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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.850494 | -0.338989 | -0.911534 | -0.58065 | 0.667484 | 0.875963 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000557 | -0.028422 | 0 | 3,101 |
0.637915 | 1.424134 | 0.32496 | -0.584151 | 0.533417 | 0.822592 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000418 | -0.029055 | 0 | 3,102 |
-0.212609 | 0.919968 | 0.077772 | 5.695463 | 1.202049 | 1.274366 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000139 | -0.029705 | 0 | 3,103 |
0.212609 | -0.338919 | -0.664483 | -0.583276 | 1.005807 | 1.121368 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000139 | -0.031281 | 0 | 3,104 |
-0.425247 | -0.590844 | -1.159205 | -0.582401 | 1.129332 | 1.314531 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000279 | -0.031722 | 0 | 3,105 |
0.212638 | 4.818571 | -0.169761 | -0.582401 | 1.281841 | 1.321958 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000139 | -0.031717 | 0 | 3,106 |
0.850257 | 0.668429 | -0.169658 | -0.585899 | 1.119906 | 1.342035 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000557 | -0.031987 | 0 | 3,107 |
1.274497 | 1.422451 | 0.077979 | -0.59114 | 1.439681 | 1.513367 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000835 | -0.032463 | 0 | 3,108 |
-0.637116 | -0.08773 | -1.157035 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000418 | -0.031111 | 0 | 3,109 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.032117 | 0 | 3,110 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.031686 | 0 | 3,111 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.031542 | 0 | 3,112 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.030824 | 0 | 3,113 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.03025 | 0 | 3,114 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.030321 | 0 | 3,115 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.030967 | 0 | 3,116 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.029819 | 0 | 3,117 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.03068 | 0 | 3,118 |
0 | 0.667202 | -0.416089 | 5.681478 | 1.516882 | 1.650739 | -0.482429 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | -0.03068 | 0 | 3,119 |
-46.805031 | -26.447971 | -55.899518 | 12.548618 | 2.463099 | 2.378853 | -0.472885 | 0.000873 | 0.023256 | 0.628626 | 1.414214 | -0.03068 | 0 | 0 | 3,120 |
3.281981 | 3.815937 | -2.487077 | 12.501341 | 1.241707 | 1.555869 | -0.447722 | 0.002302 | 0.023256 | 0.628626 | 1.414214 | 0.002151 | -0.002869 | 0 | 3,121 |
2.838683 | 3.548108 | 0.063883 | 12.465344 | 1.055985 | 1.109405 | -0.447722 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001861 | -0.00473 | 0 | 3,122 |
-2.183133 | 2.508491 | -5.018102 | 12.490251 | 1.874227 | 1.774276 | -0.447722 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001431 | -0.003587 | 0 | 3,123 |
0.109231 | 1.220336 | -1.715815 | -0.410676 | 0.294729 | 0.573758 | -0.447722 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000072 | -0.004161 | 0 | 3,124 |
-2.295493 | -0.720274 | -3.115311 | 6.059214 | 0.743637 | 1.022943 | -0.270195 | 0.01624 | 0.023256 | 0.628626 | 1.414214 | -0.001505 | -0.002729 | 0 | 3,125 |
-0.32821 | 1.481894 | -0.954963 | -0.399573 | 1.98883 | 1.13081 | -0.307679 | -0.003429 | 0.023256 | 0.628626 | 1.414214 | -0.000215 | -0.002082 | 0 | 3,126 |
5.569984 | 6.267491 | 0.699563 | 6.014896 | 0.930906 | 1.252494 | -0.307679 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.003651 | -0.004584 | 0 | 3,127 |
0.436003 | 2.506721 | 0.445534 | -0.424501 | 0.959213 | 1.087412 | -0.316529 | -0.00081 | 0.023256 | 0.628626 | 1.414214 | 0.000286 | -0.005444 | 0 | 3,128 |
-3.054639 | -0.074362 | -4.50479 | 6.037017 | 0.464838 | 0.484193 | -0.316529 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.002002 | -0.003729 | 0 | 3,129 |
