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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 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.014399 | 0 | 18,801 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.014541 | 0 | 18,802 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.014257 | 0 | 18,803 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.014399 | 0 | 18,804 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.01312 | 0 | 18,805 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.012836 | 0 | 18,806 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.012552 | 0 | 18,807 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.013404 | 0 | 18,808 |
0 | 0.928646 | -0.04944 | -0.548083 | 0.522447 | 0.843025 | -0.101692 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.011701 | 0 | 18,809 |
-18.283438 | -22.255306 | -27.751241 | -0.471974 | 2.021193 | 1.866431 | -0.06577 | 0.003286 | -0.023256 | 0.628626 | 1.414214 | -0.011985 | 0.000142 | 1 | 18,810 |
6.693489 | 8.48885 | -0.68642 | 5.862151 | 0.676659 | 0.981612 | -0.082777 | -0.001556 | -0.023256 | 0.628626 | 1.414214 | 0.004388 | -0.004671 | 0 | 18,811 |
1.722595 | 2.215133 | -1.182447 | -0.506225 | 0.219971 | 0.308247 | -0.082777 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001129 | -0.005942 | 0 | 18,812 |
-3.231464 | -0.080918 | -3.436595 | 5.871142 | 0.170488 | 0.520224 | -0.092147 | -0.000857 | -0.023256 | 0.628626 | 1.414214 | -0.002118 | -0.003682 | 0 | 18,813 |
-1.186587 | 0.686402 | -2.188682 | 5.885553 | 0.208821 | 0.371293 | -0.092147 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000778 | -0.002904 | 0 | 18,814 |
-3.132706 | 0.048389 | -3.070921 | 5.909041 | 0.199564 | 0.446463 | -0.092147 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.002053 | -0.001135 | 0 | 18,815 |
-0.64895 | 0.561977 | -0.434029 | -0.47288 | 0.010276 | 0.352895 | -0.092147 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000425 | -0.000497 | 0 | 18,816 |
-0.216378 | 0.562467 | -0.686241 | 5.918098 | -0.086624 | 0.195744 | -0.105336 | -0.001206 | -0.023256 | 0.628626 | 1.414214 | -0.000142 | -0.000639 | 0 | 18,817 |
-1.948785 | -0.847271 | -1.946055 | -0.462899 | -0.582092 | -0.220638 | -0.105336 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.001277 | 0.000071 | 1 | 18,818 |
-2.602258 | 0.435813 | -2.454026 | -0.451975 | -0.023157 | 0.164961 | -0.097527 | 0.000714 | -0.023256 | 0.628626 | 1.414214 | -0.001706 | 0.001493 | 1 | 18,819 |
-0.434142 | -0.333687 | -2.712057 | -0.450151 | 0.329077 | 0.545002 | -0.097527 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000285 | 0.002558 | 1 | 18,820 |
0.86816 | 0.95199 | 0.319821 | -0.453798 | -0.199277 | 0.07364 | -0.088677 | 0.00081 | -0.023256 | 0.628626 | 1.414214 | 0.000569 | 0.002415 | 1 | 18,821 |
-0.651073 | 0.437273 | -0.689823 | -0.451975 | 0.177471 | 0.274758 | -0.088677 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000427 | 0.001919 | 1 | 18,822 |
1.301869 | 1.465683 | 0.82475 | 5.948987 | -0.001382 | 0.132946 | -0.088677 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000853 | 0.001421 | 1 | 18,823 |
-0.54231 | -0.590844 | -0.941713 | -0.453798 | -0.784493 | -0.389742 | -0.078785 | 0.000905 | -0.023256 | 0.628626 | 1.414214 | -0.000355 | 0.002202 | 1 | 18,824 |
-1.41091 | -0.976511 | -1.068524 | -0.449238 | -0.140246 | 0.340391 | -0.078785 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000925 | 0.00334 | 1 | 18,825 |
1.736319 | 1.980546 | 0.572321 | -0.456531 | -0.253778 | 0.124738 | -0.106377 | -0.002524 | -0.023256 | 0.628626 | 1.414214 | 0.001138 | 0.003052 | 1 | 18,826 |
1.734345 | 1.977623 | 0.82457 | -0.463808 | -0.268861 | 0.009584 | -0.106377 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001137 | 0.000852 | 1 | 18,827 |
1.732376 | 1.461888 | 0.320323 | -0.468347 | -0.085062 | -0.049722 | -0.100651 | 0.000524 | -0.023256 | 0.628626 | 1.414214 | 0.001136 | 0.001134 | 1 | 18,828 |
