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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.78943 | 1.546533 | 0.309924 | -0.202827 | -0.031051 | -0.246456 | 0.321562 | 0 | -0.023256 | -0.267949 | -0.517638 | 0.000517 | -0.003925 | 0 | 5,801 |
0.112742 | 7.407193 | -0.345762 | -0.203811 | -0.338295 | -0.344 | 0.31757 | -0.000365 | -0.023256 | -0.267949 | -0.517638 | 0.000074 | -0.00385 | 0 | 5,802 |
-0.676579 | 1.278394 | -0.21452 | 6.458438 | -0.217916 | -0.102739 | 0.31757 | 0 | -0.023256 | -0.267949 | -0.517638 | -0.000443 | -0.002813 | 0 | 5,803 |
1.803545 | 1.813173 | 1.096921 | -0.203811 | -0.184717 | 0.009584 | 0.32243 | 0.000444 | -0.023256 | -0.267949 | -0.517638 | 0.001182 | -0.004292 | 0 | 5,804 |
-0.676079 | -1.391946 | -1.525147 | -0.204795 | -1.107831 | -0.898703 | 0.32243 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000443 | -0.004146 | 0 | 5,805 |
-1.127465 | -1.125109 | -1.001245 | -0.199873 | -0.68329 | -0.646554 | 0.322082 | -0.000032 | -0.023256 | -0.535898 | -0.385986 | -0.000739 | -0.003258 | 0 | 5,806 |
1.127465 | 0.745116 | 0.572321 | 6.450566 | -0.471654 | -0.455106 | 0.322082 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000739 | -0.004146 | 0 | 5,807 |
-0.676379 | -0.590844 | -0.738887 | -0.203811 | -0.003459 | -0.208035 | 0.323644 | 0.000143 | -0.023256 | -0.535898 | -0.385986 | -0.000443 | -0.003851 | 0 | 5,808 |
1.352459 | 1.27867 | 1.096765 | -0.208727 | -0.735027 | -1.027019 | 0.323644 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000887 | -0.004886 | 0 | 5,809 |
0 | -0.590844 | -1.000547 | -0.203811 | -0.160819 | -0.081109 | 0.324512 | 0.000079 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.005183 | 0 | 5,810 |
-1.803545 | -1.659059 | -1.525147 | -0.199873 | -1.226295 | -1.027019 | 0.324512 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001182 | -0.003703 | 0 | 5,811 |
0.451086 | -0.056342 | 0.309963 | 6.456469 | -0.628285 | -0.625212 | 0.324686 | 0.000016 | -0.023256 | -0.535898 | -0.385986 | 0.000296 | -0.003702 | 0 | 5,812 |
-0.676679 | -0.323652 | -0.214636 | -0.198888 | -0.692585 | -0.66848 | 0.324686 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000444 | -0.003259 | 0 | 5,813 |
0.225593 | -0.323533 | 0.309924 | -0.200858 | -1.487913 | -1.317441 | 0.324686 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.004 | 0 | 5,814 |
-0.676879 | -0.590844 | -0.739857 | 6.464348 | -0.294751 | -0.171376 | 0.32538 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | -0.000444 | -0.003408 | 0 | 5,815 |
-0.902973 | -0.056104 | -0.477809 | -0.192971 | -0.295807 | -0.102739 | 0.327115 | 0.000159 | -0.023256 | -0.535898 | -0.385986 | -0.000592 | -0.002371 | 0 | 5,816 |
0.67728 | 0.880179 | 0.572321 | 6.468291 | -1.114671 | -0.814386 | 0.327115 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000444 | -0.00326 | 0 | 5,817 |
-0.225727 | -0.323415 | -0.477965 | 6.468291 | 0.011635 | -0.070509 | 0.326247 | -0.000079 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.002964 | 0 | 5,818 |
-0.451553 | -0.323375 | -0.215452 | 6.47421 | -0.382355 | -0.455106 | 0.326247 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000296 | -0.002074 | 0 | 5,819 |
