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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.327548 | 0.982198 | 0.05739 | -0.33025 | -0.546319 | -0.358959 | -0.26898 | 0.000238 | 0.023256 | 0 | -0.385986 | 0.00087 | 0.002317 | 1 | 3,301 |
-0.663629 | -0.328803 | -1.486508 | -0.327408 | -0.923581 | -0.584164 | -0.26898 | 0 | 0.023256 | 0 | -0.385986 | -0.000435 | 0.002318 | 1 | 3,302 |
0.442452 | 0.719549 | 0.314986 | -0.328356 | 0.046704 | -0.039527 | -0.271757 | -0.000254 | 0.023256 | 0 | -0.385986 | 0.00029 | 0.00087 | 1 | 3,303 |
0.663437 | 0.457242 | -0.199572 | -0.333089 | 0.202148 | 0.253971 | -0.271757 | 0 | 0.023256 | 0 | -0.385986 | 0.000435 | 0.00029 | 1 | 3,304 |
0.552644 | 0.194936 | -0.58514 | -0.334981 | -0.164308 | -0.329316 | -0.270195 | 0.000143 | 0.023256 | 0 | -0.385986 | 0.000362 | -0.000072 | 0 | 3,305 |
0.883814 | 0.456407 | 0.443798 | -0.33876 | -0.21603 | -0.091851 | -0.270195 | 0 | 0.023256 | 0 | -0.385986 | 0.000579 | -0.000507 | 0 | 3,306 |
-0.773309 | 0.06338 | -0.327014 | 6.190233 | -0.611433 | -0.246456 | -0.273319 | -0.000286 | 0.023256 | 0 | -0.385986 | -0.000507 | 0.00029 | 1 | 3,307 |
-0.110505 | 0.456332 | -0.198901 | -0.335926 | 0.307699 | 0.530228 | -0.273319 | 0 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.00029 | 1 | 3,308 |
-0.552644 | -0.198053 | -0.584721 | -0.334035 | 0.19749 | 0.274758 | -0.273492 | -0.000016 | 0.023256 | 0 | -0.385986 | -0.000362 | 0.001738 | 1 | 3,309 |
-0.884647 | 0.194936 | -0.456496 | -0.328356 | -0.185618 | 0.028415 | -0.273492 | 0 | 0.023256 | 0 | -0.385986 | -0.00058 | 0.002751 | 1 | 3,310 |
1.547795 | 2.028613 | 0.572321 | -0.334981 | 0.215937 | 0.281569 | -0.276095 | -0.000238 | 0.023256 | 0 | -0.385986 | 0.001015 | 0.001014 | 1 | 3,311 |
0 | 0.194595 | 0.058211 | -0.334981 | -0.502269 | -0.314896 | -0.276095 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.002315 | 1 | 3,312 |
-0.663149 | -0.328993 | -0.198901 | 6.194015 | -0.215088 | 0.009584 | -0.276269 | -0.000016 | 0.023256 | 0 | -0.385986 | -0.000435 | 0.00275 | 1 | 3,313 |
-0.221114 | -0.066953 | -0.199236 | -0.331197 | -0.031773 | 0.210703 | -0.276269 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.00275 | 1 | 3,314 |
-0.663533 | -0.590844 | -0.456645 | 6.203481 | -0.040497 | -0.070509 | -0.273145 | 0.000286 | 0.023256 | 0 | -0.385986 | -0.000435 | 0.003041 | 1 | 3,315 |
-0.442516 | -0.328727 | -0.199684 | -0.327408 | -0.903008 | -0.869599 | -0.273145 | 0 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.003186 | 1 | 3,316 |
0.663726 | 0.981741 | 0.572321 | 6.201587 | -0.050816 | -0.147837 | -0.273145 | 0 | 0.023256 | 0 | -0.385986 | 0.000435 | 0.00434 | 1 | 3,317 |
-0.663726 | -0.590844 | -0.714353 | -0.327408 | 0.072046 | 0.308247 | -0.278872 | -0.000524 | 0.023256 | 0 | -0.385986 | -0.000435 | 0.004487 | 1 | 3,318 |
0.663726 | 0.719739 | 0.572321 | -0.328356 | -0.588506 | -0.50789 | -0.27731 | 0.000143 | 0.023256 | 0 | -0.385986 | 0.000435 | 0.003401 | 1 | 3,319 |
0.221178 | -0.19774 | -0.714353 | -0.331197 | 0.048637 | 0.31478 | -0.27731 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.004051 | 1 | 3,320 |
