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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.216286 | 1.458397 | 0.572321 | -0.475597 | 0.296983 | 0.462852 | -0.350889 | 0.000079 | -0.046512 | -1 | 0.614014 | 0.000142 | -0.002413 | 0 | 20,301 |
0.648674 | 0.433922 | 0.572321 | -0.478311 | -0.107256 | -0.039527 | -0.350889 | 0 | -0.046512 | -1 | 0.614014 | 0.000425 | -0.003833 | 0 | 20,302 |
0.432296 | 0.689478 | 0.320894 | -0.479215 | 0.46625 | 0.650031 | -0.351236 | -0.000032 | -0.046512 | -1 | 0.614014 | 0.000283 | -0.004686 | 0 | 20,303 |
-0.540389 | -0.590844 | -1.187918 | -0.477407 | 0.251904 | 0.515175 | -0.351236 | 0 | -0.046512 | -1 | 0.614014 | -0.000354 | -0.005542 | 0 | 20,304 |
0.108093 | 0.049476 | -1.817846 | -0.478311 | 0.823097 | 1.08493 | -0.374664 | -0.002143 | -0.046512 | -1 | 0.614014 | 0.000071 | -0.005114 | 0 | 20,305 |
1.296521 | 1.201353 | -0.182067 | -0.483733 | 0.691092 | 0.888767 | -0.374664 | 0 | -0.046512 | -1 | 0.614014 | 0.00085 | -0.006819 | 0 | 20,306 |
2.805355 | 2.988735 | 0.572321 | 5.871142 | 1.2672 | 1.445056 | -0.361649 | 0.001191 | -0.046512 | -1 | 0.614014 | 0.001839 | -0.008943 | 0 | 20,307 |
-0.431257 | 0.047712 | -0.430899 | 5.874742 | 1.303397 | 1.448219 | -0.361649 | 0 | -0.046512 | -1 | 0.614014 | -0.000283 | -0.008518 | 0 | 20,308 |
-0.215674 | -0.079837 | -2.188682 | -0.492749 | 1.430949 | 1.597538 | -0.352278 | 0.000857 | -0.046512 | -1 | 0.614014 | -0.000141 | -0.008091 | 0 | 20,309 |
1.29359 | 1.452606 | 0.321463 | -0.498146 | 0.497281 | 0.478911 | -0.352278 | 0 | -0.046512 | -1 | 0.614014 | 0.000848 | -0.008939 | 0 | 20,310 |
-1.077915 | 3.235489 | -1.182943 | -0.493649 | 0.964222 | 0.888767 | -0.361301 | -0.000825 | -0.046512 | -1 | 0.614014 | -0.000707 | -0.008233 | 0 | 20,311 |
-1.294504 | -0.590844 | -2.439896 | 5.885553 | 1.024992 | 1.087412 | -0.361301 | 0 | -0.046512 | -1 | 0.614014 | -0.000849 | -0.007384 | 0 | 20,312 |
-0.215858 | -0.079403 | -0.180893 | -0.48644 | 0.549553 | 0.64574 | -0.35974 | 0.000143 | -0.046512 | -1 | 0.614014 | -0.000141 | -0.007243 | 0 | 20,313 |
-1.295787 | -0.590844 | -1.437245 | -0.481927 | 0.558255 | 0.662768 | -0.35974 | 0 | -0.046512 | -1 | 0.614014 | -0.000849 | -0.006393 | 0 | 20,314 |
-1.296889 | 0.432906 | -0.935921 | -0.476502 | 1.164646 | 0.995628 | -0.35974 | 0 | -0.046512 | -1 | 0.614014 | -0.00085 | -0.005543 | 0 | 20,315 |
1.51293 | 1.201861 | -0.182281 | -0.480119 | 0.476054 | 0.654299 | -0.367375 | -0.000698 | -0.046512 | -1 | 0.614014 | 0.000992 | -0.006535 | 0 | 20,316 |
-1.080511 | -0.846836 | -1.438669 | 5.903613 | 0.697186 | 0.815663 | -0.367375 | 0 | -0.046512 | -1 | 0.614014 | -0.000708 | -0.005827 | 0 | 20,317 |
-0.86496 | -0.334707 | -0.936776 | 5.912662 | 0.518207 | 0.727471 | -0.367375 | 0 | -0.046512 | -1 | 0.614014 | -0.000567 | -0.00526 | 0 | 20,318 |
-0.649042 | -0.078316 | -0.434172 | -0.47288 | 0.666691 | 0.819135 | -0.367375 | 0 | -0.046512 | -1 | 0.614014 | -0.000425 | -0.004834 | 0 | 20,319 |
