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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.961597 | -0.211197 | -0.545987 | 5.762319 | -1.307567 | -0.738112 | -0.003471 | 0.000762 | -0.069767 | -0.535898 | -0.385986 | -0.00063 | -0.002947 | 0 | 18,601 |
-0.427571 | -0.844145 | 0.075069 | -0.547199 | -1.668308 | -1.179915 | -0.003471 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00028 | -0.002385 | 0 | 18,602 |
-0.534632 | -0.844216 | -0.547006 | 5.769398 | -0.885493 | -0.526288 | -0.003471 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00035 | -0.001895 | 0 | 18,603 |
0.962203 | 0.802559 | 0.945404 | -0.549852 | -0.672298 | -0.489906 | -0.010065 | -0.000603 | -0.069767 | -0.535898 | -0.385986 | 0.000631 | -0.002666 | 0 | 18,604 |
-0.641401 | -0.084347 | -0.546692 | -0.547199 | -0.812836 | -0.841516 | -0.010065 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00042 | -0.002245 | 0 | 18,605 |
0 | -0.590844 | -0.920481 | -0.545428 | -0.310762 | -0.049722 | -0.0118 | -0.000159 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.002105 | 0 | 18,606 |
-0.641671 | -0.844252 | -0.173923 | -0.543657 | -0.786633 | -0.898703 | -0.0118 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000421 | -0.001263 | 0 | 18,607 |
0.534745 | 0.929498 | 0.572321 | -0.546313 | -0.666867 | -0.526288 | 0.012495 | 0.002222 | -0.069767 | -0.535898 | -0.385986 | 0.000351 | -0.001473 | 0 | 18,608 |
0.320757 | -0.210772 | 0.44796 | -0.548083 | -1.840618 | -1.547663 | 0.012495 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00021 | -0.001403 | 0 | 18,609 |
-0.21383 | -0.590844 | 0.07493 | -0.546313 | -1.033659 | -0.928905 | -0.010065 | -0.002064 | -0.069767 | -0.535898 | -0.385986 | -0.00014 | -0.000701 | 0 | 18,610 |
0.427631 | -0.084134 | -0.173923 | -0.548083 | -1.568954 | -1.369089 | -0.010065 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00028 | -0.000701 | 0 | 18,611 |
-0.855382 | -0.844181 | -0.671245 | 5.771169 | -0.702005 | -0.286814 | -0.009197 | 0.000079 | -0.069767 | -0.535898 | -0.385986 | -0.000561 | 0 | 0 | 18,612 |
-1.498073 | -0.590844 | -2.166212 | 5.78358 | 0.311675 | 0.489441 | -0.009197 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000982 | 0.000842 | 1 | 18,613 |
0.214101 | -0.337151 | -0.423998 | -0.540111 | -0.462189 | -0.564403 | -0.009718 | -0.000048 | -0.069767 | -0.535898 | -0.385986 | 0.00014 | 0.000421 | 1 | 18,614 |
0.856102 | 0.423571 | 0.821279 | -0.543657 | -0.763453 | -0.489906 | -0.009718 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000561 | 0.00014 | 1 | 18,615 |
0.641761 | 0.169594 | 0.323468 | -0.544543 | -1.493822 | -1.317441 | -0.0118 | -0.00019 | -0.069767 | -0.535898 | -0.385986 | 0.000421 | -0.000561 | 0 | 18,616 |
-0.427811 | -0.337436 | 0.07479 | -0.544543 | -0.944782 | -0.584164 | -0.0118 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00028 | -0.00014 | 0 | 18,617 |
-0.855982 | -0.083921 | -0.672117 | -0.540998 | -0.410448 | -0.329316 | -0.013536 | -0.000159 | -0.069767 | -0.535898 | -0.385986 | -0.000561 | -0.000491 | 0 | 18,618 |
0 | -0.083637 | 0.572321 | -0.540111 | -0.133521 | 0.019055 | -0.013536 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.000842 | 0 | 18,619 |
