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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.448698 | 0.472345 | 0.572321 | -0.238069 | -0.8084 | -0.738112 | 0.778482 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000294 | 0.003669 | 1 | 6,401 |
1.345303 | 1.003236 | 0.833175 | 6.376243 | -0.185618 | 0 | 0.769111 | -0.000857 | -0.046512 | 0.464102 | 0.614014 | 0.000882 | 0.002934 | 1 | 6,402 |
-1.121003 | -0.856426 | -0.992225 | 6.385975 | -0.419229 | -0.584164 | 0.769111 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000735 | 0.002936 | 1 | 6,403 |
0.672701 | 0.471876 | -0.210355 | -0.240989 | -0.190141 | -0.081109 | 0.77154 | 0.000222 | -0.046512 | 0.464102 | 0.614014 | 0.000441 | 0.002055 | 1 | 6,404 |
-0.448434 | -0.325222 | -0.731755 | 6.380134 | -0.75932 | -0.374202 | 0.778655 | 0.000651 | -0.046512 | 0.464102 | 0.614014 | -0.000294 | 0.001542 | 1 | 6,405 |
0.224234 | 0.737263 | -1.776397 | 6.380134 | -0.234164 | -0.159519 | 0.778655 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000147 | 0.001175 | 1 | 6,406 |
0.224201 | -0.059562 | 0.572321 | -0.240016 | -1.555854 | -1.179915 | 0.778655 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000147 | 0.001468 | 1 | 6,407 |
0.448302 | 0.471408 | 0.572321 | 6.374298 | -0.550882 | -0.489906 | 0.776226 | -0.000222 | -0.046512 | 0.464102 | 0.614014 | 0.000294 | 0.001835 | 1 | 6,408 |
0.224102 | 0.471096 | 0.572321 | -0.243907 | -0.966652 | -0.714222 | 0.776226 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000147 | 0.002054 | 1 | 6,409 |
0.448105 | 0.205552 | 0.572321 | -0.24585 | -0.61477 | -0.50789 | 0.783514 | 0.000667 | -0.046512 | 0.464102 | 0.614014 | 0.000294 | 0.001027 | 1 | 6,410 |
-1.79321 | -0.06003 | -2.034873 | -0.238069 | -0.242922 | -0.159519 | 0.783514 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001175 | 0.002496 | 1 | 6,411 |
0.672701 | 0.737459 | 0.833136 | 6.378188 | -0.238042 | -0.374202 | 0.803991 | 0.001873 | -0.046512 | 0.464102 | 0.614014 | 0.000441 | 0.001762 | 1 | 6,412 |
0.448302 | 0.205903 | 0.572321 | -0.243907 | -0.176659 | -0.01952 | 0.803991 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000294 | 0.001175 | 1 | 6,413 |
0.672207 | 0.471096 | 0.832945 | -0.246822 | -0.773893 | -0.646554 | 0.798091 | -0.00054 | -0.046512 | 0.464102 | 0.614014 | 0.000441 | 0.001321 | 1 | 6,414 |
-0.448105 | 0.205319 | -0.991536 | -0.243907 | 0.002755 | 0.028415 | 0.798091 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000294 | 0.002347 | 1 | 6,415 |
0 | 0.205552 | 0.311697 | -0.243907 | -0.381159 | -0.300732 | 0.788894 | -0.000841 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.001908 | 1 | 6,416 |
-1.120839 | -0.723611 | -1.252849 | 6.384027 | -0.396871 | -0.314896 | 0.788894 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000735 | 0.003375 | 1 | 6,417 |
0.896737 | 1.002768 | 0.441918 | -0.242935 | -0.470294 | -0.18341 | 0.788894 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000588 | 0.003373 | 1 | 6,418 |
