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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 | 0.082235 | 0.043657 | -0.151255 | -0.403009 | -0.12497 | -0.045119 | 0.00019 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.001786 | 1 | 3,901 |
-0.227273 | -0.052361 | -0.220734 | -0.150255 | -0.50512 | -0.358959 | -0.045119 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000149 | 0.002232 | 1 | 3,902 |
0.681719 | 0.21694 | 0.30797 | -0.152254 | -0.561647 | -0.455106 | -0.04269 | 0.000222 | 0.023256 | -0.267949 | -0.517638 | 0.000447 | 0.001785 | 1 | 3,903 |
-1.363743 | -0.860065 | -1.01367 | 6.561629 | -0.243901 | -0.159519 | -0.04269 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000894 | 0.002531 | 1 | 3,904 |
0.682024 | 0.486603 | 0.704541 | -0.150255 | -0.5123 | -0.472317 | -0.04269 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000447 | 0.001935 | 1 | 3,905 |
0 | -0.321542 | -0.485321 | -0.149255 | -0.842385 | -0.714222 | -0.043731 | -0.000095 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.001638 | 1 | 3,906 |
-1.364352 | -0.321542 | -1.278967 | -0.14325 | -0.351909 | -0.208035 | -0.042169 | 0.000143 | 0.023256 | -0.267949 | -0.517638 | -0.000894 | 0.002904 | 1 | 3,907 |
1.591626 | 1.29511 | 0.307733 | -0.150255 | 0.72397 | 0.907598 | -0.042169 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001043 | 0.001935 | 1 | 3,908 |
-0.227273 | -0.590844 | -0.749634 | -0.150255 | -0.992108 | -0.788145 | -0.042863 | -0.000063 | 0.023256 | -0.267949 | -0.517638 | -0.000149 | 0.003124 | 1 | 3,909 |
0.454513 | -0.052281 | -0.617571 | -0.152254 | -0.17755 | -0.102739 | -0.042863 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000298 | 0.002529 | 1 | 3,910 |
0.795072 | 0.485801 | 0.572321 | -0.15525 | -0.080397 | -0.070509 | -0.042863 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000521 | 0.00171 | 1 | 3,911 |
0.567655 | 0.619706 | 0.704374 | 6.54565 | 0.280592 | -0.049722 | -0.046334 | -0.000317 | 0.023256 | -0.267949 | -0.517638 | 0.000372 | 0.000892 | 1 | 3,912 |
1.815079 | 1.559884 | 0.308284 | -0.166213 | -0.015352 | 0.149113 | -0.046334 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.00119 | -0.000149 | 0 | 3,913 |
-2.042115 | -0.590844 | -2.330788 | -0.156248 | -0.588506 | -0.358959 | -0.043557 | 0.000254 | 0.023256 | -0.267949 | -0.517638 | -0.001339 | 0.001636 | 1 | 3,914 |
0.45404 | -0.052842 | -0.748453 | 6.541661 | -0.572581 | -0.584164 | -0.043557 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000298 | 0.001338 | 1 | 3,915 |
-0.227003 | -0.321903 | -0.74806 | 6.543655 | -0.012535 | 0 | -0.04026 | 0.000302 | 0.023256 | -0.267949 | -0.517638 | -0.000149 | 0.001264 | 1 | 3,916 |
1.588312 | 1.291183 | 0.308284 | 6.531699 | 0.093486 | -0.039527 | -0.04026 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.001041 | 0.000372 | 1 | 3,917 |
1.133497 | 1.289226 | 0.044758 | -0.170191 | -0.238042 | -0.374202 | -0.044252 | -0.000365 | 0.023256 | -0.267949 | -0.517638 | 0.000743 | -0.000297 | 0 | 3,918 |
0 | -0.053881 | 0.04515 | 6.521752 | -0.339419 | -0.604425 | -0.044252 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | -0.000743 | 0 | 3,919 |
0 | 0.617099 | 0.572321 | -0.169197 | 0.283351 | 0.009584 | -0.042169 | 0.00019 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.002966 | 1 | 3,920 |
