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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.856102 | 2.322431 | -0.423299 | 5.781805 | -0.053047 | -0.159519 | -0.377267 | -0.001191 | -0.232558 | -0.535898 | -0.385986 | -0.000561 | 0.00014 | 1 | 20,201 |
0.21407 | -0.083565 | -0.423858 | -0.540998 | -0.294751 | -0.159519 | -0.377267 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | -0.00014 | 0 | 20,202 |
0.21404 | -0.337222 | 0.074371 | -0.540998 | -0.341674 | -0.246456 | -0.367896 | 0.000857 | -0.232558 | -0.535898 | -0.385986 | 0.00014 | -0.000561 | 0 | 20,203 |
-0.107016 | -0.337258 | 0.074441 | -0.540998 | -0.451528 | -0.405589 | -0.367896 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00007 | -0.000351 | 0 | 20,204 |
0.321027 | 0.550092 | 0.696778 | -0.541884 | 0.163978 | 0.274758 | -0.367202 | 0.000063 | -0.232558 | -0.535898 | -0.385986 | 0.00021 | -0.001544 | 0 | 20,205 |
-0.21401 | -0.083779 | 0.323433 | -0.541884 | -0.812836 | -0.898703 | -0.367202 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00014 | -0.000561 | 0 | 20,206 |
1.283612 | 0.930138 | 0.323399 | 5.769398 | 0.078856 | 0.064797 | -0.37154 | -0.000397 | -0.232558 | -0.535898 | -0.385986 | 0.000841 | -0.002245 | 0 | 20,207 |
-0.427751 | -0.084134 | 0.07486 | 5.771169 | -0.051559 | -0.358959 | -0.37154 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00028 | -0.002949 | 0 | 20,208 |
0.427751 | 0.16938 | 0.572321 | -0.548083 | -0.513745 | -0.545119 | -0.370846 | 0.000063 | -0.232558 | -0.535898 | -0.385986 | 0.00028 | -0.00351 | 0 | 20,209 |
-0.320802 | -0.084134 | 0.07486 | -0.545428 | -0.169574 | -0.171376 | -0.370846 | 0 | -0.232558 | -0.785587 | -0 | -0.00021 | -0.004285 | 0 | 20,210 |
-0.962811 | -0.210718 | -0.796321 | -0.541884 | 0.326925 | 0.352895 | -0.371714 | -0.000079 | -0.232558 | -0.785587 | -0 | -0.000631 | -0.004218 | 0 | 20,211 |
0.641941 | 0.169807 | 0.074441 | -0.544543 | 0.253343 | 0.253971 | -0.371714 | 0 | -0.232558 | -0.785587 | -0 | 0.000421 | -0.006189 | 0 | 20,212 |
0.855502 | 0.676197 | 0.572321 | -0.547199 | 0.171027 | 0.172768 | -0.36859 | 0.000286 | -0.023256 | -0.785587 | -0 | 0.000561 | -0.004917 | 0 | 20,213 |
1.495975 | 1.18177 | 0.572321 | -0.554271 | -0.040497 | 0.210703 | -0.36859 | 0 | -0.023256 | -0.785587 | -0 | 0.000981 | -0.005616 | 0 | 20,214 |
0.213591 | -0.337755 | 0.075417 | -0.554271 | -0.104042 | -0.12497 | -0.363905 | 0.000429 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.007024 | 0 | 20,215 |
-0.854543 | -0.843933 | -0.421487 | 5.757015 | -0.02817 | 0 | -0.363905 | 0 | -0.023256 | -0.785587 | -0 | -0.00056 | -0.007169 | 0 | 20,216 |
