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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2.263798 | 2.359606 | 0.308833 | -0.182096 | 0.348564 | 0.26096 | -0.131019 | -0.00127 | 0.023256 | -0.785587 | -0 | 0.001484 | 0.000148 | 1 | 4,001 |
-1.357876 | -0.054836 | -1.006847 | 6.511819 | -0.340545 | -0.314896 | -0.131019 | 0 | 0.023256 | -0.785587 | -0 | -0.00089 | 0.000148 | 1 | 4,002 |
0.905385 | 0.481967 | 0.30899 | -0.179123 | 0.416558 | 0.32126 | -0.14872 | -0.001619 | 0.023256 | -0.785587 | -0 | 0.000593 | -0.000148 | 0 | 4,003 |
1.244027 | 2.623775 | 0.045932 | -0.185065 | 1.166964 | 1.017554 | -0.14872 | 0 | 0.023256 | -0.785587 | -0 | 0.000815 | -0.000371 | 0 | 4,004 |
-0.33918 | -0.590844 | -0.611309 | 6.495958 | -0.074226 | 0 | -0.14872 | 0 | 0.023256 | -0.785587 | -0 | -0.000222 | 0.000148 | 1 | 4,005 |
-0.678586 | -0.322899 | -0.743165 | -0.181105 | 0.381603 | 0.446463 | -0.152017 | -0.000302 | 0.023256 | -0.785587 | -0 | -0.000445 | 0.000445 | 1 | 4,006 |
-0.226262 | 0.481172 | -0.217204 | -0.178132 | -0.057532 | -0.0097 | -0.151844 | 0.000016 | 0.023256 | -0.785587 | -0 | -0.000148 | -0.001633 | 0 | 4,007 |
0.452491 | 0.749275 | -0.217322 | 6.495958 | 0.194889 | 0.116445 | -0.151844 | 0 | 0.023256 | -0.785587 | -0 | 0.000297 | -0.002821 | 0 | 4,008 |
-0.226229 | 0.213108 | 0.046088 | 6.49992 | 0.127045 | 0.1805 | -0.15167 | 0.000016 | 0.023256 | -0.785587 | -0 | -0.000148 | -0.00297 | 0 | 4,009 |
-1.584541 | 0.213228 | -1.270452 | -0.173171 | -0.391998 | -0.18341 | -0.15167 | 0 | 0.023256 | -0.785587 | -0 | -0.001039 | -0.000594 | 0 | 4,010 |
0.339683 | -0.054199 | 0.045463 | -0.175156 | 0.329936 | 0.371293 | -0.158091 | -0.000587 | 0.023256 | -0.785587 | -0 | 0.000223 | 0.00215 | 1 | 4,011 |
0.679139 | 0.616113 | 0.17728 | -0.178132 | 0.562565 | 0.641426 | -0.158091 | 0 | 0.023256 | -0.785587 | -0 | 0.000445 | 0.002297 | 1 | 4,012 |
0.113161 | -0.188614 | -0.349168 | -0.178132 | 0.161248 | 0.377333 | -0.158091 | 0 | 0.023256 | -0.785587 | -0 | 0.000074 | 0.002371 | 1 | 4,013 |
-0.452692 | -0.590844 | -0.217439 | -0.17714 | -0.277041 | -0.12497 | -0.156876 | 0.000111 | 0.023256 | -0.785587 | -0 | -0.000297 | 0.002519 | 1 | 4,014 |
2.714142 | 2.625204 | 0.572321 | -0.182096 | -0.062045 | 0.046813 | -0.156876 | 0 | 0.023256 | -0.785587 | -0 | 0.001779 | 0.002515 | 1 | 4,015 |
-0.904177 | -1.662224 | -1.662927 | -0.185065 | 0.484004 | 0.473594 | -0.158785 | -0.000175 | 0.023256 | -0.785587 | -0 | -0.000593 | 0.004141 | 1 | 4,016 |