-0.110585 | -0.590844 | -0.19946 | -0.33025 | -1.157192 | -0.869599 | -0.27731 | 0 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.004123 | 1 | 3,321 |
1.215993 | 0.850014 | -0.070853 | -0.334035 | -0.004153 | -0.029461 | -0.27679 | 0.000048 | 0.023256 | 0 | -0.385986 | 0.000797 | 0.002171 | 1 | 3,322 |
-0.552604 | -0.852732 | -0.198901 | -0.333089 | -0.24981 | 0.14107 | -0.271931 | 0.000444 | 0.023256 | 0 | -0.385986 | -0.000362 | 0.002388 | 1 | 3,323 |
0.331586 | 0.063949 | 0.700872 | -0.334035 | 0.395797 | 0.875963 | -0.271931 | 0 | 0.023256 | 0 | -0.385986 | 0.000217 | 0.002099 | 1 | 3,324 |
-1.216169 | 0.71822 | -0.842046 | -0.33025 | -0.003459 | 0.132946 | -0.274013 | -0.00019 | 0.023256 | 0 | -0.385986 | -0.000797 | 0.003113 | 1 | 3,325 |
0.552924 | 0.588296 | 0.443686 | 6.1978 | 0.534056 | 0.371293 | -0.274013 | 0 | 0.023256 | 0 | -0.385986 | 0.000362 | 0.003906 | 1 | 3,326 |
-0.110569 | -0.328841 | -0.456645 | -0.331197 | 0.079472 | -0.208035 | -0.274013 | 0 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.005133 | 1 | 3,327 |
0.552764 | 0.064139 | 0.443724 | -0.331197 | -0.350764 | -0.329316 | -0.273666 | 0.000032 | 0.023256 | 0 | -0.385986 | 0.000362 | 0.004626 | 1 | 3,328 |
-0.663341 | -0.852808 | -1.22824 | -0.33025 | -0.87812 | -0.564403 | -0.273666 | 0 | 0.023256 | 0 | -0.385986 | -0.000435 | 0.005638 | 1 | 3,329 |
-0.553004 | 0.718979 | -0.19946 | -0.328356 | -0.323841 | -0.01952 | -0.275054 | -0.000127 | 0.023256 | 0 | -0.385986 | -0.000362 | 0.006721 | 1 | 3,330 |
-0.442548 | -0.197655 | -0.071039 | -0.32646 | -0.108869 | 0.037667 | -0.275054 | 0 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.006723 | 1 | 3,331 |
-0.331995 | -0.721964 | 0.057502 | -0.325512 | -0.451528 | -0.273134 | -0.280607 | -0.000508 | 0.023256 | 0 | -0.385986 | -0.000218 | 0.007229 | 1 | 3,332 |
0.442644 | 0.458003 | 0.829731 | 6.207271 | -0.32715 | -0.113778 | -0.280607 | 0 | 0.023256 | 0 | -0.385986 | 0.00029 | 0.007514 | 1 | 3,333 |
-0.442644 | -0.066497 | -0.199908 | 6.209167 | -0.060537 | 0.281569 | -0.272104 | 0.000778 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.00838 | 1 | 3,334 |
-0.22137 | -0.066345 | -0.457691 | 6.211063 | 0.46625 | 0.727471 | -0.272104 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.008741 | 1 | 3,335 |
1.217139 | 1.244504 | 0.701049 | -0.329303 | -0.47575 | -0.233443 | -0.275575 | -0.000317 | 0.023256 | 0 | -0.385986 | 0.000798 | 0.00672 | 1 | 3,336 |
-0.331851 | -0.197712 | -0.070946 | -0.328356 | -0.298985 | 0.037667 | -0.275575 | 0 | 0.023256 | 0 | -0.385986 | -0.000218 | 0.006361 | 1 | 3,337 |
0.663629 | 0.719549 | 0.572321 | -0.33025 | -0.952903 | -1.062593 | -0.276269 | -0.000063 | 0.023256 | 0 | -0.385986 | 0.000435 | 0.005638 | 1 | 3,338 |
1.105408 | 0.98083 | -0.328122 | -0.334035 | 0.14183 | 0.440925 | -0.276269 | 0 | 0.023256 | 0 | -0.385986 | 0.000725 | 0.004913 | 1 | 3,339 |
0 | -0.06718 | -0.198901 | -0.334981 | 0.31956 | 0.412644 | -0.282516 | -0.000571 | 0.023256 | 0 | -0.385986 | 0 | 0.005057 | 1 | 3,340 |
-0.442067 | -0.852732 | -0.970458 | -0.334035 | -0.144482 | -0.01952 | -0.282516 | 0 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.004987 | 1 | 3,341 |
