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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.597403 | 1.047981 | -1.533255 | -0.568367 | 0.358518 | -0.18341 | -0.330412 | 0.000048 | -0.023256 | 0.628626 | 1.414214 | -0.001047 | 0.006613 | 1 | 20,901 |
0.852157 | 0.923554 | 0.820131 | -0.571881 | -0.493785 | -0.584164 | -0.330412 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000559 | 0.006679 | 1 | 20,902 |
2.128311 | 2.30902 | 0.819993 | 5.698964 | -0.679607 | -0.564403 | -0.330412 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001395 | 0.004868 | 1 | 20,903 |
-0.850968 | -0.464842 | -0.417329 | -0.578022 | -0.428122 | -0.646554 | -0.333015 | -0.000238 | -0.023256 | 0.628626 | 1.414214 | -0.000558 | 0.005495 | 1 | 20,904 |
0.638271 | 0.795467 | -0.417881 | 5.702467 | -0.267845 | -0.159519 | -0.361649 | -0.002619 | -0.023256 | 0.628626 | 1.414214 | 0.000418 | 0.005562 | 1 | 20,905 |
0.638004 | 0.417066 | 0.572321 | -0.583276 | -1.071368 | -1.027019 | -0.361649 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000418 | 0.004589 | 1 | 20,906 |
1.487639 | 1.549399 | 0.572321 | -0.588521 | -0.450207 | -0.455106 | -0.361649 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000975 | 0.00403 | 1 | 20,907 |
-1.912945 | 0.415663 | -2.394562 | 5.697213 | 0.00069 | 0.157076 | -0.356789 | 0.000444 | -0.023256 | 0.628626 | 1.414214 | -0.001254 | 0.005977 | 1 | 20,908 |
0 | 0.290985 | 0.32496 | -0.581525 | -0.619808 | -0.545119 | -0.356789 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.005977 | 1 | 20,909 |
-0.212698 | -0.842874 | -0.912361 | 5.700715 | -0.753167 | -0.814386 | -0.347419 | 0.000857 | -0.023256 | 0.628626 | 1.414214 | -0.000139 | 0.006116 | 1 | 20,910 |
-0.319102 | 0.165141 | 0.077496 | -0.578898 | -0.550882 | -0.489906 | -0.340824 | 0.000603 | -0.023256 | 0.628626 | 1.414214 | -0.000209 | 0.005771 | 1 | 20,911 |
-1.383547 | -0.969034 | -1.036702 | -0.572759 | -0.763453 | -1.223183 | -0.340824 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000907 | 0.005984 | 1 | 20,912 |
1.489922 | 1.174598 | 0.32465 | -0.579774 | -0.698222 | -0.472317 | -0.340824 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000977 | 0.005008 | 1 | 20,913 |
0.850731 | 0.417207 | 0.077427 | -0.582401 | -0.703905 | -0.66848 | -0.332147 | 0.000794 | -0.023256 | 0.628626 | 1.414214 | 0.000558 | 0.003617 | 1 | 20,914 |
0.425188 | -0.087029 | 0.325029 | -0.583276 | -0.866003 | -0.869599 | -0.332147 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000279 | 0.002922 | 1 | 20,915 |
-0.425188 | -0.590844 | -0.664138 | -0.583276 | -0.649064 | -0.329316 | -0.339436 | -0.000667 | -0.023256 | 0.628626 | 1.414214 | -0.000279 | 0.003062 | 1 | 20,916 |
-0.425306 | -0.590844 | 0.077703 | -0.581525 | -1.21429 | -1.483608 | -0.339436 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000279 | 0.003062 | 1 | 20,917 |
1.700514 | 1.927527 | 0.572321 | -0.587647 | -0.76761 | -0.646554 | -0.338568 | 0.000079 | -0.023256 | 0.628626 | 1.414214 | 0.001115 | 0.002087 | 1 | 20,918 |
-0.318702 | -0.213285 | -0.169038 | -0.586773 | -0.824053 | -0.625212 | -0.338568 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000209 | 0.002157 | 1 | 20,919 |
-0.318769 | -0.213207 | -0.416433 | 5.688467 | -1.101057 | -0.898703 | -0.337527 | 0.000095 | -0.023256 | 0.628626 | 1.414214 | -0.000209 | 0.00167 | 1 | 20,920 |
