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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-2.183133 | -0.590844 | -2.220688 | 6.038864 | -0.670483 | -0.389742 | 0.172668 | 0 | -0.069767 | 0.249689 | 0 | -0.001431 | 0.009549 | 1 | 17,901 |
0 | 1.60821 | -0.317159 | -0.410676 | -0.158214 | -0.220638 | 0.181692 | 0.000825 | -0.069767 | 0.249689 | 0 | 0 | 0.011391 | 1 | 17,902 |
1.528521 | 1.220336 | 0.826376 | -0.414369 | -0.780234 | -0.928905 | 0.181692 | 0 | -0.069767 | 0.249689 | 0 | 0.001002 | 0.010531 | 1 | 17,903 |
-0.654893 | -0.20297 | -0.1893 | 6.03148 | -0.826318 | -0.625212 | 0.181692 | 0 | -0.069767 | 0.249689 | 0 | -0.000429 | 0.01096 | 1 | 17,904 |
-1.31063 | -0.202803 | -0.951902 | -0.408828 | -1.061747 | -0.691024 | 0.181692 | 0 | -0.069767 | 0.249689 | 0 | -0.000859 | 0.012102 | 1 | 17,905 |
0.437002 | 0.962152 | 0.69939 | -0.409752 | -0.021731 | 0.195744 | 0.184642 | 0.00027 | -0.069767 | 0.249689 | 0 | 0.000286 | 0.011674 | 1 | 17,906 |
-1.311381 | -0.331993 | -1.461432 | -0.404204 | -0.28324 | -0.060048 | 0.184642 | 0 | -0.069767 | 0.249689 | 0 | -0.00086 | 0.012251 | 1 | 17,907 |
-0.437378 | 0.186266 | 0.063664 | -0.403278 | -1.118117 | -0.898703 | 0.187939 | 0.000302 | -0.069767 | 0.249689 | 0 | -0.000287 | 0.012396 | 1 | 17,908 |
-0.109364 | -0.072585 | -0.44543 | -0.402352 | -0.24685 | -0.091851 | 0.187939 | 0 | -0.069767 | 0.249689 | 0 | -0.000072 | 0.012892 | 1 | 17,909 |
0 | -0.202108 | -0.318243 | -0.401426 | -0.68329 | -0.526288 | 0.195748 | 0.000714 | -0.069767 | 0.249689 | 0 | 0 | 0.013034 | 1 | 17,910 |
0.546742 | 0.445599 | -0.318243 | -0.404204 | -0.528362 | -0.300732 | 0.195748 | 0 | -0.069767 | 0.249689 | 0 | 0.000358 | 0.012534 | 1 | 17,911 |
0.218642 | 0.704153 | 0.445171 | -0.405129 | -0.657908 | -0.646554 | 0.195748 | 0 | -0.069767 | 0.249689 | 0 | 0.000143 | 0.012249 | 1 | 17,912 |
0 | 0.186155 | 0.572321 | -0.405129 | -0.972229 | -0.738112 | 0.195748 | 0 | -0.069767 | 0.249689 | 0 | 0 | 0.012391 | 1 | 17,913 |
0.874254 | 0.962819 | 0.445189 | -0.408828 | 0.212388 | -0.389742 | 0.195748 | 0 | -0.069767 | 0.249689 | 0 | 0.000573 | 0.011393 | 1 | 17,914 |
0.873753 | 0.444486 | -0.44441 | -0.413446 | -0.349621 | -0.220638 | 0.180477 | -0.001397 | -0.069767 | 0.249689 | 0 | 0.000573 | 0.00997 | 1 | 17,915 |
0.873253 | 3.02815 | 0.699299 | -0.415291 | -0.486793 | -0.208035 | 0.180477 | 0 | -0.069767 | 0.249689 | 0 | 0.000572 | 0.008405 | 1 | 17,916 |
0.218235 | 0.960153 | -0.1893 | -0.418057 | -0.76761 | -0.625212 | 0.180824 | 0.000032 | -0.069767 | 0.249689 | 0 | 0.000143 | 0.008404 | 1 | 17,917 |
