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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-2.555121 | -0.853914 | -2.528516 | -0.295027 | 0.268978 | 0.308247 | -0.829501 | 0 | 0.023256 | 0.249689 | 0 | -0.001675 | -0.003139 | 0 | 1,701 |
0.333519 | 0.594481 | 0.701621 | -0.295984 | -1.775335 | -1.369089 | -0.832451 | -0.00027 | 0.023256 | 0.249689 | 0 | 0.000219 | -0.00365 | 0 | 1,702 |
0 | 0.462587 | 0.572321 | -0.295984 | -0.303244 | -0.344 | -0.832451 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.003504 | 0 | 1,703 |
0.66682 | 1.515404 | 0.313749 | -0.298854 | -0.059785 | 0.14107 | -0.830195 | 0.000206 | 0.023256 | 0.249689 | 0 | 0.000437 | -0.003795 | 0 | 1,704 |
-1.333932 | -0.854182 | -1.49641 | -0.29407 | -0.046375 | -0.081109 | -0.830195 | 0 | 0.023256 | 0.249689 | 0 | -0.000874 | -0.002774 | 0 | 1,705 |
0.222403 | -0.063821 | 0.054912 | -0.295027 | -0.322742 | -0.545119 | -0.830369 | -0.000016 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.003651 | 0 | 1,706 |
0.667015 | 0.726232 | -0.203736 | -0.297898 | -0.064313 | -0.049722 | -0.830369 | 0 | 0.023256 | 0.249689 | 0 | 0.000437 | -0.004235 | 0 | 1,707 |
-0.667015 | 0.199171 | -0.979453 | 6.272042 | -0.314009 | 0.009584 | -0.827939 | 0.000222 | 0.023256 | 0.249689 | 0 | -0.000437 | -0.003066 | 0 | 1,708 |
-1.557502 | 0.199517 | -1.239007 | 6.279704 | 0.026407 | 0.157076 | -0.827939 | 0 | 0.023256 | 0.249689 | 0 | -0.001021 | -0.002191 | 0 | 1,709 |
1.335099 | 0.991146 | 0.054459 | -0.29407 | 0.264748 | 0.424077 | -0.829501 | -0.000143 | 0.023256 | 0.249689 | 0 | 0.000875 | -0.003798 | 0 | 1,710 |
0.333592 | -0.063821 | 0.572321 | -0.295027 | -0.486793 | -0.344 | -0.829501 | 0 | 0.023256 | 0.249689 | 0 | 0.000219 | -0.004895 | 0 | 1,711 |
1.222548 | 1.121043 | 0.701621 | -0.299809 | -0.441028 | -0.358959 | -0.82846 | 0.000095 | 0.023256 | 0.249689 | 0 | 0.000801 | -0.005257 | 0 | 1,712 |
0.44432 | 0.198826 | 0.443115 | -0.302675 | -0.227428 | -0.344 | -0.82846 | 0 | 0.023256 | 0.249689 | 0 | 0.000291 | -0.005402 | 0 | 1,713 |
-0.111068 | 0.198596 | 0.05559 | -0.30172 | -0.365795 | -0.171376 | -0.828633 | -0.000016 | 0.023256 | 0.249689 | 0 | -0.000073 | -0.00489 | 0 | 1,714 |
-2.111828 | -0.72246 | -2.142394 | -0.292155 | 0.225479 | 0.301661 | -0.828633 | 0 | 0.023256 | 0.249689 | 0 | -0.001384 | -0.003945 | 0 | 1,715 |
-0.222468 | -0.722643 | -0.721673 | 6.281621 | 0.667484 | 0.440925 | -0.830542 | -0.000175 | 0.023256 | 0.249689 | 0 | -0.000146 | -0.004971 | 0 | 1,716 |
