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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.732622 | 2.231462 | 0.572321 | -0.469254 | 0.502321 | 0.719663 | -1.479393 | -0.150189 | -0.069767 | 0.464102 | 0.614014 | 0.001136 | 0.002409 | 1 | 16,801 |
0.649226 | 0.434794 | 0.320573 | -0.471974 | 0.104854 | 0.301661 | -1.479393 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000426 | 0.002125 | 1 | 16,802 |
0 | -0.07817 | 0.069003 | -0.471974 | 0.114284 | 0.172768 | 0.88885 | 0.216639 | -0.069767 | 0.464102 | 0.614014 | 0 | 0.002408 | 1 | 16,803 |
0 | -0.07817 | -0.182709 | 5.919911 | 0.309911 | 0.371293 | 0.88885 | 0 | -0.069767 | 0.464102 | 0.614014 | 0 | 0.001559 | 1 | 16,804 |
2.594145 | 2.483018 | -0.182709 | -0.481023 | 0.730748 | 0.94101 | 0.891453 | 0.000238 | -0.069767 | 0.464102 | 0.614014 | 0.0017 | -0.000992 | 0 | 16,805 |
0 | 1.199832 | -0.432746 | 5.892771 | 0.821196 | 0.819135 | 0.891453 | 0 | -0.069767 | 0.464102 | 0.614014 | 0 | 0.000849 | 1 | 16,806 |
1.29542 | 1.199832 | 1.074641 | -0.488244 | 0.110174 | 0.334064 | 0.90308 | 0.001064 | -0.069767 | 0.464102 | 0.614014 | 0.000849 | 0.000848 | 1 | 16,807 |
-0.863491 | -0.335142 | -1.436676 | -0.484636 | 0.527631 | 0.750447 | 0.90308 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000566 | 0.001556 | 1 | 16,808 |
-0.215949 | 0.432327 | 0.070001 | 5.892771 | 0.069553 | 0.082386 | 0.904642 | 0.000143 | -0.069767 | 0.464102 | 0.614014 | -0.000142 | 0.002121 | 1 | 16,809 |
1.295237 | 0.943912 | -0.181319 | -0.487342 | 0.42559 | 0.301661 | 0.904642 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000849 | 0.002825 | 1 | 16,810 |
1.078525 | 0.94261 | -0.431751 | -0.493649 | 0.542006 | 0.573758 | 0.907245 | 0.000238 | -0.069767 | 0.464102 | 0.614014 | 0.000707 | 0.000565 | 1 | 16,811 |
-0.431318 | -0.590844 | -1.183936 | -0.490948 | 0.21188 | 0.308247 | 0.907245 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000283 | 0.000707 | 1 | 16,812 |
-0.647206 | -0.590844 | -0.18036 | -0.489146 | -0.415452 | -0.246456 | 0.908286 | 0.000095 | -0.069767 | 0.464102 | 0.614014 | -0.000424 | 0.001978 | 1 | 16,813 |
-1.079288 | -0.335178 | -0.934 | 5.890966 | 0.338465 | 0.494654 | 0.908286 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000707 | 0.001838 | 1 | 16,814 |
-2.052753 | -0.334997 | -2.695306 | -0.476502 | 0.949612 | 0.790929 | 0.908286 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.001346 | 0.004031 | 1 | 16,815 |
-1.406108 | -0.20657 | -1.314653 | 5.919911 | 0.816102 | 0.891936 | 0.890933 | -0.001587 | -0.069767 | 0.464102 | 0.614014 | -0.000922 | 0.004953 | 1 | 16,816 |