1.514002 | 1.459269 | 0.320644 | -0.477407 | 0.553607 | 0.746663 | -0.377787 | -0.000952 | -0.046512 | -1 | 0.614014 | 0.000992 | 0.002406 | 1 | 20,320 |
0.216163 | -0.334707 | -0.182067 | -0.478311 | 0.505661 | 0.675305 | -0.377787 | 0 | -0.046512 | -1 | 0.614014 | 0.000142 | 0.002123 | 1 | 20,321 |
0 | -0.078679 | -0.433459 | 5.903613 | 0.7377 | 1.054537 | -0.368764 | 0.000825 | -0.046512 | -1 | 0.614014 | 0 | 0.001274 | 1 | 20,322 |
-6.498264 | 0.30535 | -9.764051 | -0.451975 | 2.247518 | 2.482376 | -0.368764 | 0 | -0.046512 | -1 | 0.614014 | -0.00426 | 0.005392 | 1 | 20,323 |
0 | 0.437712 | -1.448403 | 5.956277 | 1.414229 | 1.544754 | -0.361649 | 0.000651 | -0.046512 | -1 | 0.614014 | 0 | 0.006383 | 1 | 20,324 |
3.252592 | 5.315375 | -0.690362 | 5.932616 | 1.469906 | 1.576302 | -0.361649 | 0 | -0.046512 | -1 | 0.614014 | 0.002132 | 0.003968 | 1 | 20,325 |
-1.517013 | -0.847526 | -1.948559 | -0.459262 | 1.007426 | 1.074927 | -0.297961 | 0.005826 | -0.046512 | -1 | 0.614014 | -0.000994 | 0.004679 | 1 | 20,326 |
1.083735 | 3.258849 | 0.06793 | -0.463808 | 0.848565 | 0.929021 | -0.297961 | 0 | -0.046512 | -1 | 0.614014 | 0.00071 | 0.005241 | 1 | 20,327 |
0.866434 | 1.718315 | 0.572321 | -0.466532 | 0.898375 | 1.072406 | -0.297961 | 0 | -0.046512 | -1 | 0.614014 | 0.000568 | 0.005238 | 1 | 20,328 |
0.216532 | 0.178767 | -1.443524 | -0.46744 | 0.946264 | 1.099705 | -0.297961 | 0 | -0.046512 | -1 | 0.614014 | 0.000142 | 0.008057 | 1 | 20,329 |
-1.299651 | -0.077807 | -2.199663 | 5.93625 | 1.001905 | 1.13782 | -0.315141 | -0.001572 | -0.046512 | -1.164525 | 1.414214 | -0.000852 | 0.0113 | 1 | 20,330 |
-2.494096 | -0.077369 | -2.706921 | -0.451975 | 0.873132 | 1.106991 | -0.315141 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.001635 | 0.013917 | 1 | 20,331 |
-0.759883 | 0.566158 | -1.574622 | 5.963576 | 1.041047 | 1.278279 | -0.292581 | 0.002064 | -0.046512 | -1.164525 | 1.414214 | -0.000498 | 0.012168 | 1 | 20,332 |
-0.65163 | -0.076273 | -2.460924 | -0.445586 | 1.326656 | 1.503116 | -0.292581 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000427 | 0.012314 | 1 | 20,333 |
-0.217272 | -0.076053 | 0.066924 | 5.97271 | 0.416937 | 0.412644 | -0.281475 | 0.001016 | -0.046512 | -1.164525 | 1.414214 | -0.000142 | 0.01344 | 1 | 20,334 |
-0.869396 | -0.07598 | -0.438761 | -0.441929 | 0.585806 | 0.666969 | -0.281475 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.00057 | 0.013307 | 1 | 20,335 |
2.064008 | 1.854846 | -0.439337 | -0.450151 | 1.010653 | 1.102141 | -0.275575 | 0.00054 | -0.046512 | -1.164525 | 1.414214 | 0.001353 | 0.011251 | 1 | 20,336 |
0.759721 | 1.851542 | 0.572321 | 5.954454 | 0.752799 | 0.746663 | -0.275575 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000498 | 0.011386 | 1 | 20,337 |
0.867789 | 1.208233 | 0.572321 | -0.457442 | 0.559181 | 0.650031 | -0.287896 | -0.001127 | -0.046512 | -1.164525 | 1.414214 | 0.000569 | 0.010043 | 1 | 20,338 |
0.650518 | 1.20721 | -0.310708 | -0.460172 | 0.66722 | 0.637088 | -0.287896 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000426 | 0.009194 | 1 | 20,339 |