-1.335489 | -1.118174 | -1.369308 | -0.286402 | 0.188605 | 0.188159 | -0.830542 | 0 | 0.023256 | 0.249689 | 0 | -0.000875 | -0.004095 | 0 | 1,717 |
0.890456 | 0.727962 | 0.442832 | -0.28928 | -0.099248 | -0.136322 | -0.830542 | 0 | 0.023256 | 0.249689 | 0 | 0.000584 | -0.003654 | 0 | 1,718 |
0.445033 | 0.463662 | 0.313485 | -0.292155 | -0.611433 | -0.389742 | -0.831931 | -0.000127 | 0.023256 | 0.249689 | 0 | 0.000292 | -0.004385 | 0 | 1,719 |
0.222468 | 0.85852 | 0.572321 | -0.293113 | -0.308606 | -0.102739 | -0.831931 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.005263 | 0 | 1,720 |
-0.55623 | -0.063745 | -0.721673 | -0.290239 | -0.034669 | -0.421757 | -0.833666 | -0.000159 | 0.023256 | 0.249689 | 0 | -0.000365 | -0.004166 | 0 | 1,721 |
0 | -0.195361 | -0.074794 | -0.290239 | -0.333816 | -0.12497 | -0.82256 | 0.001016 | 0.023256 | 0.249689 | 0 | 0 | -0.004752 | 0 | 1,722 |
0.55623 | 0.200036 | -0.074794 | -0.293113 | -0.470294 | -0.314896 | -0.82256 | 0 | 0.023256 | 0.249689 | 0 | 0.000365 | -0.005043 | 0 | 1,723 |
0.444838 | 0.199747 | 0.572321 | -0.29407 | -0.835453 | -0.691024 | -0.82256 | 0 | 0.023256 | 0.249689 | 0 | 0.000292 | -0.005408 | 0 | 1,724 |
0 | 0.199517 | 0.184335 | -0.29407 | -0.359976 | -0.421757 | -0.822386 | 0.000016 | 0.023256 | 0.249689 | 0 | 0 | -0.004236 | 0 | 1,725 |
0.111189 | -0.063898 | 0.313673 | -0.295027 | -0.525414 | -0.545119 | -0.822386 | 0 | 0.023256 | 0.249689 | 0 | 0.000073 | -0.005335 | 0 | 1,726 |
-0.222387 | -0.459103 | -0.333046 | 6.273956 | 0.036303 | 0.099597 | -0.825857 | -0.000317 | 0.023256 | 0.249689 | 0 | -0.000146 | -0.004896 | 0 | 1,727 |
-0.667355 | -0.722614 | -0.591976 | -0.291197 | -0.234164 | 0.055855 | -0.826377 | -0.000048 | 0.023256 | 0.249689 | 0 | -0.000437 | -0.004312 | 0 | 1,728 |
-0.77895 | 0.858626 | -0.333574 | -0.290239 | -1.081124 | -0.625212 | -0.826377 | 0 | 0.023256 | 0.249689 | 0 | -0.000511 | -0.004241 | 0 | 1,729 |
0.890196 | 0.727577 | 0.572321 | 6.277788 | 0.440752 | 0.371293 | -0.826377 | 0 | 0.023256 | 0.249689 | 0 | 0.000584 | -0.002336 | 0 | 1,730 |
-0.667598 | 0.199863 | -0.204075 | -0.291197 | -0.292644 | -0.405589 | -0.825336 | 0.000095 | 0.023256 | 0.249689 | 0 | -0.000438 | -0.004094 | 0 | 1,731 |
1.223707 | 0.990915 | 0.831158 | 6.273956 | -0.201118 | -0.029461 | -0.825336 | 0 | 0.023256 | 0.249689 | 0 | 0.000802 | -0.004603 | 0 | 1,732 |
-0.111206 | 0.067862 | 0.313654 | -0.29407 | -1.2064 | -0.869599 | -0.827072 | -0.000159 | 0.023256 | 0.249689 | 0 | -0.000073 | -0.004383 | 0 | 1,733 |
