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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-3.243372 | -0.718817 | -3.199621 | -0.469254 | 0.038918 | 0.406866 | 0.13102 | 0.000238 | -0.069767 | -1 | 0.614014 | -0.002126 | 0.006505 | 1 | 18,201 |
0.432848 | 0.434794 | -0.183031 | -0.471068 | -0.172223 | 0.26096 | 0.13102 | 0 | -0.069767 | -1 | 0.614014 | 0.000284 | 0.00594 | 1 | 18,202 |
-1.73213 | -0.078098 | -1.946055 | -0.464716 | 0.233414 | 0.554703 | 0.144902 | 0.00127 | -0.069767 | -1 | 0.614014 | -0.001135 | 0.00524 | 1 | 18,203 |
-3.035968 | 2.871299 | -4.726425 | -0.451975 | 0.473616 | 0.78009 | 0.144902 | 0 | -0.069767 | -1 | 0.614014 | -0.00199 | 0.007937 | 1 | 18,204 |
2.819313 | 2.749825 | 0.82475 | -0.460172 | -0.454178 | -0.12497 | 0.163471 | 0.001699 | -0.069767 | -1 | 0.614014 | 0.001848 | 0.002836 | 1 | 18,205 |
-1.951277 | -0.847599 | -2.454026 | -0.45471 | 0.06454 | 0.288322 | 0.163471 | 0 | -0.069767 | -1 | 0.614014 | -0.001279 | 0.00652 | 1 | 18,206 |
-1.085122 | 0.437127 | -1.19468 | -0.448326 | 0.008233 | 0.446463 | 0.170239 | 0.000619 | -0.069767 | -1 | 0.614014 | -0.000711 | 0.006949 | 1 | 18,207 |
-0.434265 | -0.590844 | -1.195938 | -0.448326 | -0.160819 | 0.037667 | 0.170239 | 0 | -0.069767 | -1 | 0.614014 | -0.000285 | 0.006951 | 1 | 18,208 |
0.32571 | 0.695308 | 0.572321 | -0.450151 | -0.198358 | -0.0097 | 0.173189 | 0.00027 | -0.069767 | -1 | 0.614014 | 0.000214 | 0.006737 | 1 | 18,209 |
0.108555 | 0.309367 | -0.564296 | -0.450151 | -0.216973 | 0.108065 | 0.173189 | 0 | -0.069767 | -1 | 0.614014 | 0.000071 | 0.007232 | 1 | 18,210 |
8.011687 | 8.902387 | 0.572321 | 5.892771 | 1.14277 | 1.116604 | 0.156356 | -0.00154 | -0.069767 | -1 | 0.614014 | 0.005252 | 0.001697 | 1 | 18,211 |
-1.94492 | -0.334961 | -2.444164 | -0.477407 | 0.987742 | 1.051951 | 0.156356 | 0 | -0.069767 | -1 | 0.614014 | -0.001275 | 0.002195 | 1 | 18,212 |
0 | 1.201861 | -0.685528 | 5.907231 | 0.756987 | 0.895093 | 0.113145 | -0.003953 | -0.069767 | -1 | 0.614014 | 0 | 0.002407 | 1 | 18,213 |
3.240157 | 4.781946 | 0.069289 | -0.490047 | 1.083192 | 1.238258 | 0.113145 | 0 | -0.069767 | -1 | 0.614014 | 0.002124 | -0.000424 | 0 | 18,214 |
2.479468 | 5.280346 | 1.199578 | -0.499045 | 1.29799 | 1.375568 | 0.113145 | 0 | -0.069767 | -1 | 0.614014 | 0.001625 | -0.001484 | 0 | 18,215 |
-2.695265 | -0.718483 | -6.079429 | -0.488244 | 0.552362 | 0.731346 | 0.113145 | 0 | -0.069767 | -1 | 0.614014 | -0.001767 | -0.000566 | 0 | 18,216 |
0.863003 | 2.730467 | 0.948755 | -0.492749 | 0.379608 | 0.359075 | -0.03436 | -0.013493 | -0.069767 | -1 | 0.614014 | 0.000566 | -0.001486 | 0 | 18,217 |
3.016671 | 3.238732 | -0.18036 | 5.853174 | 0.336768 | 0.424077 | -0.03436 | 0 | -0.069767 | -1 | 0.614014 | 0.001977 | -0.002543 | 0 | 18,218 |
3.6551 | 4.249016 | -8.966387 | -0.520537 | 0.493223 | 0.610558 | -0.03436 | 0 | -0.069767 | -1 | 0.614014 | 0.002396 | -0.004232 | 0 | 18,219 |
