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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.222338 | 0.199402 | 0.055063 | -0.295984 | -0.11699 | 0.232629 | -0.242776 | -0.000968 | -0.023256 | -0.785587 | -0 | 0.000146 | -0.00365 | 0 | 5,401 |
-0.444709 | 0.199287 | -0.462195 | -0.295027 | -0.046375 | 0.412644 | -0.238091 | 0.000429 | -0.023256 | -0.785587 | -0 | -0.000292 | -0.0027 | 0 | 5,402 |
-0.444838 | 0.199517 | -0.203736 | -0.293113 | -0.11373 | 0.267889 | -0.238091 | 0 | -0.023256 | -0.785587 | -0 | -0.000292 | -0.001459 | 0 | 5,403 |
-2.448933 | -0.195505 | -2.405278 | -0.281601 | 0.129913 | 0.389277 | -0.238091 | 0 | -0.023256 | -0.785587 | -0 | -0.001605 | -0.000438 | 0 | 5,404 |
-2.89927 | 0.728732 | -2.799442 | -0.269084 | 0.661387 | 0.832874 | -0.242429 | -0.000397 | -0.023256 | -1 | 0.614014 | -0.0019 | 0.001389 | 1 | 5,405 |
-2.01042 | 0.466901 | -2.285723 | 6.337457 | 0.597579 | 0.812176 | -0.21692 | 0.002334 | -0.023256 | -1 | 0.614014 | -0.001318 | 0.003948 | 1 | 5,406 |
-0.894371 | 0.468296 | -1.2483 | 6.349069 | 0.400077 | 0.587757 | -0.21692 | 0 | -0.023256 | -1 | 0.614014 | -0.000586 | 0.004097 | 1 | 5,407 |
-1.67836 | 1.26333 | -1.770195 | 6.360701 | 0.577144 | 0.88239 | -0.167809 | 0.004492 | -0.023256 | -1 | 0.614014 | -0.0011 | 0.005489 | 1 | 5,408 |
-1.680209 | -0.192923 | -1.381711 | -0.242935 | -0.044901 | 0.164961 | -0.167809 | 0 | -0.023256 | -1 | 0.614014 | -0.001101 | 0.007028 | 1 | 5,409 |
0.560275 | 10.134155 | -0.209895 | -0.244879 | 0.223481 | 0.451963 | -0.167809 | 0 | -0.023256 | -1 | 0.614014 | 0.000367 | 0.006806 | 1 | 5,410 |
2.798294 | 2.724918 | -0.600701 | -0.256519 | 0.502321 | 0.836272 | -0.134664 | 0.003032 | -0.023256 | -1 | 0.614014 | 0.001834 | 0.004826 | 1 | 5,411 |
-1.34254 | 1.26333 | -0.989013 | -0.251674 | 0.529565 | 0.596955 | -0.134664 | 0 | -0.023256 | -1 | 0.614014 | -0.00088 | 0.005998 | 1 | 5,412 |
0.223839 | 0.46985 | -0.208861 | -0.252644 | 0.395406 | 0.395183 | -0.169718 | -0.003207 | -0.023256 | -1 | 0.614014 | 0.000147 | 0.005414 | 1 | 5,413 |
1.342344 | 2.588905 | -0.208747 | -0.258456 | 0.711946 | 1.033614 | -0.169718 | 0 | -0.023256 | -1 | 0.614014 | 0.00088 | 0.00395 | 1 | 5,414 |
-2.461866 | -0.590844 | -2.290754 | -0.246822 | 0.320865 | 0.489441 | -0.169718 | 0 | -0.023256 | -1 | 0.614014 | -0.001614 | 0.005856 | 1 | 5,415 |
0.22397 | 1.000897 | 0.051265 | 6.368467 | 0.674833 | 0.998402 | -0.169718 | 0 | -0.023256 | -1 | 0.614014 | 0.000147 | 0.004979 | 1 | 5,416 |
0 | 1.000663 | -0.730414 | -0.251674 | 0.360985 | 0.687648 | -0.153579 | 0.001476 | -0.023256 | -1 | 0.614014 | 0 | 0.003371 | 1 | 5,417 |
4.249199 | 4.70874 | 1.613821 | -0.267154 | 0.420712 | 0.573758 | -0.153579 | 0 | -0.023256 | -1 | 0.614014 | 0.002785 | 0.001463 | 1 | 5,418 |
0.223315 | 0.202872 | -1.2467 | 6.325866 | 0.590539 | 0.929021 | -0.152191 | 0.000127 | -0.023256 | -1 | 0.614014 | 0.000146 | 0.000439 | 1 | 5,419 |
