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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 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006886 | 0 | 5,501 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006886 | 0 | 5,502 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006151 | 0 | 5,503 |
0 | -0.063052 | -0.982627 | 6.293135 | 1.239974 | 1.345631 | -0.237918 | 0 | -0.023256 | -1.164525 | 1.414214 | 0 | -0.006739 | 0 | 5,504 |
-2.898423 | -0.326929 | -3.577239 | 6.314295 | 1.369906 | 1.677257 | 0.18846 | 0.039004 | -0.023256 | 0.628626 | 1.414214 | -0.0019 | -0.003811 | 0 | 5,505 |
1.338418 | 2.315618 | 0.312765 | 6.304668 | 0.33336 | 0.232629 | -0.257527 | -0.040797 | -0.023256 | 0.628626 | 1.414214 | 0.000877 | -0.004835 | 0 | 5,506 |
-3.571727 | -0.062512 | -3.581489 | 12.935306 | 0.021072 | 0.108065 | -0.257527 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.002341 | -0.002347 | 0 | 5,507 |
0.111743 | 0.203453 | -0.207602 | 12.938206 | -0.026734 | -0.489906 | -0.257527 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000073 | -0.002714 | 0 | 5,508 |
-0.447022 | 1.129565 | -1.377987 | -0.261358 | 0.351898 | 0.308247 | -0.237744 | 0.00181 | -0.023256 | 0.628626 | 1.414214 | -0.000293 | -0.002861 | 0 | 5,509 |
0.893912 | 0.600732 | 0.182317 | 6.331659 | -0.751127 | -0.928905 | 0.283558 | 0.047687 | -0.023256 | 0.628626 | 1.414214 | 0.000586 | -0.003007 | 0 | 5,510 |
-1.900191 | -0.590844 | -2.157911 | -0.254582 | -0.557013 | -0.344 | 0.283558 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.001246 | -0.001761 | 0 | 5,511 |
0.223675 | -0.325807 | -0.468568 | 6.349069 | -0.778114 | -0.358959 | 0.27974 | -0.000349 | -0.023256 | 0.628626 | 1.414214 | 0.000147 | -0.001467 | 0 | 5,512 |
-0.894896 | 0.204035 | -0.468415 | 6.352944 | -0.362298 | -0.314896 | 0.27974 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000587 | -0.000881 | 0 | 5,513 |
-0.895421 | -0.590844 | -0.729459 | -0.248764 | 0.086819 | -0.081109 | 0.279219 | -0.000048 | -0.023256 | 0.628626 | 1.414214 | -0.000587 | -0.000294 | 0 | 5,514 |
-1.344118 | -0.856192 | -1.772947 | -0.244879 | 0.051206 | 0.164961 | 0.279219 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000881 | 0.000881 | 1 | 5,515 |
-0.224135 | 0.471096 | 0.050959 | -0.242935 | -0.138558 | 0.195744 | 0.279219 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000147 | -0.000294 | 0 | 5,516 |
-0.448368 | -0.325261 | -0.209895 | -0.240989 | 0.00755 | 0.340391 | 0.280781 | 0.000143 | -0.023256 | 0.628626 | 1.414214 | -0.000294 | 0.000294 | 1 | 5,517 |
-1.345896 | 0.20602 | -0.992915 | -0.234172 | 0.357282 | 0.601515 | 0.280781 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000882 | 0.000735 | 1 | 5,518 |
-0.448896 | -0.059093 | -0.733098 | 6.39377 | 0.025077 | 0.26096 | 0.281475 | 0.000063 | -0.023256 | 0.628626 | 1.414214 | -0.000294 | 0.000588 | 1 | 5,519 |
1.121993 | 0.738631 | 0.572321 | 6.387923 | 0.050565 | 0.055855 | 0.281475 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000735 | 0.000294 | 1 | 5,520 |
-0.673097 | -0.325066 | -0.993606 | 6.391821 | -0.417968 | -0.405589 | 0.280781 | -0.000063 | -0.023256 | 0.628626 | 1.414214 | -0.000441 | 0.000294 | 1 | 5,521 |