0.226598 | -0.053881 | 0.308755 | -0.171185 | -0.611433 | -0.472317 | -0.042169 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000149 | 0.003706 | 1 | 3,921 |
0.226565 | 0.482764 | 0.308794 | -0.171185 | -0.619808 | -0.329316 | -0.04564 | -0.000317 | 0.023256 | -0.267949 | -0.517638 | 0.000149 | 0.003706 | 1 | 3,922 |
-0.226565 | -0.05404 | 0.045306 | -0.171185 | -0.42557 | -0.159519 | -0.04564 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000149 | 0.005037 | 1 | 3,923 |
0.226565 | -0.05396 | 0.308794 | -0.171185 | -1.340082 | -1.062593 | -0.04564 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000149 | 0.003262 | 1 | 3,924 |
0 | -0.322422 | -0.74551 | -0.172178 | -0.97785 | -0.738112 | -0.04321 | 0.000222 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.002521 | 1 | 3,925 |
0.226531 | 0.750867 | -0.613682 | -0.172178 | -0.187424 | 0.055855 | -0.04321 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000148 | 0.001484 | 1 | 3,926 |
-1.586424 | -0.859266 | -1.272642 | -0.165218 | -0.950186 | -0.526288 | -0.045987 | -0.000254 | 0.023256 | -0.267949 | -0.517638 | -0.00104 | 0.002227 | 1 | 3,927 |
-0.453567 | -0.859545 | -0.218965 | -0.164223 | -0.376396 | -0.344 | -0.044252 | 0.000159 | 0.023256 | -0.267949 | -0.517638 | -0.000297 | 0.002673 | 1 | 3,928 |
-0.226834 | -0.322103 | 0.30852 | -0.162231 | -0.454178 | -0.102739 | -0.044252 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000149 | 0.002821 | 1 | 3,929 |
0 | 0.215379 | 0.308481 | 6.537674 | 0.525691 | 0.203258 | -0.041822 | 0.000222 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.003562 | 1 | 3,930 |
0.226834 | -0.322063 | -0.219318 | -0.163227 | 0.050565 | -0.273134 | -0.041822 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000149 | 0.002747 | 1 | 3,931 |
-0.907539 | -0.590844 | -0.747078 | 6.539667 | -0.389575 | -0.259683 | -0.041822 | 0 | 0.023256 | -0.267949 | -0.517638 | -0.000595 | 0.004009 | 1 | 3,932 |
2.947531 | 6.119709 | 1.10012 | 6.517777 | 1.061393 | 1.049357 | -0.041301 | 0.000048 | 0.023256 | -0.267949 | -0.517638 | 0.001932 | 0.002817 | 1 | 3,933 |
0.339734 | 0.750668 | -0.218142 | -0.174164 | 0.438187 | 0.525242 | -0.041301 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000223 | 0.00363 | 1 | 3,934 |
-0.339734 | -0.72502 | -0.349715 | -0.173171 | -0.649064 | -0.455106 | -0.040087 | 0.000111 | 0.023256 | -0.267949 | -0.517638 | -0.000223 | 0.002225 | 1 | 3,935 |
1.132151 | 1.01885 | 0.572321 | -0.178132 | 0.002067 | 0.07364 | -0.040087 | 0 | 0.023256 | -0.267949 | -0.517638 | 0.000742 | 0.002593 | 1 | 3,936 |
-1.585247 | -0.590844 | -2.061971 | -0.170191 | 0.453439 | 0.295019 | -0.043905 | -0.000349 | 0.023256 | -0.267949 | -0.517638 | -0.001039 | 0.003706 | 1 | 3,937 |
0 | 0.482764 | 0.045228 | -0.171185 | -0.081949 | 0.116445 | -0.043905 | 0 | 0.023256 | -0.267949 | -0.517638 | 0 | 0.003262 | 1 | 3,938 |
0.453096 | 0.482764 | 0.572321 | 6.51579 | -0.153032 | 0.019055 | -0.033145 | 0.000984 | 0.023256 | -0.267949 | -0.517638 | 0.000297 | 0.001484 | 1 | 3,939 |
-0.339809 | -0.590844 | -0.481709 | -0.171185 | -0.650824 | -0.195628 | -0.033145 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000223 | 0.000816 | 1 | 3,940 |