-0.859236 | 0.935274 | -2.677351 | -0.516965 | 1.577015 | 1.605358 | -0.03436 | 0 | -0.069767 | -1 | 0.614014 | -0.000563 | -0.002538 | 0 | 18,220 |
-1.935052 | 3.732246 | -1.928307 | -0.508018 | 1.06839 | 1.165261 | -0.03436 | 0 | -0.069767 | -1 | 0.614014 | -0.001268 | -0.001058 | 0 | 18,221 |
-0.645563 | 3.229021 | -0.428777 | -0.506225 | 0.210352 | 0.457426 | 0.031063 | 0.005985 | -0.069767 | -1 | 0.614014 | -0.000423 | -0.000564 | 0 | 18,222 |
0.645563 | 0.683881 | -1.180713 | -0.507121 | 0.349399 | 0.601515 | 0.031063 | 0 | -0.069767 | -1 | 0.614014 | 0.000423 | -0.000564 | 0 | 18,223 |
-2.583893 | -0.845789 | -3.184712 | -0.496348 | 0.097696 | 0.462852 | 0.031063 | 0 | -0.069767 | -1 | 0.614014 | -0.001694 | -0.000848 | 0 | 18,224 |
-0.431075 | 2.215925 | -0.932084 | -0.494549 | 0.297432 | 0.554703 | 0.031063 | 0 | -0.069767 | -1 | 0.614014 | -0.000283 | 0.000565 | 1 | 18,225 |
0 | 1.196291 | -1.434404 | -0.495449 | 0.181202 | 0.451963 | 2.595748 | 0.234609 | -0.069767 | -1 | 0.614014 | 0 | 0.000777 | 1 | 18,226 |
1.723568 | 2.98166 | -0.179935 | -0.501739 | 0.574434 | 0.888767 | 2.595748 | 0 | -0.069767 | -1 | 0.614014 | 0.00113 | -0.000706 | 0 | 18,227 |
0.861055 | 1.958785 | -0.429625 | -0.506225 | 0.424093 | 0.540108 | 0.084165 | -0.229752 | -0.069767 | -1 | 0.614014 | 0.000564 | -0.0012 | 0 | 18,228 |
-0.430467 | 0.683701 | -0.929961 | -0.505328 | 0.338041 | 0.587757 | 0.178915 | 0.008667 | -0.069767 | -1 | 0.614014 | -0.000282 | -0.000988 | 0 | 18,229 |
-2.154156 | -0.590844 | -1.932897 | -0.495449 | 0.047993 | 0.383327 | 0.178915 | 0 | -0.069767 | -1 | 0.614014 | -0.001412 | 0.000424 | 1 | 18,230 |
3.660258 | 5.019926 | -0.681616 | -0.509809 | 0.593481 | 0.695773 | 0.178915 | 0 | -0.069767 | -1 | 0.614014 | 0.002399 | -0.001975 | 0 | 18,231 |
1.074877 | 2.464402 | 0.322205 | -0.514283 | 0.827093 | 1.062244 | 1.239393 | 0.097009 | -0.069767 | -1 | 0.614014 | 0.000705 | -0.00268 | 0 | 18,232 |
-1.720167 | 0.936349 | -1.428181 | -0.508913 | 0.516241 | 0.739041 | 1.239393 | 0 | -0.069767 | -1 | 0.614014 | -0.001128 | -0.001552 | 0 | 18,233 |
1.720167 | 1.956629 | 0.196976 | -0.515177 | -0.064313 | 0.1805 | 1.334837 | 0.008731 | -0.069767 | -1 | 0.614014 | 0.001128 | -0.00268 | 0 | 18,234 |
0.429739 | 1.95376 | -6.564788 | -0.516965 | 0.519841 | 0.84638 | 1.334837 | 0 | -0.069767 | -1 | 0.614014 | 0.000282 | -0.002962 | 0 | 18,235 |
0.214824 | 0.935919 | -0.927422 | -0.520537 | 0.54169 | 0.267889 | 1.23679 | -0.008969 | -0.069767 | -1 | 0.614014 | 0.000141 | -0.003103 | 0 | 18,236 |
-1.71944 | 0.172591 | -2.177789 | -0.510704 | 0.515256 | 0.879183 | 1.23679 | 0 | -0.069767 | -1 | 0.614014 | -0.001127 | -0.001975 | 0 | 18,237 |
-0.430163 | 0.682803 | -0.428353 | -0.509809 | 0.097696 | 0.334064 | 1.333449 | 0.008842 | -0.069767 | -1 | 0.614014 | -0.000282 | -0.001693 | 0 | 18,238 |
0 | -0.081134 | -4.563561 | -0.508913 | 0.360164 | 0.641426 | 1.333449 | 0 | -0.069767 | -1 | 0.614014 | 0 | -0.001693 | 0 | 18,239 |