-2.490909 | -1.103808 | -2.450588 | -0.460172 | 0.072668 | 0.091037 | -0.100651 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.001633 | 0.001633 | 1 | 18,829 |
0 | 0.821361 | -0.058056 | -0.460172 | -0.244883 | -0.091851 | -0.099436 | 0.000111 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.00489 | 1 | 18,830 |
0.975188 | 0.564679 | -0.310269 | -0.463808 | -0.322742 | 0.064797 | -0.099436 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000639 | 0.005382 | 1 | 18,831 |
1.515721 | 1.974343 | 0.572321 | -0.470161 | -0.374026 | 0.14107 | -0.102907 | -0.000317 | -0.023256 | 0.628626 | 1.414214 | 0.000994 | 0.003258 | 1 | 18,832 |
0.865451 | 0.434649 | -0.057027 | -0.473786 | -0.19744 | -0.208035 | -0.102907 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000567 | 0.002973 | 1 | 18,833 |
0.216286 | -0.334562 | -0.434172 | -0.474691 | -0.833158 | -0.060048 | -0.109675 | -0.000619 | -0.023256 | 0.628626 | 1.414214 | 0.000142 | 0.001133 | 1 | 18,834 |
-1.298176 | 0.177785 | -1.69277 | -0.469254 | 0.375602 | 0.157076 | -0.109675 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000851 | 0.001134 | 1 | 18,835 |
-0.866065 | 0.947395 | -0.434886 | 5.928983 | -0.87812 | -0.344 | -0.112798 | -0.000286 | -0.023256 | 0.628626 | 1.414214 | -0.000568 | 0.001844 | 1 | 18,836 |
-1.30002 | -0.077661 | -1.191668 | -0.461081 | -0.388366 | -0.159519 | -0.112798 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000852 | 0.001916 | 1 | 18,837 |
-0.650426 | -0.590844 | -0.436318 | 5.945346 | -1.26361 | -0.714222 | -0.110195 | 0.000238 | -0.023256 | 0.628626 | 1.414214 | -0.000426 | 0.001633 | 1 | 18,838 |
1.517229 | 1.976893 | 0.572321 | -0.463808 | -0.349621 | 0.203258 | -0.110195 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000995 | 0.000426 | 1 | 18,839 |
-0.216655 | -0.590844 | -0.68785 | 5.93625 | -0.237071 | 0.019055 | -0.110195 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000142 | 0.000568 | 1 | 18,840 |
1.948785 | 1.718315 | 0.320323 | 5.916285 | -0.471654 | 0.195744 | -0.106724 | 0.000317 | -0.023256 | 0.628626 | 1.414214 | 0.001277 | -0.001704 | 0 | 18,841 |
0.865328 | 1.459269 | 0.823962 | -0.475597 | -0.75932 | -0.438258 | -0.106724 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000567 | -0.002271 | 0 | 18,842 |
1.297073 | 2.225865 | 0.320787 | -0.480119 | 0.004814 | 0.549867 | -0.106724 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.00085 | -0.003121 | 0 | 18,843 |
-1.188941 | 0.177132 | -1.187669 | -0.475597 | -0.141937 | 0.108065 | -0.096139 | 0.000968 | -0.023256 | 0.628626 | 1.414214 | -0.000779 | -0.002342 | 0 | 18,844 |
-0.648904 | -0.206516 | -0.559783 | -0.47288 | 0.147992 | 0.225387 | -0.096139 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000425 | -0.001916 | 0 | 18,845 |
-0.324556 | 1.074696 | -0.056804 | 5.919911 | 0.360164 | 0.564287 | -0.099609 | -0.000317 | -0.023256 | 0.628626 | 1.414214 | -0.000213 | -0.000709 | 0 | 18,846 |
-1.298913 | 0.434503 | -2.450159 | -0.466532 | 0.339735 | 0.856363 | -0.099609 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000851 | -0.000497 | 0 | 18,847 |
-1.516798 | -0.334234 | -2.200451 | -0.459262 | -0.356507 | -0.081109 | -0.10256 | -0.00027 | -0.023256 | 0.628626 | 1.414214 | -0.000994 | 0.000568 | 1 | 18,848 |
-0.867419 | -0.590844 | -0.941067 | -0.455621 | -0.713482 | 0.091037 | -0.10256 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000569 | 0.000711 | 1 | 18,849 |
0.108454 | 0.436981 | 0.067715 | -0.456531 | -0.657908 | -0.195628 | -0.10256 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000071 | 0.001776 | 1 | 18,850 |
-0.108454 | 0.565336 | 0.446192 | 5.950809 | -0.849386 | -0.564403 | -0.10256 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000071 | 0.001492 | 1 | 18,851 |
-0.216932 | -0.333833 | -1.194429 | -0.453798 | 0.045412 | 0.288322 | -0.102039 | 0.000048 | -0.023256 | 0.628626 | 1.414214 | -0.000142 | 0.001279 | 1 | 18,852 |