0.663053 | 0.194822 | -0.327731 | 6.188342 | -0.890452 | -0.691024 | -0.282516 | 0 | 0.023256 | 0 | -0.385986 | 0.000435 | 0.004192 | 1 | 3,342 |
-0.220985 | 0.717841 | 0.315322 | -0.336871 | -0.645557 | -0.438258 | -0.280087 | 0.000222 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.004409 | 1 | 3,343 |
-0.110505 | 0.456332 | 0.315284 | -0.334981 | -0.306456 | -0.159519 | -0.280087 | 0 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.003543 | 1 | 3,344 |
-0.110513 | -0.198053 | -0.584721 | -0.334981 | 0.377207 | 0.819135 | -0.283731 | -0.000333 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.003327 | 1 | 3,345 |
0.883878 | 0.456483 | 0.058136 | -0.337816 | -0.224561 | -0.081109 | -0.283731 | 0 | 0.023256 | 0 | -0.385986 | 0.000579 | 0.00217 | 1 | 3,346 |
1.214497 | 1.763426 | -0.327079 | -0.343479 | 0.670643 | 0.975937 | -0.280434 | 0.000302 | 0.023256 | 0 | -0.385986 | 0.000796 | 0.002529 | 1 | 3,347 |
-0.110369 | 0.324341 | -0.326363 | -0.343479 | -0.039036 | 0.225387 | -0.282863 | -0.000222 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.002529 | 1 | 3,348 |
-0.220762 | -0.329296 | -0.454858 | 6.177011 | -0.051559 | -0.147837 | -0.282863 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.003611 | 1 | 3,349 |
0.662189 | 0.193799 | 0.315545 | -0.343479 | -0.803991 | -0.564403 | -0.297787 | -0.001365 | 0.023256 | 0 | -0.385986 | 0.000434 | 0.00397 | 1 | 3,350 |
0.220666 | -0.067938 | -1.225113 | -0.346307 | -0.531323 | -0.438258 | -0.297787 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.004618 | 1 | 3,351 |
-0.662093 | 0.454666 | -0.454412 | -0.343479 | 0.377207 | 0.132946 | -0.297787 | 0 | 0.023256 | 0 | -0.385986 | -0.000434 | 0.005627 | 1 | 3,352 |
-1.766988 | -0.590844 | -1.482633 | -0.334981 | -0.75932 | -0.691024 | -0.327636 | -0.00273 | 0.023256 | 0 | -0.385986 | -0.001158 | 0.006714 | 1 | 3,353 |
-0.221018 | 0.063712 | 0.058211 | -0.335926 | 0.017716 | 0.046813 | -0.327636 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.006427 | 1 | 3,354 |
0 | 0.194708 | 0.572321 | 6.190233 | -0.206673 | -0.070509 | -0.323297 | 0.000397 | 0.023256 | 0 | -0.385986 | 0 | 0.006571 | 1 | 3,355 |
0.221018 | 0.456483 | 0.315247 | -0.336871 | -0.470294 | -0.374202 | -0.323297 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.006282 | 1 | 3,356 |
0.441939 | -0.06718 | 0.829321 | -0.337816 | -1.793369 | -1.617295 | -0.32295 | 0.000032 | 0.023256 | 0 | -0.385986 | 0.00029 | 0.006784 | 1 | 3,357 |
-0.110473 | 1.240785 | 0.315359 | 6.173239 | -0.419229 | -0.421757 | -0.32295 | 0 | 0.023256 | 0 | -0.385986 | -0.000072 | 0.007431 | 1 | 3,358 |
1.656252 | 1.894668 | 1.98505 | 6.171353 | -0.176659 | -0.049722 | -0.324165 | -0.000111 | 0.023256 | 0 | -0.385986 | 0.001086 | 0.005051 | 1 | 3,359 |
0.661998 | 0.454969 | -0.968448 | -0.346307 | 0.52472 | 0.515175 | -0.324165 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000434 | 0.004617 | 1 | 3,360 |
-1.103489 | -0.068089 | -1.224593 | 6.177011 | -0.095278 | 0.334064 | -0.326941 | -0.000254 | 0.023256 | -0.267949 | -0.517638 | -0.000723 | 0.005628 | 1 | 3,361 |