0.216778 | -0.077151 | -0.941067 | -0.46199 | 0.550178 | 0.666969 | -0.295358 | -0.000683 | -0.046512 | -1.164525 | 1.414214 | 0.000142 | 0.010319 | 1 | 20,340 |
-1.301129 | -0.077224 | -1.319347 | -0.455621 | 0.829186 | 0.869483 | -0.295358 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000853 | 0.011031 | 1 | 20,341 |
0.433833 | 0.308663 | 0.572321 | -0.457442 | 0.652276 | 0.772781 | -0.294317 | 0.000095 | -0.046512 | -1.164525 | 1.414214 | 0.000284 | 0.010606 | 1 | 20,342 |
0.21687 | -0.333869 | -1.067941 | -0.457442 | 0.70598 | 0.699805 | -0.294317 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000142 | 0.009901 | 1 | 20,343 |
-1.410208 | -0.847818 | -2.204001 | 5.956277 | 0.90478 | 0.888767 | -0.298655 | -0.000397 | -0.046512 | -1.164525 | 1.414214 | -0.000924 | 0.011388 | 1 | 20,344 |
-0.542735 | 0.052026 | -0.563972 | -0.450151 | 0.434136 | 0.457426 | -0.298655 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000356 | 0.0109 | 1 | 20,345 |
0.868283 | 1.723242 | 0.572321 | -0.452887 | 0.987409 | 1.12846 | -0.301085 | -0.000222 | -0.046512 | -1.164525 | 1.414214 | 0.000569 | 0.009908 | 1 | 20,346 |
0.433956 | 0.180408 | 0.319928 | -0.45471 | 0.38913 | 0.308247 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000284 | 0.01089 | 1 | 20,347 |
-0.325456 | -0.076785 | 0.193826 | -0.453798 | 1.126613 | 0.601515 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000213 | 0.010259 | 1 | 20,348 |
1.192998 | 6.466181 | 0.698495 | -0.459262 | 1.720413 | 1.938866 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000782 | 0.009055 | 1 | 20,349 |
1.300389 | 2.233065 | 0.572321 | -0.464716 | 1.108396 | 1.092352 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000852 | 0.00778 | 1 | 20,350 |
-1.083581 | -0.462498 | -1.19217 | -0.460172 | 1.057792 | 1.133154 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.00071 | 0.008631 | 1 | 20,351 |
-1.518307 | -0.077151 | -1.193424 | -0.452887 | 1.03935 | 1.167505 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000995 | 0.00864 | 1 | 20,352 |
-0.868283 | -0.076639 | -0.437466 | -0.451063 | 0.519841 | 0.569036 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000569 | 0.009209 | 1 | 20,353 |
-1.846744 | -0.333577 | -1.954663 | -0.441929 | 1.006617 | 1.149368 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.001211 | 0.010137 | 1 | 20,354 |
0.760695 | 1.082761 | 0.193044 | -0.444672 | 0.857454 | 1.057114 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000499 | 0.009639 | 1 | 20,355 |
-1.304281 | -0.848331 | -1.956464 | -0.440099 | 1.112578 | 1.236203 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000855 | 0.010705 | 1 | 20,356 |
-0.435008 | -0.07554 | -0.186585 | -0.438268 | 0.725428 | 0.849722 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000285 | 0.01092 | 1 | 20,357 |
0.21752 | 0.439911 | 0.572321 | -0.439183 | 0.933969 | 0.86295 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000143 | 0.010918 | 1 | 20,358 |