1.068104 | 0.674777 | -1.168183 | -0.555153 | -0.351909 | -0.358959 | -0.368764 | -0.000444 | -0.023256 | -0.785587 | -0 | 0.0007 | -0.009281 | 0 | 20,217 |
0.427032 | 0.168104 | 0.075556 | -0.557801 | 0.322602 | 0.424077 | -0.368764 | 0 | -0.023256 | -0.785587 | -0 | 0.00028 | -0.008573 | 0 | 20,218 |
1.813555 | 1.558079 | 0.324026 | -0.564849 | 0.445854 | 0.281569 | -0.369631 | -0.000079 | -0.023256 | -0.785587 | -0 | 0.001189 | -0.009338 | 0 | 20,219 |
-0.10662 | 0.040707 | 0.200307 | 5.732322 | 1.301281 | 0.628342 | -0.369631 | 0 | -0.023256 | -0.785587 | -0 | -0.00007 | -0.011246 | 0 | 20,220 |
0.639609 | 0.167043 | 0.200281 | -0.566608 | -0.58369 | -0.358959 | -0.372755 | -0.000286 | -0.023256 | -0.785587 | -0 | 0.000419 | -0.012796 | 0 | 20,221 |
-0.213173 | 0.419178 | -0.171524 | -0.566608 | 0.841002 | 0.742861 | -0.372755 | 0 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.014498 | 0 | 20,222 |
0.63943 | 0.166831 | 0.324373 | -0.567488 | 0.793144 | 0.776444 | -0.373622 | -0.000079 | -0.023256 | -0.785587 | -0 | 0.000419 | -0.015059 | 0 | 20,223 |
-0.63943 | -0.338356 | -0.171317 | -0.566608 | 0.301915 | 0.401046 | -0.373622 | 0 | -0.023256 | -0.785587 | -0 | -0.000419 | -0.015704 | 0 | 20,224 |
-0.426436 | -0.590844 | -0.29565 | -0.563088 | -0.201118 | -0.147837 | -0.369805 | 0.000349 | -0.023256 | -0.785587 | -0 | -0.00028 | -0.014077 | 0 | 20,225 |
0.426436 | 0.167043 | -0.171836 | 5.728802 | -0.60977 | -0.171376 | -0.369805 | 0 | -0.023256 | -0.785587 | -0 | 0.00028 | -0.013364 | 0 | 20,226 |
0.213173 | -0.33825 | 0.076389 | -0.566608 | 0.418072 | 0.457426 | -0.371714 | -0.000175 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.014071 | 0 | 20,227 |
0.213143 | -0.085762 | 0.572321 | -0.568367 | 0.002067 | 0.019055 | -0.371714 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.014494 | 0 | 20,228 |
-1.279307 | -0.338321 | -0.915474 | -0.563088 | 0.418827 | 0.559509 | -0.37397 | -0.000206 | -0.023256 | -0.785587 | -0 | -0.000839 | -0.012805 | 0 | 20,229 |
-0.426674 | -0.590844 | -0.172045 | -0.560446 | 0.616295 | 0.203258 | -0.37397 | 0 | -0.023256 | -0.785587 | -0 | -0.00028 | -0.013092 | 0 | 20,230 |
0.213352 | 0.167467 | 0.324165 | -0.562208 | 0.342269 | 0.446463 | -0.37397 | 0 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.012949 | 0 | 20,231 |
0 | -0.464454 | -0.172149 | -0.561327 | -1.142727 | -1.617295 | -0.37397 | 0 | -0.023256 | -0.785587 | -0 | 0 | -0.013799 | 0 | 20,232 |
