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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 | -0.085974 | 0.324511 | -0.570125 | -0.490979 | -0.374202 | -0.359045 | 0 | -0.162791 | -0.267949 | -0.517638 | 0 | -0.009543 | 0 | 21,701 |
-0.639341 | -0.338391 | -0.419126 | 5.727043 | 0.167783 | 0.377333 | -0.359219 | -0.000016 | -0.162791 | -0.267949 | -0.517638 | -0.000419 | -0.00856 | 0 | 21,702 |
0 | -0.338285 | 0.324407 | -0.567488 | -1.575598 | -1.369089 | -0.359219 | 0 | -0.162791 | -0.267949 | -0.517638 | 0 | -0.008278 | 0 | 21,703 |
0.426257 | 0.166726 | -0.171524 | -0.569246 | -0.085062 | 0.091037 | -0.359913 | -0.000063 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | -0.008416 | 0 | 21,704 |
0 | -0.338356 | 0.076597 | -0.569246 | -0.031773 | -0.195628 | -0.359913 | 0 | -0.162791 | -0.267949 | -0.517638 | 0 | -0.006587 | 0 | 21,705 |
1.065121 | 0.923554 | 0.69623 | 5.714743 | 0.246118 | 0.510094 | -0.359393 | 0.000048 | -0.162791 | -0.267949 | -0.517638 | 0.000698 | -0.007144 | 0 | 21,706 |
-0.212965 | -0.338532 | -0.170797 | -0.572759 | 0.813755 | 0.967347 | -0.359393 | 0 | -0.162791 | -0.267949 | -0.517638 | -0.00014 | -0.006162 | 0 | 21,707 |
1.49013 | 1.931041 | 0.572321 | 5.705972 | 0.710211 | 0.783719 | -0.361996 | -0.000238 | -0.162791 | -0.267949 | -0.517638 | 0.000977 | -0.008403 | 0 | 21,708 |
0.425484 | 0.921232 | 0.572321 | -0.579774 | 0.055042 | 0.009584 | -0.361996 | 0 | -0.162791 | -0.267949 | -0.517638 | 0.000279 | -0.009386 | 0 | 21,709 |
-0.638271 | -0.086819 | -0.417467 | 5.705972 | 0.364668 | 0.274758 | -0.360954 | 0.000095 | -0.162791 | -0.535898 | -0.385986 | -0.000418 | -0.009108 | 0 | 21,710 |
-0.212816 | -0.590844 | -0.170279 | -0.577145 | -0.434545 | -0.50789 | -0.360954 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000139 | -0.008969 | 0 | 21,711 |
0.425603 | -0.086537 | 0.07722 | -0.578898 | -0.5123 | -0.50789 | -0.361996 | -0.000095 | -0.162791 | -0.535898 | -0.385986 | 0.000279 | -0.008544 | 0 | 21,712 |
0.85085 | 0.921232 | 0.324857 | -0.582401 | -0.214148 | -0.300732 | -0.361996 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000558 | -0.007977 | 0 | 21,713 |
-0.85085 | 0.164931 | -0.417191 | -0.578898 | -0.054539 | -0.195628 | -0.364599 | -0.000238 | -0.162791 | -0.535898 | -0.385986 | -0.000558 | -0.008403 | 0 | 21,714 |
0.425484 | 0.165352 | 0.324857 | -0.58065 | -1.055406 | -0.841516 | -0.364599 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000279 | -0.008401 | 0 | 21,715 |
-0.212727 | -0.086819 | 0.324926 | -0.579774 | -0.635142 | -0.898703 | -0.36321 | 0.000127 | -0.162791 | -0.535898 | -0.385986 | -0.000139 | -0.008262 | 0 | 21,716 |
-0.212757 | -0.086748 | 0.077427 | -0.578022 | -0.345069 | -0.344 | -0.36321 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000139 | -0.007419 | 0 | 21,717 |
0.638182 | 0.165352 | 0.572321 | -0.58065 | -1.230344 | -0.928905 | -0.36321 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000418 | -0.007978 | 0 | 21,718 |
-1.489506 | -0.842874 | -1.159929 | -0.574515 | -0.446258 | -0.545119 | -0.362343 | 0.000079 | -0.162791 | -0.535898 | -0.385986 | -0.000976 | -0.008056 | 0 | 21,719 |