0 | 0.443154 | 0.572321 | 6.024104 | -0.535788 | -0.714222 | 0.180824 | 0 | -0.069767 | 0.249689 | 0 | 0 | 0.007056 | 1 | 17,918 |
0.436377 | -0.073771 | -1.967323 | -0.4199 | -0.863604 | -0.960292 | 0.184295 | 0.000317 | -0.069767 | 0.249689 | 0 | 0.000286 | 0.007692 | 1 | 17,919 |
2.397844 | 2.250416 | -0.062068 | -0.430015 | -0.931456 | -0.604425 | 0.184295 | 0 | -0.069767 | 0.249689 | 0 | 0.001572 | 0.005979 | 1 | 17,920 |
1.306328 | 0.957054 | 0.825615 | -0.434602 | -0.68329 | -0.738112 | 0.171974 | -0.001127 | -0.069767 | 0.249689 | 0 | 0.000856 | 0.00498 | 1 | 17,921 |
0.543973 | 0.440352 | 0.572321 | -0.437352 | -0.439726 | -0.455106 | 0.171974 | 0 | -0.069767 | 0.249689 | 0 | 0.000357 | 0.00434 | 1 | 17,922 |
0.217535 | -0.204214 | 0.319298 | -0.438268 | -0.47987 | -0.762738 | 0.168503 | -0.000317 | -0.069767 | 0.249689 | 0 | 0.000143 | 0.004339 | 1 | 17,923 |
0.543702 | 1.083715 | 0.192828 | -0.440099 | -0.11373 | 0.149113 | 0.168503 | 0 | -0.069767 | 0.249689 | 0 | 0.000356 | 0.004267 | 1 | 17,924 |
0 | 0.439471 | -0.312974 | -0.441014 | -0.599874 | -0.66848 | 0.166768 | -0.000159 | -0.069767 | 0.249689 | 0 | 0 | 0.004338 | 1 | 17,925 |
0 | -0.33321 | -2.971514 | -0.441014 | -1.340082 | -1.424301 | 0.166768 | 0 | -0.069767 | 0.249689 | 0 | 0 | 0.004267 | 1 | 17,926 |
0.86952 | 0.439471 | 0.319425 | -0.443758 | -0.780234 | -0.691024 | 0.170933 | 0.000381 | -0.069767 | 0.249689 | 0 | 0.00057 | 0.003129 | 1 | 17,927 |
0.434574 | 0.181507 | 0.06678 | 5.969055 | -0.803991 | -0.928905 | 0.170933 | 0 | -0.069767 | 0.249689 | 0 | 0.000285 | 0.001992 | 1 | 17,928 |
-0.434574 | -0.590844 | 0.066924 | -0.444672 | -0.928821 | -0.928905 | 0.170933 | 0 | -0.069767 | 0.249689 | 0 | -0.000285 | 0.003129 | 1 | 17,929 |
0.869025 | 1.725219 | 0.572321 | -0.448326 | 0.058857 | 0.281569 | 0.175618 | 0.000429 | -0.069767 | 0.249689 | 0 | 0.00057 | 0.001991 | 1 | 17,930 |
1.085586 | 0.695491 | 0.067068 | -0.451975 | -0.776 | -0.814386 | 0.163991 | -0.001064 | -0.069767 | 0.249689 | 0 | 0.000712 | 0.00199 | 1 | 17,931 |
-0.434142 | 0.180518 | -1.195435 | 5.958101 | -0.279101 | -0.50789 | 0.163991 | 0 | -0.069767 | 0.249689 | 0 | -0.000285 | 0.001919 | 1 | 17,932 |
0.217086 | 0.95199 | 0.319821 | -0.451975 | -0.050816 | 0.124738 | 0.166941 | 0.00027 | -0.069767 | 0.249689 | 0 | 0.000142 | 0.002132 | 1 | 17,933 |
0.54258 | 1.465683 | -1.32204 | -0.453798 | -0.281168 | -0.374202 | 0.166941 | 0 | -0.069767 | 0.249689 | 0 | 0.000356 | 0.00135 | 1 | 17,934 |