0.89621 | 0.471096 | 0.311659 | -0.244879 | -0.71735 | -0.738112 | 0.79705 | 0.000746 | -0.046512 | 0.464102 | 0.614014 | 0.000587 | 0.002639 | 1 | 6,419 |
-0.448039 | -0.590844 | -0.20932 | 6.372354 | -1.369218 | -1.777885 | 0.79705 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000294 | 0.002347 | 1 | 6,420 |
-0.896473 | -0.590844 | -0.730989 | 6.380134 | -0.892945 | -0.738112 | 0.79705 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000588 | 0.002202 | 1 | 6,421 |
0.448302 | 0.736873 | 0.572321 | 6.376243 | -0.992108 | -0.814386 | 0.788373 | -0.000794 | -0.046512 | 0.464102 | 0.614014 | 0.000294 | 0.002787 | 1 | 6,422 |
-0.448302 | -0.3253 | -0.470556 | -0.240989 | -1.087705 | -0.928905 | 0.788373 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000294 | 0.002202 | 1 | 6,423 |
0.448302 | -0.05964 | 0.311583 | -0.242935 | -0.471654 | -0.233443 | 0.791497 | 0.000286 | -0.046512 | 0.464102 | 0.614014 | 0.000294 | 0.001761 | 1 | 6,424 |
0.224102 | 1.267141 | 0.311659 | -0.242935 | 0.441118 | 0.267889 | 0.791497 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000147 | 0.001468 | 1 | 6,425 |
-0.448237 | -0.325339 | -1.774671 | 6.376243 | 0.178539 | 0.389277 | 0.808503 | 0.001556 | -0.046512 | 0.464102 | 0.614014 | -0.000294 | 0.002641 | 1 | 6,426 |
-1.345501 | -0.325261 | -1.253385 | 6.384027 | -0.306456 | -0.12497 | 0.808503 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000882 | 0.003523 | 1 | 6,427 |
-1.346688 | 0.737849 | -1.254997 | -0.229294 | -0.404244 | -0.208035 | 0.827072 | 0.001699 | -0.046512 | 0.464102 | 0.614014 | -0.000883 | 0.004552 | 1 | 6,428 |
0.561265 | 0.473127 | 0.31116 | -0.233197 | -0.192869 | -0.049722 | 0.827072 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000368 | 0.003745 | 1 | 6,429 |
0.112228 | -0.457862 | -0.080413 | -0.233197 | -0.821795 | -0.691024 | 0.827072 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000074 | 0.003378 | 1 | 6,430 |
-0.224465 | -0.32491 | -0.210931 | 6.397672 | -0.444947 | -0.646554 | 0.827072 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000147 | 0.003672 | 1 | 6,431 |
1.234147 | 1.535847 | 0.311237 | -0.238069 | -0.224561 | -0.039527 | 0.814056 | -0.001191 | -0.046512 | 0.464102 | 0.614014 | 0.000809 | 0.003449 | 1 | 6,432 |
1.009014 | 0.60476 | 0.44189 | -0.241962 | -1.316703 | -1.027019 | 0.814056 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000661 | 0.002348 | 1 | 6,433 |
0.672306 | 0.205786 | 0.311621 | 6.372354 | -1.183255 | -1.099821 | 0.814056 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000441 | 0.002347 | 1 | 6,434 |
-0.448171 | -0.856348 | -0.47025 | 6.374298 | -0.260776 | -0.233443 | 0.80295 | -0.001016 | -0.046512 | 0.464102 | 0.614014 | -0.000294 | 0.002641 | 1 | 6,435 |
0 | -0.059796 | 0.311659 | -0.243907 | -0.368137 | -0.344 | 0.80295 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.003154 | 1 | 6,436 |
1.791894 | 1.532412 | 0.050959 | 6.360701 | 0.051206 | -0.01952 | 0.360781 | -0.040448 | -0.046512 | 0.464102 | 0.614014 | 0.001175 | 0.002052 | 1 | 6,437 |