0.860205 | 0.683162 | -0.178343 | -0.512494 | 0.485378 | 0.715731 | 1.332061 | -0.000127 | -0.069767 | -1 | 0.614014 | 0.000564 | 0.007441 | 1 | 18,240 |
0.214975 | 1.064255 | 0.072196 | -0.510704 | 0.241259 | 0.389277 | 1.332061 | 0 | -0.069767 | -1 | 0.614014 | 0.000141 | 0.00772 | 1 | 18,241 |
-1.290307 | 0.173129 | -3.432071 | -0.507121 | 0.848565 | 1.198289 | 1.330499 | -0.000143 | -0.069767 | -1 | 0.614014 | -0.000846 | 0.006466 | 1 | 18,242 |
-0.430345 | 0.173775 | -0.428777 | -0.506225 | 0.189656 | 0.530228 | 1.330499 | 0 | -0.069767 | -1 | 0.614014 | -0.000282 | 0.007309 | 1 | 18,243 |
-1.507165 | -0.335863 | -2.182836 | -0.500841 | 0.112526 | 0.401046 | 1.319219 | -0.001032 | -0.069767 | -1 | 0.614014 | -0.000988 | 0.011791 | 1 | 18,244 |
1.291946 | 0.940013 | -0.430049 | -0.505328 | 0.01502 | 0.365207 | 1.319219 | 0 | -0.069767 | -1 | 0.614014 | 0.000847 | 0.010805 | 1 | 18,245 |
-0.645836 | -0.335827 | -0.930173 | -0.504431 | -0.054539 | 0.31478 | 0.155315 | -0.10647 | -0.069767 | -1 | 0.614014 | -0.000423 | 0.010949 | 1 | 18,246 |
-1.077002 | 0.429439 | -0.6802 | -0.499045 | -0.045638 | 0.218079 | 0.155315 | 0 | -0.069767 | -1 | 0.614014 | -0.000706 | 0.011655 | 1 | 18,247 |
2.798625 | 3.234949 | 0.822896 | -0.509809 | 0.021072 | 0.308247 | 0.155315 | 0 | -0.069767 | -1 | 0.614014 | 0.001834 | 0.008563 | 1 | 18,248 |
-1.721623 | -0.336007 | -1.680308 | -0.502637 | 0.678739 | 1.049357 | 1.329805 | 0.107439 | -0.069767 | -1 | 0.614014 | -0.001129 | 0.008853 | 1 | 18,249 |
0 | -0.590844 | -2.184392 | -0.503534 | 0.539155 | 0.866223 | 1.323384 | -0.000587 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.00563 | 1 | 18,250 |
1.93669 | 2.46828 | 0.071419 | -0.510704 | 0.172105 | 0.530228 | 1.323384 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.001269 | 0.004922 | 1 | 18,251 |
-0.430163 | 0.428145 | -0.428353 | -0.509809 | 0.449476 | 0.628342 | 0.028286 | -0.118471 | -0.069767 | -1.164525 | 1.414214 | -0.000282 | 0.004502 | 1 | 18,252 |
-2.79902 | -0.335971 | -5.441906 | -0.498146 | 1.803655 | 1.827105 | 0.028286 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.001835 | 0.007319 | 1 | 18,253 |
1.077154 | 1.960945 | 0.196339 | -0.502637 | 0.480904 | 0.510094 | 0.015445 | -0.001175 | -0.069767 | -1.164525 | 1.414214 | 0.000706 | 0.006893 | 1 | 18,254 |
-4.961219 | -0.208116 | -5.44871 | -0.48283 | 0.465191 | 0.695773 | 0.015445 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.003252 | 0.009304 | 1 | 18,255 |
3.668542 | 3.756095 | -0.18164 | -0.497247 | 0.751631 | 0.998402 | 0.015445 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.002405 | 0.005916 | 1 | 18,256 |
-0.431136 | -0.590844 | -1.183191 | -0.495449 | 0.080087 | 0.383327 | 1.316963 | 0.119059 | -0.069767 | -1.164525 | 1.414214 | -0.000283 | 0.006761 | 1 | 18,257 |
-0.431257 | 0.430737 | -1.183687 | -0.494549 | 0.568068 | 0.723577 | 1.316963 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000283 | 0.007605 | 1 | 18,258 |