0.434946 | 0.439764 | 0.319352 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000285 | 0.011479 | 1 | 20,359 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011902 | 1 | 20,360 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011902 | 1 | 20,361 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011902 | 1 | 20,362 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011761 | 1 | 20,363 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011549 | 1 | 20,364 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011197 | 1 | 20,365 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011479 | 1 | 20,366 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011902 | 1 | 20,367 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011761 | 1 | 20,368 |
0 | -0.075613 | -0.186477 | -0.440099 | 0.721777 | 0.949886 | -0.301085 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.011902 | 1 | 20,369 |
12.559795 | 18.885412 | 6.883046 | 12.244033 | 1.920714 | 1.912797 | -0.259783 | 0.003778 | -0.046512 | 0.628626 | 1.414214 | 0.008233 | 0.003246 | 1 | 20,370 |
-0.215674 | 1.70755 | -1.435255 | 5.878343 | 0.382399 | 0.578451 | -0.154273 | 0.009652 | -0.046512 | 0.628626 | 1.414214 | -0.000141 | 0.003106 | 1 | 20,371 |
-1.294688 | -0.079765 | -0.933361 | 5.887357 | 0.071424 | 0.225387 | -0.154273 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000849 | 0.004236 | 1 | 20,372 |
-0.215888 | 0.432037 | -0.180999 | 5.889161 | -0.093697 | -0.039527 | -0.15705 | -0.000254 | -0.046512 | 0.628626 | 1.414214 | -0.000142 | 0.004096 | 1 | 20,373 |
1.510576 | 1.199072 | 0.321214 | 5.876542 | 0.084379 | -0.081109 | -0.15705 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.00099 | 0.003528 | 1 | 20,374 |
-0.43144 | -0.079765 | -0.431325 | 5.880145 | 0.322168 | -0.113778 | -0.15705 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000283 | 0.002965 | 1 | 20,375 |
-0.431562 | -0.07962 | -1.436107 | 5.880145 | 0.645772 | 0.429732 | -0.187592 | -0.002794 | -0.046512 | 0.628626 | 1.414214 | -0.000283 | 0.003248 | 1 | 20,376 |
1.94107 | 2.219893 | 0.572321 | 5.867544 | 0.283809 | 0.07364 | -0.195401 | -0.000714 | -0.046512 | 0.628626 | 1.414214 | 0.001272 | 0.001976 | 1 | 20,377 |
0.861906 | 0.430448 | -0.179828 | 5.860355 | 0.320865 | 0.327688 | -0.195401 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.000565 | 0.001763 | 1 | 20,378 |
4.517034 | 5.015971 | 0.572321 | 5.822744 | 1.004184 | 1.074927 | -0.23757 | -0.003858 | -0.046512 | 0.628626 | 1.414214 | 0.002961 | -0.001409 | 0 | 20,379 |
3.646876 | 4.238128 | 0.072688 | -0.536561 | 1.218472 | 1.289906 | -0.23757 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.00239 | -0.002813 | 0 | 20,380 |
1.499125 | 1.69271 | 0.572321 | -0.538336 | 0.464131 | 0.295019 | -0.248503 | -0.001 | -0.046512 | 0.628626 | 1.414214 | 0.000983 | -0.003514 | 0 | 20,381 |
-3.428738 | -1.351922 | -3.415197 | 5.803131 | 0.534056 | 0.515175 | -0.248503 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.002248 | -0.001689 | 0 | 20,382 |