-0.42584 | -0.338603 | 0.077082 | -0.573637 | -0.636867 | -0.545119 | -0.362343 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000279 | -0.007988 | 0 | 21,720 |
0.212935 | -0.086256 | 0.572321 | -0.573637 | -0.686993 | -0.99296 | -0.358698 | 0.000333 | -0.162791 | -0.535898 | -0.385986 | 0.00014 | -0.009113 | 0 | 21,721 |
0.212905 | -0.338567 | 0.448507 | -0.575392 | -0.895447 | -0.814386 | -0.358698 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.00014 | -0.009253 | 0 | 21,722 |
-0.319369 | -0.590844 | -0.17059 | -0.573637 | -0.786633 | -0.99296 | -0.365813 | -0.000651 | -0.162791 | -0.535898 | -0.385986 | -0.000209 | -0.008903 | 0 | 21,723 |
0.957907 | 0.544202 | 0.696135 | -0.577145 | -0.266831 | 0.07364 | -0.365813 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000628 | -0.009671 | 0 | 21,724 |
0 | -0.086608 | 0.572321 | 5.705972 | -0.623186 | -0.691024 | -0.359219 | 0.000603 | -0.162791 | -0.535898 | -0.385986 | 0 | -0.009531 | 0 | 21,725 |
1.063636 | 1.425257 | 0.324822 | -0.582401 | 0.742927 | 0.489441 | -0.359219 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000697 | -0.010932 | 0 | 21,726 |
0.850375 | 0.416785 | 0.077634 | -0.585899 | 0.017716 | 0.099597 | -0.359219 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000557 | -0.010926 | 0 | 21,727 |
-0.212549 | 0.16451 | -1.406152 | 5.691964 | -0.171339 | -0.300732 | -0.359219 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000139 | -0.010083 | 0 | 21,728 |
-0.850494 | -0.08717 | -0.664138 | -0.581525 | 0.088036 | 0 | -0.361301 | -0.00019 | -0.162791 | -0.535898 | -0.385986 | -0.000557 | -0.009948 | 0 | 21,729 |
0.106338 | -0.086889 | 0.201267 | -0.581525 | -0.920976 | -0.66848 | -0.361301 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.00007 | -0.010862 | 0 | 21,730 |
0.318969 | -0.212891 | 0.448654 | -0.581525 | -2.565327 | -2.248272 | -0.363384 | -0.000191 | -0.162791 | -0.535898 | -0.385986 | 0.000209 | -0.010226 | 0 | 21,731 |
-0.638004 | -0.842804 | -0.664483 | -0.58065 | 0.242234 | 0.046813 | -0.363384 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000418 | -0.009245 | 0 | 21,732 |
0.425366 | -0.086819 | 0.572321 | -0.58065 | -1.198599 | -0.928905 | -0.363557 | -0.000016 | -0.162791 | -0.535898 | -0.385986 | 0.000279 | -0.009665 | 0 | 21,733 |
0.212638 | 0.164931 | 0.077634 | 5.695463 | -0.041962 | -0.233443 | -0.363557 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000139 | -0.009523 | 0 | 21,734 |
0.212609 | 0.920179 | 0.077703 | -0.583276 | 0.462715 | 0.395183 | -0.363557 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000139 | -0.008677 | 0 | 21,735 |
-0.531577 | -0.590844 | -0.169554 | -0.581525 | -0.28324 | -0.259683 | -0.363557 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000348 | -0.00847 | 0 | 21,736 |
-0.319035 | -0.716846 | -0.046102 | -0.58065 | -0.670483 | -0.405589 | -0.36321 | 0.000032 | -0.162791 | -0.535898 | -0.385986 | -0.000209 | -0.007136 | 0 | 21,737 |
0.638004 | 0.165141 | 0.819682 | -0.583276 | -1.139158 | -0.99296 | -0.36321 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000418 | -0.009593 | 0 | 21,738 |
0.637737 | 0.668429 | 0.572321 | -0.585899 | -0.202965 | -0.18341 | -0.364599 | -0.000127 | -0.162791 | -0.535898 | -0.385986 | 0.000418 | -0.008113 | 0 | 21,739 |
