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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.222015 | -0.064818 | -0.97742 | 6.252925 | 0.309911 | 0.334064 | -0.167288 | -0.000603 | 0.023256 | 0.628626 | 1.414214 | -0.000146 | 0.007251 | 1 | 5,001 |
1.331603 | 0.987003 | 0.572321 | -0.311258 | -0.126861 | 0.028415 | -0.167288 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000873 | 0.006089 | 1 | 5,002 |
0.665366 | 0.197564 | -0.201817 | 6.237672 | -0.260776 | -0.102739 | -0.201302 | -0.003111 | 0.023256 | 0.628626 | 1.414214 | 0.000436 | 0.006231 | 1 | 5,003 |
0.221724 | 0.722405 | -0.201479 | -0.313162 | 0.544531 | 0.346667 | -0.201302 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000145 | 0.006807 | 1 | 5,004 |
-1.996679 | -0.590844 | -2.266186 | -0.305539 | 0.275506 | 0.288322 | -0.198698 | 0.000238 | 0.023256 | 0.628626 | 1.414214 | -0.001309 | 0.008693 | 1 | 5,005 |
0 | -0.064818 | -0.460689 | 6.247201 | -0.334933 | -0.195628 | -0.198698 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.009847 | 1 | 5,006 |
1.996679 | 3.350621 | 0.83048 | 6.233864 | 0.058223 | 0.132946 | -0.194013 | 0.000429 | 0.023256 | 0.628626 | 1.414214 | 0.001309 | 0.008394 | 1 | 5,007 |
-0.665269 | -0.590844 | -1.491597 | -0.311258 | -0.090545 | -0.029461 | -0.194013 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000436 | 0.008541 | 1 | 5,008 |
3.544755 | 4.395881 | 0.31435 | -0.324564 | 0.363442 | 0.535183 | -0.194013 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.002324 | 0.006362 | 1 | 5,009 |
-0.442644 | -0.590844 | -1.487703 | -0.325512 | -0.069633 | 0.055855 | -0.194013 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.00029 | 0.006364 | 1 | 5,010 |
3.979182 | 4.12418 | 0.572321 | 6.178899 | 0.410471 | 0.395183 | -0.186724 | 0.000667 | 0.023256 | 0.628626 | 1.414214 | 0.002608 | 0.004476 | 1 | 5,011 |
3.08776 | 3.067913 | -0.198119 | -0.354775 | 0.649845 | 0.559509 | -0.186724 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.002024 | 0.001155 | 1 | 5,012 |
-0.88158 | -0.851938 | -1.478772 | 6.15817 | 0.161795 | 0.232629 | -0.196095 | -0.000857 | 0.023256 | 0.628626 | 1.414214 | -0.000578 | 0.000433 | 1 | 5,013 |
1.432308 | 1.49776 | 0.572321 | -0.357593 | 0.154652 | 0.340391 | -0.196095 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000939 | -0.001083 | 0 | 5,014 |
-1.652783 | -0.199414 | -1.349815 | -0.350073 | 0.174256 | 0.239807 | -0.226638 | -0.002794 | 0.023256 | 0.628626 | 1.414214 | -0.001083 | 0.000578 | 1 | 5,015 |
-1.21318 | -0.329599 | -1.736994 | 6.169468 | 0.44002 | 0.401046 | -0.226638 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000795 | 0.002239 | 1 | 5,016 |
-0.99332 | 0.84668 | -1.096543 | -0.341592 | 0.82835 | 0.964463 | -0.202343 | 0.002222 | 0.023256 | 0.628626 | 1.414214 | -0.000651 | 0.002458 | 1 | 5,017 |
-1.7675 | -0.460027 | -2.511896 | 6.192124 | 0.635348 | 0.761692 | -0.202343 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001159 | 0.003038 | 1 | 5,018 |
0.22105 | -0.067028 | -0.199124 | 6.192124 | 0.308142 | 0.274758 | -0.182213 | 0.001841 | 0.023256 | 0.628626 | 1.414214 | 0.000145 | 0.002749 | 1 | 5,019 |