-0.963554 | -0.464029 | -1.046527 | -0.536561 | 0.065169 | 0.371293 | -0.013536 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000632 | -0.000351 | 0 | 18,620 |
0.107092 | -0.210185 | 0.323206 | -0.536561 | -0.8084 | -0.489906 | -0.013536 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00007 | 0.000351 | 1 | 18,621 |
-0.642662 | -0.844643 | -1.670814 | -0.535673 | 0.155204 | 0.641426 | -0.015271 | -0.000159 | -0.069767 | -0.535898 | -0.385986 | -0.000421 | 0.000632 | 1 | 18,622 |
0.963892 | 0.805004 | 0.821488 | -0.538336 | -0.821795 | -0.526288 | -0.015271 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000632 | 0.000631 | 1 | 18,623 |
0.321162 | 0.550573 | 0.69683 | 5.778258 | -0.294751 | -0.029461 | -0.019436 | -0.000381 | -0.069767 | -0.535898 | -0.385986 | 0.000211 | 0.001683 | 1 | 18,624 |
0.856102 | 0.930565 | 0.821279 | 5.774712 | -0.535788 | -0.714222 | -0.019436 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000561 | 0.001261 | 1 | 18,625 |
-0.106986 | -0.337329 | -0.174342 | -0.542771 | 0.194889 | 0.028415 | -0.018048 | 0.000127 | -0.069767 | -0.535898 | -0.385986 | -0.00007 | 0.001192 | 1 | 18,626 |
-0.106994 | -0.210558 | 0.199003 | -0.542771 | -0.112917 | -0.208035 | -0.018048 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00007 | 0.001402 | 1 | 18,627 |
0.106994 | 0.1697 | 0.572321 | -0.542771 | -0.698222 | -0.625212 | -0.018048 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00007 | 0.00021 | 1 | 18,628 |
0.213965 | -0.083814 | 0.199003 | 5.774712 | -0.2361 | -0.455106 | -0.01128 | 0.000619 | -0.069767 | -0.535898 | -0.385986 | 0.00014 | -0.00021 | 0 | 18,629 |
-0.106979 | -0.464091 | -1.045732 | -0.543657 | 0.469767 | 0.334064 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00007 | -0.000561 | 0 | 18,630 |
0.427871 | -0.08385 | 0.074581 | 5.771169 | -1.179471 | -0.788145 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00028 | -0.000561 | 0 | 18,631 |
-0.427871 | -0.3374 | 0.07472 | -0.543657 | -0.341674 | 0.046813 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.00028 | 0.00014 | 1 | 18,632 |
0.427871 | 0.169594 | -0.921319 | -0.545428 | 0.120694 | 0.037667 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.00028 | -0.000421 | 0 | 18,633 |
-1.069902 | -0.590844 | -0.9209 | 5.780031 | -0.470294 | -0.286814 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000701 | -0.000702 | 0 | 18,634 |
0.428051 | 0.169914 | 0.696787 | -0.542771 | -0.928821 | -0.928905 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000281 | -0.000561 | 0 | 18,635 |
-1.498704 | -0.337294 | -1.170626 | -0.539224 | 0.296082 | 0.019055 | -0.01128 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000982 | -0.000281 | 0 | 18,636 |
1.284693 | 0.931419 | 1.070481 | 5.778258 | -0.885493 | -0.898703 | 1.50282 | 0.138505 | -0.069767 | -0.535898 | -0.385986 | 0.000842 | -0.000983 | 0 | 18,637 |
-0.107016 | -0.083708 | 0.323399 | -0.540998 | -2.46228 | -1.872143 | -0.01423 | -0.138775 | -0.069767 | -0.535898 | -0.385986 | -0.00007 | -0.000772 | 0 | 18,638 |
-0.535195 | -0.717659 | -0.299122 | -0.539224 | 0.260967 | -0.405589 | -0.01423 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000351 | -0.003374 | 0 | 18,639 |