-15.379755 | 0.416224 | -25.070744 | -0.523213 | 2.276479 | 2.16973 | -0.364599 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.010081 | 0.001406 | 1 | 21,740 |
-2.148393 | -0.336473 | -5.430037 | 5.838836 | 0.789834 | 1.064797 | -0.364599 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001408 | 0.004078 | 1 | 21,741 |
-0.215006 | 0.427858 | -4.184573 | -0.5116 | 1.03002 | 0.955749 | -0.364599 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000141 | 0.004079 | 1 | 21,742 |
0.644926 | 1.700752 | -0.678434 | -0.515177 | 1.158299 | 1.147072 | -0.341865 | 0.00208 | -0.162791 | -0.535898 | -0.385986 | 0.000423 | 0.003516 | 1 | 21,743 |
0 | 0.682085 | -1.428463 | -0.515177 | 0.765517 | 0.569036 | -0.341865 | 0 | -0.162791 | -0.535898 | -0.385986 | 0 | 0.004077 | 1 | 21,744 |
-2.150816 | 0.173021 | -2.17934 | -0.507121 | 0.541373 | 0.583117 | -0.341171 | 0.000063 | -0.162791 | -0.535898 | -0.385986 | -0.00141 | 0.005207 | 1 | 21,745 |
2.365731 | 3.230636 | 0.822613 | -0.515177 | 0.457378 | 0.510094 | -0.341171 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001551 | 0.003375 | 1 | 21,746 |
-0.644836 | -0.845501 | -2.178952 | 5.837046 | 0.5926 | 0.632727 | -0.341171 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000423 | 0.003938 | 1 | 21,747 |
0.429921 | 0.936994 | -0.052858 | -0.516071 | 0.430433 | 0.195744 | -0.312538 | 0.002619 | -0.162791 | -0.535898 | -0.385986 | 0.000282 | 0.004638 | 1 | 21,748 |
-0.214945 | 0.173021 | -0.427789 | -0.514283 | 0.859458 | 0.866223 | -0.312538 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000141 | 0.00548 | 1 | 21,749 |
-0.860084 | -0.590844 | -1.929365 | -0.510704 | 0.941123 | 0.995628 | -0.321215 | -0.000794 | -0.162791 | -0.535898 | -0.385986 | -0.000564 | 0.004501 | 1 | 21,750 |
-0.215097 | 0.682982 | -0.178237 | -0.509809 | 0.387552 | 0.334064 | -0.324165 | -0.00027 | -0.162791 | -0.535898 | -0.385986 | -0.000141 | 0.001831 | 1 | 21,751 |
0.860205 | 1.447135 | 0.322135 | -0.513389 | 0.46625 | 0.451963 | -0.324165 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000564 | 0.001197 | 1 | 21,752 |
0.429921 | 0.173236 | -0.17792 | 5.835256 | 0.060757 | -0.102739 | -0.332842 | -0.000794 | -0.162791 | -0.535898 | -0.385986 | 0.000282 | 0.003376 | 1 | 21,753 |
0.214915 | 1.445413 | -0.177709 | -0.516071 | 0.539472 | 0.406866 | -0.332842 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000141 | 0.003515 | 1 | 21,754 |
2.791142 | 3.224721 | 0.822225 | 5.808474 | 0.446943 | 0.055855 | -0.332842 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.00183 | 0.002528 | 1 | 21,755 |
0.214492 | 0.171518 | -0.925101 | -0.528559 | 0.573226 | 0.583117 | -0.332842 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000141 | 0.002247 | 1 | 21,756 |
1.286318 | 0.933344 | 0.322874 | 5.796015 | 0.656579 | 0.239807 | -0.358698 | -0.002365 | -0.162791 | -0.535898 | -0.385986 | 0.000843 | 0.002805 | 1 | 21,757 |
-1.929884 | -0.083067 | -2.545664 | 5.810256 | 0.764141 | 0.699805 | -0.358698 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001265 | 0.004491 | 1 | 21,758 |
-1.073214 | -0.082424 | -1.175286 | -0.520537 | 0.062651 | 0.188159 | -0.358698 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.000703 | 0.004914 | 1 | 21,759 |