-1.563889 | -0.326272 | -1.246434 | -0.261358 | 0.10009 | 0.195744 | -0.152191 | 0 | -0.023256 | -1 | 0.614014 | -0.001025 | 0.001025 | 1 | 5,420 |
-0.670729 | -0.061196 | -0.467805 | 6.345196 | -0.123555 | -0.102739 | -0.151323 | 0.000079 | -0.023256 | -1 | 0.614014 | -0.00044 | 0.001318 | 1 | 5,421 |
-2.013959 | -0.325884 | -2.290754 | -0.248764 | 0.017716 | 0.203258 | -0.151323 | 0 | -0.023256 | -1 | 0.614014 | -0.00132 | 0.00337 | 1 | 5,422 |
-0.223937 | 0.735315 | 0.051418 | -0.248764 | -0.376396 | -0.091851 | -0.101692 | 0.00454 | -0.023256 | -1 | 0.614014 | -0.000147 | 0.003224 | 1 | 5,423 |
0.895552 | 1.000663 | 0.051342 | -0.252644 | 0.139576 | 0.203258 | -0.101692 | 0 | -0.023256 | -1 | 0.614014 | 0.000587 | 0.003661 | 1 | 5,424 |
-0.223839 | 0.204618 | -0.469179 | -0.250704 | -0.095278 | -0.081109 | -0.101692 | 0 | -0.023256 | -1 | 0.614014 | -0.000147 | 0.003077 | 1 | 5,425 |
2.013368 | 2.456974 | 0.572321 | -0.258456 | 0.229458 | 0.424077 | -0.101692 | 0 | -0.023256 | -1 | 0.614014 | 0.00132 | 0.002488 | 1 | 5,426 |
2.233963 | 2.05623 | 0.052258 | 6.322007 | 0.004814 | 0.14107 | -0.121822 | -0.001841 | -0.023256 | -1 | 0.614014 | 0.001464 | 0.000146 | 1 | 5,427 |
-0.669846 | 1.259804 | -1.245901 | 6.331659 | 0.651467 | 0.843025 | -0.121822 | 0 | -0.023256 | -1 | 0.614014 | -0.000439 | 0.001609 | 1 | 5,428 |
-1.117063 | -0.590844 | -1.2467 | 6.335524 | -0.21603 | -0.113778 | -0.133102 | -0.001032 | -0.023256 | -1 | 0.614014 | -0.000732 | 0.001318 | 1 | 5,429 |
0 | 0.203453 | -0.207602 | -0.259423 | -0.024586 | 0.082386 | -0.133102 | 0 | -0.023256 | -1 | 0.614014 | 0 | 0.001464 | 1 | 5,430 |
1.117063 | 1.526505 | 0.312385 | -0.267154 | -0.261781 | -0.18341 | -0.116095 | 0.001556 | -0.023256 | -1 | 0.614014 | 0.000732 | 0.001097 | 1 | 5,431 |
-0.223347 | -0.061662 | -0.72679 | -0.264257 | 0.18597 | 0.327688 | -0.116095 | 0 | -0.023256 | -1 | 0.614014 | -0.000146 | 0.001828 | 1 | 5,432 |
-0.446793 | 0.467521 | -0.467044 | -0.262324 | 0.021741 | 0.064797 | -0.115054 | 0.000095 | -0.023256 | -1 | 0.614014 | -0.000293 | 0.001317 | 1 | 5,433 |
-0.893978 | -0.723222 | -1.2475 | -0.259423 | -0.286361 | 0 | -0.115054 | 0 | -0.023256 | -1 | 0.614014 | -0.000586 | 0.002049 | 1 | 5,434 |
-1.565723 | -0.590844 | -1.248567 | 6.354883 | 0.44002 | 0.334064 | -0.124252 | -0.000841 | -0.023256 | -1 | 0.614014 | -0.001026 | 0.003441 | 1 | 5,435 |
-0.335721 | 0.999496 | 0.051724 | -0.252644 | 0.293374 | 0.462852 | -0.124252 | 0 | -0.023256 | -1 | 0.614014 | -0.00022 | 0.003442 | 1 | 5,436 |
-0.783637 | -0.19304 | -1.64176 | -0.248764 | 0.599328 | 0.739041 | -0.11731 | 0.000635 | -0.023256 | -1 | 0.614014 | -0.000514 | 0.00454 | 1 | 5,437 |
0.895552 | 0.735509 | -0.469791 | -0.252644 | 0.346891 | 0.462852 | -0.11731 | 0 | -0.023256 | -1 | 0.614014 | 0.000587 | 0.004246 | 1 | 5,438 |
-0.671615 | 0.204618 | -0.990158 | -0.247793 | 0.750695 | 0.703816 | -0.11731 | 0 | -0.023256 | -1 | 0.614014 | -0.00044 | 0.004101 | 1 | 5,439 |