0 | -0.325612 | 0.311965 | -0.252644 | -0.826318 | -0.762738 | 0.360781 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.002199 | 1 | 6,438 |
1.566182 | 1.264961 | 0.572321 | -0.258456 | -0.108869 | -0.0097 | 0.779523 | 0.038305 | -0.046512 | 0.464102 | 0.614014 | 0.001027 | 0.001172 | 1 | 6,439 |
0 | -0.193419 | 0.052105 | -0.257488 | -1.234416 | -1.027019 | 0.768069 | -0.001048 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000733 | 1 | 6,440 |
0.223609 | -0.060964 | -0.338156 | -0.259423 | -0.301111 | -0.220638 | 0.768069 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000147 | 0.000733 | 1 | 6,441 |
0.670631 | 0.733372 | 0.572321 | -0.262324 | -0.123555 | 0.019055 | 0.768069 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.00044 | 0.000586 | 1 | 6,442 |
-1.341557 | 0.203453 | -1.248033 | -0.255551 | -0.709635 | -0.344 | 0.780737 | 0.001159 | -0.046512 | 0.464102 | 0.614014 | -0.000879 | 0.000879 | 1 | 6,443 |
-0.223708 | -0.85592 | -0.728886 | 6.354883 | -0.817301 | -0.691024 | 0.780737 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000147 | 0.000293 | 1 | 6,444 |
-0.22374 | -0.325768 | -0.598894 | -0.255551 | -0.972229 | -0.66848 | 0.780391 | -0.000032 | -0.046512 | 0.464102 | 0.614014 | -0.000147 | 0.000806 | 1 | 6,445 |
0.447448 | -0.060653 | 0.31208 | -0.257488 | -1.132073 | -0.841516 | 0.780391 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000293 | 0.00044 | 1 | 6,446 |
0.223675 | 0.733954 | -0.208288 | -0.258456 | -0.23999 | 0.019055 | 0.774837 | -0.000508 | -0.046512 | 0.464102 | 0.614014 | 0.000147 | 0 | 0 | 6,447 |
0 | -0.060886 | -0.208174 | -0.258456 | -0.771793 | -0.584164 | 0.774837 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.000806 | 1 | 6,448 |
1.229625 | 0.998564 | 0.83241 | -0.262324 | -0.582092 | -0.329316 | 0.799479 | 0.002254 | -0.046512 | 0.464102 | 0.614014 | 0.000806 | -0.00022 | 0 | 6,449 |
-0.111743 | -0.193681 | 0.182431 | -0.263291 | -0.915794 | -0.66848 | 0.799479 | 0 | -0.046512 | 0.249689 | 0 | -0.000073 | -0.00176 | 0 | 6,450 |
0 | -0.326039 | -0.727742 | -0.261358 | -0.492381 | -0.273134 | 0.763037 | -0.003334 | -0.046512 | 0.249689 | 0 | 0 | -0.00176 | 0 | 6,451 |
0.223478 | 0.468141 | 0.05241 | 6.341326 | -0.87812 | -0.584164 | 0.763037 | 0 | -0.046512 | 0.249689 | 0 | 0.000146 | -0.002787 | 0 | 6,452 |
-1.117718 | -0.855648 | -0.857591 | -0.258456 | -1.505793 | -0.928905 | 0.773623 | 0.000968 | -0.046512 | 0.249689 | 0 | -0.000733 | -0.00132 | 0 | 6,453 |
-0.671024 | 0.468761 | -0.468263 | -0.255551 | -0.638597 | -0.472317 | 0.773623 | 0 | -0.046512 | 0.249689 | 0 | -0.00044 | -0.001321 | 0 | 6,454 |
-1.230978 | -0.325768 | -0.859269 | -0.249734 | -0.311842 | 0.055855 | 0.781779 | 0.000746 | -0.046512 | 0.249689 | 0 | -0.000807 | -0.000661 | 0 | 6,455 |
-0.335894 | -0.458194 | -0.59984 | -0.248764 | -0.134358 | -0.0097 | 0.781779 | 0 | -0.046512 | 0.249689 | 0 | -0.00022 | -0.000587 | 0 | 6,456 |
0.671714 | 0.470317 | 0.311851 | -0.251674 | -0.151314 | 0.037667 | 0.781779 | 0 | -0.046512 | 0.249689 | 0 | 0.00044 | -0.001028 | 0 | 6,457 |