-0.673394 | -0.059093 | -0.210815 | -0.231246 | -0.306456 | -0.300732 | 0.280781 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000441 | 0.000736 | 1 | 5,522 |
0.897792 | 0.472971 | 0.311199 | -0.236121 | -0.230306 | -0.0097 | 0.281822 | 0.000095 | -0.023256 | 0.628626 | 1.414214 | 0.000588 | 0.000441 | 1 | 5,523 |
2.466208 | 2.331422 | 0.833251 | 6.364583 | -0.184717 | 0.07364 | 0.281822 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001617 | -0.002058 | 0 | 5,524 |
-1.681073 | 0.205319 | -1.382715 | 6.38208 | -0.484015 | -0.545119 | 0.277831 | -0.000365 | -0.023256 | 0.628626 | 1.414214 | -0.001102 | 0.000073 | 1 | 5,525 |
1.457037 | 1.135632 | 0.441909 | -0.243907 | -0.65613 | -0.604425 | 0.277831 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000955 | -0.001176 | 0 | 5,526 |
0.224036 | -0.059952 | -0.730989 | -0.246822 | -0.054539 | -0.358959 | 0.284078 | 0.000571 | -0.023256 | 0.628626 | 1.414214 | 0.000147 | -0.001175 | 0 | 5,527 |
-1.34471 | 0.470628 | -0.991536 | 6.376243 | -0.379965 | -0.358959 | 0.284078 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000881 | -0.000294 | 0 | 5,528 |
0 | 1.002534 | 0.311544 | -0.240989 | -0.975034 | -0.960292 | 0.276616 | -0.000683 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.000294 | 1 | 5,529 |
0 | -0.590844 | -0.210125 | -0.240016 | -0.887968 | -0.788145 | 0.276616 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001176 | 0 | 5,530 |
0.224201 | -0.059562 | -0.210125 | -0.241962 | -1.683738 | -1.317441 | 0.281475 | 0.000444 | -0.023256 | 0.628626 | 1.414214 | 0.000147 | -0.001029 | 0 | 5,531 |
1.344512 | 1.533036 | 0.833021 | -0.248764 | -0.784493 | -0.66848 | 0.281475 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000881 | -0.001763 | 0 | 5,532 |
0.447908 | -0.060108 | -0.20932 | 6.364583 | -0.686993 | -0.438258 | 0.280087 | -0.000127 | -0.023256 | 0.628626 | 1.414214 | 0.000294 | -0.002204 | 0 | 5,533 |
-0.671911 | -0.325534 | -0.209091 | -0.24585 | -0.778114 | -0.928905 | 0.280087 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.00044 | -0.001911 | 0 | 5,534 |
-0.672207 | -0.856309 | -0.991536 | 6.374298 | -0.442332 | -0.147837 | 0.281996 | 0.000175 | -0.023256 | 0.628626 | 1.414214 | -0.000441 | -0.000441 | 0 | 5,535 |
0.89621 | 0.736483 | 0.832945 | -0.246822 | -0.980679 | -0.738112 | 0.281996 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000587 | -0.000587 | 0 | 5,536 |
1.119523 | 0.735704 | 0.311812 | 6.356822 | -0.817301 | -0.604425 | 0.280781 | -0.000111 | -0.023256 | 0.628626 | 1.414214 | 0.000734 | -0.001909 | 0 | 5,537 |
1.342344 | 1.264689 | -1.641598 | -0.259423 | -0.282203 | -0.584164 | 0.280781 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.00088 | -0.002495 | 0 | 5,538 |
-0.559166 | 0.468761 | -0.077972 | -0.255551 | -0.075764 | -0.159519 | 0.281475 | 0.000063 | -0.023256 | 0.628626 | 1.414214 | -0.000367 | -0.001394 | 0 | 5,539 |
-1.9027 | 0.601605 | -1.90097 | 6.364583 | -0.085843 | 0.046813 | 0.281475 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.001247 | -0.000441 | 0 | 5,540 |