-0.451687 | -0.590844 | -0.347053 | -0.191984 | -0.088974 | -0.171376 | 0.332668 | 0.000587 | -0.023256 | -0.535898 | -0.385986 | -0.000296 | -0.002372 | 0 | 5,820 |
0.22586 | -0.055629 | 0.572321 | -0.191984 | -0.571008 | -0.625212 | 0.332668 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.00252 | 0 | 5,821 |
0.225827 | -0.323256 | 0.046945 | 6.47421 | -0.819544 | -0.625212 | 0.332321 | -0.000032 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.003262 | 0 | 5,822 |
0.451553 | -0.055788 | 0.047023 | 6.472237 | -0.566312 | -0.455106 | 0.332321 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000296 | -0.003558 | 0 | 5,823 |
0.45142 | -0.055946 | 0.309769 | -0.196917 | -0.844711 | -0.928905 | 0.33128 | -0.000095 | -0.023256 | -0.535898 | -0.385986 | 0.000296 | -0.003854 | 0 | 5,824 |
-0.225693 | -0.590844 | -0.477809 | 6.47421 | -0.219808 | -0.171376 | 0.33128 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.004003 | 0 | 5,825 |
-1.580788 | -1.125821 | -1.266087 | 6.480134 | -0.434545 | -0.273134 | 0.332495 | 0.000111 | -0.023256 | -0.535898 | -0.385986 | -0.001036 | -0.002966 | 0 | 5,826 |
0.225927 | -0.323138 | 0.572321 | -0.190009 | -1.28086 | -1.483608 | 0.332495 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.002966 | 0 | 5,827 |
0.677581 | 0.212037 | 0.046789 | -0.192971 | -0.65613 | -0.389742 | 0.332495 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000444 | -0.003856 | 0 | 5,828 |
0.225793 | -0.055788 | 0.572321 | 6.472237 | -0.786633 | -0.691024 | 0.332495 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.004078 | 0 | 5,829 |
-0.677481 | -0.858392 | -0.215568 | -0.191984 | -1.364276 | -1.138866 | 0.332495 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000444 | -0.004154 | 0 | 5,830 |
0.22586 | -0.055629 | 0.83499 | -0.192971 | -1.021531 | -1.317441 | 0.333362 | 0.000079 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.005046 | 0 | 5,831 |
-0.22586 | -0.323256 | -0.215802 | 6.478159 | -0.036849 | 0.225387 | 0.333362 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.004749 | 0 | 5,832 |
0 | -0.055629 | 0.309614 | -0.191984 | -0.567874 | -0.489906 | 0.333709 | 0.000032 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.004303 | 0 | 5,833 |
0.22586 | -0.055629 | 0.572321 | 6.478159 | -0.324943 | -0.358959 | 0.333709 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.004302 | 0 | 5,834 |
0 | -0.590844 | 0.046945 | 6.476184 | -0.801798 | -0.646554 | 0.334056 | 0.000032 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.004302 | 0 | 5,835 |
-1.807819 | -0.323256 | -1.793098 | -0.185065 | 0.247569 | 0.554703 | 0.334056 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.001185 | -0.002969 | 0 | 5,836 |
1.130138 | 0.748283 | 0.309341 | 6.48211 | -0.382355 | -0.300732 | 0.334751 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | 0.000741 | -0.005048 | 0 | 5,837 |
-0.677982 | -0.323138 | -0.741995 | -0.186054 | -0.156482 | -0.159519 | 0.334751 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000444 | -0.004604 | 0 | 5,838 |
-0.678284 | -0.858709 | -0.74258 | -0.184076 | 0.458092 | 0.520224 | 0.33961 | 0.000444 | -0.023256 | -0.535898 | -0.385986 | -0.000445 | -0.004159 | 0 | 5,839 |