1.546451 | 1.241581 | 0.315247 | 6.178899 | 0.650386 | 1.044144 | -0.182213 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.001014 | 0.001591 | 1 | 5,020 |
-0.662573 | -0.067635 | -0.712118 | -0.337816 | 0.257642 | 0.569036 | -0.182213 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000434 | 0.00217 | 1 | 5,021 |
-0.66286 | 0.717462 | -0.712676 | 6.190233 | 0.296082 | 0.715731 | -0.182213 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000434 | 0.002315 | 1 | 5,022 |
-0.884262 | -0.06718 | -1.485015 | 6.199693 | 0.585806 | 0.925995 | -0.182213 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.00058 | 0.002895 | 1 | 5,023 |
0.663245 | 0.456939 | -0.456645 | 6.192124 | 0.444036 | 0.494654 | -0.17423 | 0.00073 | 0.023256 | 0.628626 | 1.414214 | 0.000435 | 0.00246 | 1 | 5,024 |
0 | 0.194708 | -0.842046 | -0.335926 | 0.40433 | 0.520224 | -0.17423 | 0 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.002026 | 1 | 5,025 |
1.325625 | 1.241581 | 0.572321 | 6.180786 | 0.012313 | 0.308247 | -0.179262 | -0.00046 | 0.023256 | 0.628626 | 1.414214 | 0.000869 | 0.001736 | 1 | 5,026 |
-0.441747 | 0.194026 | -0.455304 | 6.184563 | 0.072668 | 0.1805 | -0.179262 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.00029 | 0.001881 | 1 | 5,027 |
1.324858 | 1.763426 | -0.198565 | -0.344422 | 0.027071 | 0.149113 | -0.181692 | -0.000222 | 0.023256 | 0.628626 | 1.414214 | 0.000868 | 0.001301 | 1 | 5,028 |
-0.22073 | 0.193572 | 0.05888 | -0.342536 | -0.052303 | 0.149113 | -0.181692 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000145 | 0.000868 | 1 | 5,029 |
1.985419 | 1.761724 | 0.315582 | -0.351955 | -0.055286 | 0.31478 | -0.19974 | -0.001651 | 0.023256 | 0.628626 | 1.414214 | 0.001301 | 0 | 0 | 5,030 |
0.220443 | -0.068467 | -0.197006 | 6.15817 | -0.322742 | -0.113778 | -0.19974 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000144 | 0 | 0 | 5,031 |
-1.102532 | -0.590844 | -1.736326 | 6.163817 | 0.162888 | 0.308247 | -0.213449 | -0.001254 | 0.023256 | 0.628626 | 1.414214 | -0.000723 | 0.001445 | 1 | 5,032 |
-0.220602 | -0.068164 | 0.059177 | -0.347249 | -0.507983 | -0.472317 | -0.213449 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.000145 | 0.001445 | 1 | 5,033 |
-1.103489 | -0.329447 | -1.224593 | 6.178899 | -0.006239 | 0.232629 | -0.19141 | 0.002016 | 0.023256 | 0.628626 | 1.414214 | -0.000723 | 0.002024 | 1 | 5,034 |
0.441491 | -0.067711 | -0.455007 | -0.344422 | 0.377207 | 0.274758 | -0.19141 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000289 | 0.001735 | 1 | 5,035 |
0 | 0.454969 | -0.197896 | 6.175125 | 0.143516 | 0.435348 | -0.176833 | 0.001333 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.001157 | 1 | 5,036 |
1.323708 | 1.500176 | 0.572321 | -0.349132 | 0.045412 | 0.281569 | -0.176833 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000868 | 0.000289 | 1 | 5,037 |
1.32256 | 0.976288 | 0.444086 | 6.152528 | 0.036957 | 0.149113 | -0.18013 | -0.000302 | 0.023256 | 0.628626 | 1.414214 | 0.000867 | -0.000578 | 0 | 5,038 |
0.220315 | -0.068768 | 0.05977 | -0.356654 | -0.067348 | -0.102739 | -0.196442 | -0.001492 | 0.023256 | 0.628626 | 1.414214 | 0.000144 | -0.001156 | 0 | 5,039 |
0.220283 | 0.453006 | 0.572321 | -0.356654 | 0.088644 | 0.203258 | -0.19679 | -0.000032 | 0.023256 | 0.628626 | 1.414214 | 0.000144 | -0.000867 | 0 | 5,040 |