0 | 0.205202 | 0.442071 | -0.246822 | -0.377583 | -0.273134 | 0.283905 | 0.000222 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.000294 | 0 | 5,541 |
-0.448039 | -0.060108 | -0.079023 | -0.244879 | 0.028398 | -0.259683 | 0.283905 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000294 | -0.000073 | 0 | 5,542 |
0.672009 | 0.736093 | 0.311736 | -0.248764 | -0.222656 | -0.159519 | 0.283731 | -0.000016 | -0.023256 | 0.628626 | 1.414214 | 0.00044 | 0 | 0 | 5,543 |
0.447842 | -0.060186 | 0.311851 | 6.358761 | -0.910651 | -0.625212 | 0.283731 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000294 | -0.000147 | 0 | 5,544 |
-0.223905 | 0.337433 | 0.311927 | -0.249734 | -0.130183 | 0.116445 | 0.279046 | -0.000429 | -0.023256 | 0.628626 | 1.414214 | -0.000147 | -0.000294 | 0 | 5,545 |
-0.335918 | 0.204968 | 0.181658 | -0.247793 | -0.493785 | -0.455106 | 0.279046 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.00022 | -0.00022 | 0 | 5,546 |
-1.680702 | -0.458155 | -1.382285 | -0.240989 | -0.482631 | -0.526288 | 0.279046 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.001102 | 0.001028 | 1 | 5,547 |
-0.6728 | -0.325183 | -0.471016 | -0.238069 | -0.417968 | -0.273134 | 0.281822 | 0.000254 | -0.023256 | 0.628626 | 1.414214 | -0.000441 | 0.001616 | 1 | 5,548 |
0.897 | 0.604848 | 0.572321 | -0.241962 | -0.366965 | -0.329316 | 0.281822 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000588 | 0.000294 | 1 | 5,549 |
-0.448434 | -0.325222 | -0.21001 | -0.240016 | -0.70581 | -0.564403 | 0.271063 | -0.000984 | -0.023256 | 0.628626 | 1.414214 | -0.000294 | 0.000882 | 1 | 5,550 |
-0.224267 | -0.590844 | -0.47117 | -0.239043 | -0.580497 | -0.374202 | 0.271063 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000147 | 0.000882 | 1 | 5,551 |
0 | -0.590844 | -0.471323 | -0.239043 | -0.611433 | -0.329316 | 0.267245 | -0.000349 | -0.023256 | 0.628626 | 1.414214 | 0 | 0.000735 | 1 | 5,552 |
1.121003 | 0.737459 | 0.833136 | -0.243907 | -0.368137 | -0.344 | 0.267245 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000735 | 0 | 0 | 5,553 |
-0.896737 | 0.736483 | -0.470556 | 6.38208 | -0.13185 | -0.220638 | 0.280607 | 0.001222 | -0.023256 | 0.628626 | 1.414214 | -0.000588 | 0.000588 | 1 | 5,554 |
1.568944 | 1.799047 | -0.47117 | 6.366525 | -0.529841 | -0.195628 | 0.280607 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.001028 | -0.001911 | 0 | 5,555 |
-0.224036 | -0.590844 | -0.339761 | -0.24585 | -0.934101 | -0.455106 | 0.278351 | -0.000206 | -0.023256 | 0.628626 | 1.414214 | -0.000147 | -0.001029 | 0 | 5,556 |
0.224036 | -0.325378 | 0.051112 | 6.368467 | -1.638442 | -1.547663 | 0.278351 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000147 | -0.00147 | 0 | 5,557 |
-0.448105 | -0.06003 | 0.051189 | 6.37041 | -1.830908 | -1.179915 | 0.281822 | 0.000317 | -0.023256 | 0.628626 | 1.414214 | -0.000294 | -0.000294 | 0 | 5,558 |
-0.672404 | -0.325339 | -0.470403 | 6.378188 | -0.903008 | -0.869599 | 0.281822 | 0 | -0.023256 | 0.628626 | 1.414214 | -0.000441 | 0.000147 | 1 | 5,559 |
0.672404 | 0.205903 | -0.21001 | -0.242935 | -0.821795 | -0.788145 | 0.281822 | 0 | -0.023256 | 0.628626 | 1.414214 | 0.000441 | -0.000735 | 0 | 5,560 |