-0.434049 | 0.051844 | -0.184911 | 5.956277 | -0.473016 | -0.526288 | 0.160694 | -0.000571 | -0.069767 | 0.249689 | 0 | -0.000285 | 0.001351 | 1 | 17,935 |
-0.542735 | -0.333668 | -7.523843 | -0.450151 | -1.042896 | -0.604425 | 0.160694 | 0 | -0.069767 | 0.249689 | 0 | -0.000356 | 0.001564 | 1 | 17,936 |
1.302239 | 0.952209 | 0.572321 | -0.45471 | -0.75932 | -0.604425 | 0.166074 | 0.000492 | -0.069767 | 0.249689 | 0 | 0.000854 | 0.000284 | 1 | 17,937 |
-0.325456 | -0.333796 | 0.067643 | -0.453798 | -0.784493 | -0.788145 | 0.166074 | 0 | -0.069767 | 0.249689 | 0 | -0.000213 | 0.001492 | 1 | 17,938 |
-0.325525 | -0.590844 | -0.311148 | -0.452887 | -0.873248 | -0.526288 | 0.166074 | 0 | -0.069767 | 0.249689 | 0 | -0.000213 | 0.001848 | 1 | 17,939 |
0.434018 | 0.437566 | 0.319892 | -0.455621 | -0.547837 | -0.584164 | 0.166074 | 0 | -0.069767 | 0.249689 | 0 | 0.000284 | 0.001137 | 1 | 17,940 |
-1.085277 | 0.437273 | -0.689823 | 5.959925 | -0.812836 | -0.50789 | 0.169545 | 0.000317 | -0.069767 | 0.249689 | 0 | -0.000711 | 0.001706 | 1 | 17,941 |
0.434203 | 0.180847 | 0.572321 | -0.451975 | -0.992108 | -0.788145 | 0.169545 | 0 | -0.069767 | 0.249689 | 0 | 0.000285 | 0.001564 | 1 | 17,942 |
-0.651351 | -0.205067 | -0.185181 | -0.449238 | -0.65613 | -0.646554 | 0.169545 | 0 | -0.069767 | 0.249689 | 0 | -0.000427 | 0.001991 | 1 | 17,943 |
0.217148 | -0.076273 | 0.06714 | -0.451063 | -1.128557 | -0.604425 | 0.1659 | -0.000333 | -0.069767 | 0.249689 | 0 | 0.000142 | 0.002133 | 1 | 17,944 |
0.651259 | 0.695125 | 1.077286 | -0.452887 | -0.64381 | -0.389742 | 0.1659 | 0 | -0.069767 | 0.249689 | 0 | 0.000427 | 0.00199 | 1 | 17,945 |
0 | 0.437566 | 0.446111 | -0.452887 | -0.46623 | -0.358959 | 0.167809 | 0.000175 | -0.069767 | 0.249689 | 0 | 0 | 0.002203 | 1 | 17,946 |
0.108516 | -0.076566 | 0.193665 | -0.452887 | -0.420493 | 0.055855 | 0.167809 | 0 | -0.069767 | 0.249689 | 0 | 0.000071 | 0.001208 | 1 | 17,947 |
0.542465 | 0.051935 | 0.193691 | -0.451975 | -0.753167 | -0.50789 | 0.169371 | 0.000143 | -0.069767 | 0.249689 | 0 | 0.000356 | 0.000569 | 1 | 17,948 |
0.650703 | 0.180189 | -0.437178 | -0.459262 | -0.240966 | 0.009584 | 0.169371 | 0 | -0.069767 | 0.249689 | 0 | 0.000427 | 0.000639 | 1 | 17,949 |
3.03295 | 3.002968 | 1.07664 | -0.471068 | 0.284726 | 0.253971 | 0.167983 | -0.000127 | -0.069767 | 0 | -0.385986 | 0.001988 | -0.001704 | 0 | 17,950 |
0.216409 | -0.078025 | -0.182923 | 5.914474 | -0.100842 | -0.18341 | 0.167983 | 0 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.001704 | 0 | 17,951 |