-3.717446 | -0.332067 | -6.04402 | 6.072197 | 1.052053 | 1.264498 | -0.30577 | 0.000984 | 0.023256 | 0.628626 | 1.414214 | -0.002437 | -0.001436 | 0 | 3,130 |
-0.218956 | -0.331436 | -1.210918 | -0.394007 | 0.26804 | 0.679441 | -0.30577 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000144 | -0.002083 | 0 | 3,131 |
-1.862393 | -0.331398 | -1.976078 | -0.387501 | 0.780029 | 0.984435 | -0.308026 | -0.000206 | 0.023256 | 0.628626 | 1.414214 | -0.001221 | -0.000791 | 0 | 3,132 |
-2.303746 | -0.201214 | -4.917979 | -0.377252 | 1.096691 | 1.280229 | -0.308026 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.00151 | 0.001007 | 1 | 3,133 |
1.645888 | 1.489348 | 0.061541 | 6.09079 | -0.126033 | 0.389277 | -0.318438 | -0.000952 | 0.023256 | 0.628626 | 1.414214 | 0.001079 | 0.00079 | 1 | 3,134 |
-3.183654 | -0.720795 | -3.89717 | -0.371647 | 0.660855 | 0.94398 | -0.318438 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.002087 | 0.002877 | 1 | 3,135 |
3.073983 | 6.816387 | 0.572321 | -0.38564 | 0.385575 | 0.559509 | -0.318438 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.002015 | 0.000288 | 1 | 3,136 |
0.438635 | 0.058819 | -0.70362 | -0.38564 | 0.624204 | 0.839656 | -0.308894 | 0.000873 | 0.023256 | 0.628626 | 1.414214 | 0.000288 | -0.000288 | 0 | 3,137 |
1.753281 | 2.524515 | 0.062202 | -0.394007 | 0.35893 | 0.746663 | -0.308894 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001149 | -0.001437 | 0 | 3,138 |
0.438006 | 2.261829 | -0.956718 | 6.072197 | 0.789169 | 0.916849 | -0.319826 | -0.001 | 0.023256 | 0.628626 | 1.414214 | 0.000287 | -0.002011 | 0 | 3,139 |
1.53203 | 1.742826 | -1.211174 | -0.4005 | 0.890956 | 1.250476 | -0.319826 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001004 | -0.003016 | 0 | 3,140 |
-1.313074 | -0.590844 | -2.992878 | 6.068485 | 0.871561 | 0.907598 | -0.329371 | -0.000873 | 0.023256 | 0.628626 | 1.414214 | -0.000861 | -0.00158 | 0 | 3,141 |
1.094307 | 1.742492 | 0.317682 | 6.055509 | 0.300125 | 0.451963 | -0.329371 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000717 | -0.002153 | 0 | 3,142 |
-0.218799 | 0.704896 | -0.445722 | -0.4005 | 0.804502 | 1.062244 | -0.320521 | 0.00081 | 0.023256 | 0.628626 | 1.414214 | -0.000143 | -0.002298 | 0 | 3,143 |
-1.53247 | 0.445971 | -1.464643 | -0.394007 | 0.19645 | 0.564287 | -0.320521 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001005 | -0.001293 | 0 | 3,144 |
1.094778 | 1.484274 | 0.444951 | -0.398646 | 0.552362 | 0.707807 | -0.320868 | -0.000032 | 0.023256 | 0.628626 | 1.414214 | 0.000718 | -0.001867 | 0 | 3,145 |
-0.87576 | -0.590844 | -2.229912 | 6.06663 | 0.235384 | 0.446463 | -0.320868 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000574 | -0.001437 | 0 | 3,146 |
-0.438068 | 0.446864 | -1.21143 | -0.393078 | 0.395016 | 0.675305 | -0.313232 | 0.000698 | 0.023256 | 0.628626 | 1.414214 | -0.000287 | -0.002012 | 0 | 3,147 |
1.75152 | 1.743831 | -0.192144 | -0.4005 | 0.330793 | 0.525242 | -0.313232 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001148 | -0.003376 | 0 | 3,148 |
1.093679 | 3.035409 | 0.317828 | -0.405129 | 0.614588 | 0.992844 | -0.321215 | -0.00073 | 0.023256 | 0.628626 | 1.414214 | 0.000717 | -0.004309 | 0 | 3,149 |
-0.874881 | -0.33177 | -1.717784 | 6.059214 | 0.229458 | 0.429732 | -0.321215 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000573 | -0.0046 | 0 | 3,150 |
-0.218799 | 0.445822 | -0.700325 | -0.4005 | 0.051206 | 0.218079 | -0.321215 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000143 | -0.004744 | 0 | 3,151 |
-0.328257 | 1.223192 | 0.063299 | -0.398646 | 0.314313 | 0.859663 | -0.321909 | -0.000063 | 0.023256 | 0.628626 | 1.414214 | -0.000215 | -0.006693 | 0 | 3,152 |