0 | 0.47094 | 0.311697 | -0.244879 | -1.006664 | -1.027019 | 0.277137 | -0.000429 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.000588 | 0 | 5,561 |
0.672108 | 0.47094 | 0.311697 | -0.247793 | -1.015546 | -0.960292 | 0.277831 | 0.000063 | -0.023256 | 0.628626 | 1.414214 | 0.000441 | -0.001028 | 0 | 5,562 |
0 | -0.325456 | 0.051265 | -0.247793 | -0.795258 | -0.788145 | 0.277831 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.000881 | 0 | 5,563 |
0 | -0.325456 | -0.20932 | 6.368467 | -0.778114 | -0.584164 | 0.277831 | 0 | -0.023256 | 0.628626 | 1.414214 | 0 | -0.001322 | 0 | 5,564 |
0.447908 | 0.205202 | 0.051265 | -0.248764 | -0.887968 | -0.421757 | 0.277831 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | -0.001322 | 0 | 5,565 |
-2.016621 | -0.590844 | -1.772947 | 6.378188 | -0.955631 | -0.928905 | 0.277831 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.001322 | 0.001028 | 1 | 5,566 |
0.448368 | -0.059562 | 0.572321 | 6.378188 | -1.723882 | -1.424301 | 0.278698 | 0.000079 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | 0.000881 | 1 | 5,567 |
-0.672602 | -0.458048 | -0.731563 | -0.240016 | -0.376396 | -0.12497 | 0.279219 | 0.000048 | -0.023256 | 0.464102 | 0.614014 | -0.000441 | 0.001322 | 1 | 5,568 |
-0.672899 | -0.856582 | -0.732138 | -0.237095 | -0.633422 | -0.374202 | 0.279219 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000441 | 0.00147 | 1 | 5,569 |
0.672899 | 0.737849 | -0.210585 | -0.240016 | -0.220756 | -0.102739 | 0.279219 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000441 | 0.001469 | 1 | 5,570 |
-0.672899 | -0.059484 | -0.3407 | -0.237095 | 0.08621 | 0.484193 | 0.279219 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000441 | 0.001616 | 1 | 5,571 |
0 | 0.206489 | 0.050422 | -0.237095 | -0.308606 | -0.259683 | 0.279219 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.000882 | 1 | 5,572 |
0.448632 | 0.206489 | 0.833213 | 6.384027 | -0.842385 | -0.814386 | 0.279913 | 0.000063 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | 0.001029 | 1 | 5,573 |
-1.346292 | -0.856621 | -1.646157 | 6.397672 | 0.06202 | 0 | 0.279913 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000882 | 0.001764 | 1 | 5,574 |
1.570559 | 1.535847 | 0.050115 | 6.38208 | -0.281168 | -0.070509 | 0.280434 | 0.000048 | -0.023256 | 0.464102 | 0.614014 | 0.001029 | 0 | 0 | 5,575 |
-0.448566 | -0.590844 | -0.3407 | -0.237095 | -0.219808 | -0.039527 | 0.280434 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000294 | 0.000441 | 1 | 5,576 |
0.2243 | 0.206372 | 0.311429 | -0.239043 | -1.027569 | -0.762738 | 0.280607 | 0.000016 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.000735 | 1 | 5,577 |
0 | -0.059406 | -0.210355 | -0.239043 | -0.631705 | -0.625212 | 0.280607 | 0 | -0.023256 | 0.464102 | 0.614014 | 0 | 0.000294 | 1 | 5,578 |
0.896869 | 0.471876 | 0.572321 | -0.240016 | -1.470482 | -1.223183 | 0.280434 | -0.000016 | -0.023256 | 0.464102 | 0.614014 | 0.000588 | -0.000441 | 0 | 5,579 |
-2.243161 | -1.387825 | -2.558613 | -0.234172 | 0.189656 | 0.281569 | 0.280434 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.00147 | 0.001176 | 1 | 5,580 |