1.130138 | 0.748283 | -0.216736 | -0.187043 | -0.237071 | -0.102739 | -0.158785 | 0 | 0.023256 | -0.785587 | -0 | 0.000741 | 0.001184 | 1 | 4,017 |
-1.921733 | -0.055471 | -1.662596 | 6.49992 | 1.219187 | 0.719663 | -0.15462 | 0.000381 | 0.023256 | -0.785587 | -0 | -0.00126 | 0.002296 | 1 | 4,018 |
0.565467 | 0.882905 | -0.085544 | -0.183086 | 0.187553 | 0.239807 | -0.15462 | 0 | 0.023256 | -0.785587 | -0 | 0.000371 | 0.000445 | 1 | 4,019 |
-0.226162 | 0.21287 | -0.216853 | 6.495958 | -0.048592 | 0.239807 | -0.156009 | -0.000127 | 0.023256 | -0.785587 | -0 | -0.000148 | 0.000889 | 1 | 4,020 |
0 | 0.212989 | -0.480145 | -0.182096 | -0.11699 | -0.060048 | -0.156009 | 0 | 0.023256 | -0.785587 | -0 | 0 | 0.002073 | 1 | 4,021 |
0.226162 | 0.079042 | 0.440797 | -0.184076 | -0.160819 | 0.037667 | -0.158959 | -0.00027 | 0.023256 | -0.785587 | -0 | 0.000148 | 0.001481 | 1 | 4,022 |
-0.904848 | -0.456867 | -0.611572 | -0.181105 | -0.008332 | 0.225387 | -0.158959 | 0 | 0.023256 | -0.785587 | -0 | -0.000593 | 0.001778 | 1 | 4,023 |
1.017916 | 1.55287 | 1.098554 | -0.181105 | 0.422592 | 0.596955 | -0.159306 | -0.000032 | 0.023256 | -0.785587 | -0 | 0.000667 | 0.001481 | 1 | 4,024 |
-1.244212 | 0.346718 | -0.874659 | 6.503884 | 0.366706 | 0.650031 | -0.159306 | 0 | 0.023256 | -0.785587 | -0 | -0.000816 | 0.001779 | 1 | 4,025 |
0.678787 | 1.285323 | 0.309107 | -0.182096 | 0.730989 | 0.525242 | -0.155141 | 0.000381 | 0.023256 | -0.785587 | -0 | 0.000445 | 0.000889 | 1 | 4,026 |
-0.905116 | 1.016703 | -2.323895 | -0.175156 | 1.191833 | 1.411066 | -0.155141 | 0 | 0.023256 | -0.785587 | -0 | -0.000593 | 0.001631 | 1 | 4,027 |
0.678888 | 0.749673 | 0.045775 | 6.49992 | 0.3993 | 0.573758 | -0.163644 | -0.000778 | 0.023256 | -0.785587 | -0 | 0.000445 | 0.001334 | 1 | 4,028 |
-0.452558 | 1.016942 | -0.480458 | -0.179123 | 0.415041 | 0.587757 | -0.163644 | 0 | 0.023256 | -0.785587 | -0 | -0.000297 | 0.001779 | 1 | 4,029 |
1.131144 | 4.764475 | -1.00755 | -0.184076 | 1.710085 | 1.960793 | -0.163644 | 0 | 0.023256 | -0.785587 | -0 | 0.000741 | 0.001777 | 1 | 4,030 |
-5.210219 | -0.322899 | -6.806993 | -0.162231 | 1.60033 | 1.797054 | -0.163644 | 0 | 0.023256 | -0.785587 | -0 | -0.003415 | 0.005193 | 1 | 4,031 |
-3.180172 | -0.053162 | -4.184238 | -0.148255 | 1.605475 | 1.637144 | -0.152538 | 0.001016 | 0.023256 | -0.785587 | -0 | -0.002085 | 0.006537 | 1 | 4,032 |
-2.731148 | -0.05204 | -2.603921 | -0.136229 | 1.435503 | 1.541951 | -0.152538 | 0 | 0.023256 | -0.785587 | -0 | -0.00179 | 0.01025 | 1 | 4,033 |