1.778317 | 1.516324 | 0.830969 | -0.300765 | -0.110486 | -0.102739 | -0.827072 | 0 | 0.023256 | 0.249689 | 0 | 0.001166 | -0.006135 | 0 | 1,734 |
-1.778317 | -0.854106 | -1.495807 | 6.268214 | -0.073458 | -0.171376 | -0.821692 | 0.000492 | 0.023256 | 0.249689 | 0 | -0.001166 | -0.004823 | 0 | 1,735 |
0.222403 | 0.463047 | 0.830969 | 6.272042 | -1.114671 | -0.960292 | -0.821692 | 0 | 0.023256 | 0.249689 | 0 | 0.000146 | -0.004895 | 0 | 1,736 |
0.444709 | 0.726232 | 0.184335 | 6.268214 | 0.078856 | 0.26096 | -0.830369 | -0.000794 | 0.023256 | 0.249689 | 0 | 0.000292 | -0.0057 | 0 | 1,737 |
0.111157 | 0.199287 | -0.20351 | -0.296941 | 0.061389 | 0.099597 | -0.830369 | 0 | 0.023256 | 0.249689 | 0 | 0.000073 | -0.005626 | 0 | 1,738 |
-0.667063 | -0.195764 | -0.203453 | -0.29407 | -0.721239 | -0.50789 | -0.827939 | 0.000222 | 0.023256 | 0.249689 | 0 | -0.000437 | -0.004749 | 0 | 1,739 |
-0.111206 | -0.195591 | -0.074417 | -0.292155 | -0.139402 | 0.037667 | -0.827939 | 0 | 0.023256 | 0 | -0.385986 | -0.000073 | -0.004457 | 0 | 1,740 |
-0.667404 | -0.327313 | -0.462648 | -0.290239 | -0.462189 | -0.233443 | -0.828633 | -0.000063 | 0.023256 | 0 | -0.385986 | -0.000437 | -0.0038 | 0 | 1,741 |
0.55619 | 0.990454 | 0.313522 | -0.293113 | -0.315094 | 0.091037 | -0.828633 | 0 | 0.023256 | 0 | -0.385986 | 0.000365 | -0.003432 | 0 | 1,742 |
-0.778723 | -0.459064 | -0.33331 | -0.28928 | -0.295807 | -0.389742 | -0.830022 | -0.000127 | 0.023256 | 0 | -0.385986 | -0.00051 | -0.002629 | 0 | 1,743 |
0.667501 | 0.463662 | 0.313485 | -0.28928 | -0.790932 | -0.526288 | -0.830022 | 0 | 0.023256 | 0 | -0.385986 | 0.000438 | -0.002774 | 0 | 1,744 |
-1.112664 | -0.063745 | -1.239535 | -0.287362 | 1.564659 | 1.193963 | -0.744642 | 0.00781 | 0.023256 | 0 | -0.385986 | -0.000729 | -0.001899 | 0 | 1,745 |
-2.562211 | 0.595778 | -2.666799 | -0.277755 | 1.800204 | 1.618224 | -0.744642 | 0 | 0.023256 | 0 | -0.385986 | -0.00168 | 0.000073 | 1 | 1,746 |
0.557369 | 0.861803 | 0.312974 | -0.28064 | 0.814396 | 0.679441 | -0.744642 | 0 | 0.023256 | 0 | -0.385986 | 0.000365 | -0.000292 | 0 | 1,747 |
0.445748 | 0.201364 | 0.313068 | -0.28064 | -0.078849 | -0.18341 | -0.82551 | -0.007398 | 0.023256 | 0 | -0.385986 | 0.000292 | 0 | 0 | 1,748 |
-1.337636 | -0.722874 | -1.502155 | -0.276792 | 1.371152 | 1.07744 | -0.82551 | 0 | 0.023256 | 0 | -0.385986 | -0.000877 | 0.001607 | 1 | 1,749 |
-0.892409 | 0.201827 | -0.72508 | -0.271013 | 0.836465 | 0.78009 | -0.817354 | 0.000746 | 0.023256 | 0 | -0.385986 | -0.000585 | 0.002046 | 1 | 1,750 |