0 | -0.210318 | 0.074231 | -0.539224 | -0.569439 | -0.246456 | -0.01423 | 0 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.002952 | 0 | 18,640 |
-0.642482 | -0.590844 | -0.423998 | -0.535673 | -0.393213 | -0.405589 | -0.010239 | 0.000365 | -0.069767 | -0.535898 | -0.385986 | -0.000421 | -0.002531 | 0 | 18,641 |
0.53542 | 0.297298 | 0.323189 | -0.538336 | -0.439726 | -0.421757 | -0.010239 | 0 | -0.069767 | -0.535898 | -0.385986 | 0.000351 | -0.002037 | 0 | 18,642 |
-0.32123 | -0.590844 | 0.074196 | -0.538336 | -0.624882 | -0.472317 | -0.010065 | 0.000016 | -0.069767 | -0.535898 | -0.385986 | -0.000211 | -0.002389 | 0 | 18,643 |
-0.856943 | -0.083352 | -0.424278 | -0.533007 | -0.535788 | -0.273134 | -0.010065 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000562 | -0.002391 | 0 | 18,644 |
0 | -0.590844 | -0.923628 | -0.533007 | -0.125206 | 0.108065 | -0.009718 | 0.000032 | -0.069767 | -0.535898 | -0.385986 | 0 | -0.003236 | 0 | 18,645 |
-0.857425 | -0.844786 | -0.674215 | -0.529449 | -0.549358 | -0.233443 | -0.009718 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000562 | -0.003379 | 0 | 18,646 |
1.285957 | 0.932916 | 0.073531 | -0.533896 | -0.771793 | -0.421757 | -0.012495 | -0.000254 | -0.069767 | -0.535898 | -0.385986 | 0.000843 | -0.003799 | 0 | 18,647 |
-0.642843 | -0.590844 | -0.673865 | -0.533007 | -0.769698 | -0.545119 | -0.012495 | 0 | -0.069767 | -0.535898 | -0.385986 | -0.000421 | -0.003377 | 0 | 18,648 |
0.642843 | 0.170875 | 0.572321 | -0.535673 | -1.081124 | -1.027019 | -0.016139 | -0.000333 | -0.069767 | -0.535898 | -0.385986 | 0.000421 | -0.003517 | 0 | 18,649 |
-0.214251 | 0.424283 | -0.175286 | -0.533896 | -0.316182 | -0.060048 | -0.016139 | 0 | -0.069767 | -0.785587 | -0 | -0.00014 | -0.003658 | 0 | 18,650 |
-0.857305 | -0.590844 | -0.424698 | -0.530339 | -1.030607 | -0.584164 | -0.017527 | -0.000127 | -0.069767 | -0.785587 | -0 | -0.000562 | -0.004225 | 0 | 18,651 |
0.428712 | 0.044123 | 0.073601 | 5.796015 | -0.70772 | -0.788145 | -0.017527 | 0 | -0.069767 | -0.785587 | -0 | 0.000281 | -0.00225 | 0 | 18,652 |
0.214311 | 0.67851 | 0.572321 | -0.533007 | -0.939421 | -0.788145 | -0.017527 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.002672 | 0 | 18,653 |
-0.214311 | 1.058911 | 0.073812 | -0.532118 | -0.39443 | -0.374202 | -0.010065 | 0.000683 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.001406 | 0 | 18,654 |
0 | -0.336902 | 0.1984 | -0.531229 | -0.840067 | -0.762738 | -0.009371 | 0.000063 | -0.023256 | -0.785587 | -0 | 0 | 0.000281 | 1 | 18,655 |
0.214311 | -0.082995 | 0.323049 | -0.533896 | -0.276013 | -0.329316 | -0.009371 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.000702 | 1 | 18,656 |
0.642753 | 0.424568 | 0.572321 | -0.536561 | -0.870824 | -0.389742 | -0.009371 | 0 | -0.023256 | -0.785587 | -0 | 0.000421 | 0 | 0 | 18,657 |
0.214191 | 0.42414 | 0.447759 | 5.78713 | 0.221979 | 0.515175 | -0.017006 | -0.000698 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.000702 | 1 | 18,658 |
0.428291 | 0.170341 | 0.323224 | -0.539224 | -0.64381 | -0.405589 | -0.021692 | -0.000429 | -0.023256 | -0.785587 | -0 | 0.000281 | 0.000561 | 1 | 18,659 |