0.448896 | 1.004408 | 0.572321 | 6.391821 | 0.055679 | 0.195744 | 0.302299 | 0.002 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | 0.001323 | 1 | 5,581 |
0.224399 | -0.324949 | 0.311314 | -0.235147 | -1.749132 | -1.547663 | 0.302299 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.001323 | 1 | 5,582 |
-0.224399 | 0.738044 | 0.311352 | -0.235147 | -0.812836 | -0.814386 | 0.27679 | -0.002334 | -0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.001323 | 1 | 5,583 |
-0.224432 | 0.206724 | 0.311314 | -0.233197 | -1.389343 | -0.99296 | 0.27679 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.001323 | 1 | 5,584 |
1.570328 | 1.269873 | -0.210931 | -0.240016 | -0.55241 | -0.489906 | 0.282343 | 0.000508 | -0.023256 | 0.464102 | 0.614014 | 0.001029 | 0.000294 | 1 | 5,585 |
0.672503 | 0.471564 | -0.210125 | -0.243907 | -0.219808 | 0.055855 | 0.282343 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000441 | 0.000294 | 1 | 5,586 |
-0.896737 | -0.590844 | -0.731372 | -0.239043 | -0.534297 | -0.060048 | 0.282343 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000588 | 0.000735 | 1 | 5,587 |
0.448434 | 0.737263 | 0.311506 | 6.376243 | -0.854093 | -0.545119 | 0.251453 | -0.002826 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | 0.000808 | 1 | 5,588 |
1.120509 | 1.533036 | 0.702676 | -0.246822 | -0.134358 | -0.029461 | 0.289631 | 0.003492 | -0.023256 | 0.464102 | 0.614014 | 0.000734 | 0.00044 | 1 | 5,589 |
-0.448105 | -0.325417 | 0.051189 | -0.243907 | -0.61477 | -0.738112 | 0.289631 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000294 | 0.000441 | 1 | 5,590 |
0.224069 | 0.205552 | 0.572321 | -0.24585 | -0.431969 | -0.455106 | 0.292061 | 0.000222 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.000587 | 1 | 5,591 |
-0.11203 | -0.325378 | 0.181429 | 6.368467 | -0.65613 | -0.584164 | 0.292061 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000073 | 0.000441 | 1 | 5,592 |
0.78404 | 1.134111 | 0.702609 | 6.364583 | -0.11373 | 0.019055 | 0.29102 | -0.000095 | -0.023256 | 0.464102 | 0.614014 | 0.000514 | 0.000147 | 1 | 5,593 |
0.223937 | 0.205085 | 0.311851 | -0.248764 | -0.698222 | -0.526288 | 0.29102 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0 | 0 | 5,594 |
-0.447908 | -0.325534 | 0.051418 | -0.246822 | -1.12158 | -1.138866 | 0.291193 | 0.000016 | -0.023256 | 0.464102 | 0.614014 | -0.000294 | 0.00066 | 1 | 5,595 |
-0.224003 | -0.325456 | 0.311812 | -0.246822 | -0.803991 | -0.738112 | 0.291193 | 0 | -0.023256 | 0.464102 | 0.614014 | -0.000147 | 0.000881 | 1 | 5,596 |
0.224003 | 0.470628 | 0.311774 | 6.362642 | -0.540282 | -0.625212 | 0.291714 | 0.000048 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.000734 | 1 | 5,597 |
0.22397 | 0.735704 | 0.832792 | -0.248764 | 0.051847 | 0.091037 | 0.291714 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000147 | 0.000587 | 1 | 5,598 |
-1.12018 | -0.325495 | -0.991076 | -0.241962 | -1.000804 | -0.738112 | 0.293449 | 0.000159 | -0.023256 | 0.464102 | 0.614014 | -0.000734 | 0.001028 | 1 | 5,599 |
0.448171 | 0.471096 | 0.050959 | -0.244879 | -0.642068 | -0.389742 | 0.293449 | 0 | -0.023256 | 0.464102 | 0.614014 | 0.000294 | 0.001907 | 1 | 5,600 |
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