-0.226162 | 1.016227 | 0.046244 | 6.495958 | -0.363462 | -0.314896 | 0.33961 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.003565 | 0 | 5,840 |
-0.904982 | -0.32286 | -0.480145 | -0.179123 | -0.702005 | -0.545119 | 0.338742 | -0.000079 | -0.023256 | -0.535898 | -0.385986 | -0.000593 | -0.003269 | 0 | 5,841 |
0.904982 | 0.615487 | 0.835496 | -0.182096 | -0.331587 | -0.246456 | 0.338742 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000593 | -0.003267 | 0 | 5,842 |
0 | -0.590844 | -0.480145 | 6.495958 | -1.064939 | -0.869599 | 0.339436 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.002524 | 0 | 5,843 |
-1.357674 | -0.32286 | -1.006613 | -0.176149 | -0.429402 | -0.344 | 0.339436 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.00089 | -0.001485 | 0 | 5,844 |
0.452692 | 0.213705 | 0.309029 | -0.179123 | -0.900478 | -0.788145 | 0.339436 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000297 | -0.002971 | 0 | 5,845 |
1.583366 | 1.285323 | 0.703914 | -0.186054 | -0.473016 | -0.50789 | 0.344642 | 0.000476 | -0.023256 | -0.535898 | -0.385986 | 0.001038 | -0.004902 | 0 | 5,846 |
-0.226095 | -0.322979 | 0.30938 | -0.184076 | -0.555475 | -0.300732 | 0.344121 | -0.000048 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.005648 | 0 | 5,847 |
-0.45229 | -0.858788 | -0.216736 | 6.495958 | -0.931456 | -0.604425 | 0.344121 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000296 | -0.005352 | 0 | 5,848 |
0 | 0.212989 | 0.309263 | 6.495958 | -1.31212 | -0.99296 | 0.344989 | 0.000079 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.005799 | 0 | 5,849 |
-1.357674 | -0.32286 | -1.269905 | -0.17714 | -0.897958 | -0.564403 | 0.344989 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.00089 | -0.004313 | 0 | 5,850 |
0 | -0.054438 | 0.309029 | -0.17714 | -1.303044 | -1.062593 | 0.345163 | 0.000016 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.004611 | 0 | 5,851 |
0.226363 | 0.213705 | 0.309029 | -0.178132 | -0.382355 | -0.438258 | 0.345163 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.00461 | 0 | 5,852 |
0.905116 | 0.481649 | 0.572321 | -0.181105 | -1.052257 | -0.814386 | 0.345163 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000593 | -0.004905 | 0 | 5,853 |
-0.452491 | -0.590844 | 0.046088 | 6.49992 | -1.29855 | -1.027019 | 0.345163 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000297 | -0.003417 | 0 | 5,854 |
-0.452625 | -0.054677 | 0.045932 | -0.178132 | -1.202489 | -0.960292 | 0.345857 | 0.000063 | -0.023256 | -0.535898 | -0.385986 | -0.000297 | -0.003269 | 0 | 5,855 |
0.226329 | -0.054518 | 0.835535 | -0.178132 | -1.912684 | -1.424301 | 0.345857 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000148 | -0.003418 | 0 | 5,856 |
-0.226329 | -0.590844 | -0.217439 | -0.17714 | -0.815065 | -0.646554 | 0.34551 | -0.000032 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.004014 | 0 | 5,857 |
-0.226363 | -0.456747 | -0.480926 | -0.175156 | -0.339419 | -0.286814 | 0.34551 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.005058 | 0 | 5,858 |