0 | 0.431025 | 0.321498 | -0.492749 | 0.042173 | 0.340391 | 1.315401 | -0.000143 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.009147 | 1 | 18,259 |
0.862393 | 2.473032 | 0.07064 | -0.497247 | 0.35563 | 0.707807 | 1.315401 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000565 | 0.006759 | 1 | 18,260 |
-0.431136 | -0.080126 | -0.179828 | -0.494549 | 0.309027 | 0.401046 | 1.319913 | 0.000413 | -0.069767 | -1.164525 | 1.414214 | -0.000283 | 0.007743 | 1 | 18,261 |
-1.186252 | 0.175396 | -0.932722 | -0.490047 | 0.094089 | 0.14107 | 1.319913 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000778 | 0.007819 | 1 | 18,262 |
0.323615 | 1.325635 | -0.055113 | -0.490948 | 0.207287 | 0.401046 | 1.314881 | -0.00046 | -0.069767 | -1.164525 | 1.414214 | 0.000212 | 0.008729 | 1 | 18,263 |
-1.078983 | 0.175829 | -0.808034 | -0.487342 | 0.094089 | 0.32126 | 1.314881 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000707 | 0.009576 | 1 | 18,264 |
0.863247 | 0.943261 | 0.823357 | -0.490948 | 0.186498 | 0.365207 | 1.311583 | -0.000302 | -0.069767 | -1.164525 | 1.414214 | 0.000566 | 0.007327 | 1 | 18,265 |
-1.295054 | -0.335214 | -2.441175 | -0.484636 | 0.340158 | 0.559509 | 1.311583 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000849 | 0.008176 | 1 | 18,266 |
-0.53993 | -0.334997 | -0.432462 | -0.48283 | 0.215431 | 0.31478 | 1.306551 | -0.00046 | -0.069767 | -1.164525 | 1.414214 | -0.000354 | 0.008389 | 1 | 18,267 |
1.403422 | 2.605773 | 0.697923 | -0.490047 | 0.274577 | 0.440925 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.00092 | 0.006627 | 1 | 18,268 |
1.078677 | 1.581473 | 0.823286 | -0.494549 | 0.200599 | 0.352895 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000707 | 0.005357 | 1 | 18,269 |
1.724299 | 1.452317 | 0.823108 | -0.500841 | 0.408941 | 0.435348 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.00113 | 0.005211 | 1 | 18,270 |
0.323089 | 0.68496 | 0.196499 | -0.502637 | 0.35893 | 0.549867 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000212 | 0.003593 | 1 | 18,271 |
0.107681 | 0.302124 | -0.053961 | -0.502637 | 0.328217 | 0.596955 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000071 | 0.002397 | 1 | 18,272 |
0.645928 | 0.174531 | -0.179191 | -0.504431 | -0.036121 | 0.210703 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000423 | 0.001833 | 1 | 18,273 |
-3.016671 | -0.845933 | -2.935976 | -0.492749 | 0.417315 | 0.641426 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.001977 | 0.004373 | 1 | 18,274 |
1.724543 | 1.707875 | 0.572321 | -0.499943 | 0.316941 | 0.587757 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.00113 | 0.002961 | 1 | 18,275 |
0.323135 | 0.174855 | -0.17951 | -0.499943 | 0.662717 | 0.832874 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000212 | 0.001904 | 1 | 18,276 |
-0.538596 | 0.30225 | -0.805987 | -0.498146 | 0.452 | 0.478911 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000353 | 0.002116 | 1 | 18,277 |