1.985706 | 2.284517 | 0.315545 | -0.351014 | 0.342691 | 0.583117 | -0.326941 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001302 | 0.004902 | 1 | 3,362 |
0 | 0.192779 | -0.710261 | 6.15817 | -0.079623 | -0.147837 | -0.330759 | -0.000349 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.004039 | 1 | 3,363 |
-0.220506 | 0.192779 | -0.710261 | -0.350073 | -0.298985 | -0.300732 | -0.330759 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000145 | 0.004759 | 1 | 3,364 |
-0.220538 | 0.192892 | 0.059325 | 6.163817 | -0.415452 | 0.037667 | -0.330933 | -0.000016 | 0.023256 | -0.267949 | -0.517638 | -0.000145 | 0.005263 | 1 | 3,365 |
-0.22057 | 0.193005 | -0.710632 | 6.161934 | 0.697692 | 0.641426 | -0.330933 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000145 | 0.005623 | 1 | 3,366 |
2.424519 | 2.282024 | 1.085317 | -0.358532 | -0.567874 | -0.314896 | -0.334577 | -0.000333 | 0.023256 | -0.267949 | -0.517638 | 0.001589 | 0.004465 | 1 | 3,367 |
-0.440535 | 1.234971 | 0.059992 | -0.357593 | -0.361136 | -0.102739 | -0.334577 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000289 | 0.004754 | 1 | 3,368 |
-0.99167 | -0.590844 | -2.889775 | -0.351955 | 0.119533 | 0.091037 | -0.339957 | -0.000492 | 0.023256 | -0.267949 | -0.517638 | -0.00065 | 0.00562 | 1 | 3,369 |
1.211953 | 0.845227 | -0.068715 | -0.356654 | -0.02102 | 0.195744 | -0.339957 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000794 | 0.004753 | 1 | 3,370 |
0 | -0.329863 | -0.452633 | -0.357593 | -0.025301 | -0.195628 | -0.345857 | -0.00054 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.005472 | 1 | 3,371 |
-1.763159 | -0.590844 | -2.760947 | 6.161934 | 0.650656 | 0.856363 | -0.345857 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.001156 | 0.005406 | 1 | 3,372 |
-0.220538 | -0.068316 | -0.453819 | -0.348191 | 0.182265 | 0.188159 | -0.345857 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000145 | 0.005766 | 1 | 3,373 |
-0.110281 | 0.062387 | 0.059251 | -0.348191 | -0.265818 | -0.489906 | -0.34551 | 0.000032 | 0.023256 | -0.267949 | -0.517638 | -0.000072 | 0.005982 | 1 | 3,374 |
0.330819 | 0.846057 | -0.710725 | -0.351014 | 0.37359 | 0.429732 | -0.346898 | -0.000127 | 0.023256 | -0.267949 | -0.517638 | 0.000217 | 0.006053 | 1 | 3,375 |
1.763159 | 1.498364 | 0.059325 | -0.358532 | 0.298331 | 0.520224 | -0.346898 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001156 | 0.005041 | 1 | 3,376 |
1.761124 | 1.495952 | -1.09353 | -0.364159 | 0.275506 | 0.383327 | -0.352104 | -0.000476 | 0.023256 | -0.267949 | -0.517638 | 0.001154 | 0.002593 | 1 | 3,377 |
-0.220029 | -0.330164 | 0.060509 | -0.364159 | -0.298985 | -0.171376 | -0.352104 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000144 | 0.001441 | 1 | 3,378 |
0.879927 | 0.451802 | 0.572321 | -0.366033 | -0.309683 | -0.070509 | -0.354707 | -0.000238 | 0.023256 | -0.267949 | -0.517638 | 0.000577 | 0.001153 | 1 | 3,379 |
1.099195 | 0.711618 | -2.755656 | -0.370712 | -0.094487 | 0.188159 | -0.354707 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000721 | 0.00108 | 1 | 3,380 |
-0.439583 | -0.070122 | -0.194567 | -0.369777 | 0.04928 | 0.203258 | -0.358351 | -0.000333 | 0.023256 | -0.267949 | -0.517638 | -0.000288 | 0.000576 | 1 | 3,381 |