-0.226397 | -0.322621 | 0.045697 | -0.175156 | -0.608111 | -0.389742 | 0.34603 | 0.000048 | -0.023256 | -0.535898 | -0.385986 | -0.000148 | -0.004164 | 0 | 5,859 |
-0.452894 | 0.213824 | 0.045619 | -0.173171 | -0.272939 | -0.060048 | 0.34603 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000297 | -0.005657 | 0 | 5,860 |
0.452894 | 10.912047 | 0.308911 | -0.175156 | -0.613099 | -0.526288 | 0.34603 | 0 | -0.023256 | -0.535898 | -0.385986 | 0.000297 | -0.006701 | 0 | 5,861 |
0.45276 | 0.213824 | 0.572321 | -0.178132 | -0.690716 | -0.928905 | 0.346898 | 0.000079 | -0.023256 | -0.535898 | -0.385986 | 0.000297 | -0.007297 | 0 | 5,862 |
0 | -0.054518 | 0.309068 | 6.505867 | 0.075769 | 0.009584 | 0.346898 | 0 | -0.023256 | -0.535898 | -0.385986 | 0 | -0.005505 | 0 | 5,863 |
-0.905654 | -0.322661 | -0.480926 | 6.513805 | -0.078849 | 0.055855 | 0.346898 | 0 | -0.023256 | -0.535898 | -0.385986 | -0.000594 | -0.005657 | 0 | 5,864 |
0.226464 | 0.214063 | 0.045463 | 6.511819 | -0.700111 | -0.526288 | 0.346898 | 0 | -0.023256 | -0.785587 | -0 | 0.000148 | -0.00491 | 0 | 5,865 |
0.67919 | 0.213944 | 0.308951 | -0.17714 | -0.467582 | -0.286814 | 0.347592 | 0.000063 | -0.023256 | -0.785587 | -0 | 0.000445 | -0.004759 | 0 | 5,866 |
-0.67919 | -0.322661 | -0.480926 | -0.174164 | -0.535788 | -0.738112 | 0.347592 | 0 | -0.023256 | -0.785587 | -0 | -0.000445 | -0.00491 | 0 | 5,867 |
0.22643 | -0.322542 | 0.440641 | 6.509835 | -1.234416 | -0.869599 | 0.348286 | 0.000063 | -0.046512 | -0.785587 | -0 | 0.000148 | -0.005656 | 0 | 5,868 |
0.905385 | 0.481967 | 0.835613 | 6.501902 | -0.515193 | -0.358959 | 0.348286 | 0 | -0.046512 | -0.785587 | -0 | 0.000593 | -0.005354 | 0 | 5,869 |
-0.905385 | -0.590844 | -0.480614 | 6.509835 | -0.266831 | -0.136322 | 0.347072 | -0.000111 | -0.046512 | -0.785587 | -0 | -0.000593 | -0.003122 | 0 | 5,870 |
0 | -0.054359 | 0.30899 | -0.175156 | -0.194694 | -0.358959 | 0.347072 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.004313 | 0 | 5,871 |
-0.905922 | -0.054359 | -1.008254 | 6.519764 | 0.086819 | 0.046813 | 0.349328 | 0.000206 | -0.046512 | -0.785587 | -0 | -0.000594 | -0.004913 | 0 | 5,872 |
0 | -0.05404 | 0.045306 | -0.171185 | -0.404244 | -0.389742 | 0.349328 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.005062 | 0 | 5,873 |
0 | -0.590844 | -0.21826 | 6.517777 | -0.384753 | -0.374202 | 0.349848 | 0.000048 | -0.046512 | -0.785587 | -0 | 0 | -0.005211 | 0 | 5,874 |
-0.453163 | -0.05404 | 0.045306 | 6.521752 | -0.842385 | -0.545119 | 0.349848 | 0 | -0.046512 | -0.785587 | -0 | -0.000297 | -0.006258 | 0 | 5,875 |
0 | -0.053881 | 0.308755 | -0.169197 | -0.423027 | -0.564403 | 0.349848 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.005213 | 0 | 5,876 |
0.226598 | -0.322342 | 0.308755 | 6.52374 | 0.071424 | -0.039527 | 0.349848 | 0 | -0.046512 | -0.785587 | -0 | 0.000149 | -0.005959 | 0 | 5,877 |
-0.679896 | -0.859345 | -0.482022 | 6.525729 | -0.326046 | -0.171376 | 0.349675 | -0.000016 | -0.046512 | -0.785587 | -0 | -0.000446 | -0.005364 | 0 | 5,878 |
-0.113345 | 0.21478 | 0.308677 | -0.167208 | -0.725151 | -0.374202 | 0.349675 | 0 | -0.046512 | -0.785587 | -0 | -0.000074 | -0.004095 | 0 | 5,879 |