2.810524 | 2.739409 | 0.823962 | -0.480119 | -0.120265 | -0.01952 | 0.170759 | 0.000254 | -0.069767 | 0 | -0.385986 | 0.001842 | -0.003972 | 0 | 17,952 |
0.21598 | -0.334924 | -0.55842 | -0.484636 | 0.467659 | 0.389277 | 0.170759 | 0 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.004114 | 0 | 17,953 |
0 | 0.68821 | -4.332074 | -0.483733 | -0.060537 | 0.157076 | 0.173883 | 0.000286 | -0.069767 | 0 | -0.385986 | 0 | -0.003972 | 0 | 17,954 |
0.431868 | -0.079114 | 0.321143 | 5.892771 | -1.246777 | -0.869599 | 0.173883 | 0 | -0.069767 | 0 | -0.385986 | 0.000283 | -0.004397 | 0 | 17,955 |
-0.215919 | -0.590844 | -10.76282 | -0.484636 | -1.046002 | -0.898703 | 0.162082 | -0.001079 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.004113 | 0 | 17,956 |
-0.431929 | -0.846727 | -0.683746 | 5.894577 | -0.39932 | -0.286814 | 0.162082 | 0 | -0.069767 | 0 | -0.385986 | -0.000283 | -0.003333 | 0 | 17,957 |
-0.21601 | 0.176806 | -14.057181 | -0.48283 | -0.55241 | -0.714222 | 0.162082 | 0 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.003688 | 0 | 17,958 |
0.647939 | 0.176914 | 0.572321 | -0.484636 | -1.250947 | -1.099821 | 0.163124 | 0.000095 | -0.069767 | 0 | -0.385986 | 0.000425 | -0.003971 | 0 | 17,959 |
0.215919 | 0.432327 | 0.572321 | -0.487342 | -0.3327 | -0.233443 | 0.154447 | -0.000794 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.003828 | 0 | 17,960 |
-0.215919 | -0.079259 | 0.070072 | -0.485538 | -0.416709 | -0.300732 | 0.154447 | 0 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.003971 | 0 | 17,961 |
-0.215949 | -0.334997 | 0.321179 | -0.485538 | -0.696338 | -0.625212 | 0.154447 | 0 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.003687 | 0 | 17,962 |
0.215949 | 0.176697 | 0.321143 | -0.485538 | -0.753167 | -0.421757 | 0.154447 | 0 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.005109 | 0 | 17,963 |
-0.647939 | -0.334997 | -0.935067 | -0.481927 | -0.57732 | -0.246456 | 0.149935 | -0.000413 | -0.069767 | 0 | -0.385986 | -0.000425 | -0.004257 | 0 | 17,964 |
-1.296705 | 0.176914 | -1.690203 | -0.476502 | -0.574157 | -0.195628 | 0.149935 | 0 | -0.069767 | 0 | -0.385986 | -0.00085 | -0.003265 | 0 | 17,965 |
-1.514217 | -0.334671 | -1.188667 | -0.471974 | -0.223607 | 0.009584 | 0.140911 | -0.000825 | -0.069767 | 0 | -0.385986 | -0.000993 | -0.00213 | 0 | 17,966 |
0.216409 | 0.434649 | -0.182923 | -0.470161 | -0.328257 | -0.081109 | 0.155835 | 0.001365 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.002414 | 0 | 17,967 |