-0.214733 | 0.680832 | -0.426803 | -0.518751 | 0.734832 | 0.88239 | -0.342733 | 0.00146 | -0.162791 | -0.535898 | -0.385986 | -0.000141 | 0.003934 | 1 | 21,760 |
0 | 1.189502 | -0.676848 | 5.820958 | 0.20831 | 0.24692 | -0.342733 | 0 | -0.162791 | -0.535898 | -0.385986 | 0 | 0.005615 | 1 | 21,761 |
1.073365 | 0.935274 | 0.322558 | -0.525887 | 0.241259 | 0.288322 | -0.329892 | 0.001175 | -0.162791 | -0.535898 | -0.385986 | 0.000704 | 0.005751 | 1 | 21,762 |
1.715814 | 1.696242 | 1.071392 | -0.531229 | -0.066588 | 0.082386 | -0.329892 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.001125 | 0.004626 | 1 | 21,763 |
-1.501232 | -0.844857 | -1.173566 | 5.808474 | -0.175769 | -0.18341 | -0.342386 | -0.001143 | -0.162791 | -0.535898 | -0.385986 | -0.000984 | 0.00561 | 1 | 21,764 |
0.429074 | -0.082424 | -0.176443 | -0.526778 | -0.495191 | -0.604425 | -0.342386 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000281 | 0.006866 | 1 | 21,765 |
0 | -0.082567 | -0.42582 | 5.806693 | 0.176401 | 0.149113 | -0.346204 | -0.000349 | -0.162791 | -0.535898 | -0.385986 | 0 | 0.006028 | 1 | 21,766 |
1.072158 | 1.1875 | 0.572321 | 5.799572 | -0.304313 | -0.233443 | -0.346204 | 0 | -0.162791 | -0.535898 | -0.385986 | 0.000703 | 0.004486 | 1 | 21,767 |
-0.214371 | -0.336866 | -0.175706 | 5.799572 | -0.304313 | -0.329316 | -0.347592 | -0.000127 | -0.162791 | -0.535898 | -0.385986 | -0.000141 | 0.002666 | 1 | 21,768 |
-1.608746 | -0.844893 | -1.673022 | -0.524105 | -0.183817 | -0.208035 | -0.347592 | 0 | -0.162791 | -0.535898 | -0.385986 | -0.001055 | 0.003861 | 1 | 21,769 |
-0.321953 | 0.553141 | -0.301452 | -0.523213 | 0.034335 | 0.172768 | -0.336833 | 0.000984 | -0.162791 | -0.785587 | -0 | -0.000211 | 0.003231 | 1 | 21,770 |
-1.503345 | -0.590844 | -1.176024 | 5.828103 | 0.275969 | 0.267889 | -0.336833 | 0 | -0.162791 | -0.785587 | -0 | -0.000985 | 0.005898 | 1 | 21,771 |
0 | 0.427284 | 0.072477 | -0.515177 | 0.037611 | 0.225387 | -0.336833 | 0 | -0.162791 | -0.785587 | -0 | 0 | 0.004497 | 1 | 21,772 |
0.214854 | -0.336258 | -0.427507 | -0.517858 | -0.163434 | -0.070509 | -0.334924 | 0.000175 | -0.046512 | -0.785587 | -0 | 0.000141 | 0.004496 | 1 | 21,773 |
-0.214854 | -0.08178 | -0.677376 | -0.516965 | 0.60397 | 0.683555 | -0.334924 | 0 | -0.046512 | -0.785587 | -0 | -0.000141 | 0.004076 | 1 | 21,774 |
0.214854 | 0.427284 | -0.177497 | -0.515177 | 0.151884 | 0.091037 | -0.336833 | -0.000175 | -0.046512 | -0.785587 | -0 | 0.000141 | 0.004076 | 1 | 21,775 |
-1.074575 | -1.609402 | -1.677768 | -0.513389 | 0.163978 | 0.149113 | -0.34256 | -0.000524 | -0.046512 | -0.785587 | -0 | -0.000704 | 0.00492 | 1 | 21,776 |
0.85972 | 0.427858 | 0.572321 | -0.516071 | 0.028398 | 0.116445 | -0.34256 | 0 | -0.046512 | -0.785587 | -0 | 0.000564 | 0.004497 | 1 | 21,777 |
1.073969 | 0.681727 | 0.322417 | -0.519644 | 0.466603 | 0.352895 | -0.349327 | -0.000619 | -0.046512 | -0.785587 | -0 | 0.000704 | 0.004774 | 1 | 21,778 |
-0.644291 | -1.099765 | -0.926577 | 5.82453 | 0.060757 | 0.132946 | -0.349327 | 0 | -0.046512 | -0.785587 | -0 | -0.000422 | 0.005476 | 1 | 21,779 |