-1.204213 | -0.07225 | -0.828142 | -0.394007 | 0.095294 | 0.499834 | -0.321909 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000789 | -0.005832 | 0 | 3,153 |
-2.191916 | -0.590844 | -3.50805 | 6.094515 | 0.616579 | 0.869483 | -0.316182 | 0.000524 | 0.023256 | 0.628626 | 1.414214 | -0.001437 | -0.004178 | 0 | 3,154 |
-1.09714 | 1.227624 | -0.958918 | 6.101972 | 0.587289 | 0.769102 | -0.316182 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000719 | -0.003315 | 0 | 3,155 |
0.219491 | 0.709183 | -0.704538 | -0.380983 | 0.683397 | 0.78009 | -0.32833 | -0.001111 | 0.023256 | 0.628626 | 1.414214 | 0.000144 | -0.005337 | 0 | 3,156 |
0.438888 | 2.786796 | -0.193574 | -0.383778 | 0.968682 | 1.215362 | -0.329024 | -0.000063 | 0.023256 | 0.628626 | 1.414214 | 0.000288 | -0.005191 | 0 | 3,157 |
0.548432 | 1.617692 | 0.572321 | -0.384709 | 0.002755 | 0.24692 | -0.329024 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000359 | -0.006418 | 0 | 3,158 |
1.425001 | 1.616899 | 0.189663 | -0.389361 | -0.149599 | 0.082386 | -0.328503 | 0.000048 | 0.023256 | 0.628626 | 1.414214 | 0.000934 | -0.007063 | 0 | 3,159 |
-1.534672 | -1.110219 | -1.46757 | -0.383778 | 0.252863 | 0.157076 | -0.328503 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001006 | -0.006202 | 0 | 3,160 |
0.657906 | 0.967955 | -0.831264 | 6.085207 | 0.891147 | 0.707807 | -0.328503 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000431 | -0.006055 | 0 | 3,161 |
0.219239 | 0.707688 | 0.572321 | -0.389361 | 0.917045 | 0.64574 | -0.323124 | 0.000492 | 0.023256 | 0.628626 | 1.414214 | 0.000144 | -0.0075 | 0 | 3,162 |
1.095722 | 1.745507 | 0.827253 | -0.393078 | -0.080397 | 0.108065 | -0.323124 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000718 | -0.009958 | 0 | 3,163 |
0.876011 | 0.70657 | -0.319587 | 6.068485 | 0.398912 | 0.225387 | -0.336312 | -0.001206 | 0.023256 | 0.628626 | 1.414214 | 0.000574 | -0.010532 | 0 | 3,164 |
-0.109474 | -0.331436 | -0.191705 | -0.395863 | 0.189656 | 0.132946 | -0.336312 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000072 | -0.00959 | 0 | 3,165 |
-0.985619 | -0.201717 | -0.828745 | 6.075911 | -0.021731 | 0.359075 | -0.33128 | 0.00046 | 0.023256 | 0.628626 | 1.414214 | -0.000646 | -0.009814 | 0 | 3,166 |
1.751771 | 1.484869 | -0.192254 | 6.064775 | 0.22248 | 0.334064 | -0.33128 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001148 | -0.009803 | 0 | 3,167 |
-1.31364 | 0.44612 | -0.955402 | -0.393078 | 0.526985 | 0.754213 | -0.337874 | -0.000603 | 0.023256 | 0.628626 | 1.414214 | -0.000861 | -0.009666 | 0 | 3,168 |
0 | 0.187604 | 0.062788 | -0.394007 | 0.149663 | 0.406866 | -0.337874 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | -0.010101 | 0 | 3,169 |
0 | -0.071841 | -0.192034 | -0.394007 | 0.403559 | 0.327688 | -0.331627 | 0.000571 | 0.023256 | 0.628626 | 1.414214 | 0 | -0.010246 | 0 | 3,170 |
-1.095564 | -0.461079 | -0.701787 | -0.388431 | -0.202041 | 0.124738 | -0.331627 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000718 | -0.010254 | 0 | 3,171 |
0 | 0.188164 | -0.702703 | -0.389361 | 0.387947 | 0.24692 | -0.331627 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | -0.010399 | 0 | 3,172 |
-0.438446 | -0.590844 | -0.957817 | -0.387501 | -0.104844 | 0 | -0.292408 | 0.003588 | 0.023256 | 0.628626 | 1.414214 | -0.000287 | -0.011419 | 0 | 3,173 |
-0.767584 | -0.071319 | -0.575489 | -0.383778 | 0.177471 | -0.039527 | -0.284772 | 0.000698 | 0.023256 | 0.628626 | 1.414214 | -0.000503 | -0.01077 | 0 | 3,174 |
-0.109686 | -0.330932 | -1.0867 | 6.094515 | 0.325199 | 0.281569 | -0.284772 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000072 | -0.010844 | 0 | 3,175 |
0.658 | 2.136564 | 0.061982 | -0.386571 | 0.104854 | 0.157076 | -0.284946 | -0.000016 | 0.023256 | 0.628626 | 1.414214 | 0.000431 | -0.011057 | 0 | 3,176 |