2.958523 | 3.722803 | 0.572321 | -0.149255 | 1.129739 | 1.34023 | -0.152538 | 0 | 0.023256 | -0.785587 | -0 | 0.001939 | 0.009198 | 1 | 4,034 |
1.817782 | 3.445674 | 0.043421 | -0.157246 | 1.236029 | 1.42581 | -0.152538 | 0 | 0.023256 | -0.785587 | -0 | 0.001192 | 0.009776 | 1 | 4,035 |
-1.13586 | 4.782783 | -1.012962 | -0.151255 | 1.095837 | 1.308915 | -0.072191 | 0.00735 | 0.023256 | -0.785587 | -0 | -0.000745 | 0.011184 | 1 | 4,036 |
0.908756 | 3.712534 | -0.220734 | -0.156248 | 1.068982 | 1.26846 | -0.072191 | 0 | 0.023256 | -0.785587 | -0 | 0.000596 | 0.011325 | 1 | 4,037 |
6.119982 | 7.464814 | 0.572321 | 6.493978 | 1.417103 | 1.543353 | -0.173189 | -0.009239 | 0.023256 | -0.785587 | -0 | 0.004012 | 0.008563 | 1 | 4,038 |
3.163685 | 3.960165 | 0.835379 | -0.196917 | 1.244241 | 1.4623 | -0.173189 | 0 | 0.023256 | -0.785587 | -0 | 0.002074 | 0.006637 | 1 | 4,039 |
0.67708 | 2.082063 | -1.26636 | 6.462378 | 1.27274 | 1.480698 | -0.173189 | 0 | 0.023256 | -0.785587 | -0 | 0.000444 | 0.007662 | 1 | 4,040 |
1.353259 | 1.546849 | 0.834718 | -0.205778 | 0.928192 | 1.274366 | -0.173189 | 0 | 0.023256 | -0.785587 | -0 | 0.000887 | 0.006481 | 1 | 4,041 |
-3.3854 | 0.210377 | -4.153269 | 6.480134 | 0.784726 | 0.93803 | -0.173189 | 0 | 0.023256 | -0.785587 | -0 | -0.002219 | 0.010754 | 1 | 4,042 |
0 | 1.282268 | 0.046711 | -0.190996 | 0.771449 | 1.038896 | -0.172842 | 0.000032 | 0.023256 | -0.785587 | -0 | 0 | 0.010021 | 1 | 4,043 |
2.708921 | 3.687706 | 0.835068 | -0.203811 | 0.853226 | 1.10457 | -0.172842 | 0 | 0.023256 | -0.785587 | -0 | 0.001776 | 0.006925 | 1 | 4,044 |
-0.676779 | 1.278947 | -0.739663 | -0.198888 | 0.5439 | 0.839656 | -0.174751 | -0.000175 | 0.023256 | -0.785587 | -0 | -0.000444 | 0.007074 | 1 | 4,045 |
-0.451353 | 0.745511 | -0.215102 | -0.197903 | 0.503993 | 0.805156 | -0.174751 | 0 | 0.023256 | -0.785587 | -0 | -0.000296 | 0.008985 | 1 | 4,046 |
-2.937054 | -0.323415 | -3.895694 | -0.183086 | 0.820985 | 1.147072 | -0.20026 | -0.002334 | 0.023256 | -0.785587 | -0 | -0.001925 | 0.010616 | 1 | 4,047 |
-1.810233 | 1.819227 | -2.059626 | 6.50785 | 0.805584 | 1.097261 | -0.20026 | 0 | 0.023256 | -0.785587 | -0 | -0.001187 | 0.01217 | 1 | 4,048 |
2.488516 | 3.964213 | 0.835613 | 6.486064 | 0.954516 | 1.196129 | -0.20269 | -0.000222 | 0.023256 | -0.785587 | -0 | 0.001631 | 0.010758 | 1 | 4,049 |
-3.167908 | 0.480219 | -3.638796 | -0.174164 | 0.696934 | 0.866223 | -0.20269 | 0 | 0.023256 | -0.785587 | -0 | -0.002077 | 0.012248 | 1 | 4,050 |