0.223905 | 0.204968 | -0.209091 | 6.362642 | 0.109585 | 0.14107 | -0.110716 | 0.000603 | -0.023256 | -1 | 0.614014 | 0.000147 | 0.004977 | 1 | 5,440 |
1.566412 | 2.854642 | 0.572321 | 6.345196 | 0.684685 | 0.776444 | -0.121822 | -0.001016 | -0.023256 | -1 | 0.614014 | 0.001027 | 0.003439 | 1 | 5,441 |
1.117882 | 1.26333 | -0.208174 | -0.262324 | 0.390705 | 0.395183 | -0.121822 | 0 | -0.023256 | -1 | 0.614014 | 0.000733 | 0.00278 | 1 | 5,442 |
0.670336 | 0.203453 | 0.312385 | -0.264257 | 0.01906 | 0.218079 | -0.121822 | 0 | -0.023256 | -1 | 0.614014 | 0.000439 | 0.00234 | 1 | 5,443 |
0.22338 | 0.467676 | 0.312499 | -0.267154 | 0.328217 | 0.515175 | -0.113145 | 0.000794 | -0.023256 | -1 | 0.614014 | 0.000146 | 0.002778 | 1 | 5,444 |
-1.340771 | -0.326195 | -0.986954 | -0.259423 | -0.074226 | 0.099597 | -0.124078 | -0.001 | -0.023256 | -1 | 0.614014 | -0.000879 | 0.003657 | 1 | 5,445 |
3.795794 | 4.699434 | 0.572321 | -0.277755 | 0.308142 | 0.406866 | -0.156356 | -0.002953 | -0.023256 | -1 | 0.614014 | 0.002488 | 0.001169 | 1 | 5,446 |
-0.446074 | -0.590844 | -2.282796 | -0.273904 | 0.867814 | 1.082441 | -0.156356 | 0 | -0.023256 | -1 | 0.614014 | -0.000292 | 0.001461 | 1 | 5,447 |
2.006307 | 1.786475 | 0.312879 | 6.295055 | -0.026017 | 0.377333 | -0.167115 | -0.000984 | -0.023256 | -1 | 0.614014 | 0.001315 | 0.000146 | 1 | 5,448 |
-1.337245 | -0.590844 | -0.982854 | -0.278717 | 0.456306 | 0.662768 | -0.167115 | 0 | -0.023256 | -1 | 0.614014 | -0.000877 | 0.001023 | 1 | 5,449 |
0.222956 | 1.257642 | 0.053626 | -0.278717 | 0.257165 | 0.418381 | -0.169024 | -0.000175 | -0.023256 | -1 | 0.614014 | 0.000146 | 0.000876 | 1 | 5,450 |
-1.338222 | -0.590844 | -1.503065 | -0.27294 | -0.095278 | -0.081109 | -0.169024 | 0 | -0.023256 | -1 | 0.614014 | -0.000877 | 0.001754 | 1 | 5,451 |
1.003777 | 0.994846 | 0.18303 | -0.27583 | 0.076388 | 0.225387 | -0.182386 | -0.001222 | -0.023256 | -1 | 0.614014 | 0.000658 | 0.001096 | 1 | 5,452 |
1.448735 | 1.653664 | 0.183286 | 6.295055 | 0.3213 | 0.468241 | -0.182386 | 0 | -0.023256 | -1 | 0.614014 | 0.00095 | 0.000146 | 1 | 5,453 |
-0.891366 | -0.590844 | -0.464311 | -0.279678 | -0.157347 | 0.07364 | -0.185336 | -0.00027 | -0.023256 | -1 | 0.614014 | -0.000584 | 0.00073 | 1 | 5,454 |
-0.111457 | -0.062667 | -0.20555 | -0.28064 | -0.252784 | -0.049722 | -0.185336 | 0 | -0.023256 | -1 | 0.614014 | -0.000073 | -0.001097 | 0 | 5,455 |
1.893669 | 2.707976 | 0.701943 | -0.286402 | 0.536929 | 0.808674 | -0.193319 | -0.00073 | -0.023256 | -1 | 0.614014 | 0.001241 | -0.00146 | 0 | 5,456 |
-0.668086 | -0.327044 | -0.981946 | -0.284483 | 0.2902 | 0.468241 | -0.193319 | 0 | -0.023256 | -1 | 0.614014 | -0.000438 | -0.003364 | 0 | 5,457 |
0.445423 | 0.200786 | 0.054157 | -0.286402 | 0.27967 | 0.535183 | -0.20616 | -0.001175 | -0.023256 | -1 | 0.614014 | 0.000292 | -0.003583 | 0 | 5,458 |
0.667891 | 0.727962 | 0.313333 | -0.28928 | 0.846937 | 1.044144 | -0.20616 | 0 | -0.023256 | -1 | 0.614014 | 0.000438 | -0.004313 | 0 | 5,459 |