-0.213352 | -0.338074 | -0.172149 | -0.561327 | 0.118952 | 0.195744 | -0.375705 | -0.000159 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.014368 | 0 | 20,233 |
-0.213382 | -0.338038 | 0.075973 | -0.560446 | -0.458172 | -0.489906 | -0.375705 | 0 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.012811 | 0 | 20,234 |
-0.213412 | -0.085197 | 0.32413 | -0.558683 | 0.220473 | 0.099597 | -0.378655 | -0.00027 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.012813 | 0 | 20,235 |
-1.281097 | -0.590844 | -1.041769 | 5.753481 | 0.979205 | 0.885585 | -0.378655 | 0 | -0.023256 | -0.785587 | -0 | -0.00084 | -0.011973 | 0 | 20,236 |
-2.137556 | -0.590844 | -2.411192 | -0.544543 | 1.056889 | 0.995628 | -0.382126 | -0.000317 | -0.023256 | -0.785587 | -0 | -0.001401 | -0.01128 | 0 | 20,237 |
-0.855862 | -0.3374 | -0.9209 | -0.541884 | 0.722752 | 0.765405 | -0.382126 | 0 | -0.023256 | -0.785587 | -0 | -0.000561 | -0.010011 | 0 | 20,238 |
-0.21404 | -0.590844 | -1.420038 | -0.540111 | 1.102074 | 1.153941 | -0.370846 | 0.001032 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.00902 | 0 | 20,239 |
-1.713406 | 2.703462 | -4.413478 | -0.532118 | 1.716696 | 1.810215 | -0.370846 | 0 | -0.023256 | -0.785587 | -0 | -0.001123 | -0.008747 | 0 | 20,240 |
-0.428652 | 0.170768 | -1.672076 | 5.799572 | 1.228424 | 1.363376 | -0.371887 | -0.000095 | -0.023256 | -0.785587 | -0 | -0.000281 | -0.008466 | 0 | 20,241 |
3.42585 | 4.228642 | -2.171988 | -0.545428 | 1.327575 | 1.485232 | -0.371887 | 0 | -0.023256 | -0.785587 | -0 | 0.002246 | -0.009579 | 0 | 20,242 |
4.271523 | 4.975945 | 0.07479 | -0.563088 | 1.358783 | 1.345631 | -0.380911 | -0.000825 | -0.023256 | -0.785587 | -0 | 0.0028 | -0.011671 | 0 | 20,243 |
-1.493673 | -0.338144 | -3.152113 | -0.556918 | 1.225595 | 1.307035 | -0.380911 | 0 | -0.023256 | -0.785587 | -0 | -0.000979 | -0.010339 | 0 | 20,244 |
-1.708847 | 0.926308 | -3.902323 | -0.549852 | 0.973794 | 1.13782 | -0.380911 | 0 | -0.023256 | -0.785587 | -0 | -0.00112 | -0.011696 | 0 | 20,245 |
2.989228 | 2.95116 | -0.919644 | -0.562208 | 1.18598 | 1.230007 | -0.380911 | 0 | -0.023256 | -0.785587 | -0 | 0.001959 | -0.012664 | 0 | 20,246 |
-2.561837 | -0.843614 | -3.401242 | -0.55162 | 0.899321 | 1.102141 | -0.380911 | 0 | -0.023256 | -0.785587 | -0 | -0.001679 | -0.010418 | 0 | 20,247 |
-0.213681 | 0.168529 | -1.914288 | -0.55162 | 0.98957 | 1.140143 | -0.371714 | 0.000841 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.010561 | 0 | 20,248 |
-2.138455 | -0.337649 | -2.287981 | -0.541884 | 1.021514 | 1.025624 | -0.371714 | 0 | -0.023256 | -0.785587 | -0 | -0.001402 | -0.009443 | 0 | 20,249 |