2.263462 | 3.966239 | 0.572321 | -0.184076 | 0.726641 | 0.916849 | -0.191931 | 0.000984 | 0.023256 | -0.785587 | -0 | 0.001484 | 0.010178 | 1 | 4,051 |
-1.357674 | 0.748679 | -1.006613 | -0.179123 | 0.688792 | 0.93803 | -0.191931 | 0 | 0.023256 | -0.785587 | -0 | -0.00089 | 0.010627 | 1 | 4,052 |
0.452692 | 1.553824 | 0.835574 | 6.49992 | 0.844896 | 1.092352 | -0.200781 | -0.00081 | 0.023256 | -0.785587 | -0 | 0.000297 | 0.009523 | 1 | 4,053 |
0.904982 | 1.821013 | 0.309107 | 6.491999 | 0.770995 | 1.160752 | -0.200781 | 0 | 0.023256 | -0.785587 | -0 | 0.000593 | 0.008856 | 1 | 4,054 |
0.45229 | 1.551917 | 0.572321 | -0.185065 | 0.732192 | 0.94398 | -0.208069 | -0.000667 | 0.023256 | -0.785587 | -0 | 0.000296 | 0.007678 | 1 | 4,055 |
-0.226128 | 0.212751 | -0.216736 | -0.184076 | 0.371168 | 0.504981 | -0.208069 | 0 | 0.023256 | -0.785587 | -0 | -0.000148 | 0.007973 | 1 | 4,056 |
-3.39595 | 0.21287 | -3.904315 | -0.170191 | 0.612877 | 0.856363 | -0.215531 | -0.000683 | 0.023256 | -0.785587 | -0 | -0.002226 | 0.009022 | 1 | 4,057 |
-1.3605 | 0.751465 | -1.009898 | -0.166213 | 0.509978 | 0.559509 | -0.215531 | 0 | 0.023256 | -0.785587 | -0 | -0.000892 | 0.010502 | 1 | 4,058 |
-0.45377 | 2.095169 | -0.219318 | 26.608518 | 1.133661 | 1.291827 | -0.215531 | 0 | 0.023256 | -0.785587 | -0 | -0.000297 | 0.010064 | 1 | 4,059 |
2.040901 | 4.242546 | 1.363843 | -0.172178 | 1.00109 | 1.030959 | -0.215531 | 0 | 0.023256 | -1 | 0.614014 | 0.001338 | 0.009903 | 1 | 4,060 |
4.525584 | 4.771624 | 1.099336 | 6.48211 | 1.102215 | 0.790929 | -0.226811 | -0.001032 | 0.023256 | -1 | 0.614014 | 0.002966 | 0.008994 | 1 | 4,061 |
0.903508 | 1.549697 | 0.309536 | -0.193958 | 0.525044 | 0.859663 | -0.226811 | 0 | 0.023256 | -1 | 0.614014 | 0.000592 | 0.009428 | 1 | 4,062 |
0.225793 | 1.28116 | -1.004041 | 6.472237 | 1.358198 | 1.064797 | -0.226811 | 0 | 0.023256 | -1 | 0.614014 | 0.000148 | 0.009574 | 1 | 4,063 |
-0.225793 | 1.280883 | -0.478276 | -0.194945 | 0.370359 | 0.654299 | -0.233406 | -0.000603 | 0.023256 | -1 | 0.614014 | -0.000148 | 0.010161 | 1 | 4,064 |
2.707318 | 3.418221 | 0.572321 | 6.450566 | 1.257002 | 1.286049 | -0.233406 | 0 | 0.023256 | -1 | 0.614014 | 0.001775 | 0.0078 | 1 | 4,065 |
1.577053 | 2.344796 | 0.834446 | 6.43485 | 1.30939 | 0.731346 | -0.235141 | -0.000159 | 0.023256 | -1 | 0.614014 | 0.001034 | 0.007206 | 1 | 4,066 |
-3.381398 | -0.324046 | -3.622616 | 6.46632 | 0.125319 | 0.308247 | -0.235141 | 0 | 0.023256 | -1 | 0.614014 | -0.002216 | 0.009203 | 1 | 4,067 |