-1.289399 | -0.33633 | -1.677451 | -0.512494 | 0.233414 | 0.365207 | -0.349327 | 0 | -0.046512 | -0.785587 | -0 | -0.000845 | 0.006182 | 1 | 21,780 |
1.289399 | 1.700429 | 0.072196 | 5.82453 | 0.119533 | -0.039527 | -0.35141 | -0.00019 | -0.046512 | -0.785587 | -0 | 0.000845 | 0.006036 | 1 | 21,781 |
0.858994 | 0.681369 | -0.177286 | -0.522321 | -0.079623 | 0.019055 | -0.35141 | 0 | -0.046512 | -0.785587 | -0 | 0.000563 | 0.005333 | 1 | 21,782 |
-0.214703 | -0.590844 | -0.676497 | -0.521429 | 0.117205 | 0.019055 | -0.348807 | 0.000238 | -0.046512 | -0.785587 | -0 | -0.000141 | 0.005614 | 1 | 21,783 |
0.429376 | -0.082066 | 0.322593 | 5.819173 | -0.842385 | -0.99296 | -0.348807 | 0 | -0.046512 | -0.785587 | -0 | 0.000281 | 0.004773 | 1 | 21,784 |
1.501865 | 1.188751 | 0.07297 | -0.528559 | 0.715895 | 0.596955 | -0.346377 | 0.000222 | -0.046512 | -0.785587 | -0 | 0.000984 | 0.004908 | 1 | 21,785 |
-0.214462 | -0.844964 | -0.92468 | 5.804912 | -0.07116 | -0.12497 | -0.346377 | 0 | -0.046512 | -0.785587 | -0 | -0.000141 | 0.004629 | 1 | 21,786 |
1.71485 | 1.441121 | 0.073391 | -0.533896 | -0.369311 | -0.374202 | -0.359393 | -0.001191 | -0.046512 | -0.785587 | -0 | 0.001124 | 0.003924 | 1 | 21,787 |
-3.109587 | -0.844715 | -3.168867 | 5.797793 | 0.06454 | 0.082386 | -0.359393 | 0 | -0.046512 | -0.785587 | -0 | -0.002038 | 0.005263 | 1 | 21,788 |
2.895336 | 3.347611 | 3.191797 | -0.533896 | 0.235875 | 0.383327 | -0.356095 | 0.000302 | -0.046512 | -0.785587 | -0 | 0.001898 | 0.003365 | 1 | 21,789 |
-0.857305 | -0.590844 | -1.29755 | -0.530339 | -0.309683 | -0.195628 | -0.356095 | 0 | -0.046512 | -0.785587 | -0 | -0.000562 | 0.004487 | 1 | 21,790 |
1.928258 | 3.722538 | 0.572321 | -0.540111 | 0.805584 | 0.961569 | -0.362863 | -0.000619 | -0.046512 | -0.785587 | -0 | 0.001264 | 0.002383 | 1 | 21,791 |
-0.214131 | -0.083494 | 0.074231 | -0.538336 | -0.265818 | -0.300732 | -0.362863 | 0 | -0.046512 | -0.785587 | -0 | -0.00014 | 0.002243 | 1 | 21,792 |
-0.214161 | -0.083423 | 0.074162 | -0.537449 | -0.815065 | -0.66848 | -0.35731 | 0.000508 | -0.046512 | -0.785587 | -0 | -0.00014 | 0.003364 | 1 | 21,793 |
0.856462 | 0.423998 | 0.821383 | -0.540998 | 0.135045 | -0.029461 | -0.35731 | 0 | -0.046512 | -0.785587 | -0 | 0.000561 | 0.002242 | 1 | 21,794 |
-0.428171 | -0.590844 | -0.423718 | -0.537449 | 0.089858 | 0.132946 | -0.364772 | -0.000683 | -0.046512 | -0.785587 | -0 | -0.000281 | 0.003503 | 1 | 21,795 |
-0.428291 | -0.337151 | -2.293606 | -0.536561 | -0.66327 | -0.646554 | -0.364772 | 0 | -0.046512 | -0.785587 | -0 | -0.000281 | 0.004482 | 1 | 21,796 |
0.214161 | 0.423998 | 0.323224 | -0.538336 | 0.154099 | 0.218079 | -0.364772 | 0 | -0.046512 | -0.785587 | -0 | 0.00014 | 0.004622 | 1 | 21,797 |
1.498283 | 1.437985 | 0.323259 | -0.543657 | 0.232921 | 0.301661 | -0.357657 | 0.000651 | -0.046512 | -0.785587 | -0 | 0.000982 | 0.004617 | 1 | 21,798 |
1.069302 | 2.195474 | 0.323503 | -0.548083 | 0.884229 | 0.654299 | -0.359219 | -0.000143 | -0.046512 | -0.785587 | -0 | 0.000701 | 0.004893 | 1 | 21,799 |
-2.353455 | 0.928433 | -2.164675 | 5.78358 | 1.398663 | 1.465396 | -0.359219 | 0 | -0.046512 | -0.785587 | -0 | -0.001543 | 0.007132 | 1 | 21,800 |
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