0.865451 | 0.947177 | -0.182923 | -0.47288 | 0.26569 | 0.389277 | 0.891453 | 0.000048 | -0.069767 | 0.464102 | 0.614014 | 0.000567 | 0.00368 | 1 | 16,817 |
1.72943 | 1.458397 | 0.069146 | -0.480119 | 0.662717 | 0.26096 | 0.891453 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.001134 | 0.001839 | 1 | 16,818 |
0.216041 | 0.432906 | 0.069716 | -0.48283 | 0.186498 | 0.132946 | 0.891453 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000142 | 0.002122 | 1 | 16,819 |
0.21601 | 0.432761 | 0.321072 | -0.48283 | -0.385956 | -0.389742 | 0.901345 | 0.000905 | -0.069767 | 0.464102 | 0.614014 | 0.000142 | 0.001415 | 1 | 16,820 |
1.187511 | 0.816265 | 0.069859 | -0.488244 | -0.053793 | 0.288322 | 0.901345 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000778 | 0.000354 | 1 | 16,821 |
-1.295512 | 0.559613 | -1.059931 | -0.48283 | 1.182721 | 1.424185 | 0.905336 | 0.000365 | -0.069767 | 0.464102 | 0.614014 | -0.000849 | 0.000991 | 1 | 16,822 |
-2.05348 | -0.206951 | -2.318989 | -0.473786 | 0.430804 | 0.569036 | 0.905336 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.001346 | 0.001983 | 1 | 16,823 |
-0.649042 | -0.334562 | -1.441236 | -0.471068 | 0.307255 | 0.610558 | 0.889892 | -0.001413 | -0.069767 | 0.464102 | 0.614014 | -0.000425 | 0.00255 | 1 | 16,824 |
1.297808 | 2.227462 | -0.4346 | -0.476502 | 0.358518 | 0.484193 | 0.889892 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000851 | 0.001911 | 1 | 16,825 |
0 | -0.078534 | -0.182174 | -0.475597 | -0.254773 | -0.300732 | 0.896139 | 0.000571 | -0.069767 | 0.464102 | 0.614014 | 0 | 0.002689 | 1 | 16,826 |
-1.514217 | 0.177567 | -1.188667 | 5.918098 | 0.03302 | -0.039527 | 0.896139 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000993 | 0.004106 | 1 | 16,827 |
-0.865942 | -0.078025 | -0.93849 | 5.927168 | 0.207287 | 0.301661 | 0.150108 | -0.068245 | -0.069767 | 0.464102 | 0.614014 | -0.000568 | 0.003684 | 1 | 16,828 |
-1.516582 | -0.590844 | -1.695666 | 5.939887 | 0.371168 | 0.210703 | 0.137267 | -0.001175 | -0.069767 | 0.464102 | 0.614014 | -0.000994 | 0.003971 | 1 | 16,829 |
-0.650426 | 1.206189 | -0.688567 | 5.945346 | 0.959559 | 1.054537 | 0.184122 | 0.004286 | -0.069767 | 0.464102 | 0.614014 | -0.000426 | 0.004963 | 1 | 16,830 |
-0.542233 | 0.950236 | -0.941498 | 5.950809 | 0.848565 | 0.90449 | 0.184122 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000355 | 0.004894 | 1 | 16,831 |
0.542233 | 0.051661 | -1.320827 | -0.457442 | 0.584915 | 0.679441 | 0.168677 | -0.001413 | -0.069767 | 0.464102 | 0.614014 | 0.000355 | 0.004114 | 1 | 16,832 |