-2.42487 | -0.460348 | -2.247729 | -0.347249 | -0.039766 | 0.225387 | -0.19679 | 0 | 0.023256 | 0.628626 | 1.414214 | -0.001589 | 0.001012 | 1 | 5,041 |
0 | -0.590844 | -1.224593 | -0.347249 | 0.102476 | 0.327688 | -0.204252 | -0.000683 | 0.023256 | 0.628626 | 1.414214 | 0 | 0.00094 | 1 | 5,042 |
0.882217 | 0.976968 | 0.315731 | -0.351014 | 0.032361 | 0.218079 | -0.204252 | 0 | 0.023256 | 0.628626 | 1.414214 | 0.000578 | 0.000578 | 1 | 5,043 |
0.220475 | 0.192779 | 0.0594 | -0.351955 | -0.135196 | 0.064797 | -0.215531 | -0.001032 | 0.023256 | 0.628626 | 1.414214 | 0.000145 | 0.001733 | 1 | 5,044 |
-0.440981 | 0.45376 | -0.453522 | -0.349132 | 0.078856 | 0.239807 | -0.215531 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000289 | 0.001589 | 1 | 5,045 |
-1.10301 | -0.068316 | -1.994142 | -0.344422 | 0.716879 | 0.843025 | -0.222993 | -0.000683 | 0.023256 | 0.464102 | 0.614014 | -0.000723 | 0.001734 | 1 | 5,046 |
1.323517 | 1.499874 | 0.443993 | -0.350073 | 0.011635 | 0.195744 | -0.222993 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000868 | 0.000722 | 1 | 5,047 |
0.881707 | 0.715005 | 0.0594 | -0.353836 | 0.056952 | 0.116445 | -0.221258 | 0.000159 | 0.023256 | 0.464102 | 0.614014 | 0.000578 | 0.000289 | 1 | 5,048 |
0 | 0.453307 | -0.196672 | 6.154408 | 0.261441 | 0.352895 | -0.221258 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000217 | 1 | 5,049 |
0 | 0.192326 | -0.196672 | -0.353836 | 0.131057 | 0.346667 | -0.213623 | 0.000698 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000578 | 1 | 5,050 |
-0.44079 | -0.590844 | -0.453077 | -0.351955 | -0.054539 | 0.082386 | -0.213623 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000289 | 0.000289 | 1 | 5,051 |
-0.440917 | -0.460254 | -0.453374 | -0.350073 | -0.033944 | 0.009584 | -0.213623 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000289 | 0.001011 | 1 | 5,052 |
0.881707 | 0.715005 | 0.572321 | -0.352895 | -0.346204 | -0.246456 | -0.21397 | -0.000032 | 0.023256 | 0.464102 | 0.614014 | 0.000578 | 0.000578 | 1 | 5,053 |
1.101418 | 0.714251 | 0.316027 | -0.359471 | -0.225515 | 0.132946 | -0.21397 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000722 | 0.000866 | 1 | 5,054 |
0.880562 | 1.234707 | 0.316212 | -0.362285 | 0.632301 | 0.596955 | -0.220564 | -0.000603 | 0.023256 | 0.464102 | 0.614014 | 0.000577 | 0.000144 | 1 | 5,055 |
1.7596 | 1.754602 | 0.572321 | -0.371647 | 0.395016 | 0.457426 | -0.220564 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.001153 | -0.00036 | 0 | 5,056 |
-0.219839 | 0.190408 | -0.194788 | -0.367905 | 0.397745 | 0.703816 | -0.21987 | 0.000063 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | -0.000144 | 0 | 5,057 |
-0.439773 | -0.590844 | -0.322801 | -0.366033 | -0.446258 | -0.147837 | -0.21987 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000288 | 0.000576 | 1 | 5,058 |
0.219902 | -0.069746 | -0.19512 | -0.367905 | -0.12769 | -0.060048 | -0.224729 | -0.000444 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | 0.000072 | 1 | 5,059 |
-0.439837 | 0.190633 | -0.067098 | -0.366033 | -0.081173 | 0.064797 | -0.224729 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000288 | 0.001009 | 1 | 5,060 |