-0.225693 | 0.211206 | -0.740439 | 6.464348 | -0.130183 | 0.1805 | -0.24885 | -0.001254 | 0.023256 | -1 | 0.614014 | -0.000148 | 0.009131 | 1 | 4,068 |
-2.258771 | 0.211325 | -2.05456 | -0.187043 | 0.37238 | 0.457426 | -0.24885 | 0 | 0.023256 | -1 | 0.614014 | -0.001481 | 0.010832 | 1 | 4,069 |
0.452022 | -0.055233 | -0.74258 | 6.484087 | 0.693383 | 0.731346 | -0.243991 | 0.000444 | 0.023256 | -1 | 0.614014 | 0.000296 | 0.010242 | 1 | 4,070 |
1.806749 | 1.817443 | 0.835106 | 6.472237 | -0.229345 | -0.0097 | -0.243991 | 0 | 0.023256 | -1 | 0.614014 | 0.001184 | 0.009791 | 1 | 4,071 |
-0.67728 | -0.590844 | -1.266087 | -0.190996 | 0.786729 | 0.973084 | -0.242429 | 0.000143 | 0.023256 | -1 | 0.614014 | -0.000444 | 0.012357 | 1 | 4,072 |
-0.451687 | -0.323296 | -2.581805 | -0.191984 | 0.722265 | 0.794509 | -0.242429 | 0 | 0.023256 | -1 | 0.614014 | -0.000296 | 0.013237 | 1 | 4,073 |
0.564588 | 0.479427 | -0.215918 | -0.193958 | 0.340581 | 0.401046 | -0.251627 | -0.000841 | 0.023256 | -1 | 0.614014 | 0.00037 | 0.014473 | 1 | 4,074 |
-0.790482 | 0.345331 | -0.872517 | -0.190009 | 0.649032 | 0.839656 | -0.251627 | 0 | 0.023256 | -1 | 0.614014 | -0.000518 | 0.014991 | 1 | 4,075 |
-0.677882 | 0.078248 | -1.004742 | 6.49002 | 0.377207 | 0.632727 | -0.253015 | -0.000127 | 0.023256 | -1 | 0.614014 | -0.000444 | 0.015071 | 1 | 4,076 |
0.225994 | -0.323058 | -0.742385 | -0.188032 | 0.697945 | 0.757961 | -0.253015 | 0 | 0.023256 | -1 | 0.614014 | 0.000148 | 0.01412 | 1 | 4,077 |
0.225961 | 1.282545 | 0.046634 | -0.189021 | 0.507657 | 0.856363 | -0.256312 | -0.000302 | 0.023256 | -1 | 0.614014 | 0.000148 | 0.014702 | 1 | 4,078 |
0.225927 | 0.479743 | 0.046711 | 6.480134 | -0.125206 | 0.225387 | -0.256312 | 0 | 0.023256 | -1 | 0.614014 | 0.000148 | 0.014262 | 1 | 4,079 |
1.129134 | 1.014562 | 0.046789 | 6.470264 | 0.360574 | 0.703816 | -0.26308 | -0.000619 | 0.023256 | -1 | 0.614014 | 0.00074 | 0.014251 | 1 | 4,080 |
0 | 0.077754 | 0.047178 | -0.194945 | 1.054928 | 1.209002 | -0.26308 | 0 | 0.023256 | -1 | 0.614014 | 0 | 0.013376 | 1 | 4,081 |
-1.129134 | -0.323375 | -1.26636 | -0.189021 | 0.088644 | 0.308247 | -0.269327 | -0.000571 | 0.023256 | -1 | 0.614014 | -0.00074 | 0.014627 | 1 | 4,082 |
2.934013 | 2.885735 | 0.309575 | -0.202827 | 1.337397 | 1.492732 | -0.269327 | 0 | 0.023256 | -1 | 0.614014 | 0.001923 | 0.012922 | 1 | 4,083 |
1.352259 | 1.545271 | 0.047799 | -0.209709 | 0.549553 | 0.545002 | -0.283384 | -0.001286 | 0.023256 | -1 | 0.614014 | 0.000886 | 0.012036 | 1 | 4,084 |