1.950446 | 1.976893 | -0.689105 | 5.928983 | 0.523422 | 0.468241 | 0.168677 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.001279 | 0.002694 | 1 | 16,833 |
-0.216593 | -0.334234 | -0.18346 | -0.465624 | -0.071926 | -0.081109 | 0.168677 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000142 | 0.002977 | 1 | 16,834 |
1.082658 | 0.948486 | 0.320394 | 5.921724 | 0.004129 | 0.019055 | 0.168677 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.00071 | 0.001418 | 1 | 16,835 |
-1.515936 | -0.077952 | -1.94677 | 5.934433 | 0.381204 | 0.468241 | 0.176139 | 0.000683 | -0.069767 | 0.464102 | 0.614014 | -0.000994 | 0.000994 | 1 | 16,836 |
-0.866926 | -0.590844 | -0.435888 | -0.461081 | -0.513745 | -0.246456 | 0.169024 | -0.000651 | -0.069767 | 0.464102 | 0.614014 | -0.000568 | 0.002838 | 1 | 16,837 |
1.949892 | 2.232664 | 0.824427 | -0.469254 | 0.132199 | 0.253971 | 0.169024 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.001278 | 0.001702 | 1 | 16,838 |
0.64941 | 1.20415 | 0.572321 | -0.471974 | -0.12438 | -0.12497 | 0.169024 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000426 | 0.001559 | 1 | 16,839 |
2.162707 | 1.971797 | 1.075639 | -0.480119 | -0.01818 | 0.028415 | 0.157744 | -0.001032 | -0.069767 | 0.464102 | 0.614014 | 0.001418 | -0.000354 | 0 | 16,840 |
-2.162707 | -0.334779 | -2.194554 | -0.470161 | 0.298331 | 0.424077 | -0.075141 | -0.021304 | -0.069767 | 0.464102 | 0.614014 | -0.001418 | 0.001559 | 1 | 16,841 |
0.216409 | -0.078025 | 0.06886 | -0.471068 | -0.32715 | 0 | -0.075141 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000142 | 0.001134 | 1 | 16,842 |
-0.216409 | 0.178221 | -0.68642 | -0.470161 | -0.055286 | -0.081109 | 0.250933 | 0.029828 | -0.069767 | 0.464102 | 0.614014 | -0.000142 | 0.001063 | 1 | 16,843 |
1.297992 | 1.203386 | 0.06886 | -0.476502 | 0.075769 | -0.195628 | 0.250933 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.000851 | 0.000425 | 1 | 16,844 |
1.94492 | 2.481277 | 0.320823 | -0.483733 | 1.032208 | 1.18743 | 0.250933 | 0 | -0.069767 | 0.464102 | 0.614014 | 0.001275 | -0.002268 | 0 | 16,845 |
-1.728695 | -0.590844 | -1.94106 | -0.477407 | 0.918334 | 1.149368 | 0.153753 | -0.00889 | -0.069767 | 0.464102 | 0.614014 | -0.001133 | -0.001844 | 0 | 16,846 |
-0.216225 | -0.334671 | -0.182174 | -0.475597 | 0.011635 | 0.253971 | 0.161735 | 0.00073 | -0.069767 | 0.464102 | 0.614014 | -0.000142 | -0.000567 | 0 | 16,847 |
-0.648858 | -0.590844 | -0.937204 | 5.912662 | 0.065797 | 0.32126 | 0.161735 | 0 | -0.069767 | 0.464102 | 0.614014 | -0.000425 | 0.000567 | 1 | 16,848 |