1.099354 | 0.711806 | 0.316507 | -0.370712 | -0.114543 | 0.195744 | -0.209631 | 0.001381 | 0.023256 | 0.464102 | 0.614014 | 0.000721 | 0.00036 | 1 | 5,061 |
-1.979408 | -0.330427 | -1.72967 | -0.363222 | -0.005543 | 0.091037 | -0.209631 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.001297 | 0.001802 | 1 | 5,062 |
-1.981979 | -0.330088 | -1.732661 | -0.353836 | 0.10604 | 0.218079 | -0.20859 | 0.000095 | 0.023256 | 0.464102 | 0.614014 | -0.001299 | 0.003029 | 1 | 5,063 |
-0.881707 | 0.453307 | -0.965999 | -0.350073 | -0.050816 | 0.124738 | -0.20859 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000578 | 0.003463 | 1 | 5,064 |
0.881707 | 0.715005 | -0.197117 | -0.354775 | 0.526338 | 0.719663 | -0.214664 | -0.000556 | 0.023256 | 0.464102 | 0.614014 | 0.000578 | 0.003461 | 1 | 5,065 |
1.321606 | 1.496856 | 0.316027 | -0.360409 | 0.316066 | 0.157076 | -0.214664 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000866 | 0.002954 | 1 | 5,066 |
-0.66066 | -0.069145 | -0.196006 | -0.359471 | -0.376396 | -0.195628 | -0.21987 | -0.000476 | 0.023256 | 0.464102 | 0.614014 | -0.000433 | 0.004178 | 1 | 5,067 |
-0.881325 | 0.713686 | -0.708964 | -0.352895 | -0.178442 | 0.037667 | -0.21987 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000578 | 0.004612 | 1 | 5,068 |
-0.220411 | -0.329712 | -0.196783 | 6.156289 | -0.39932 | -0.208035 | -0.21987 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | 0.004613 | 1 | 5,069 |
-0.220443 | -0.329674 | 0.059548 | -0.351014 | -0.502269 | -0.374202 | -0.218829 | 0.000095 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | 0.004614 | 1 | 5,070 |
0.220443 | 0.45376 | 0.315916 | 6.15817 | 0.307255 | 0.535183 | -0.217614 | 0.000111 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | 0.003894 | 1 | 5,071 |
-0.440917 | -0.590844 | -0.966443 | 6.160052 | 0.798846 | 0.473594 | -0.217614 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000289 | 0.003607 | 1 | 5,072 |
0 | 0.192779 | 0.315879 | -0.351014 | 0.319124 | 0.365207 | -0.217267 | 0.000032 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.003175 | 1 | 5,073 |
0 | 0.192779 | 0.572321 | -0.351014 | -0.150456 | -0.220638 | -0.217267 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.003175 | 1 | 5,074 |
-0.661615 | -0.068391 | -0.197117 | 6.1657 | 0.165611 | 0.346667 | -0.218134 | -0.000079 | 0.023256 | 0.464102 | 0.614014 | -0.000434 | 0.003608 | 1 | 5,075 |
0.882089 | 0.715571 | -0.197451 | 6.156289 | -0.093697 | 0.14107 | -0.218134 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000578 | 0.002309 | 1 | 5,076 |
-0.220475 | -0.068467 | 0.315916 | -0.351955 | -1.160856 | -0.928905 | -0.218134 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000145 | 0.002166 | 1 | 5,077 |
0.440917 | 0.976062 | 0.828726 | -0.351955 | -0.433256 | -0.113778 | -0.224902 | -0.000619 | 0.023256 | 0.464102 | 0.614014 | 0.000289 | 0.001444 | 1 | 5,078 |
-0.881962 | -0.852051 | -0.70989 | 6.163817 | 0.110174 | 0.274758 | -0.224902 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000578 | 0.001878 | 1 | 5,079 |
0.661519 | 0.454213 | 0.572321 | -0.351014 | -0.337172 | -0.273134 | -0.224902 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000434 | 0.000433 | 1 | 5,080 |