0.222565 | 0.463816 | 0.054535 | -0.28928 | 0.344794 | 0.525242 | -0.243471 | -0.003413 | -0.023256 | -1 | 0.614014 | 0.000146 | -0.003873 | 0 | 5,460 |
-0.222565 | -0.32716 | -0.72224 | 6.283538 | 0.318252 | 0.446463 | -0.243471 | 0 | -0.023256 | -1 | 0.614014 | -0.000146 | -0.004973 | 0 | 5,461 |
0.445098 | 0.200209 | 0.054535 | 6.279704 | 0.047993 | 0.24692 | -0.243818 | -0.000032 | -0.023256 | -1 | 0.614014 | 0.000292 | -0.005118 | 0 | 5,462 |
-0.667696 | -0.590844 | -0.722051 | -0.287362 | 0.12647 | 0.462852 | -0.243818 | 0 | -0.023256 | -1 | 0.614014 | -0.000438 | -0.005267 | 0 | 5,463 |
-0.890716 | -0.327083 | -0.463554 | -0.284483 | 0.283809 | 0.389277 | -0.247983 | -0.000381 | -0.023256 | -1 | 0.614014 | -0.000584 | -0.00527 | 0 | 5,464 |
0.445423 | 0.200786 | 0.313258 | -0.286402 | 0.335492 | 0.31478 | -0.247983 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000292 | -0.006443 | 0 | 5,465 |
-1.113801 | -0.063206 | -0.722996 | -0.281601 | 0.361395 | 0.592369 | -0.255445 | -0.000683 | -0.023256 | -1.164525 | 1.414214 | -0.00073 | -0.00586 | 0 | 5,466 |
-2.453229 | -0.590844 | -2.540303 | -0.270049 | 0.151884 | 0.157076 | -0.255445 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.001608 | -0.004546 | 0 | 5,467 |
1.338614 | 1.259534 | 0.572321 | 6.310443 | 0.420712 | 0.462852 | -0.253883 | 0.000143 | -0.023256 | -1.164525 | 1.414214 | 0.000877 | -0.006305 | 0 | 5,468 |
-1.338614 | -0.590844 | -2.282796 | -0.269084 | 0.395016 | 0.340391 | -0.253883 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000877 | -0.005722 | 0 | 5,469 |
-0.669748 | -0.061971 | -0.726029 | -0.266189 | 0.366706 | 0.601515 | -0.272798 | -0.00173 | -0.023256 | -1.164525 | 1.414214 | -0.000439 | -0.004548 | 0 | 5,470 |
-0.223315 | -0.326272 | 0.052867 | -0.266189 | -0.204816 | 0.082386 | -0.257874 | 0.001365 | -0.023256 | -1.164525 | 1.414214 | -0.000146 | -0.004843 | 0 | 5,471 |
1.116246 | 1.260617 | 0.312575 | -0.271977 | 0.252384 | 0.210703 | -0.257874 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000732 | -0.006016 | 0 | 5,472 |
-0.4464 | -0.062049 | -0.206461 | -0.269084 | -0.19744 | -0.102739 | -0.257874 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000293 | -0.005135 | 0 | 5,473 |
1.56183 | 1.524028 | 0.312689 | -0.27583 | 0.107223 | 0.232629 | -0.259609 | -0.000159 | -0.023256 | -1.164525 | 1.414214 | 0.001024 | -0.004542 | 0 | 5,474 |
-1.11543 | 0.201712 | -0.72489 | 6.31815 | 0.038918 | 0.218079 | -0.259609 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000731 | -0.004913 | 0 | 5,475 |
1.11543 | 1.787518 | 0.572321 | -0.276792 | 0.223481 | 0.334064 | -0.259609 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000731 | -0.004689 | 0 | 5,476 |
-1.338614 | -0.458727 | -1.503672 | 6.320078 | 0.32043 | 0.395183 | -0.259609 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000877 | -0.003664 | 0 | 5,477 |
1.561602 | 1.523719 | 0.831877 | 6.308517 | 0.271316 | 0.371293 | -0.240521 | 0.001746 | -0.023256 | -1.164525 | 1.414214 | 0.001024 | -0.005569 | 0 | 5,478 |