1.29744 | 1.714716 | 1.075425 | -0.478311 | 0.065797 | -0.208035 | 0.160694 | -0.000095 | -0.069767 | 0.464102 | 0.614014 | 0.00085 | -0.000425 | 0 | 16,849 |
1.080358 | 1.456946 | 0.069503 | -0.481927 | 0.431175 | 0.564287 | 0.160694 | 0 | -0.069767 | 0.249689 | 0 | 0.000708 | -0.000566 | 0 | 16,850 |
0.431929 | 0.432616 | 0.321108 | -0.483733 | -0.03033 | -0.01952 | 0.167636 | 0.000635 | -0.069767 | 0.249689 | 0 | 0.000283 | -0.000566 | 0 | 16,851 |
0.215919 | -0.079186 | -0.181213 | -0.485538 | 0.123588 | 0.352895 | 0.167636 | 0 | -0.069767 | 0.249689 | 0 | 0.000142 | -0.000142 | 0 | 16,852 |
0.431746 | 0.432182 | -0.181106 | -0.488244 | 0 | 0.164961 | 0.167636 | 0 | -0.069767 | 0.249689 | 0 | 0.000283 | 0.001555 | 1 | 16,853 |
-1.295604 | -0.590844 | -1.185676 | -0.48283 | -0.121908 | 0.037667 | 0.165206 | -0.000222 | -0.069767 | 0.249689 | 0 | -0.000849 | 0.002404 | 1 | 16,854 |
-1.296705 | -0.334888 | -0.935707 | 5.903613 | 0.387157 | 0.699805 | 0.148894 | -0.001492 | -0.069767 | 0.249689 | 0 | -0.00085 | 0.004102 | 1 | 16,855 |
2.808136 | 2.864436 | 0.823748 | -0.489146 | 0.553296 | 0.525242 | 0.148894 | 0 | -0.069767 | 0.249689 | 0 | 0.001841 | 0.001979 | 1 | 16,856 |
1.294321 | 1.198312 | 0.572321 | -0.494549 | 0.612306 | 0.666969 | 0.148894 | 0 | -0.069767 | 0.249689 | 0 | 0.000848 | 0.001836 | 1 | 16,857 |
0.215614 | 0.941527 | 0.070711 | 5.871142 | 0.462006 | 0.499834 | 0.151323 | 0.000222 | -0.069767 | 0.249689 | 0 | 0.000141 | 0.000141 | 1 | 16,858 |
0.646658 | 0.430737 | -0.932722 | -0.496348 | -0.077305 | 0.132946 | 0.159306 | 0.00073 | -0.069767 | 0.249689 | 0 | 0.000424 | 0.000988 | 1 | 16,859 |
2.368736 | 2.215925 | 0.070994 | -0.505328 | 1.007264 | 1.069878 | 0.159306 | 0 | -0.069767 | 0.249689 | 0 | 0.001553 | 0.002113 | 1 | 16,860 |
-2.368736 | -1.355894 | -2.433092 | 5.865746 | 0.492884 | 0.739041 | 0.159306 | 0 | -0.069767 | 0.249689 | 0 | -0.001553 | 0.003525 | 1 | 16,861 |
-0.215522 | 0.175071 | -1.684766 | -0.496348 | 0.597871 | 0.885585 | 0.160174 | 0.000079 | -0.069767 | 0.249689 | 0 | -0.000141 | 0.003526 | 1 | 16,862 |
1.292676 | 1.451163 | -0.430616 | 5.860355 | 0.365076 | 0.525242 | 0.16243 | 0.000206 | -0.069767 | 0.249689 | 0 | 0.000847 | 0.003382 | 1 | 16,863 |
-1.292676 | -0.590844 | -1.683172 | 5.869343 | 0.107814 | 0.301661 | 0.16243 | 0 | -0.069767 | 0.249689 | 0 | -0.000847 | 0.004792 | 1 | 16,864 |
1.292676 | 0.940878 | -0.430616 | 5.860355 | -0.0628 | 0.037667 | 0.16243 | 0 | -0.069767 | 0.249689 | 0 | 0.000847 | 0.003804 | 1 | 16,865 |
0 | -0.080558 | 0.321852 | -0.502637 | -0.624882 | -0.584164 | 0.161215 | -0.000111 | -0.069767 | 0.249689 | 0 | 0 | 0.003804 | 1 | 16,866 |