0.220443 | -0.068467 | 0.059474 | -0.351955 | -0.214148 | 0 | -0.224902 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | 0.000578 | 1 | 5,081 |
1.101736 | 0.714628 | 0.572321 | -0.357593 | -0.056034 | 0 | -0.257354 | -0.002969 | 0.023256 | 0.464102 | 0.614014 | 0.000722 | 0.000144 | 1 | 5,082 |
-0.220283 | -0.329863 | 0.059918 | 6.14877 | -0.681446 | -0.584164 | -0.257354 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | 0.000144 | 1 | 5,083 |
-0.220315 | -0.068844 | 0.059844 | -0.355715 | -0.167814 | 0.07364 | -0.257354 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | -0.000578 | 0 | 5,084 |
0 | -0.068768 | 0.572321 | -0.354775 | -0.298985 | -0.081109 | -0.257354 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | -0.000289 | 0 | 5,085 |
-0.88158 | -0.851938 | -0.709334 | -0.351014 | 0.004814 | -0.12497 | -0.253709 | 0.000333 | 0.023256 | 0.464102 | 0.614014 | -0.000578 | -0.000289 | 0 | 5,086 |
0 | -0.329636 | 0.059474 | -0.351014 | -0.263797 | -0.171376 | -0.253709 | 0 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000578 | 1 | 5,087 |
0 | -0.329636 | 0.315916 | -0.351014 | -0.564753 | -0.489906 | -0.248677 | 0.00046 | 0.023256 | 0.464102 | 0.614014 | 0 | 0.000433 | 1 | 5,088 |
-0.661519 | -0.068467 | -0.197006 | -0.349132 | -0.095278 | 0.064797 | -0.248677 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000434 | 0.001156 | 1 | 5,089 |
0.661519 | 0.715383 | -0.197339 | -0.351014 | 0.266161 | 0.26096 | -0.24833 | 0.000032 | 0.023256 | 0.464102 | 0.614014 | 0.000434 | -0.000289 | 0 | 5,090 |
0.440853 | -0.068467 | 0.315916 | -0.352895 | -0.947479 | -0.646554 | -0.24833 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000289 | -0.000867 | 0 | 5,091 |
-0.110201 | -0.329712 | 0.059622 | -0.352895 | 0.075769 | 0.046813 | -0.248677 | -0.000032 | 0.023256 | 0.464102 | 0.614014 | -0.000072 | -0.001084 | 0 | 5,092 |
0.33058 | 0.061963 | 0.572321 | -0.353836 | -0.515193 | -0.526288 | -0.248677 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000217 | -0.000867 | 0 | 5,093 |
1.981979 | 1.757649 | 0.444179 | -0.362285 | 0.96405 | 0.32126 | -0.254577 | -0.00054 | 0.023256 | 0.464102 | 0.614014 | 0.001299 | -0.002889 | 0 | 5,094 |
-0.660374 | -0.590844 | -0.964001 | 6.14126 | -0.17755 | -0.374202 | -0.254577 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000433 | -0.002456 | 0 | 5,095 |
-0.880943 | -0.329976 | -0.708409 | -0.355715 | -1.030607 | -0.898703 | -0.267766 | -0.001206 | 0.023256 | 0.464102 | 0.614014 | -0.000577 | -0.00159 | 0 | 5,096 |
-0.220315 | 0.453006 | -0.965554 | -0.354775 | -0.150456 | 0.019055 | -0.267766 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000144 | -0.001301 | 0 | 5,097 |
0.220315 | 0.322689 | 0.05977 | -0.355715 | -0.8084 | -0.646554 | -0.269327 | -0.000143 | 0.023256 | 0.464102 | 0.614014 | 0.000144 | -0.0013 | 0 | 5,098 |
-0.110154 | -0.068844 | 0.316101 | -0.355715 | -1.030607 | -0.714222 | -0.269327 | 0 | 0.023256 | 0.464102 | 0.614014 | -0.000072 | -0.001373 | 0 | 5,099 |
0.550689 | 0.322624 | 0.700426 | -0.357593 | -0.546319 | -0.455106 | -0.269327 | 0 | 0.023256 | 0.464102 | 0.614014 | 0.000361 | -0.001878 | 0 | 5,100 |
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