-1.246615 | -0.188196 | -0.877454 | -0.166213 | -0.659691 | -0.233443 | -0.039393 | -0.000571 | 0.023256 | -0.535898 | -0.385986 | -0.000817 | 0.002524 | 1 | 3,941 |
0 | -0.053561 | -0.746685 | -0.166213 | 0.003442 | 0.091037 | -0.039393 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.002227 | 1 | 3,942 |
-0.226767 | 0.21502 | 0.308598 | -0.166213 | -0.488185 | -0.584164 | -0.039913 | -0.000048 | 0.023256 | -0.535898 | -0.385986 | -0.000149 | 0.002376 | 1 | 3,943 |
1.133497 | 1.020764 | 0.440445 | -0.169197 | 0.357694 | 0.188159 | -0.039913 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000743 | 0.001188 | 1 | 3,944 |
-1.133497 | -0.859385 | -1.273465 | -0.165218 | -0.478494 | -0.489906 | -0.040607 | -0.000063 | 0.023256 | -0.535898 | -0.385986 | -0.000743 | 0.002227 | 1 | 3,945 |
-0.680503 | -0.322143 | -0.219083 | -0.161234 | -0.936756 | -1.099821 | -0.040607 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000446 | 0.002377 | 1 | 3,946 |
-0.226902 | -0.859705 | -0.483433 | -0.160238 | -0.721239 | -0.604425 | -0.037137 | 0.000317 | 0.023256 | -0.535898 | -0.385986 | -0.000149 | 0.003415 | 1 | 3,947 |
-0.453905 | 1.424639 | -0.219554 | -0.159241 | 0.308584 | -0.029461 | -0.037137 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000298 | 0.003565 | 1 | 3,948 |
0.226969 | -0.053002 | 0.572321 | -0.159241 | -0.601514 | -0.374202 | -0.037831 | -0.000063 | 0.023256 | -0.535898 | -0.385986 | 0.000149 | 0.002526 | 1 | 3,949 |
0.453837 | 0.350135 | 0.308363 | -0.161234 | -0.161689 | 0.116445 | -0.037831 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000297 | 0.001486 | 1 | 3,950 |
0.226868 | -0.322023 | 0.308441 | -0.161234 | -0.378773 | 0.099597 | -0.037831 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000149 | 0.002821 | 1 | 3,951 |
0.453635 | -0.053322 | -0.087354 | -0.165218 | 0.178539 | 0.24692 | -0.039913 | -0.00019 | 0.023256 | -0.535898 | -0.385986 | 0.000297 | 0.001634 | 1 | 3,952 |
0 | -0.053482 | -0.087158 | 6.531699 | -0.047113 | -0.286814 | -0.039913 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.002227 | 1 | 3,953 |
-0.2268 | -0.053482 | -0.219083 | -0.164223 | -0.778114 | -0.841516 | -0.039046 | 0.000079 | 0.023256 | -0.535898 | -0.385986 | -0.000149 | 0.003191 | 1 | 3,954 |
-0.226834 | -0.322103 | -0.2192 | -0.163227 | -0.104042 | -0.049722 | -0.039913 | -0.000079 | 0.023256 | -0.535898 | -0.385986 | -0.000149 | 0.003118 | 1 | 3,955 |
-0.45377 | -0.053322 | -0.483276 | -0.160238 | -0.377583 | -0.545119 | -0.039913 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000297 | 0.00297 | 1 | 3,956 |
0.567191 | 0.081234 | 0.044444 | -0.163227 | -0.844711 | -0.714222 | -0.040087 | -0.000016 | 0.023256 | -0.535898 | -0.385986 | 0.000372 | 0.00245 | 1 | 3,957 |
0.113413 | -0.187717 | 0.176575 | -0.164223 | 0.025077 | -0.081109 | -0.040087 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000074 | 0.002673 | 1 | 3,958 |
1.586896 | 1.289505 | 0.044679 | -0.170191 | 0.147434 | 0.301661 | -0.040087 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00104 | 0.001484 | 1 | 3,959 |
-0.45323 | -0.05396 | 0.045228 | -0.169197 | -0.045638 | -0.070509 | -0.044946 | -0.000444 | 0.023256 | -0.535898 | -0.385986 | -0.000297 | 0.000743 | 1 | 3,960 |