-1.077154 | -0.335683 | -1.181703 | -0.496348 | 0.573226 | 0.671148 | 0.161215 | 0 | -0.069767 | 0.249689 | 0 | -0.000706 | 0.00451 | 1 | 16,867 |
-1.077915 | 0.430304 | -0.681262 | -0.494549 | 0.556709 | 0.615041 | 0.157744 | -0.000317 | -0.069767 | 0.249689 | 0 | -0.000707 | -0.000141 | 0 | 16,868 |
0.646841 | 0.686402 | 0.07064 | -0.494549 | 0.194889 | 0.377333 | 0.157744 | 0 | -0.069767 | 0.249689 | 0 | 0.000424 | 0.005144 | 1 | 16,869 |
-0.862515 | -0.080054 | -1.183439 | -0.491848 | 0.560413 | 0.839656 | 0.163124 | 0.000492 | -0.069767 | 0.249689 | 0 | -0.000565 | 0.006763 | 1 | 16,870 |
-0.43144 | -0.590844 | -0.431325 | -0.490047 | 0.045412 | 0.164961 | 0.163124 | 0 | -0.069767 | 0.249689 | 0 | -0.000283 | 0.007748 | 1 | 16,871 |
-0.32366 | -0.335214 | -0.933787 | -0.489146 | 0.515584 | 0.790929 | 0.156876 | -0.000571 | -0.069767 | 0.249689 | 0 | -0.000212 | 0.00768 | 1 | 16,872 |
-0.539587 | -0.590844 | -0.306273 | 5.887357 | -0.670483 | -0.66848 | 0.156876 | 0 | -0.069767 | 0.249689 | 0 | -0.000354 | 0.008735 | 1 | 16,873 |
0.215858 | 0.176371 | -0.432177 | -0.487342 | 0.309469 | 0.530228 | 0.155315 | -0.000143 | -0.069767 | 0.249689 | 0 | 0.000141 | 0.007892 | 1 | 16,874 |
0.323729 | 0.943044 | -0.432035 | -0.489146 | 0.710707 | 0.494654 | 0.155315 | 0 | -0.069767 | 0.249689 | 0 | 0.000212 | 0.00768 | 1 | 16,875 |
1.186419 | 1.070457 | 0.446834 | -0.494549 | 0.100687 | 0.188159 | 0.15462 | -0.000063 | -0.069767 | 0.249689 | 0 | 0.000778 | 0.00634 | 1 | 16,876 |
0.646749 | 0.175504 | 0.321534 | -0.496348 | 0.006867 | 0.239807 | 0.15462 | 0 | -0.069767 | 0.249689 | 0 | 0.000424 | 0.005003 | 1 | 16,877 |
-1.509508 | -0.846257 | -2.438192 | -0.490047 | 0.495931 | 0.592369 | 0.159479 | 0.000444 | -0.069767 | 0.249689 | 0 | -0.000989 | 0.005782 | 1 | 16,878 |
-1.079135 | -0.590844 | -1.18493 | 5.890966 | -0.428122 | -0.421757 | 0.159479 | 0 | -0.069767 | 0.249689 | 0 | -0.000707 | 0.007332 | 1 | 16,879 |
0.863369 | 0.687848 | 0.321214 | -0.489146 | 0.077006 | 0.019055 | 0.156529 | -0.00027 | -0.069767 | 0.249689 | 0 | 0.000566 | 0.007749 | 1 | 16,880 |
-0.647481 | -0.846546 | -1.185178 | -0.487342 | -0.06507 | -0.060048 | 0.156529 | 0 | -0.069767 | 0.249689 | 0 | -0.000424 | 0.007753 | 1 | 16,881 |
-0.647756 | -0.335069 | -0.180999 | -0.484636 | -0.18202 | -0.12497 | 0.156876 | 0.000032 | -0.069767 | 0.249689 | 0 | -0.000425 | 0.008037 | 1 | 16,882 |
-0.21598 | 1.966359 | 0.06993 | -0.48283 | -0.515193 | -0.314896 | 0.156876 | 0 | -0.069767 | 0.249689 | 0 | -0.000142 | 0.008459 | 1 | 16,883 |