0.669356 | 0.730854 | -0.466131 | -0.273904 | 1.252017 | 1.305149 | -0.817354 | 0 | 0.023256 | 0 | -0.385986 | 0.000439 | 0.001461 | 1 | 1,751 |
-0.446205 | -0.723009 | 0.053399 | -0.271977 | -0.273962 | -0.421757 | -0.82256 | -0.000476 | 0.023256 | 0 | -0.385986 | -0.000292 | 0.002483 | 1 | 1,752 |
0.223119 | 0.730661 | 0.312803 | -0.27294 | 0.089251 | 0.1805 | -0.818221 | 0.000397 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.002483 | 1 | 1,753 |
0.223086 | 0.466283 | -0.206233 | -0.274867 | 0.113112 | 0.091037 | -0.818221 | 0 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.001607 | 1 | 1,754 |
0.223053 | 1.522483 | 0.831725 | -0.27583 | 0.525368 | 0.468241 | -0.816139 | 0.00019 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.001023 | 1 | 1,755 |
-1.115593 | -0.326581 | -0.72508 | -0.270049 | -0.411696 | -0.081109 | -0.816139 | 0 | 0.023256 | 0 | -0.385986 | -0.000731 | 0.001462 | 1 | 1,756 |
-0.223217 | -0.326388 | -0.466283 | 6.322007 | 0.059491 | 0.055855 | -0.816139 | 0 | 0.023256 | 0 | -0.385986 | -0.000146 | 0.00117 | 1 | 1,757 |
1.115756 | 0.731241 | 0.831915 | -0.274867 | -0.555475 | -0.455106 | -0.81423 | 0.000175 | 0.023256 | 0 | -0.385986 | 0.000731 | 0.001169 | 1 | 1,758 |
-0.223086 | 0.201943 | -0.206119 | -0.27294 | -0.24981 | -0.259683 | -0.81423 | 0 | 0.023256 | 0 | -0.385986 | -0.000146 | 0.001169 | 1 | 1,759 |
-1.115919 | -0.590844 | -0.725459 | -0.269084 | -0.296865 | -0.060048 | -0.812494 | 0.000159 | 0.023256 | 0 | -0.385986 | -0.000731 | 0.001462 | 1 | 1,760 |
-1.340182 | -0.326311 | -1.506104 | 6.335524 | 0.708472 | 0.671148 | -0.812494 | 0 | 0.023256 | 0 | -0.385986 | -0.000878 | 0.002779 | 1 | 1,761 |
0.670238 | 0.467986 | 0.312423 | -0.264257 | -0.858833 | -0.714222 | -0.808156 | 0.000397 | 0.023256 | 0 | -0.385986 | 0.000439 | 0.002048 | 1 | 1,762 |
0.223347 | -0.061584 | 0.052715 | -0.265223 | -0.326046 | -0.220638 | -0.808156 | 0 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.003653 | 1 | 1,763 |
0.669846 | 0.202872 | 0.052791 | 6.322007 | -0.434545 | -0.358959 | -0.80885 | -0.000063 | 0.023256 | 0 | -0.385986 | 0.000439 | 0.00263 | 1 | 1,764 |
-0.669846 | -0.326349 | -0.206689 | 6.322007 | -0.209467 | -0.50789 | -0.80885 | 0 | 0.023256 | 0 | -0.385986 | -0.000439 | 0.003361 | 1 | 1,765 |
-1.787694 | -0.061662 | -1.766763 | -0.259423 | 0.594068 | 0.32126 | -0.814924 | -0.000556 | 0.023256 | 0 | -0.385986 | -0.001172 | 0.003803 | 1 | 1,766 |
0 | -0.325923 | -0.728313 | -0.259423 | 0.294729 | 0.327688 | -0.814924 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.003584 | 1 | 1,767 |