0.856222 | 0.550493 | 0.572321 | 5.776485 | -0.185618 | -0.102739 | -0.021692 | 0 | -0.023256 | -0.785587 | -0 | 0.000561 | 0.001122 | 1 | 18,660 |
0.427931 | -0.083779 | -0.174447 | -0.540998 | 0.097096 | 0.232629 | -0.021692 | 0 | -0.023256 | -0.785587 | -0 | 0.000281 | 0.00028 | 1 | 18,661 |
0.21392 | -0.337365 | -0.672117 | -0.543657 | -0.092908 | -0.113778 | -0.023948 | -0.000206 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.00028 | 0 | 18,662 |
-0.21392 | -0.3374 | 0.07472 | -0.544543 | 0.221979 | 0.525242 | -0.023948 | 0 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.00014 | 0 | 18,663 |
-0.427931 | -0.590844 | -0.672117 | -0.542771 | -0.148744 | 0.019055 | -0.01961 | 0.000397 | -0.023256 | -0.785587 | -0 | -0.000281 | 0.001122 | 1 | 18,664 |
0.427931 | 0.1697 | 0.821174 | -0.543657 | -0.626581 | -0.374202 | -0.01961 | 0 | -0.023256 | -0.785587 | -0 | 0.000281 | 0.001541 | 1 | 18,665 |
-0.427931 | -0.590844 | -0.298694 | -0.542771 | 0.096496 | 0.446463 | -0.014751 | 0.000444 | -0.023256 | -0.785587 | -0 | -0.000281 | 0.000841 | 1 | 18,666 |
0.21398 | -0.337294 | 0.074511 | -0.541884 | -0.575737 | -0.344 | -0.014751 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.001121 | 1 | 18,667 |
-1.391409 | -1.09798 | -1.170381 | -0.537449 | -0.443638 | -0.246456 | -0.014403 | 0.000032 | -0.023256 | -0.785587 | -0 | -0.000912 | 0.002734 | 1 | 18,668 |
-0.535496 | -0.463966 | -0.050444 | -0.535673 | -0.735027 | -0.545119 | -0.014403 | 0 | -0.023256 | -0.785587 | -0 | -0.000351 | 0.004623 | 1 | 18,669 |
-0.214251 | -0.083209 | -0.175286 | -0.534784 | 0.17533 | 0.116445 | -0.014056 | 0.000032 | -0.023256 | -0.785587 | -0 | -0.00014 | 0.004624 | 1 | 18,670 |
1.178008 | 1.185503 | 0.946059 | -0.539224 | -0.649064 | -0.564403 | -0.014056 | 0 | -0.023256 | -0.785587 | -0 | 0.000772 | 0.00483 | 1 | 18,671 |
-0.214116 | -0.464002 | 0.198793 | -0.538336 | -0.668673 | -0.714222 | -0.01423 | -0.000016 | -0.023256 | -0.785587 | -0 | -0.00014 | 0.003852 | 1 | 18,672 |
0.963283 | 0.550573 | 0.198741 | -0.542771 | -0.75932 | -0.564403 | -0.01423 | 0 | -0.023256 | -0.785587 | -0 | 0.000631 | 0.00364 | 1 | 18,673 |
1.924744 | 1.689829 | 0.323433 | -0.549852 | 0.255257 | 0.559509 | -0.01423 | 0 | -0.023256 | -0.785587 | -0 | 0.001262 | 0.003077 | 1 | 18,674 |
0.213711 | 0.548415 | 0.572321 | -0.55162 | 0.379608 | 0.424077 | -0.019783 | -0.000508 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.002937 | 1 | 18,675 |
-0.213711 | -0.337649 | -0.1734 | -0.550737 | -0.323841 | -0.060048 | -0.034881 | -0.001381 | -0.023256 | -0.785587 | -0 | -0.00014 | 0.002239 | 1 | 18,676 |
0.213711 | 0.674955 | -0.422183 | 5.758782 | 0.403559 | 0.564287 | -0.034881 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.001959 | 1 | 18,677 |
-1.710524 | -0.590844 | -1.416966 | -0.543657 | 0.084379 | 0.462852 | -0.041649 | -0.000619 | -0.023256 | -0.785587 | -0 | -0.001121 | 0.00308 | 1 | 18,678 |
-0.427931 | -0.337365 | -0.672117 | -0.542771 | 0.059491 | 0.346667 | -0.041649 | 0 | -0.023256 | -0.785587 | -0 | -0.000281 | 0.00392 | 1 | 18,679 |
