.004156 | 1 | 16,571 |
-1.314961 | -0.071767 | -1.211943 | -0.386571 | 0.515584 | 0.429732 | 0.396009 | 0 | -0.046512 | -0.785587 | -0 | -0.000862 | 0.004445 | 1 | 16,572 |
-0.877271 | 0.448057 | -1.085865 | -0.381915 | 0.311675 | 0.116445 | 0.398612 | 0.000238 | -0.069767 | -0.785587 | -0 | -0.000575 | 0.002155 | 1 | 16,573 |
-0.658284 | -0.590844 | -7.354486 | 6.101972 | 0.210862 | -0.049722 | 0.398612 | 0 | -0.069767 | -0.785587 | -0 | -0.000431 | 0.003733 | 1 | 16,574 |
-0.878154 | -0.330801 | -1.215281 | 6.10757 | 0.576844 | 0.504981 | 0.398612 | 0 | -0.069767 | -0.785587 | -0 | -0.000576 | -0.000288 | 0 | 16,575 |
-0.219618 | -0.070496 | 0.061467 | -0.375384 | -0.069633 | 0.046813 | 0.402777 | 0.000381 | -0.069767 | -0.785587 | -0 | -0.000144 | 0.000576 | 1 | 16,576 |
-0.219649 | 0.189733 | 0.316876 | -0.375384 | -0.481249 | -0.472317 | 0.402777 | 0 | -0.069767 | -0.785587 | -0 | -0.000144 | -0.001585 | 0 | 16,577 |
-0.439393 | 0.189846 | -1.216827 | -0.372582 | 0.265219 | 0.149113 | 0.396009 | -0.000619 | -0.069767 | -0.785587 | -0 | -0.000288 | 0.000144 | 1 | 16,578 |
0.219712 | 0.970648 | 0.061173 | -0.374451 | 0.177471 | 0.14107 | 0.396009 | 0 | -0.069767 | -0.785587 | -0 | 0.000144 | 0 | 0 | 16,579 |
0.43933 | 2.010519 | 0.827803 | -0.375384 | 0.118952 | 0.308247 | 0.394794 | -0.000111 | -0.069767 | -0.785587 | -0 | 0.000288 | 0.002014 | 1 | 16,580 |
2.852565 | 3.308676 | 0.572321 | -0.387501 | 0.08499 | -0.039527 | 0.394794 | 0 | -0.069767 | -0.785587 | -0 | 0.00187 | 0.001292 | 1 | 16,581 |
0.87664 | 2.523621 | -1.723712 | -0.39122 | 0.245149 | 0.327688 | 0.393232 | -0.000143 | -0.069767 | -0.785587 | -0 | 0.000575 | -0.000575 | 0 | 16,582 |
-1.31515 | -0.590844 | -0.957158 | -0.386571 | -0.155618 | -0.12497 | 0.393232 | 0 | -0.069767 | -0.785587 | -0 | -0.000862 | -0.001438 | 0 | 16,583 |
1.31515 | 0.967507 | 0.827326 | -0.39215 | 0.133339 | 0.172768 | 0.377614 | -0.001429 | -0.069767 | -0.785587 | -0 | 0.000862 | -0.004174 | 0 | 16,584 |
-0.547841 | 0.187828 | -0.702153 | -0.389361 | 0.31956 | 0.239807 | 0.377614 | 0 | -0.069767 | -0.785587 | -0 | -0.000359 | -0.003094 | 0 | 16,585 |
1.204991 | 1.615314 | -1.340421 | 6.072197 | 0.975659 | 1.08493 | 0.375184 | -0.000222 | -0.069767 | -0.785587 | -0 | 0.00079 | -0.001005 | 0 | 16,586 |
1.313451 | 1.483976 | 0.317609 | -0.4005 | 0.257165 | 0.395183 | 0.375184 | 0 | -0.069767 | -0.785587 | -0 | 0.000861 | -0.003448 | 0 | 16,587 |
1.968059 | 2.000079 | 0.826777 | -0.408828 | 0.630634 | 0.666969 | 0.370846 | -0.000397 | -0.069767 | -0.785587 | -0 | 0.00129 | -0.004594 | 0 | 16,588 |
-0.218548 | 0.444635 | 0.063956 | -0.407904 | 0.474662 | 0.462852 | 0.370846 | 0 | -0.069767 | -0.785587 | -0 | -0.000143 | -0.005027 | 0 | 16,589 |
2.184071 | 2.514258 | 0.572321 | 6.024104 | 0.532776 | 0.587757 | 0.373796 | 0.00027 | -0.069767 | -0.785587 | -0 | 0.001432 | -0.006171 | 0 | 16,590 |
1.090864 | 1.476856 | 0.06461 | -0.42082 | 1.085509 | 1.456073 | 0.373796 | 0 | -0.069767 | -0.785587 | -0 | 0.000715 | -0.007174 | 0 | 16,591 |
-2.510155 | -0.074067 | -2.982164 | -0.410676 | 0.470819 | 0.510094 | 0.37397 | 0.000016 | -0.069767 | -0.785587 | -0 | -0.001645 | -0.00596 | 0 | 16,592 |
-2.951983 | -0.202609 | -3.369913 | -0.398646 | 0.863449 | 0.885585 | 0.37397 | 0 | -0.069767 | -0.785587 | -0 | -0.001935 | -0.002874 | 0 | 16,593 |
-2.848059 | 0.187046 | -3.760271 | 6.092652 | 1.13756 | 1.204734 | 0.37397 | 0 | -0.069767 | -0.785587 | -0 | -0.001867 | 0.000575 | 1 | 16,594 |
5.035261 | 5.89344 | -4.663369 | 6.046256 | 1.105593 | 1.211127 | 0.372755 | -0.000111 | -0.069767 | -0.785587 | -0 | 0.003301 | -0.00129 | 0 | 16,595 |
5.672094 | 6.904043 | -2.989811 | -0.429097 | 1.57409 | 1.701775 | 0.372755 | 0 | -0.069767 | -0.785587 | -0 | 0.003718 | -0.006013 | 0 | 16,596 |
-1.961032 | -1.106957 | -2.469157 | -0.423582 | 1.222517 | 1.227932 | 0.361822 | -0.001 | -0.069767 | -0.785587 | -0 | -0.001285 | -0.004871 | 0 | 16,597 |
1.525465 | 2.506721 | -0.188537 | -0.427259 | 1.196652 | 1.368624 | 0.361822 | 0 | -0.069767 | -0.785587 | -0 | 0.001 | -0.005584 | 0 | 16,598 |
-2.397844 | -0.978025 | -4.628184 | 6.025947 | 0.671168 | 0.484193 | 0.367896 | 0.000556 | -0.069767 | -0.785587 | -0 | -0.001572 | -0.003797 | 0 | 16,599 |
-17.553173 | 0.701192 | -21.382031 | 12.689014 | 1.640328 | 2.02472 | 0.367896 | 0 | -0.069767 | -0.785587 | -0 | -0.011506 | 0.006991 | 1 | 16,600 |
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