-1.561602 | -0.722951 | -1.763 | -0.270049 | 0.709218 | 0.715731 | -0.249371 | -0.00081 | -0.023256 | -1.164525 | 1.414214 | -0.001024 | -0.004546 | 0 | 5,479 |
0.223184 | 0.466747 | 0.312727 | -0.271013 | 0.200081 | 0.406866 | -0.249371 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000146 | -0.004692 | 0 | 5,480 |
0.557817 | 0.466592 | 0.312765 | -0.273904 | -0.056782 | 0.124738 | -0.237918 | 0.001048 | -0.023256 | -1.164525 | 1.414214 | 0.000366 | -0.004911 | 0 | 5,481 |
0.892083 | 0.86244 | 0.442595 | -0.277755 | 0.133339 | 0.157076 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000585 | -0.004614 | 0 | 5,482 |
-1.226749 | -0.458756 | -0.85435 | -0.27294 | -0.101641 | -0.01952 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000804 | -0.003516 | 0 | 5,483 |
0.223119 | 0.202175 | 0.572321 | -0.273904 | 0.276896 | 0.32126 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000146 | -0.004103 | 0 | 5,484 |
0.557654 | 0.730468 | 0.053323 | -0.27583 | 0.299677 | 0.401046 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000366 | -0.004909 | 0 | 5,485 |
-0.334568 | 0.333838 | 0.183229 | -0.273904 | 0.027071 | 0.07364 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000219 | -0.004103 | 0 | 5,486 |
0.892018 | 0.466128 | 0.053399 | -0.277755 | 0.27967 | 0.440925 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000585 | -0.003953 | 0 | 5,487 |
0.445813 | 0.465511 | 0.572321 | -0.279678 | 0.267571 | 0.499834 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000292 | -0.003366 | 0 | 5,488 |
-0.891757 | -0.326774 | -0.464765 | -0.276792 | -0.004848 | 0.108065 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000585 | -0.003148 | 0 | 5,489 |
1.560233 | 1.521865 | 0.572321 | -0.283522 | 0.652276 | 0.699805 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.001023 | -0.005418 | 0 | 5,490 |
-0.779917 | -0.32689 | -0.464311 | -0.279678 | 0.837292 | 0.86295 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | -0.000511 | -0.004906 | 0 | 5,491 |
0.111441 | -0.194725 | 0.183456 | -0.279678 | 0.227471 | 0.14107 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000073 | -0.005273 | 0 | 5,492 |
0 | -0.062744 | 0.313106 | -0.28064 | 0.481594 | 0.383327 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.004833 | 0 | 5,493 |
0.891236 | 0.992994 | 0.053854 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0.000584 | -0.005123 | 0 | 5,494 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.00527 | 0 | 5,495 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.00549 | 0 | 5,496 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006592 | 0 | 5,497 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.007033 | 0 | 5,498 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006445 | 0 | 5,499 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006739 | 0 | 5,500 |
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