-2.057123 | -0.975499 | -1.946055 | -0.466532 | -1.118117 | -0.714222 | 0.171974 | 0.001476 | -0.069767 | 0 | -0.385986 | -0.001348 | -0.000924 | 0 | 17,968 |
1.407805 | 1.077297 | 1.202206 | -0.46744 | -0.983518 | -0.738112 | 0.171974 | 0 | -0.069767 | 0 | -0.385986 | 0.000923 | -0.001989 | 0 | 17,969 |
-0.216501 | -0.334343 | -0.183138 | 5.925353 | -0.799611 | -0.50789 | 0.171974 | 0 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.001562 | 0 | 17,970 |
-0.216532 | -0.334307 | -0.183245 | -0.46744 | -0.942097 | -0.564403 | 0.155141 | -0.00154 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.002131 | 0 | 17,971 |
-0.433155 | -0.590844 | 0.068575 | 5.930799 | -1.668308 | -1.223183 | 0.163991 | 0.00081 | -0.069767 | 0 | -0.385986 | -0.000284 | -0.001848 | 0 | 17,972 |
0.216593 | 0.692022 | 0.320394 | -0.46744 | -0.293697 | 0.124738 | 0.163991 | 0 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.002559 | 0 | 17,973 |
0.433094 | 1.204659 | 0.824177 | -0.468347 | -0.773893 | -0.564403 | 0.163991 | 0 | -0.069767 | 0 | -0.385986 | 0.000284 | -0.002131 | 0 | 17,974 |
0.108254 | 0.435085 | 0.698218 | -0.468347 | -1.003728 | -1.547663 | 0.160694 | -0.000302 | -0.069767 | 0 | -0.385986 | 0.000071 | -0.002344 | 0 | 17,975 |
-0.108254 | -0.46258 | 0.194605 | 5.925353 | -0.87812 | -0.526288 | 0.160694 | 0 | -0.069767 | 0 | -0.385986 | -0.000071 | -0.001705 | 0 | 17,976 |
-0.866311 | -0.590844 | -0.435172 | -0.463808 | -0.749094 | -0.421757 | 0.160694 | 0 | -0.069767 | 0 | -0.385986 | -0.000568 | -0.00199 | 0 | 17,977 |
-1.300389 | -0.847563 | -0.939992 | -0.459262 | -0.835453 | -0.389742 | 0.160347 | -0.000032 | -0.069767 | 0 | -0.385986 | -0.000852 | -0.001707 | 0 | 17,978 |
1.300389 | 2.489566 | 0.824463 | -0.464716 | -0.751127 | -0.604425 | 0.162082 | 0.000159 | -0.069767 | 0 | -0.385986 | 0.000852 | -0.003271 | 0 | 17,979 |
-0.866803 | -0.077515 | -0.813917 | 5.939887 | -0.747067 | -0.545119 | 0.162082 | 0 | -0.069767 | 0 | -0.385986 | -0.000568 | -0.002418 | 0 | 17,980 |
1.083427 | 0.692933 | 0.320215 | -0.464716 | -1.330636 | -0.869599 | 0.136399 | -0.002349 | -0.069767 | 0 | -0.385986 | 0.00071 | -0.001705 | 0 | 17,981 |
-0.541617 | -0.590844 | -0.939777 | -0.462899 | -1.349659 | -1.062593 | 0.136399 | 0 | -0.069767 | 0 | -0.385986 | -0.000355 | -0.000995 | 0 | 17,982 |
0.541617 | 0.307577 | 0.320305 | -0.465624 | -1.26361 | -0.898703 | 0.132061 | -0.000397 | -0.069767 | 0 | -0.385986 | 0.000355 | -0.000994 | 0 | 17,983 |
-0.649964 | -0.334198 | -0.687671 | -0.460172 | -0.873248 | -0.691024 | 0.132061 | 0 | -0.069767 | 0 | -0.385986 | -0.000426 | -0.000568 | 0 | 17,984 |