-0.642121 | -0.083779 | -1.419758 | 5.781805 | 1.070313 | 1.09481 | -0.043905 | -0.000206 | -0.023256 | -0.785587 | -0 | -0.000421 | 0.002943 | 1 | 18,680 |
0.428111 | 1.184008 | 0.323329 | -0.542771 | 0.568373 | 0.687648 | -0.043905 | 0 | -0.023256 | -0.785587 | -0 | 0.000281 | 0.002942 | 1 | 18,681 |
0.641941 | 2.703 | 1.070061 | 5.774712 | 0.887312 | 1.049357 | -0.056399 | -0.001143 | -0.023256 | -0.785587 | -0 | 0.000421 | 0.002101 | 1 | 18,682 |
-0.427931 | -0.590844 | -6.407802 | -0.541884 | 0.400464 | 0.750447 | -0.056399 | 0 | -0.023256 | -0.785587 | -0 | -0.000281 | 0.002102 | 1 | 18,683 |
-1.498704 | -0.083779 | -2.416637 | -0.535673 | 0.628962 | 1.009402 | -0.056399 | 0 | -0.023256 | -0.785587 | -0 | -0.000982 | 0.002944 | 1 | 18,684 |
0.642482 | 0.931419 | 0.074022 | -0.539224 | 0.328647 | 0.499834 | -0.048243 | 0.000746 | -0.023256 | -0.785587 | -0 | 0.000421 | 0.001122 | 1 | 18,685 |
-1.070954 | -0.590844 | -1.420877 | -0.534784 | 0.242234 | 0.371293 | -0.046161 | 0.00019 | -0.023256 | -0.785587 | -0 | -0.000702 | 0.002525 | 1 | 18,686 |
0.214251 | 0.678154 | 0.073882 | -0.535673 | 0.490504 | 0.826034 | -0.046161 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.002244 | 1 | 18,687 |
0.214221 | 0.424283 | 0.323154 | -0.535673 | 0.31956 | 0.583117 | -0.046161 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | 0.002104 | 1 | 18,688 |
-4.504966 | -0.337044 | -5.41653 | -0.517858 | 1.09726 | 1.44347 | -0.03974 | 0.000587 | -0.023256 | -0.785587 | -0 | -0.002953 | 0.004917 | 1 | 18,689 |
0.644382 | 1.953044 | -0.052418 | -0.519644 | 0.889424 | 0.610558 | -0.03974 | 0 | -0.023256 | -0.785587 | -0 | 0.000422 | 0.004074 | 1 | 18,690 |
0 | 1.443694 | 0.447444 | -0.520537 | 0.070801 | 0.346667 | -0.03974 | 0 | -0.023256 | -0.785587 | -0 | 0 | 0.005475 | 1 | 18,691 |
1.287947 | 4.618082 | -0.551892 | -0.525887 | 0.066424 | 0.124738 | -0.031584 | 0.000746 | -0.023256 | -0.785587 | -0 | 0.000844 | 0.004211 | 1 | 18,692 |
-0.858511 | 1.188 | -0.426101 | -0.522321 | -0.25577 | -0.091851 | -0.022213 | 0.000857 | -0.023256 | -0.785587 | -0 | -0.000563 | 0.005053 | 1 | 18,693 |
-0.858994 | -0.84525 | -0.926366 | -0.517858 | -0.470294 | -0.286814 | -0.022213 | 0 | -0.023256 | -0.785587 | -0 | -0.000563 | 0.004846 | 1 | 18,694 |
-1.289399 | -0.081851 | -1.177255 | -0.512494 | 0.233907 | 0.395183 | -0.028807 | -0.000603 | -0.023256 | -0.785587 | -0 | -0.000845 | 0.005481 | 1 | 18,695 |
-1.075332 | -0.845609 | -1.178735 | -0.510704 | -0.571008 | -0.049722 | -0.028807 | 0 | -0.023256 | -0.785587 | -0 | -0.000705 | 0.005625 | 1 | 18,696 |
0.64529 | 0.938071 | 1.072658 | -0.509809 | -0.37521 | -0.136322 | -0.030369 | -0.000143 | -0.023256 | -0.785587 | -0 | 0.000423 | 0.004922 | 1 | 18,697 |
0 | 0.555479 | 0.572321 | 5.837046 | -0.661478 | -0.259683 | -0.030369 | 0 | -0.023256 | -0.785587 | -0 | 0 | 0.004922 | 1 | 18,698 |
0.430042 | 1.955553 | 0.322205 | -0.512494 | -0.312925 | 0.116445 | -0.030369 | 0 | -0.023256 | -0.785587 | -0 | 0.000282 | 0.00506 | 1 | 18,699 |
-0.430042 | 0.173236 | 0.072196 | 5.837046 | 0.188605 | 0.515175 | -0.030369 | 0 | -0.023256 | -0.785587 | -0 | -0.000282 | 0.006673 | 1 | 18,700 |
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