0.433833 | 0.437127 | 0.32 | -0.457442 | -0.329365 | -0.081109 | -0.102039 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000284 | 0.000853 | 1 | 18,853 |
-0.216901 | 2.490441 | -0.184534 | -0.456531 | -0.755212 | -0.113778 | -0.102039 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000142 | 0.000995 | 1 | 18,854 |
1.951 | 1.72094 | 0.320036 | -0.464716 | -0.598239 | -0.102739 | -0.102039 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001279 | -0.000781 | 0 | 18,855 |
0.433217 | 0.050794 | -0.68785 | 5.928983 | -0.972229 | -0.273134 | -0.102039 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000284 | -0.000355 | 0 | 18,856 |
0.433094 | -0.077661 | 0.068503 | -0.46744 | -0.788779 | -0.344 | -0.099609 | 0.000222 | -0.023256 | 0.628626 | 1.414214 | 0.000284 | -0.000568 | 0 | 18,857 |
-1.299651 | 0.178657 | -0.939133 | 5.93625 | -1.250947 | -0.898703 | -0.099609 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000852 | 0.000639 | 1 | 18,858 |
2.598195 | 2.872281 | 0.698325 | -0.474691 | -0.847045 | -0.259683 | -0.103774 | -0.000381 | -0.023256 | 0.628626 | 1.414214 | 0.001703 | -0.001277 | 0 | 18,859 |
-0.216347 | 0.434212 | -0.937847 | -0.473786 | -0.690716 | -0.344 | -0.103774 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000142 | -0.001348 | 0 | 18,860 |
-0.649226 | 1.202878 | -0.434457 | 5.919911 | -0.594979 | -0.233443 | -0.101345 | 0.000222 | -0.023256 | 0.628626 | 1.414214 | -0.000426 | -0.001633 | 0 | 18,861 |
-0.21647 | -0.33438 | 0.194685 | -0.469254 | -1.26361 | -0.869599 | -0.101345 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000142 | -0.001562 | 0 | 18,862 |
0.21647 | -0.334343 | 0.068718 | 5.923538 | -1.28086 | -1.027019 | -0.096139 | 0.000476 | -0.023256 | 0.628626 | 1.414214 | 0.000142 | -0.002273 | 0 | 18,863 |
0 | 0.434794 | 0.194685 | -0.470161 | -0.46488 | -0.545119 | -0.096139 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001349 | 0 | 18,864 |
-0.432971 | 0.434794 | -0.434886 | -0.468347 | -0.821795 | -0.66848 | -0.096139 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000284 | -0.00142 | 0 | 18,865 |
0.32474 | -0.077807 | 0.320501 | -0.469254 | -1.000804 | -0.869599 | -0.102039 | -0.00054 | -0.023256 | 0.628626 | 1.414214 | 0.000213 | -0.000923 | 0 | 18,866 |
-0.433002 | -0.462598 | -0.434958 | -0.46744 | -0.751127 | -0.421757 | -0.100651 | 0.000127 | -0.023256 | 0.628626 | 1.414214 | -0.000284 | 0 | 0 | 18,867 |
-0.866372 | -0.462562 | -0.435244 | -0.463808 | -1.426032 | -0.99296 | -0.100651 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000568 | -0.000213 | 0 | 18,868 |
-0.433371 | -0.462489 | -0.309768 | -0.46199 | -0.500848 | 0.009584 | -0.100998 | -0.000032 | -0.023256 | 0.628626 | 1.414214 | -0.000284 | 0.000639 | 1 | 18,869 |
1.191473 | 0.82096 | 0.572321 | -0.46744 | -1.039803 | -0.545119 | -0.100998 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000781 | 0.000355 | 1 | 18,870 |
0.649503 | 0.435231 | -0.057384 | -0.469254 | -0.371664 | -0.091851 | -0.106204 | -0.000476 | -0.023256 | 0.464102 | 0.614014 | 0.000426 | 0.000213 | 1 | 18,871 |
-1.407605 | -0.590844 | -1.064681 | -0.463808 | -0.751127 | -0.584164 | -0.106204 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000923 | 0.001277 | 1 | 18,872 |
0.54154 | 1.07706 | -0.561874 | -0.465624 | -0.073458 | 0.232629 | -0.106204 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000355 | 0.000851 | 1 | 18,873 |
0.649595 | 0.178876 | 0.32043 | -0.469254 | -0.557013 | -0.329316 | -0.106204 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000426 | 0.000638 | 1 | 18,874 |
0.324694 | -0.077879 | 0.068718 | -0.470161 | -0.725151 | -0.50789 | -0.114707 | -0.000778 | -0.023256 | 0.464102 | 0.614014 | 0.000213 | 0.000355 | 1 | 18,875 |
1.298084 | 1.075404 | 0.698173 | -0.475597 | -0.450207 | -0.220638 | -0.114707 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000851 | -0.000638 | 0 | 18,876 |