1.564347 | 1.262786 | 0.702332 | -0.262324 | -0.677773 | -0.455106 | -0.810065 | 0.000444 | 0.023256 | 0 | -0.385986 | 0.001025 | 0.004018 | 1 | 1,768 |
-0.670238 | -0.855532 | -0.72698 | -0.262324 | -0.851736 | -0.714222 | -0.810065 | 0 | 0.023256 | 0 | -0.385986 | -0.000439 | 0.004531 | 1 | 1,769 |
-1.117718 | -0.855648 | -1.377844 | -0.258456 | 0.697945 | 0.288322 | -0.810065 | 0 | 0.023256 | 0 | -0.385986 | -0.000733 | 0.005482 | 1 | 1,770 |
1.117718 | 0.733566 | 0.572321 | -0.262324 | 0.367113 | 0.07364 | -0.80885 | 0.000111 | 0.023256 | 0 | -0.385986 | 0.000733 | 0.004239 | 1 | 1,771 |
-0.894109 | -0.590844 | -0.98764 | -0.259423 | -0.635142 | -0.455106 | -0.739783 | 0.006318 | 0.023256 | 0 | -0.385986 | -0.000586 | 0.005262 | 1 | 1,772 |
0.111792 | -0.458379 | -0.728313 | -0.259423 | -0.096864 | 0.124738 | -0.739783 | 0 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.005335 | 1 | 1,773 |
-0.111792 | 0.071337 | -0.077829 | -0.259423 | -1.250947 | -0.841516 | -0.805727 | -0.006032 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.005627 | 1 | 1,774 |
1.787694 | 1.527436 | -0.207945 | -0.263291 | -0.220756 | -0.159519 | -0.805727 | 0 | 0.023256 | 0 | -0.385986 | 0.001172 | 0.003726 | 1 | 1,775 |
-1.564118 | -1.120181 | -1.2467 | -0.259423 | -1.41007 | -0.898703 | -0.812668 | -0.000635 | 0.023256 | 0 | -0.385986 | -0.001025 | 0.005553 | 1 | 1,776 |
0.447054 | 0.203686 | -0.207831 | -0.261358 | -0.856459 | -0.625212 | -0.812668 | 0 | 0.023256 | 0 | -0.385986 | 0.000293 | 0.004312 | 1 | 1,777 |
0.223478 | -0.061274 | 0.312385 | -0.263291 | -1.012572 | -0.421757 | -0.810412 | 0.000206 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.004385 | 1 | 1,778 |
-0.670533 | -0.590844 | -0.207488 | 6.335524 | -0.30753 | -0.18341 | -0.810412 | 0 | 0.023256 | 0 | -0.385986 | -0.00044 | 0.005043 | 1 | 1,779 |
3.795794 | 4.038995 | 0.962268 | -0.261358 | -0.391998 | -0.489906 | -0.811453 | -0.000095 | 0.023256 | 0 | -0.385986 | 0.002488 | 0.002336 | 1 | 1,780 |
-3.348739 | -4.294037 | -4.102084 | -0.261358 | -0.489581 | -0.421757 | -0.811453 | 0 | 0.023256 | 0 | -0.385986 | -0.002195 | 0.003656 | 1 | 1,781 |
0.446924 | 0.73279 | 0.572321 | 6.333591 | -0.110486 | -0.039527 | -0.813362 | -0.000175 | 0.023256 | 0 | -0.385986 | 0.000293 | 0.003655 | 1 | 1,782 |
0.223413 | 7.202344 | 0.572321 | 6.331659 | 0.190706 | 0.108065 | -0.813362 | 0 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.004092 | 1 | 1,783 |