-0.425128 | -0.590844 | -0.169348 | -0.585025 | -0.837756 | -0.869599 | -0.337527 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000279 | 0.002227 | 1 | 20,921 |
0.425128 | 0.16472 | 0.819544 | -0.585899 | -0.795258 | -1.027019 | -0.339436 | -0.000175 | -0.023256 | 0.628626 | 1.414214 | 0.000279 | 0.001253 | 1 | 20,922 |
-0.637737 | -0.842698 | -1.406152 | -0.582401 | -0.801798 | -0.738112 | -0.339436 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000418 | 0.00181 | 1 | 20,923 |
-0.638004 | -0.842804 | -0.417053 | 5.700715 | -1.321316 | -1.062593 | -0.342386 | -0.00027 | -0.023256 | 0.628626 | 1.414214 | -0.000418 | 0.00195 | 1 | 20,924 |
1.488261 | 1.17263 | 0.324926 | 5.690215 | -0.890452 | -0.646554 | -0.342386 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000976 | 0.000557 | 1 | 20,925 |
1.699093 | 1.422451 | 0.325167 | -0.593757 | -0.739017 | -0.841516 | -0.340304 | 0.00019 | -0.023256 | 0.628626 | 1.414214 | 0.001114 | -0.000418 | 0 | 20,926 |
1.060973 | 0.791997 | 0.572321 | -0.598114 | -1.21429 | -0.898703 | -0.340304 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000695 | -0.001252 | 0 | 20,927 |
0.63623 | 0.16304 | 0.572321 | -0.600725 | -0.76761 | -0.646554 | -0.353492 | -0.001206 | -0.023256 | 0.628626 | 1.414214 | 0.000417 | -0.002087 | 0 | 20,928 |
0.847894 | 1.668922 | 0.818891 | -0.604203 | 0.014344 | -0.070509 | -0.353492 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000556 | -0.002295 | 0 | 20,929 |
0.635611 | 0.413287 | -0.660358 | -0.605072 | -0.303244 | -0.273134 | -0.353492 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000417 | -0.002224 | 0 | 20,930 |
-0.847541 | -0.590844 | -0.659845 | -0.604203 | -0.840067 | -0.898703 | -0.377614 | -0.002207 | -0.023256 | 0.628626 | 1.414214 | -0.000556 | -0.002225 | 0 | 20,931 |
0.6357 | 0.664407 | 0.818788 | -0.605941 | -0.665066 | -0.489906 | -0.377614 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000417 | -0.002503 | 0 | 20,932 |
-1.271664 | -0.339829 | -0.906586 | -0.600725 | -0.631705 | -0.625212 | -0.381779 | -0.000381 | -0.023256 | 0.628626 | 1.414214 | -0.000834 | -0.001252 | 0 | 20,933 |
0 | -0.339619 | 0.325717 | 5.6623 | -1.389343 | -1.179915 | -0.376399 | 0.000492 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001669 | 0 | 20,934 |
1.271664 | 1.417976 | 0.325717 | -0.605072 | -1.039803 | -0.421757 | -0.376399 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000834 | -0.002503 | 0 | 20,935 |
-0.953649 | -0.590844 | -0.536744 | 5.658819 | -0.786633 | -0.814386 | -0.376399 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000625 | -0.001599 | 0 | 20,936 |
0.529879 | 0.288106 | 0.202479 | -0.604203 | -0.952903 | -0.691024 | -0.370846 | 0.000508 | -0.023256 | 0.628626 | 1.414214 | 0.000347 | -0.002364 | 0 | 20,937 |
0 | 0.413287 | 0.572321 | 5.651864 | -1.139158 | -1.424301 | -0.370846 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.00139 | 0 | 20,938 |
-0.423888 | 0.413287 | 0.079352 | -0.602465 | -0.243901 | -0.714222 | -0.370672 | 0.000016 | -0.023256 | 0.628626 | 1.414214 | -0.000278 | -0.00139 | 0 | 20,939 |
0.423888 | -0.088569 | 0.079215 | -0.603334 | -1.084406 | -0.646554 | -0.369978 | 0.000063 | -0.023256 | 0.628626 | 1.414214 | 0.000278 | -0.001529 | 0 | 20,940 |