0.107734 | 0.68532 | 0.071065 | -0.499045 | 0.684685 | 0.623933 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0.000071 | 0.003454 | 1 | 18,278 |
-0.107734 | -0.207927 | -0.555624 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | -0.000071 | 0.003666 | 1 | 18,279 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.003806 | 1 | 18,280 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.001411 | 1 | 18,281 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.000988 | 1 | 18,282 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | 0.000988 | 1 | 18,283 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | -0.000424 | 0 | 18,284 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | -0.001838 | 0 | 18,285 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | -0.002262 | 0 | 18,286 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | -0.003396 | 0 | 18,287 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | -0.003963 | 0 | 18,288 |
0 | -0.08027 | -0.430332 | 5.862151 | 0.639757 | 0.981612 | 1.306551 | 0 | -0.069767 | -1.164525 | 1.414214 | 0 | -0.004388 | 0 | 18,289 |
14.795894 | 19.215444 | 12.560173 | -0.560446 | 1.871484 | 1.759436 | 0.175618 | -0.103454 | -0.069767 | 0.628626 | 1.414214 | 0.009699 | -0.011395 | 0 | 18,290 |
0.640056 | 2.188464 | -0.172357 | -0.563088 | 0.340581 | 0.707807 | 0.012321 | -0.014938 | -0.069767 | 0.628626 | 1.414214 | 0.00042 | -0.012522 | 0 | 18,291 |
-3.202969 | -0.338109 | -3.649886 | 5.764088 | 0.625046 | 0.587757 | 0.012321 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.0021 | -0.010281 | 0 | 18,292 |
0.854783 | 0.422008 | -0.919853 | -0.553387 | 0.435243 | 0.352895 | 0.006421 | -0.00054 | -0.069767 | 0.628626 | 1.414214 | 0.00056 | -0.009709 | 0 | 18,293 |
5.331568 | 5.978894 | -0.173191 | -0.574515 | 0.834393 | 0.843025 | 0.006421 | 0 | -0.069767 | 0.628626 | 1.414214 | 0.003495 | -0.01278 | 0 | 18,294 |
-0.212905 | 0.67001 | -0.666037 | 5.711233 | 0.671955 | 0.64574 | -0.010759 | -0.001572 | -0.069767 | 0.628626 | 1.414214 | -0.00014 | -0.012075 | 0 | 18,295 |
-0.4259 | 0.16588 | -2.649659 | -0.572759 | -0.056782 | 0.028415 | -0.010759 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.000279 | -0.011373 | 0 | 18,296 |
0 | -0.338497 | -0.666556 | -0.573637 | -0.133521 | -0.070509 | -0.009544 | 0.000111 | -0.069767 | 0.628626 | 1.414214 | 0 | -0.012503 | 0 | 18,297 |
-1.918022 | 1.174845 | -1.65828 | -0.565729 | 0.03957 | 0.395183 | -0.009544 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.001257 | -0.01068 | 0 | 18,298 |
-1.280022 | 1.177065 | -0.916306 | -0.559564 | 0.086819 | 0.494654 | -0.003644 | 0.00054 | -0.069767 | 0.628626 | 1.414214 | -0.000839 | -0.009912 | 0 | 18,299 |
-4.916726 | 0.673184 | -5.145682 | -0.537449 | -0.454178 | 0.064797 | -0.003644 | 0 | -0.069767 | 0.628626 | 1.414214 | -0.003223 | -0.005771 | 0 | 18,300 |
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