-0.21401 | 0.1697 | -1.295188 | -0.540111 | 1.279003 | 1.151658 | -0.378308 | -0.000603 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.010578 | 0 | 20,250 |
-0.21404 | 0.803438 | -2.16775 | -0.540111 | 1.183474 | 1.301366 | -0.378308 | 0 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.010296 | 0 | 20,251 |
-0.21407 | 0.169914 | -0.423718 | -0.539224 | 0.855846 | 0.922958 | -0.370672 | 0.000698 | -0.023256 | -0.785587 | -0 | -0.00014 | -0.00973 | 0 | 20,252 |
-0.428231 | -0.590844 | -1.66987 | -0.537449 | 0.973454 | 1.109405 | -0.370672 | 0 | -0.023256 | -0.785587 | -0 | -0.000281 | -0.009166 | 0 | 20,253 |
0.214131 | 0.677441 | 0.074162 | -0.538336 | 0.655506 | 0.898238 | -0.366681 | 0.000365 | -0.023256 | -0.785587 | -0 | 0.00014 | -0.009661 | 0 | 20,254 |
-1.499546 | -0.590844 | -3.915528 | -0.532118 | 1.220735 | 1.318253 | -0.379696 | -0.001191 | -0.023256 | -0.785587 | -0 | -0.000983 | -0.008607 | 0 | 20,255 |
1.285415 | 1.439695 | 0.323049 | -0.537449 | 0.607432 | 0.772781 | -0.381258 | -0.000143 | -0.023256 | -0.785587 | -0 | 0.000843 | -0.008599 | 0 | 20,256 |
-1.285415 | -0.590844 | -1.670499 | -0.532118 | 0.729543 | 0.849722 | -0.381258 | 0 | -0.023256 | -0.785587 | -0 | -0.000843 | -0.005918 | 0 | 20,257 |
-1.501021 | -0.590844 | -1.422838 | -0.524996 | 0.467307 | 0.699805 | -0.378655 | 0.000238 | -0.023256 | -0.785587 | -0 | -0.000984 | -0.005217 | 0 | 20,258 |
-0.429135 | -0.845072 | -1.17504 | -0.524105 | 0.899132 | 1.121368 | -0.378655 | 0 | -0.023256 | -0.785587 | -0 | -0.000281 | -0.005077 | 0 | 20,259 |
-1.502922 | -0.590844 | -2.425053 | -0.517858 | 1.183349 | 1.316394 | -0.378655 | 0 | -0.023256 | -0.785587 | -0 | -0.000985 | -0.003244 | 0 | 20,260 |
-0.859478 | -0.718114 | -2.177789 | -0.514283 | 1.052508 | 1.215362 | -0.378655 | 0 | -0.023256 | -0.785587 | -0 | -0.000563 | -0.003387 | 0 | 20,261 |
-2.366064 | -0.336186 | -2.930534 | -0.504431 | 0.828977 | 1.13549 | -0.377267 | 0.000127 | -0.023256 | -0.785587 | -0 | -0.001551 | -0.002685 | 0 | 20,262 |
2.795864 | 5.647613 | 0.321958 | -0.516071 | 0.634242 | 0.822592 | -0.377267 | 0 | -0.023256 | -0.785587 | -0 | 0.001833 | -0.004659 | 0 | 20,263 |
0.429678 | 0.427284 | -0.177497 | -0.517858 | 0.44803 | 0.658545 | -0.377267 | 0 | -0.023256 | -0.785587 | -0 | 0.000282 | -0.00579 | 0 | 20,264 |
-1.934507 | -0.33633 | -2.928559 | -0.509809 | 0.78227 | 0.853049 | -0.371193 | 0.000556 | -0.023256 | -0.785587 | -0 | -0.001268 | -0.005372 | 0 | 20,265 |
-1.075787 | -0.590844 | -0.678786 | -0.505328 | -0.00069 | 0.31478 | -0.367722 | 0.000317 | -0.023256 | -0.785587 | -0 | -0.000705 | -0.003675 | 0 | 20,266 |