0.439583 | 1.231552 | 0.316655 | -0.372582 | 0.872543 | 0.978779 | -0.358351 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000288 | 0.000288 | 1 | 3,382 |
0.878787 | 0.970873 | 0.572321 | -0.377252 | 0.457378 | 0.707807 | -0.360781 | -0.000222 | 0.023256 | -0.267949 | -0.517638 | 0.000576 | -0.00072 | 0 | 3,383 |
0.878281 | 1.229979 | -1.855896 | 6.103837 | 0.95049 | 1.13081 | -0.360781 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000576 | -0.001152 | 0 | 3,384 |
0.329225 | 0.189284 | -0.321384 | -0.380983 | 0.577445 | 0.691721 | -0.352104 | 0.000794 | 0.023256 | -0.267949 | -0.517638 | 0.000216 | -0.001296 | 0 | 3,385 |
-1.866548 | -0.98095 | -2.109566 | -0.372582 | 0.772358 | 0.998402 | -0.352104 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.001224 | -0.000144 | 0 | 3,386 |
-0.879166 | -0.330502 | -0.450123 | 6.124393 | 0.173182 | 0.383327 | -0.352104 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000576 | 0.000432 | 1 | 3,387 |
-0.439773 | 0.971547 | -0.706563 | -0.367905 | 0.166155 | -0.102739 | -0.351063 | 0.000095 | 0.023256 | -0.267949 | -0.517638 | -0.000288 | 0.000576 | 1 | 3,388 |
0 | -0.330276 | 0.060731 | 6.126265 | 0.025077 | 0 | -0.351063 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0 | 0 | 3,389 |
0.219902 | -0.330276 | -0.451007 | 6.126265 | -0.087407 | -0.049722 | -0.351063 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000144 | 0.000432 | 1 | 3,390 |
-0.549816 | -0.851411 | -0.962671 | 6.131884 | 0.244664 | 0.124738 | -0.355575 | -0.000413 | 0.023256 | -0.267949 | -0.517638 | -0.00036 | 0.000505 | 1 | 3,391 |
-0.550014 | -0.460527 | -0.579214 | -0.364159 | 0.198009 | 0.295019 | -0.350022 | 0.000508 | 0.023256 | -0.267949 | -0.517638 | -0.000361 | 0.001369 | 1 | 3,392 |
0.110019 | 0.191197 | 0.316397 | -0.364159 | -0.358817 | -0.039527 | -0.350022 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000072 | 0.001441 | 1 | 3,393 |
-1.430861 | -0.46049 | -1.860276 | -0.357593 | 0.418827 | 0.435348 | -0.349501 | 0.000048 | 0.023256 | -0.267949 | -0.517638 | -0.000938 | 0.002451 | 1 | 3,394 |
-0.440535 | 3.058943 | 0.059992 | -0.356654 | -0.46623 | -0.329316 | -0.349501 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000289 | 0.002884 | 1 | 3,395 |
-0.881452 | 2.408601 | -0.58096 | -0.352895 | -0.672298 | -0.472317 | -0.347766 | 0.000159 | 0.023256 | -0.267949 | -0.517638 | -0.000578 | 0.002742 | 1 | 3,396 |
1.762395 | 1.758327 | 0.828652 | -0.358532 | 0.259069 | 0.1805 | -0.347766 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001155 | 0.001874 | 1 | 3,397 |
-0.11009 | -0.069145 | 0.06014 | -0.360409 | -0.37521 | -0.526288 | -0.35436 | -0.000603 | 0.023256 | -0.267949 | -0.517638 | -0.000072 | 0.002954 | 1 | 3,398 |
1.430552 | 1.364892 | 0.700353 | -0.366969 | 0.823729 | 0.451963 | -0.35436 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000938 | 0.000865 | 1 | 3,399 |
1.20942 | 0.972448 | 0.060583 | -0.370712 | -0.582092 | -0.545119 | -0.35436 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000793 | 0.001008 | 1 | 3,400 |
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