-0.453365 | -0.322302 | -1.009898 | -0.166213 | -0.02817 | 0.195744 | -0.044946 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000297 | 0.001262 | 1 | 3,961 |
-0.6803 | -0.322223 | -0.746489 | -0.162231 | -0.302177 | -0.01952 | -0.04026 | 0.000429 | 0.023256 | -0.535898 | -0.385986 | -0.000446 | 0.002153 | 1 | 3,962 |
0.2268 | 0.215259 | -0.087256 | -0.164223 | -0.433256 | -0.171376 | -0.04026 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000149 | 0.002079 | 1 | 3,963 |
0.680199 | 0.752262 | 0.572321 | 6.525729 | -1.294085 | -1.223183 | -0.043384 | -0.000286 | 0.023256 | -0.535898 | -0.385986 | 0.000446 | 0.001336 | 1 | 3,964 |
0 | 0.21478 | 0.044993 | 6.525729 | -0.297924 | -0.159519 | -0.043384 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.003115 | 1 | 3,965 |
-0.340062 | -0.322262 | 0.044993 | -0.166213 | -0.931456 | -0.714222 | -0.078265 | -0.003191 | 0.023256 | -0.535898 | -0.385986 | -0.000223 | 0.002746 | 1 | 3,966 |
0.226716 | -0.053601 | 0.176752 | -0.167208 | -0.286361 | 0.064797 | -0.078265 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000149 | 0.003338 | 1 | 3,967 |
0.113345 | 0.080585 | 0.440494 | -0.167208 | -0.379965 | -0.489906 | -0.045987 | 0.002953 | 0.023256 | -0.535898 | -0.385986 | 0.000074 | 0.002004 | 1 | 3,968 |
-0.680199 | -0.322262 | -0.21873 | -0.165218 | -0.456838 | -0.208035 | -0.045987 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000446 | 0.00282 | 1 | 3,969 |
5.659081 | 6.382436 | 0.572321 | -0.189021 | 0.791822 | 1.046755 | -0.041128 | 0.000444 | 0.023256 | -0.535898 | -0.385986 | 0.003709 | -0.001037 | 0 | 3,970 |
1.355062 | 1.282268 | 0.309536 | -0.195931 | -0.362298 | -0.01952 | -0.041128 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000888 | -0.001925 | 0 | 3,971 |
0.225727 | -0.323375 | -6.793863 | 6.472237 | 0.485035 | 0.32126 | -0.056399 | -0.001397 | 0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.001925 | 0 | 3,972 |
1.804612 | 2.348702 | 0.309808 | 6.452533 | 0.416558 | 0.308247 | -0.056399 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.001183 | -0.003701 | 0 | 3,973 |
-2.481892 | 0.744326 | -2.314043 | 6.472237 | 0.332933 | 0.457426 | -0.056399 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001627 | -0.001407 | 0 | 3,974 |
-1.129469 | -0.323296 | -2.055728 | -0.189021 | 0.352314 | 0.371293 | -0.069067 | -0.001159 | 0.023256 | -0.535898 | -0.385986 | -0.00074 | -0.001482 | 0 | 3,975 |
-1.356467 | 0.479902 | -1.005209 | -0.182096 | 0.241747 | 0.359075 | -0.090759 | -0.001984 | 0.023256 | -0.535898 | -0.385986 | -0.000889 | -0.000148 | 0 | 3,976 |
-0.452424 | 0.212989 | 0.046166 | 6.497939 | -0.454178 | -0.405589 | -0.090759 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000297 | -0.000445 | 0 | 3,977 |
0.226229 | 0.213228 | -0.217204 | -0.182096 | -0.005543 | 0.132946 | -0.089024 | 0.000159 | 0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.000148 | 0 | 3,978 |
0 | -0.054836 | -0.217087 | -0.182096 | -0.529841 | -0.455106 | -0.089024 | 0 | 0.023256 | -0.535898 | -0.385986 | 0 | -0.000445 | 0 | 3,979 |
1.130641 | 1.284489 | 0.572321 | 6.49002 | 0.200599 | 0.301661 | -0.092842 | -0.000349 | 0.023256 | -0.535898 | -0.385986 | 0.000741 | -0.000445 | 0 | 3,980 |