-0.893847 | -0.855571 | -0.987183 | 6.339391 | -0.456838 | -0.246456 | -0.809371 | 0.000365 | 0.023256 | 0 | -0.385986 | -0.000586 | 0.004969 | 1 | 1,784 |
0.223511 | -0.061196 | 0.312347 | -0.261358 | -0.78236 | -0.489906 | -0.809371 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.004969 | 1 | 1,785 |
0.111743 | 0.203453 | 0.312385 | -0.262324 | -0.217916 | -0.286814 | -0.809371 | 0 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.005478 | 1 | 1,786 |
-0.782374 | 0.335734 | -0.597607 | -0.259423 | -0.08819 | -0.421757 | -0.810065 | -0.000063 | 0.023256 | 0 | -0.385986 | -0.000513 | 0.005845 | 1 | 1,787 |
0.223576 | -0.061041 | 0.572321 | 6.341326 | -0.072691 | 0.064797 | -0.810065 | 0 | 0.023256 | 0 | -0.385986 | 0.000147 | 0.005845 | 1 | 1,788 |
0.670533 | 0.468451 | 0.182288 | -0.263291 | -0.258769 | -0.136322 | -0.808156 | 0.000175 | 0.023256 | 0 | -0.385986 | 0.00044 | 0.004822 | 1 | 1,789 |
0.335156 | 0.203336 | 0.182459 | -0.264257 | -0.50655 | -0.344 | -0.808156 | 0 | 0.023256 | 0 | -0.385986 | 0.00022 | 0.004748 | 1 | 1,790 |
0.335082 | 0.070852 | -0.077353 | 6.329728 | -0.690716 | -0.421757 | -0.818568 | -0.000952 | 0.023256 | 0 | -0.385986 | 0.00022 | 0.004966 | 1 | 1,791 |
1.116409 | 1.260888 | 0.572321 | 6.320078 | -0.521015 | -0.526288 | -0.818568 | 0 | 0.023256 | 0 | -0.385986 | 0.000732 | 0.003797 | 1 | 1,792 |
0.446335 | 0.466747 | 0.312727 | -0.27294 | -0.535788 | -0.344 | -0.818568 | 0 | 0.023256 | 0 | -0.385986 | 0.000293 | 0.003577 | 1 | 1,793 |
0.446205 | 0.202175 | 0.572321 | -0.274867 | -0.220756 | -0.12497 | -0.820651 | -0.00019 | 0.023256 | 0 | -0.385986 | 0.000292 | 0.003212 | 1 | 1,794 |
0.223053 | 0.201943 | 0.312879 | -0.274867 | -0.306456 | -0.286814 | -0.818568 | 0.00019 | 0.023256 | 0 | -0.385986 | 0.000146 | 0.002774 | 1 | 1,795 |
0.446009 | 0.201827 | 0.312917 | -0.274867 | -0.585291 | -0.421757 | -0.818568 | 0 | 0.023256 | 0 | -0.385986 | 0.000292 | 0.001971 | 1 | 1,796 |
0 | 0.465665 | -0.205778 | -0.276792 | -0.40548 | -0.113778 | -0.818915 | -0.000032 | 0.023256 | 0 | -0.385986 | 0 | 0.001752 | 1 | 1,797 |
0.891627 | 0.729696 | 0.312993 | -0.282562 | -0.143632 | 0.019055 | -0.818915 | 0 | 0.023256 | 0 | -0.385986 | 0.000584 | 0.001095 | 1 | 1,798 |
1.113801 | 1.124667 | 0.83146 | -0.285443 | 0.069553 | 0.288322 | -0.816486 | 0.000222 | 0.023256 | 0 | -0.385986 | 0.00073 | 0.000146 | 1 | 1,799 |
-0.222695 | 0.727962 | -0.722996 | -0.284483 | 0.374798 | 0.549867 | -0.816486 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000146 | 0.000584 | 1 | 1,800 |
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