1.007016 | 0.734926 | 0.051571 | -0.255551 | -0.023871 | 0.082386 | 0.8 | 0.001667 | -0.046512 | 0.249689 | 0 | 0.00066 | -0.001541 | 0 | 6,458 |
0.559166 | 0.601605 | 0.442234 | -0.258456 | -0.355355 | -0.113778 | 0.8 | 0 | -0.046512 | 0.249689 | 0 | 0.000367 | -0.001761 | 0 | 6,459 |
-1.118538 | -0.590844 | -1.509457 | -0.252644 | -0.01043 | 0.274758 | 0.78872 | -0.001032 | -0.046512 | 0.249689 | 0 | -0.000733 | -0.001615 | 0 | 6,460 |
0.447513 | 0.204501 | 0.051724 | 6.352944 | -0.078849 | -0.159519 | 0.78872 | 0 | -0.046512 | 0.249689 | 0 | 0.000293 | -0.002202 | 0 | 6,461 |
-0.447513 | -0.325768 | -0.208403 | -0.253613 | 0 | 0.132946 | 0.790976 | 0.000206 | -0.046512 | 0.249689 | 0 | -0.000293 | -0.001174 | 0 | 6,462 |
-0.447645 | -0.590844 | -0.599238 | -0.250704 | 0.06454 | 0.132946 | 0.798612 | 0.000698 | -0.046512 | 0.249689 | 0 | -0.000293 | -0.000881 | 0 | 6,463 |
0.895158 | 0.734926 | -0.208861 | 6.349069 | -0.04343 | 0.14107 | 0.798612 | 0 | -0.046512 | 0.249689 | 0 | 0.000587 | -0.001468 | 0 | 6,464 |
1.11821 | 0.734148 | 0.572321 | -0.259423 | -0.346204 | -0.286814 | 0.803644 | 0.00046 | -0.046512 | 0.249689 | 0 | 0.000733 | -0.002201 | 0 | 6,465 |
-0.670827 | -0.590844 | -0.337889 | -0.258456 | -0.329365 | -0.208035 | 0.803644 | 0 | -0.046512 | 0.249689 | 0 | -0.00044 | -0.001174 | 0 | 6,466 |
1.117882 | 0.998564 | 0.312194 | 6.339391 | -0.757263 | -0.374202 | 0.793926 | -0.000889 | -0.046512 | 0.249689 | 0 | 0.000733 | -0.001906 | 0 | 6,467 |
0.893716 | 0.73279 | 0.05241 | -0.265223 | 0.302361 | -0.049722 | 0.793926 | 0 | -0.046512 | 0.249689 | 0 | 0.000586 | -0.002786 | 0 | 6,468 |
-0.22338 | 0.202988 | 0.052715 | 6.331659 | 0.183325 | -0.060048 | 0.793926 | 0 | -0.046512 | 0.249689 | 0 | -0.000146 | -0.003374 | 0 | 6,469 |
-0.893847 | -0.326156 | -0.467196 | -0.260391 | 0.163978 | 0.1805 | 0.7882 | -0.000524 | -0.046512 | 0.249689 | 0 | -0.000586 | -0.003082 | 0 | 6,470 |
-1.118046 | -0.855726 | -0.727932 | -0.256519 | -0.574157 | -0.545119 | 0.80243 | 0.001302 | -0.046512 | 0.249689 | 0 | -0.000733 | -0.002496 | 0 | 6,471 |
1.341557 | 1.528367 | 0.572321 | 6.337457 | -0.059785 | 0.099597 | 0.80243 | 0 | -0.046512 | 0.249689 | 0 | 0.000879 | -0.003669 | 0 | 6,472 |
-1.341557 | -0.590844 | -0.987868 | -0.255551 | 0.113698 | 0.124738 | 0.80243 | 0 | -0.046512 | 0.249689 | 0 | -0.000879 | -0.002202 | 0 | 6,473 |
-0.223708 | -0.590844 | -0.208288 | -0.254582 | -0.406719 | -0.102739 | 0.79757 | -0.000444 | -0.046512 | 0.249689 | 0 | -0.000147 | -0.002202 | 0 | 6,474 |
-0.22374 | -0.325768 | -0.729077 | -0.253613 | -0.190141 | -0.029461 | 0.79757 | 0 | -0.046512 | 0.249689 | 0 | -0.000147 | -0.002497 | 0 | 6,475 |
1.34195 | 1.793793 | 0.31208 | 6.339391 | -0.624882 | -0.438258 | 0.791497 | -0.000556 | -0.046512 | 0.249689 | 0 | 0.00088 | -0.003376 | 0 | 6,476 |
0 | -0.590844 | -0.728123 | 6.343261 | 0.010956 | 0.274758 | 0.791497 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.003523 | 0 | 6,477 |