-2.153852 | 9.074592 | -3.938985 | -0.496348 | 1.366057 | 1.44347 | -0.367722 | 0 | -0.023256 | -0.785587 | -0 | -0.001412 | -0.002971 | 0 | 20,267 |
1.508016 | 1.196039 | 0.32164 | -0.502637 | 0.124165 | 0.334064 | -0.367722 | 0 | -0.023256 | -0.785587 | -0 | 0.000988 | -0.004527 | 0 | 20,268 |
0.645836 | 1.449147 | -0.6802 | -0.502637 | 0.183325 | 0.26096 | -0.365813 | 0.000175 | -0.023256 | -0.785587 | -0 | 0.000423 | -0.005376 | 0 | 20,269 |
-3.016245 | -1.611271 | -7.707189 | -0.493649 | 1.457416 | 1.616947 | -0.365813 | 0 | -0.023256 | -1 | 0.614014 | -0.001977 | -0.002406 | 0 | 20,270 |
-1.72625 | -0.335322 | -1.686362 | -0.48644 | 0.660588 | 0.94101 | -0.347939 | 0.001635 | -0.023256 | -1 | 0.614014 | -0.001132 | -0.001133 | 0 | 20,271 |
-2.809329 | -0.590844 | -3.701336 | -0.474691 | 0.983236 | 1.380736 | -0.334056 | 0.00127 | -0.023256 | -1 | 0.614014 | -0.001841 | 0.000709 | 1 | 20,272 |
-0.216317 | 5.294474 | -0.937633 | 5.914474 | 0.70573 | 0.856363 | -0.334056 | 0 | -0.023256 | -1 | 0.614014 | -0.000142 | -0.003409 | 0 | 20,273 |
-1.623353 | -0.847199 | -3.205511 | -0.466532 | 0.585806 | 0.754213 | -0.334056 | 0 | -0.023256 | -1 | 0.614014 | -0.001064 | -0.002345 | 0 | 20,274 |
2.055956 | 1.845305 | -1.569742 | 5.910851 | 0.917966 | 1.028296 | -0.334056 | 0 | -0.023256 | -1 | 0.614014 | 0.001348 | -0.001561 | 0 | 20,275 |
1.513144 | 1.969982 | -0.685706 | -0.481023 | 0.371976 | 0.545002 | -0.334056 | 0 | -0.023256 | -1 | 0.614014 | 0.000992 | -0.003547 | 0 | 20,276 |
-0.86447 | -0.078896 | -1.690523 | -0.478311 | 0.74835 | 0.885585 | -0.322603 | 0.001048 | -0.023256 | -1 | 0.614014 | -0.000567 | -0.00227 | 0 | 20,277 |
-0.432419 | 1.457236 | -0.182067 | -0.476502 | 0.632024 | 0.916849 | -0.322603 | 0 | -0.046512 | -1 | 0.614014 | -0.000283 | -0.001418 | 0 | 20,278 |
1.296889 | 1.585781 | 0.823784 | -0.481927 | 0.759071 | 0.839656 | -0.324859 | -0.000206 | -0.046512 | -1 | 0.614014 | 0.00085 | -0.002127 | 0 | 20,279 |
-0.86447 | -0.078896 | -1.942129 | 5.910851 | 0.789391 | 0.875963 | -0.324859 | 0 | -0.046512 | -1 | 0.614014 | -0.000567 | -0.002412 | 0 | 20,280 |
0.432296 | 0.305477 | -0.056313 | -0.479215 | 0.426337 | 0.440925 | -0.335271 | -0.000952 | -0.046512 | -1 | 0.614014 | 0.000283 | -0.00433 | 0 | 20,281 |
-1.297256 | -0.462807 | -3.453652 | 5.912662 | 0.935944 | 1.219574 | -0.335271 | 0 | -0.046512 | -1 | 0.614014 | -0.00085 | -0.003978 | 0 | 20,282 |
-1.08189 | -0.078316 | -1.693091 | -0.470161 | 0.441849 | 0.583117 | -0.345683 | -0.000952 | -0.046512 | -1 | 0.614014 | -0.000709 | -0.003696 | 0 | 20,283 |