-0.211929 | -0.088709 | -0.167184 | -0.601595 | -1.499781 | -1.483608 | -0.369978 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000139 | -0.000903 | 0 | 20,941 |
-0.317949 | -0.967589 | 0.202556 | -0.601595 | -1.707545 | -2.657068 | -0.369978 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000208 | -0.000625 | 0 | 20,942 |
1.377302 | 1.041152 | 0.202479 | -0.60681 | -0.470294 | -0.455106 | -0.373275 | -0.000302 | -0.023256 | 0.628626 | 1.414214 | 0.000903 | -0.001111 | 0 | 20,943 |
1.270253 | 1.165044 | 1.06488 | -0.611148 | -0.608111 | -0.604425 | -0.373275 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000833 | -0.001944 | 0 | 20,944 |
-0.634994 | -1.092422 | -0.412386 | -0.609414 | -0.66327 | -0.691024 | -0.371367 | 0.000175 | -0.023256 | 0.628626 | 1.414214 | -0.000416 | -0.001389 | 0 | 20,945 |
-0.635259 | 0.913681 | -0.65916 | 5.646652 | -0.690716 | -0.374202 | -0.371367 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000416 | -0.00125 | 0 | 20,946 |
0 | 0.287313 | 0.44916 | 5.646652 | -0.819544 | -0.646554 | -0.371367 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001111 | 0 | 20,947 |
-0.211812 | 1.415746 | -0.536436 | 5.646652 | -0.997893 | -0.738112 | -0.369978 | 0.000127 | -0.023256 | 0.628626 | 1.414214 | -0.000139 | -0.000903 | 0 | 20,948 |
-0.635611 | -0.339863 | -0.166876 | -0.604203 | -0.994994 | -0.762738 | -0.36269 | 0.000667 | -0.023256 | 0.628626 | 1.414214 | -0.000417 | -0.000278 | 0 | 20,949 |
2.117676 | 2.419877 | 0.079352 | -0.612015 | 0.596411 | 0.31478 | -0.36269 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.001388 | -0.001944 | 0 | 20,950 |
-0.529143 | -0.841615 | -0.658648 | -0.610281 | 0.308142 | -0.545119 | -0.369111 | -0.000587 | -0.023256 | 0.464102 | 0.614014 | -0.000347 | -0.001736 | 0 | 20,951 |
0.952326 | 0.788256 | 0.44922 | -0.615481 | -0.8084 | -0.646554 | -0.369111 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000624 | -0.001527 | 0 | 20,952 |
-0.634818 | -0.214856 | -0.165953 | -0.612015 | -0.735027 | -0.841516 | -0.366855 | 0.000206 | -0.023256 | 0.464102 | 0.614014 | -0.000416 | -0.000902 | 0 | 20,953 |
0.105821 | 0.03602 | 0.326161 | -0.612015 | -0.571008 | -0.564403 | -0.366855 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000069 | -0.000763 | 0 | 20,954 |
0.740544 | 0.537276 | 0.69538 | 5.629311 | -1.12158 | -0.714222 | -0.366855 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000485 | -0.001388 | 0 | 20,955 |
-0.846365 | -0.089614 | -0.411976 | -0.613749 | -0.591735 | -0.604425 | -0.371367 | -0.000413 | -0.023256 | 0.464102 | 0.614014 | -0.000555 | -0.000694 | 0 | 20,956 |
0.634818 | 0.913264 | 1.064538 | -0.614615 | -0.474382 | -0.564403 | -0.371367 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000416 | -0.001318 | 0 | 20,957 |
1.057443 | 1.163097 | 1.064333 | -0.619808 | -0.28324 | -0.545119 | -0.36859 | 0.000254 | -0.023256 | 0.464102 | 0.614014 | 0.000693 | -0.001664 | 0 | 20,958 |
0 | 1.161882 | 0.572321 | -0.619808 | -1.307567 | -1.369089 | -0.36859 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.001942 | 0 | 20,959 |
0 | 0.160533 | 0.572321 | 5.624119 | -1.128557 | -1.424301 | -0.371887 | -0.000302 | -0.023256 | 0.464102 | 0.614014 | 0 | -0.001803 | 0 | 20,960 |