1.753281 | 2.265107 | 0.31728 | -0.393078 | 0.097696 | 0.274758 | -0.284946 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001149 | -0.012788 | 0 | 3,177 |
-0.876389 | -0.850401 | -0.956718 | 6.083347 | -0.421758 | -0.246456 | -0.284946 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000574 | -0.010688 | 0 | 3,178 |
-0.438383 | -0.331175 | 0.062495 | -0.387501 | -0.870824 | -0.545119 | -0.282169 | 0.000254 | 0.023256 | 0.628626 | 1.414214 | -0.000287 | -0.010836 | 0 | 3,179 |
-0.219239 | -0.071394 | -0.702886 | 6.088928 | 0.411998 | 0.549867 | -0.282169 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | -0.010837 | 0 | 3,180 |
-1.206377 | -1.110518 | -2.234749 | -0.381915 | 1.027825 | 0.754213 | -0.275575 | 0.000603 | 0.023256 | 0.464102 | 0.614014 | -0.000791 | -0.009756 | 0 | 3,181 |
0.10971 | 0.318946 | -0.193408 | -0.381915 | -0.108869 | -0.070509 | -0.275575 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000072 | -0.010119 | 0 | 3,182 |
0.438761 | 1.228147 | 0.572321 | 6.092652 | 0.525368 | 0.559509 | -0.289458 | -0.00127 | 0.023256 | 0.464102 | 0.614014 | 0.000288 | -0.011569 | 0 | 3,183 |
1.315528 | 1.74685 | 0.827399 | -0.390291 | 0.410089 | 0.418381 | -0.289458 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000862 | -0.011995 | 0 | 3,184 |
0 | 0.188052 | -0.192473 | -0.390291 | 0.025077 | 0.239807 | -0.288069 | 0.000127 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.011414 | 0 | 3,185 |
-0.876892 | -0.331175 | -0.702519 | -0.386571 | 0.224481 | 0.218079 | -0.294664 | -0.000603 | 0.023256 | 0.464102 | 0.614014 | -0.000575 | -0.01142 | 0 | 3,186 |
-0.438635 | -0.071244 | -0.448064 | -0.384709 | 0.329506 | 0.389277 | -0.294664 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000288 | -0.012006 | 0 | 3,187 |
0 | 0.448505 | 0.317206 | -0.383778 | 0.605992 | 0.418381 | -0.294664 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.010988 | 0 | 3,188 |
-0.438761 | -0.850774 | -0.70362 | -0.381915 | 0.40433 | 0.210703 | -0.294664 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000288 | -0.011136 | 0 | 3,189 |
0 | -0.330876 | 0.061908 | -0.382846 | 0.148549 | 0.14107 | -0.294664 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.009683 | 0 | 3,190 |
0.877397 | 1.487853 | 0.572321 | -0.386571 | -0.303244 | -0.136322 | -0.28859 | 0.000556 | 0.023256 | 0.464102 | 0.614014 | 0.000575 | -0.009242 | 0 | 3,191 |
0.21927 | 0.188499 | -0.192913 | 6.087067 | 0.278285 | 0.371293 | -0.28859 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | -0.008951 | 0 | 3,192 |
-0.438572 | -0.331063 | -0.447918 | -0.38564 | -0.175769 | -0.0097 | -0.287549 | 0.000095 | 0.023256 | 0.464102 | 0.614014 | -0.000287 | -0.007648 | 0 | 3,193 |
0 | -0.330988 | -0.448211 | 6.09079 | -0.031773 | 0.055855 | -0.287549 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.008518 | 0 | 3,194 |
0.219302 | 0.188611 | 0.572321 | -0.386571 | -0.180229 | -0.159519 | -0.288243 | -0.000063 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | -0.008952 | 0 | 3,195 |
-0.219302 | -0.331025 | 0.062202 | -0.38564 | -0.624882 | -0.526288 | -0.288243 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | -0.008808 | 0 | 3,196 |
-1.316474 | -0.590844 | -0.958698 | -0.380983 | 0.368332 | 0.055855 | -0.293102 | -0.000444 | 0.023256 | 0.464102 | 0.614014 | -0.000863 | -0.007365 | 0 | 3,197 |
-0.329296 | 0.189284 | -0.96002 | -0.378185 | 1.051446 | 1.295656 | -0.293102 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000216 | -0.007584 | 0 | 3,198 |
-0.329367 | 0.059427 | -0.577059 | -0.377252 | 0.671693 | 0.973084 | -0.29102 | 0.00019 | 0.023256 | 0.464102 | 0.614014 | -0.000216 | -0.007949 | 0 | 3,199 |
-1.31818 | -0.070496 | -1.088492 | -0.371647 | 0.937734 | 0.90449 | -0.29102 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000864 | -0.006867 | 0 | 3,200 |
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