0.21598 | 0.176806 | 0.446719 | -0.484636 | 0.128194 | 0.32126 | 0.155488 | -0.000127 | -0.069767 | 0.249689 | 0 | 0.000142 | 0.008037 | 1 | 16,884 |
-1.296338 | 0.176697 | -0.93528 | 5.901805 | 0.206262 | 0.32126 | 0.155488 | 0 | -0.069767 | 0.249689 | 0 | -0.00085 | 0.008886 | 1 | 16,885 |
-2.163014 | 0.177349 | -1.943198 | -0.471974 | 0.568068 | 0.687648 | 0.15462 | -0.000079 | -0.069767 | 0.249689 | 0 | -0.001418 | 0.010585 | 1 | 16,886 |
1.94685 | 1.97216 | 1.327351 | -0.477407 | 0.134477 | 0.389277 | 0.15462 | 0 | -0.069767 | 0.249689 | 0 | 0.001276 | 0.009169 | 1 | 16,887 |
0.216163 | 0.305477 | 0.572321 | -0.478311 | -0.692585 | -0.300732 | 0.153753 | -0.000079 | -0.069767 | 0.249689 | 0 | 0.000142 | 0.009308 | 1 | 16,888 |
0.432235 | -0.078679 | 0.572321 | -0.479215 | -0.873248 | -0.960292 | 0.153753 | 0 | -0.069767 | 0.249689 | 0 | 0.000283 | 0.009235 | 1 | 16,889 |
-0.756492 | -0.334816 | -0.433174 | 5.907231 | 0.077623 | 0.019055 | 0.153753 | 0 | -0.069767 | 0.249689 | 0 | -0.000496 | 0.009661 | 1 | 16,890 |
0.756492 | 0.81756 | 0.19514 | -0.480119 | 0.529565 | 0.545002 | 0.153406 | -0.000032 | -0.069767 | 0.249689 | 0 | 0.000496 | 0.010147 | 1 | 16,891 |
-0.432235 | -0.590844 | -0.684636 | -0.479215 | -0.101641 | 0 | 0.153406 | 0 | -0.069767 | 0.249689 | 0 | -0.000283 | 0.010991 | 1 | 16,892 |
-0.324257 | -0.078679 | -1.188168 | -0.477407 | 0.591718 | 0.836272 | 0.153753 | 0.000032 | -0.069767 | 0.249689 | 0 | -0.000213 | 0.010362 | 1 | 16,893 |
0.324257 | 0.30554 | 0.446603 | -0.479215 | -0.492381 | -0.286814 | 0.152712 | -0.000095 | -0.069767 | 0.249689 | 0 | 0.000213 | 0.010991 | 1 | 16,894 |
-2.163014 | -0.078679 | -2.69855 | -0.466532 | 0.736506 | 0.819135 | 0.152712 | 0 | -0.069767 | 0.249689 | 0 | -0.001418 | 0.012829 | 1 | 16,895 |
-1.082658 | -0.077952 | -0.938704 | -0.465624 | 0.673788 | 0.489441 | 0.153753 | 0.000095 | -0.069767 | 0.249689 | 0 | -0.00071 | 0.014099 | 1 | 16,896 |
1.731884 | 1.461305 | 0.572321 | -0.471974 | 0.442579 | 0.662768 | 0.153753 | 0 | -0.069767 | 0.249689 | 0 | 0.001135 | 0.013523 | 1 | 16,897 |
1.08143 | 1.074814 | 0.32068 | -0.477407 | 0.140704 | 0.31478 | 0.153753 | 0 | -0.069767 | 0.249689 | 0 | 0.000709 | 0.012534 | 1 | 16,898 |
-0.216225 | -0.078534 | 0.320858 | -0.478311 | -0.304313 | -0.208035 | 0.145944 | -0.000714 | -0.069767 | 0.249689 | 0 | -0.000142 | 0.012816 | 1 | 16,899 |
0.864715 | 0.689841 | 0.320823 | -0.480119 | 0.371572 | 0.401046 | 0.145944 | 0 | -0.069767 | 0.249689 | 0 | 0.000567 | 0.011689 | 1 | 16,900 |
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