-1.622778 | -0.462725 | -1.818524 | -0.469254 | -0.437131 | -0.070509 | -0.114707 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001064 | 0.000142 | 1 | 18,877 |
2.16332 | 1.972524 | 0.824069 | -0.479215 | -0.300047 | 0.064797 | -0.100304 | 0.001318 | -0.023256 | 0.464102 | 0.614014 | 0.001418 | -0.001418 | 0 | 18,878 |
-1.730411 | -0.334707 | -1.565946 | -0.476502 | -0.64033 | -0.374202 | -0.100304 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001134 | -0.00071 | 0 | 18,879 |
4.969651 | 5.297808 | 2.584736 | 5.878343 | -0.391998 | -0.233443 | -0.099436 | 0.000079 | -0.023256 | 0.464102 | 0.614014 | 0.003258 | -0.003328 | 0 | 18,880 |
1.724786 | 1.452895 | 0.572321 | -0.498146 | -0.115358 | 0.164961 | -0.099436 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.001131 | -0.004317 | 0 | 18,881 |
-1.724786 | 0.174963 | -1.433553 | -0.491848 | 0.343112 | 0.462852 | -0.099436 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001131 | -0.002832 | 0 | 18,882 |
0.431379 | 0.431314 | 0.321427 | -0.492749 | -0.331587 | 0.009584 | -0.072712 | 0.002445 | -0.023256 | 0.464102 | 0.614014 | 0.000283 | -0.003328 | 0 | 18,883 |
-2.590108 | -0.718618 | -2.439896 | 5.89819 | -0.446258 | -0.259683 | -0.103601 | -0.002826 | -0.023256 | 0.464102 | 0.614014 | -0.001698 | -0.001843 | 0 | 18,884 |
-1.296705 | -0.590844 | -1.438669 | 5.909041 | -1.101057 | -0.691024 | -0.103601 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.00085 | -0.000567 | 0 | 18,885 |
0.216194 | 0.433631 | 0.06936 | 5.905422 | -0.739017 | -0.344 | -0.101518 | 0.000191 | -0.023256 | 0.464102 | 0.614014 | 0.000142 | 0 | 0 | 18,886 |
-1.189447 | -0.590844 | -1.565946 | -0.47288 | -0.833158 | -0.604425 | -0.101518 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.00078 | 0.001134 | 1 | 18,887 |
-1.08212 | -0.719026 | -0.937954 | -0.468347 | -0.897958 | -0.374202 | -0.097701 | 0.000349 | -0.023256 | 0.464102 | 0.614014 | -0.000709 | 0.002693 | 1 | 18,888 |
-0.324786 | -0.719117 | 0.194605 | -0.46744 | -1.39963 | -1.027019 | -0.097701 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000213 | 0.001844 | 1 | 18,889 |
0 | 0.178767 | 0.068575 | -0.46744 | -0.810614 | -0.405589 | -0.092842 | 0.000444 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.001135 | 1 | 18,890 |
-1.516582 | -0.590844 | -1.56959 | -0.460172 | 0.072668 | 0.412644 | -0.092842 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000994 | 0.002271 | 1 | 18,891 |
0 | 5.434997 | -0.058011 | -0.460172 | -0.942097 | -0.625212 | -0.097007 | -0.000381 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.00142 | 1 | 18,892 |
0 | 0.179532 | 0.320215 | 5.939887 | -0.326046 | 0.108065 | -0.097007 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.002483 | 1 | 18,893 |
0 | -0.334015 | -0.688567 | -0.461081 | -0.737019 | -0.358959 | -0.098221 | -0.000111 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.002625 | 1 | 18,894 |
0 | -0.334015 | 0.068073 | -0.461081 | -1.027569 | -0.489906 | -0.098221 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.002625 | 1 | 18,895 |
1.516582 | 1.206189 | 0.572321 | -0.466532 | -0.529841 | -0.147837 | -0.096659 | 0.000143 | -0.023256 | 0.464102 | 0.614014 | 0.000994 | 0.000993 | 1 | 18,896 |
-0.974773 | 0.435231 | -0.687314 | -0.462899 | -0.955631 | -0.455106 | -0.096659 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000639 | 0.002483 | 1 | 18,897 |
0.108339 | 3.384491 | 0.572321 | -0.463808 | -0.757263 | -0.389742 | -0.094056 | 0.000238 | -0.023256 | 0.464102 | 0.614014 | 0.000071 | 0.002412 | 1 | 18,898 |
-0.650148 | -0.334125 | -0.183782 | -0.461081 | -1.000804 | -0.584164 | -0.094056 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000426 | 0.002271 | 1 | 18,899 |
1.733114 | 1.462762 | 0.320215 | -0.466532 | -0.844711 | -0.136322 | -0.094056 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.001136 | 0.001206 | 1 | 18,900 |
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