-0.429135 | -0.082495 | -0.925312 | 5.812039 | 0.077623 | -0.113778 | -0.248503 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000281 | -0.001408 | 0 | 20,383 |
1.501443 | 1.696242 | 0.322733 | -0.530339 | 0.252863 | 0.164961 | -0.245553 | 0.00027 | -0.046512 | 0.628626 | 1.414214 | 0.000984 | -0.002251 | 0 | 20,384 |
-1.072309 | -0.844893 | -1.922681 | 5.808474 | 0.485035 | 0.457426 | -0.245553 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000703 | -0.001266 | 0 | 20,385 |
-1.073063 | -0.590844 | -0.925312 | 5.817389 | -0.323841 | -0.389742 | -0.245553 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000703 | -0.000563 | 0 | 20,386 |
0.965791 | 0.934845 | 0.322628 | -0.526778 | 0.416937 | 0.028415 | -0.24885 | -0.000302 | -0.046512 | 0.628626 | 1.414214 | 0.000633 | -0.000352 | 0 | 20,387 |
-1.180494 | -0.463734 | -0.800557 | 5.817389 | -0.173994 | -0.405589 | -0.263254 | -0.001318 | -0.046512 | 0.628626 | 1.414214 | -0.000774 | 0.000844 | 1 | 20,388 |
-0.644291 | -0.590844 | -0.676673 | -0.517858 | -0.19744 | -0.220638 | -0.263254 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000422 | 0.000985 | 1 | 20,389 |
1.932057 | 1.698494 | -0.177286 | -0.526778 | 0.525044 | 0.478911 | -0.26603 | -0.000254 | -0.046512 | 0.628626 | 1.414214 | 0.001266 | -0.000141 | 0 | 20,390 |
-0.214552 | -0.336652 | -0.42596 | -0.524996 | -0.455507 | -0.564403 | -0.26603 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000141 | 0.000422 | 1 | 20,391 |
-0.214582 | -0.082424 | 0.322768 | -0.524996 | -0.039036 | -0.208035 | -0.273666 | -0.000698 | -0.046512 | 0.628626 | 1.414214 | -0.000141 | 0.000703 | 1 | 20,392 |
-0.858631 | -0.082352 | -0.426241 | -0.520537 | -0.262788 | -0.421757 | -0.273666 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000563 | 0.000492 | 1 | 20,393 |
0.858631 | 0.680832 | 0.322593 | -0.524105 | -0.044165 | -0.344 | -0.28026 | -0.000603 | -0.046512 | 0.628626 | 1.414214 | 0.000563 | 0.000281 | 1 | 20,394 |
-1.288128 | -0.590844 | -0.925733 | -0.518751 | 0.089251 | -0.159519 | -0.28026 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000844 | 0.000704 | 1 | 20,395 |
-0.644472 | -0.081923 | -0.177181 | -0.518751 | -0.358817 | -0.421757 | -0.275054 | 0.000476 | -0.046512 | 0.628626 | 1.414214 | -0.000422 | 0.001478 | 1 | 20,396 |
1.932601 | 1.953402 | 1.321823 | -0.524105 | -0.385956 | -0.405589 | -0.275054 | 0 | -0.046512 | 0.628626 | 1.414214 | 0.001267 | -0.000141 | 0 | 20,397 |
-1.288128 | -0.590844 | -0.925733 | -0.520537 | -0.269878 | -0.438258 | -0.270542 | 0.000413 | -0.046512 | 0.628626 | 1.414214 | -0.000844 | 0.000844 | 1 | 20,398 |
-0.644472 | -0.081923 | -0.177181 | -0.516965 | -0.540282 | -0.564403 | -0.270542 | 0 | -0.046512 | 0.628626 | 1.414214 | -0.000422 | 0.000845 | 1 | 20,399 |
-0.644745 | -0.336258 | -0.927633 | 5.831679 | -0.279101 | -0.18341 | -0.27731 | -0.000619 | -0.046512 | 0.628626 | 1.414214 | -0.000423 | 0.001549 | 1 | 20,400 |
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