2.700927 | 2.609546 | -0.213823 | -0.220495 | 0.687511 | 0.86295 | -0.283384 | 0 | 0.023256 | -1 | 0.614014 | 0.00177 | 0.009244 | 1 | 4,085 |
1.011616 | 1.273437 | 0.441553 | -0.225386 | 0.711698 | 0.761692 | -0.283384 | 0 | 0.023256 | -1 | 0.614014 | 0.000663 | 0.010186 | 1 | 4,086 |
1.123232 | 1.405203 | -0.865703 | -0.23027 | 0.857855 | 1.014846 | -0.286508 | -0.000286 | 0.023256 | -1 | 0.614014 | 0.000736 | 0.010178 | 1 | 4,087 |
1.907598 | 2.200951 | 0.049923 | -0.239043 | 1.140904 | 1.473084 | -0.286508 | 0 | 0.023256 | -1 | 0.614014 | 0.00125 | 0.009802 | 1 | 4,088 |
0.224267 | 0.206255 | -0.340834 | -0.239043 | 0.93325 | 1.025624 | -0.295011 | -0.000778 | 0.023256 | -1 | 0.614014 | 0.000147 | 0.007979 | 1 | 4,089 |
2.240854 | 2.329705 | 0.311506 | -0.248764 | 1.261727 | 1.414366 | -0.295011 | 0 | 0.023256 | -1 | 0.614014 | 0.001469 | 0.006219 | 1 | 4,090 |
-0.447908 | 0.204968 | -0.469638 | 6.366525 | 1.145956 | 1.396045 | -0.33423 | -0.003588 | 0.023256 | -1 | 0.614014 | -0.000294 | 0.006877 | 1 | 4,091 |
3.132595 | 3.650687 | 0.311812 | 6.337457 | 0.904592 | 1.059683 | -0.33423 | 0 | 0.023256 | -1 | 0.614014 | 0.002053 | 0.004532 | 1 | 4,092 |
-1.118046 | -0.326001 | -2.029139 | -0.256519 | 1.056889 | 1.246424 | -0.343427 | -0.000841 | 0.023256 | -1 | 0.614014 | -0.000733 | 0.004973 | 1 | 4,093 |
-2.01455 | -0.590844 | -3.073466 | 6.366525 | 1.055079 | 1.156218 | -0.343427 | 0 | 0.023256 | -1 | 0.614014 | -0.001321 | 0.00746 | 1 | 4,094 |
-0.448039 | 0.205202 | -1.252045 | 6.374298 | 0.897428 | 0.932035 | -0.329544 | 0.00127 | 0.023256 | -1 | 0.614014 | -0.000294 | 0.008045 | 1 | 4,095 |
2.462589 | 2.592171 | 0.051112 | -0.257488 | 0.098894 | 0.365207 | -0.329544 | 0 | 0.023256 | -1 | 0.614014 | 0.001614 | 0.005848 | 1 | 4,096 |
-0.447448 | 0.204151 | -0.208288 | 6.352944 | 0.287469 | 0.352895 | -0.333883 | -0.000397 | 0.023256 | -1 | 0.614014 | -0.000293 | 0.005558 | 1 | 4,097 |
0.559289 | 2.058558 | -0.208517 | -0.260391 | 0.663779 | 1.030959 | -0.333883 | 0 | 0.023256 | -1 | 0.614014 | 0.000367 | 0.005046 | 1 | 4,098 |
0.335475 | 0.866274 | -0.078115 | -0.258456 | 0.289291 | 0.462852 | -0.33475 | -0.000079 | 0.023256 | -1 | 0.614014 | 0.00022 | 0.005701 | 1 | 4,099 |
-0.894764 | -0.060964 | -0.988784 | -0.254582 | 0.481939 | 0.554703 | -0.33475 | 0 | 0.023256 | -1 | 0.614014 | -0.000587 | 0.006287 | 1 | 4,100 |
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