-0.845896 | -0.34035 | -0.41143 | -0.614615 | -0.741021 | -0.788145 | -0.371887 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000554 | -0.000694 | 0 | 20,961 |
-1.05803 | -0.841511 | -0.904329 | -0.610281 | -0.679607 | -0.869599 | -0.372755 | -0.000079 | -0.023256 | 0.464102 | 0.614014 | -0.000694 | -0.000278 | 0 | 20,962 |
0 | -0.590844 | -0.166363 | 5.63971 | -0.743031 | -0.691024 | -0.372755 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0 | 0 | 20,963 |
-1.270605 | -0.841685 | -1.151753 | 5.650126 | -1.784293 | -1.547663 | -0.373449 | -0.000063 | -0.023256 | 0.464102 | 0.614014 | -0.000833 | 0.000833 | 1 | 20,964 |
-0.6357 | 0.162098 | -0.166978 | -0.602465 | 0.047993 | -0.50789 | -0.373449 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000417 | 0.001041 | 1 | 20,965 |
-0.211959 | -0.339724 | 0.325819 | -0.600725 | -1.645789 | -1.179915 | -0.370152 | 0.000302 | -0.023256 | 0.464102 | 0.614014 | -0.000139 | 0.001111 | 1 | 20,966 |
-0.424006 | -0.590844 | -0.907408 | 5.660559 | -0.729084 | -0.545119 | -0.370152 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000278 | 0.001389 | 1 | 20,967 |
0.212018 | -0.339619 | 0.079078 | -0.601595 | -2.112421 | -1.547663 | -0.362343 | 0.000714 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.00125 | 1 | 20,968 |
-0.212018 | -0.339654 | 0.079147 | -0.598985 | -1.653214 | -1.483608 | -0.362343 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000139 | 0.000972 | 1 | 20,969 |
-1.060531 | -1.093398 | -0.661044 | 5.665782 | -0.890452 | -0.604425 | -0.369458 | -0.000651 | -0.023256 | 0.464102 | 0.614014 | -0.000695 | 0.0025 | 1 | 20,970 |
0.424301 | 0.917028 | 0.819063 | 5.665782 | -0.747067 | -0.584164 | -0.369458 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000278 | 0.001389 | 1 | 20,971 |
-1.060973 | -0.339514 | -0.661558 | 5.672754 | -0.955631 | -0.762738 | -0.357657 | 0.001079 | -0.023256 | 0.464102 | 0.614014 | -0.000695 | 0.001946 | 1 | 20,972 |
0.212254 | 0.163564 | 0.572321 | 5.672754 | -1.740613 | -1.062593 | -0.357657 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.002223 | 1 | 20,973 |
-0.424537 | -0.590844 | -0.168316 | -0.592013 | -1.340082 | -1.027019 | -0.357657 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000278 | 0.002779 | 1 | 20,974 |
-0.637027 | -0.339305 | -0.415538 | -0.589394 | -1.071368 | -0.66848 | -0.355748 | 0.000175 | -0.023256 | 0.464102 | 0.614014 | -0.000418 | 0.003058 | 1 | 20,975 |
0.212372 | -0.3392 | 0.078254 | -0.59114 | -1.912684 | -1.223183 | -0.352972 | 0.000254 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.003335 | 1 | 20,976 |
-0.212372 | -0.339235 | 0.325339 | -0.590267 | -1.26361 | -1.268925 | -0.352972 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000139 | 0.004029 | 1 | 20,977 |
-0.637293 | -0.590844 | -0.910294 | -0.587647 | -0.47987 | -0.358959 | -0.361128 | -0.000746 | -0.023256 | 0.464102 | 0.614014 | -0.000418 | 0.004516 | 1 | 20,978 |
0.531096 | 0.667553 | 0.572321 | -0.590267 | -0.955631 | -0.604425 | -0.361128 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000348 | 0.004237 | 1 | 20,979 |
0.743224 | 0.792863 | 0.695825 | 5.676242 | -0.870824 | -0.691024 | -0.355401 | 0.000524 | -0.023256 | 0.464102 | 0.614014 | 0.000487 | 0.003612 | 1 | 20,980 |