-0.793654 | -0.456538 | -0.614476 | 6.53369 | 0.133908 | -0.029461 | 0.350369 | 0.000063 | -0.046512 | -0.785587 | -0 | -0.00052 | -0.003724 | 0 | 5,880 |
-1.134508 | -0.322103 | -0.747078 | 6.543655 | 0.067678 | -0.147837 | 0.350369 | 0 | -0.046512 | -0.785587 | -0 | -0.000744 | -0.003129 | 0 | 5,881 |
0.226969 | -0.321903 | 0.044287 | 6.543655 | -0.288449 | -0.159519 | 0.351063 | 0.000063 | -0.046512 | -0.785587 | -0 | 0.000149 | -0.003129 | 0 | 5,882 |
0.680705 | 0.215739 | 0.308363 | -0.162231 | -0.268861 | -0.300732 | 0.351063 | 0 | -0.046512 | -0.785587 | -0 | 0.000446 | -0.00477 | 0 | 5,883 |
0.226834 | -0.053322 | 0.308481 | 6.53369 | -0.028889 | -0.18341 | 0.349328 | -0.000159 | -0.046512 | -0.785587 | -0 | 0.000149 | -0.00447 | 0 | 5,884 |
0 | -0.053402 | 0.440425 | -0.163227 | -0.393213 | -0.438258 | 0.349328 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.004172 | 0 | 5,885 |
0.2268 | -0.322103 | 0.572321 | 6.531699 | -0.688852 | -0.738112 | 0.349328 | 0 | -0.046512 | -0.785587 | -0 | 0.000149 | -0.003425 | 0 | 5,886 |
-2.042419 | -0.590844 | -2.33122 | -0.156248 | 0.206775 | 0.288322 | 0.350369 | 0.000095 | -0.046512 | -0.785587 | -0 | -0.001339 | -0.001937 | 0 | 5,887 |
0 | 0.216219 | 0.308206 | -0.156248 | -0.362298 | -0.455106 | 0.350369 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.001937 | 0 | 5,888 |
0 | -0.590844 | 0.044051 | 6.549641 | -0.473016 | -0.50789 | 0.352104 | 0.000159 | -0.046512 | -0.785587 | -0 | 0 | -0.001043 | 0 | 5,889 |
0.68111 | 2.366627 | 0.836397 | 6.543655 | 1.171448 | 1.169744 | 0.352104 | 0 | -0.046512 | -0.785587 | -0 | 0.000446 | -0.001489 | 0 | 5,890 |
-0.45404 | -0.321903 | 0.044287 | -0.157246 | -0.311842 | -0.195628 | 0.352104 | 0 | -0.046512 | -0.785587 | -0 | -0.000298 | -0.001937 | 0 | 5,891 |
0.907944 | 2.097566 | 0.836358 | 6.539667 | 0.797753 | 0.907598 | 0.352104 | 0 | -0.046512 | -0.785587 | -0 | 0.000595 | -0.004174 | 0 | 5,892 |
1.134171 | 1.290344 | 0.572321 | -0.166213 | 0.326494 | 0.218079 | -0.507072 | -0.078595 | -0.046512 | -0.785587 | -0 | 0.000743 | -0.003723 | 0 | 5,893 |
0.226733 | -0.053561 | 0.044836 | -0.166213 | 0.398912 | 0.371293 | -0.507072 | 0 | -0.046512 | -0.785587 | -0 | 0.000149 | -0.004244 | 0 | 5,894 |
-1.814809 | 2.093574 | -2.330357 | 6.543655 | 1.802626 | 1.96742 | -0.507072 | 0 | -0.046512 | -0.785587 | -0 | -0.00119 | -0.002533 | 0 | 5,895 |
-1.362525 | -0.590844 | -3.391772 | 6.55963 | 0.832523 | 1.147072 | 0.370325 | 0.080262 | -0.046512 | -0.785587 | -0 | -0.000893 | -0.000894 | 0 | 5,896 |
-1.363743 | -0.321663 | -2.60108 | -0.147255 | 0.322168 | 0.822592 | 0.35731 | -0.001191 | -0.046512 | -0.785587 | -0 | -0.000894 | 0.000298 | 1 | 5,897 |
0 | 0.755865 | -0.750422 | -0.147255 | 0.49424 | 0.910694 | 0.35731 | 0 | -0.046512 | -0.785587 | -0 | 0 | -0.002089 | 0 | 5,898 |
-0.682329 | 2.10157 | -0.221206 | 6.573639 | 0.283809 | 0.569036 | 0.351584 | -0.000524 | -0.046512 | -0.785587 | -0 | -0.000447 | -0.002538 | 0 | 5,899 |
0.909704 | 7.209616 | -2.34032 | 6.567631 | 0.76115 | 1.196129 | 0.351584 | 0 | -0.046512 | -0.785587 | -0 | 0.000596 | -0.001865 | 0 | 5,900 |
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