-0.433463 | -0.590844 | -0.436031 | -0.461081 | -1.505793 | -1.317441 | 0.129111 | -0.00027 | -0.069767 | 0 | -0.385986 | -0.000284 | -0.000995 | 0 | 17,985 |
-0.216778 | 0.436251 | 0.068073 | -0.459262 | -0.989233 | -0.472317 | 0.129111 | 0 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.001137 | 0 | 17,986 |
-0.650518 | -0.20556 | -0.184212 | -0.456531 | -0.793092 | -0.358959 | 0.125813 | -0.000302 | -0.069767 | 0 | -0.385986 | -0.000426 | -0.000853 | 0 | 17,987 |
1.517444 | 1.20721 | 0.446201 | -0.463808 | -0.776 | -0.438258 | 0.125813 | 0 | -0.069767 | 0 | -0.385986 | 0.000995 | -0.001279 | 0 | 17,988 |
0.216655 | 0.179204 | 0.320323 | -0.463808 | -1.238512 | -0.604425 | 0.125813 | 0 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.001919 | 0 | 17,989 |
-0.650056 | -0.590844 | -0.183674 | -0.46199 | -1.128557 | -0.625212 | 0.123557 | -0.000206 | -0.069767 | 0 | -0.385986 | -0.000426 | -0.001849 | 0 | 17,990 |
-0.216747 | -0.334052 | -0.057921 | -0.461081 | -0.771793 | -0.526288 | 0.126508 | 0.00027 | -0.069767 | 0 | -0.385986 | -0.000142 | -0.002134 | 0 | 17,991 |
0.216747 | 0.436251 | 0.824391 | -0.461081 | -0.849386 | -0.646554 | 0.126508 | 0 | -0.069767 | 0 | -0.385986 | 0.000142 | -0.002276 | 0 | 17,992 |
0 | -0.20567 | 0.446291 | -0.46199 | -1.087705 | -0.646554 | 0.132234 | 0.000524 | -0.069767 | 0 | -0.385986 | 0 | -0.003273 | 0 | 17,993 |
0.433402 | 0.179422 | 0.572321 | -0.462899 | -1.068146 | -0.604425 | 0.132234 | 0 | -0.069767 | 0 | -0.385986 | 0.000284 | -0.003414 | 0 | 17,994 |
0.433278 | 0.692387 | 0.572321 | -0.464716 | -0.997893 | -0.646554 | 0.139002 | 0.000619 | -0.069767 | 0 | -0.385986 | 0.000284 | -0.004982 | 0 | 17,995 |
0.324878 | 0.178985 | 0.950144 | -0.466532 | -1.511856 | -1.099821 | 0.139002 | 0 | -0.069767 | 0 | -0.385986 | 0.000213 | -0.005052 | 0 | 17,996 |
-1.408305 | -0.462544 | -1.065495 | -0.460172 | -0.947479 | -0.389742 | 0.121649 | -0.001587 | -0.069767 | 0 | -0.385986 | -0.000923 | -0.003915 | 0 | 17,997 |
-0.433586 | -0.847709 | -0.184104 | -0.459262 | -1.645789 | -1.027019 | 0.121649 | 0 | -0.069767 | 0 | -0.385986 | -0.000284 | -0.00413 | 0 | 17,998 |
0.758695 | 0.436543 | 0.824463 | -0.46199 | -0.741021 | -0.300732 | 0.129284 | 0.000698 | -0.069767 | 0 | -0.385986 | 0.000497 | -0.004485 | 0 | 17,999 |
-0.541887 | -0.462452 | -0.057877 | -0.460172 | -1.303044 | -0.898703 | 0.129284 | 0 | -0.069767 | 0 | -0.385986 | -0.000355 | -0.004272 | 0 | 18,000 |
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