-1.017539 | -0.992656 | -1.005677 | -0.182096 | -0.340545 | -0.147837 | -0.092842 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000667 | -0.003193 | 0 | 3,981 |
1.017539 | 0.882686 | -0.348621 | -0.187043 | -0.044901 | 0.157076 | -0.093362 | -0.000048 | 0.023256 | -0.535898 | -0.385986 | 0.000667 | -0.005944 | 0 | 3,982 |
1.129803 | 0.747886 | -0.479521 | -0.190009 | -0.370487 | -0.136322 | -0.093362 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.000741 | -0.008475 | 0 | 3,983 |
1.58032 | 1.281714 | -0.347326 | 6.464348 | 0.101284 | 0.124738 | -0.096312 | -0.00027 | 0.023256 | -0.535898 | -0.385986 | 0.001036 | -0.007572 | 0 | 3,984 |
-2.484096 | -0.323494 | -2.316607 | 6.488042 | 0.353974 | 0.157076 | -0.096312 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.001628 | -0.004752 | 0 | 3,985 |
1.69414 | 1.550331 | 0.309458 | -0.194945 | 0.534056 | 0.267889 | -0.096312 | 0 | 0.023256 | -0.535898 | -0.385986 | 0.00111 | -0.006607 | 0 | 3,986 |
0.112876 | 0.077803 | -0.478198 | -0.195931 | -0.484015 | -0.405589 | -0.098221 | -0.000175 | 0.023256 | -0.535898 | -0.385986 | 0.000074 | -0.006085 | 0 | 3,987 |
-0.67738 | -0.323375 | -0.215452 | -0.192971 | 0.462715 | 0.637088 | -0.098221 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000444 | -0.00163 | 0 | 3,988 |
-2.260109 | -0.055709 | -2.056117 | 6.497939 | 0.351066 | 0.440925 | -0.096486 | 0.000159 | 0.023256 | -0.535898 | -0.385986 | -0.001481 | 0.001925 | 1 | 3,989 |
-1.357674 | -0.590844 | -1.269905 | -0.176149 | -0.081949 | -0.070509 | -0.096486 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.00089 | 0.003259 | 1 | 3,990 |
1.357674 | 1.28588 | 0.309029 | -0.182096 | 0.367519 | 0.365207 | -0.099436 | -0.00027 | 0.023256 | -0.535898 | -0.385986 | 0.00089 | 0.003256 | 1 | 3,991 |
-0.452424 | -0.32286 | -0.874981 | -0.183086 | 0.051206 | -0.171376 | -0.099436 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000297 | 0.001334 | 1 | 3,992 |
0 | 0.883014 | 0.04601 | -0.180114 | -0.078849 | 0.019055 | -0.102907 | -0.000317 | 0.023256 | -0.535898 | -0.385986 | 0 | 0.001334 | 1 | 3,993 |
-0.678888 | 0.213228 | -0.217204 | -0.17714 | -0.447572 | -0.329316 | -0.102907 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000445 | 0.003555 | 1 | 3,994 |
0.452625 | -0.054518 | -1.007785 | -0.175156 | 0.520167 | 0.592369 | -0.100824 | 0.00019 | 0.023256 | -0.535898 | -0.385986 | 0.000297 | 0.002814 | 1 | 3,995 |
-0.452625 | -0.32274 | -0.743945 | 6.505867 | -0.029609 | -0.208035 | -0.100824 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000297 | 0.002815 | 1 | 3,996 |
1.357473 | 1.553506 | 0.835535 | -0.183086 | 0.366299 | 0.232629 | -0.099436 | 0.000127 | 0.023256 | -0.535898 | -0.385986 | 0.00089 | 0 | 0 | 3,997 |
-0.226162 | -0.590844 | -0.743165 | 6.495958 | -0.073458 | -0.136322 | -0.099436 | 0 | 0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.001038 | 0 | 3,998 |
-1.357674 | -0.590844 | -1.006613 | -0.17714 | 0.485721 | 0.457426 | -0.117137 | -0.001619 | 0.023256 | -0.535898 | -0.385986 | -0.00089 | 0.001483 | 1 | 3,999 |
-1.132319 | -0.054438 | -1.008019 | -0.172178 | 0.392275 | 0.418381 | -0.117137 | 0 | 0.023256 | -0.785587 | -0 | -0.000742 | 0.000148 | 1 | 4,000 |
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