-0.849428 | -0.590844 | -0.415538 | 5.681478 | -0.885493 | -0.389742 | -0.355401 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000557 | 0.004168 | 1 | 20,981 |
0.212401 | 0.164089 | 0.819338 | -0.590267 | -2.084078 | -1.483608 | -0.368416 | -0.001191 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.004029 | 1 | 20,982 |
0.637027 | 1.42133 | 0.572321 | 5.677987 | -0.96388 | -0.50789 | -0.368416 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000418 | 0.002849 | 1 | 20,983 |
-0.637027 | -1.094027 | -0.415538 | -0.590267 | -0.910651 | -0.738112 | -0.368416 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000418 | 0.004168 | 1 | 20,984 |
0 | -0.3392 | 0.078254 | -0.590267 | -1.683738 | -1.099821 | -0.361996 | 0.000587 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.004584 | 1 | 20,985 |
0.424714 | -0.08759 | 0.572321 | 5.677987 | -2.157229 | -1.483608 | -0.363905 | -0.000175 | -0.023256 | 0.464102 | 0.614014 | 0.000278 | 0.004097 | 1 | 20,986 |
-0.637116 | -0.33927 | -0.168625 | -0.588521 | -0.890452 | -0.814386 | -0.363905 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000418 | 0.004723 | 1 | 20,987 |
1.486189 | 1.673009 | 0.572321 | -0.594629 | -0.749094 | -0.489906 | -0.363905 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000974 | 0.00458 | 1 | 20,988 |
-0.424478 | -0.590844 | 0.078666 | 5.672754 | -1.482054 | -0.960292 | -0.361475 | 0.000222 | -0.023256 | 0.464102 | 0.614014 | -0.000278 | 0.004581 | 1 | 20,989 |
0.212254 | -0.08787 | 0.325442 | -0.593757 | -1.369218 | -1.138866 | -0.361475 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.004927 | 1 | 20,990 |
0.742655 | 0.414823 | 0.325477 | -0.596372 | -1.250947 | -0.762738 | -0.364772 | -0.000302 | -0.023256 | 0.464102 | 0.614014 | 0.000487 | 0.003401 | 1 | 20,991 |
0.106064 | 0.163092 | 0.202222 | -0.597243 | -0.318362 | -0.286814 | -0.364772 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.00007 | 0.003747 | 1 | 20,992 |
0.63623 | 0.16304 | 0.572321 | -0.600725 | -1.723882 | -1.268925 | -0.366334 | -0.000143 | -0.023256 | 0.464102 | 0.614014 | 0.000417 | 0.00333 | 1 | 20,993 |
0 | -0.08843 | 0.572321 | 5.660559 | -0.529841 | -0.489906 | -0.366334 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.003607 | 1 | 20,994 |
0.212018 | -0.339619 | -0.167595 | 5.660559 | -0.599874 | -0.646554 | -0.364772 | 0.000143 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.003191 | 1 | 20,995 |
-0.424065 | -0.590844 | 0.079147 | -0.599855 | -1.476244 | -1.617295 | -0.364772 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000278 | 0.003469 | 1 | 20,996 |
0.212047 | -0.339584 | 0.325682 | -0.600725 | -1.757756 | -1.369089 | -0.358525 | 0.000571 | -0.023256 | 0.464102 | 0.614014 | 0.000139 | 0.002776 | 1 | 20,997 |
0.106013 | -0.339619 | 0.325717 | -0.600725 | -1.517974 | -1.317441 | -0.358525 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000069 | 0.002706 | 1 | 20,998 |
0.317993 | 0.037109 | 0.449032 | -0.602465 | -1.715665 | -1.369089 | -0.361128 | -0.000238 | -0.023256 | 0.464102 | 0.614014 | 0.000208 | 0.002221 | 1 | 20,999 |
-0.424006 | -0.590844 | 0.079215 | -0.600725 | -0.446258 | -0.545119 | -0.361128 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000278 | 0.002637 | 1 | 21,000 |
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