2.163014 | 1.97216 | 0.068789 | -0.479215 | 0.627286 | 0.750447 | -0.345683 | 0 | -0.046512 | -1 | 0.614014 | 0.001418 | -0.005256 | 0 | 20,284 |
-0.216163 | 0.689297 | 0.32093 | 5.899997 | 0.450559 | 0.510094 | -0.3318 | 0.00127 | -0.046512 | -1 | 0.614014 | -0.000142 | -0.005684 | 0 | 20,285 |
0 | 0.433486 | -0.433601 | -0.478311 | 0.119533 | 0.203258 | -0.3318 | 0 | -0.046512 | -1 | 0.614014 | 0 | -0.004331 | 0 | 20,286 |
-1.081277 | 0.177458 | -0.936776 | -0.473786 | 0.66484 | 0.875963 | -0.330933 | 0.000079 | -0.046512 | -1 | 0.614014 | -0.000709 | -0.003125 | 0 | 20,287 |
1.081277 | 1.458688 | 0.572321 | -0.477407 | 0.407023 | 0.418381 | -0.330933 | 0 | -0.046512 | -1 | 0.614014 | 0.000709 | -0.003264 | 0 | 20,288 |
1.296521 | 1.201353 | -0.182067 | 5.894577 | 0.874896 | 1.009402 | -0.334924 | -0.000365 | -0.046512 | -1 | 0.614014 | 0.00085 | -0.003688 | 0 | 20,289 |
-1.296521 | -0.590844 | -1.689882 | -0.478311 | 0.674311 | 0.832874 | -0.334924 | 0 | -0.046512 | -1 | 0.614014 | -0.00085 | -0.002696 | 0 | 20,290 |
0 | 0.433486 | -0.182067 | 5.905422 | 0.492544 | 0.606049 | -0.334924 | 0 | -0.046512 | -1 | 0.614014 | 0 | -0.003549 | 0 | 20,291 |
1.72845 | 2.480407 | 0.823713 | -0.485538 | 0.596118 | 0.822592 | -0.334924 | 0 | -0.046512 | -1 | 0.614014 | 0.001133 | -0.004397 | 0 | 20,292 |
1.079288 | 0.688029 | -0.432462 | -0.490047 | 0.628683 | 0.679441 | -0.338742 | -0.000349 | -0.046512 | -1 | 0.614014 | 0.000707 | -0.004963 | 0 | 20,293 |
0.539358 | 0.176046 | -0.055157 | -0.491848 | 0.101284 | 0.288322 | -0.338742 | 0 | -0.046512 | -1 | 0.614014 | 0.000354 | -0.006241 | 0 | 20,294 |
-3.779515 | -0.718645 | -4.074638 | -0.476502 | 1.177677 | 1.242351 | -0.350022 | -0.001032 | -0.046512 | -1 | 0.614014 | -0.002477 | -0.004119 | 0 | 20,295 |
1.51293 | 1.201861 | 0.698057 | -0.48283 | -0.101641 | 0.055855 | -0.350022 | 0 | -0.046512 | -1 | 0.614014 | 0.000992 | -0.004542 | 0 | 20,296 |
0.863858 | 0.432761 | 0.572321 | 5.892771 | 0.169947 | 0.218079 | -0.347419 | 0.000238 | -0.046512 | -1 | 0.614014 | 0.000566 | -0.004823 | 0 | 20,297 |
-0.431868 | -0.079259 | -0.43232 | -0.484636 | 0.297882 | 0.31478 | -0.347419 | 0 | -0.046512 | -1 | 0.614014 | -0.000283 | -0.004754 | 0 | 20,298 |
-0.43199 | 0.432472 | -0.683924 | -0.48283 | 0.468011 | 0.515175 | -0.351757 | -0.000397 | -0.046512 | -1 | 0.614014 | -0.000283 | -0.003688 | 0 | 20,299 |
-1.945471 | -0.462861 | -2.696695 | -0.474691 | 0.452 | 0.695773 | -0.351757 | 0 | -0.046512 | -1 | 0.614014 | -0.001275 | -0.001561 | 0 | 20,300 |
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