0.223544 | -0.061119 | 0.572321 | -0.260391 | -0.388366 | -0.438258 | 0.798265 | 0.000619 | -0.046512 | 0.249689 | 0 | 0.000147 | -0.003523 | 0 | 6,478 |
-0.670729 | -0.855726 | -0.727932 | 6.347132 | -0.582092 | -0.220638 | 0.798265 | 0 | -0.046512 | 0.249689 | 0 | -0.00044 | -0.003818 | 0 | 6,479 |
-0.447317 | -0.855842 | -0.468263 | -0.254582 | -0.61477 | -0.584164 | 0.798265 | 0 | -0.046512 | 0.249689 | 0 | -0.000293 | -0.003672 | 0 | 6,480 |
0.223675 | -0.060808 | 0.312156 | -0.257488 | -0.942097 | -0.584164 | 0.76026 | -0.003477 | -0.046512 | 0.249689 | 0 | 0.000147 | -0.003745 | 0 | 6,481 |
0.894371 | 0.998564 | 0.572321 | -0.261358 | -0.303244 | -0.029461 | 0.758872 | -0.000127 | -0.046512 | 0.249689 | 0 | 0.000586 | -0.004111 | 0 | 6,482 |
-0.670729 | -0.326001 | -0.207716 | -0.258456 | -0.631705 | -0.960292 | 0.758872 | 0 | -0.046512 | 0.249689 | 0 | -0.00044 | -0.00323 | 0 | 6,483 |
0.670729 | 0.203918 | 0.572321 | -0.260391 | -0.447572 | -0.246456 | 0.752972 | -0.00054 | -0.046512 | 0.249689 | 0 | 0.00044 | -0.004405 | 0 | 6,484 |
0 | -0.590844 | 0.052334 | 6.341326 | -0.786633 | -1.099821 | 0.752972 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.0047 | 0 | 6,485 |
0.782145 | 0.997633 | 0.182345 | -0.264257 | 0.413521 | 0.26096 | 0.755922 | 0.00027 | -0.046512 | 0.249689 | 0 | 0.000513 | -0.005065 | 0 | 6,486 |
0.111702 | 0.070852 | 0.182545 | -0.265223 | -0.696338 | -0.389742 | 0.755922 | 0 | -0.046512 | 0.249689 | 0 | 0.000073 | -0.004697 | 0 | 6,487 |
0.22338 | 0.203104 | 0.312499 | -0.266189 | -0.013238 | 0.132946 | 0.751063 | -0.000444 | -0.046512 | 0.249689 | 0 | 0.000146 | -0.004917 | 0 | 6,488 |
0 | -0.590844 | -3.068122 | -0.266189 | -0.398094 | -0.50789 | 0.751063 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.004696 | 0 | 6,489 |
-0.670238 | 0.202988 | -0.467044 | 6.337457 | -0.059033 | 0.019055 | 0.751063 | 0 | -0.046512 | 0.249689 | 0 | -0.000439 | -0.004698 | 0 | 6,490 |
0.223445 | 0.997168 | 0.052487 | 6.333591 | -0.833158 | -0.438258 | 0.749675 | -0.000127 | -0.046512 | 0.249689 | 0 | 0.000146 | -0.005139 | 0 | 6,491 |
0.446793 | 0.20322 | 0.312461 | -0.265223 | -0.942097 | -0.762738 | 0.749675 | 0 | -0.046512 | 0.249689 | 0 | 0.000293 | -0.005726 | 0 | 6,492 |
-0.893716 | -0.855532 | -0.467044 | -0.261358 | -0.624882 | -0.841516 | 0.74256 | -0.000651 | -0.046512 | 0.249689 | 0 | -0.000586 | -0.005877 | 0 | 6,493 |
-1.117882 | -0.855687 | -1.248033 | -0.256519 | -0.097658 | 0.232629 | 0.765466 | 0.002095 | -0.046512 | 0.249689 | 0 | -0.000733 | -0.005587 | 0 | 6,494 |
0.559043 | 0.071579 | 0.052029 | -0.259423 | 0.088644 | 0.352895 | 0.765466 | 0 | -0.046512 | 0.249689 | 0 | 0.000366 | -0.005658 | 0 | 6,495 |
-0.111792 | -0.193506 | 0.182259 | -0.259423 | -0.104844 | 0.099597 | 0.765466 | 0 | -0.046512 | 0.249689 | 0 | -0.000073 | -0.005438 | 0 | 6,496 |
-0.447251 | -0.061041 | 0.052182 | -0.257488 | -0.406719 | -0.171376 | 0.746204 | -0.001762 | -0.046512 | 0.249689 | 0 | -0.000293 | -0.004555 | 0 | 6,497 |
1.229625 | 1.26333 | 0.312194 | -0.262324 | 0.245149 | 0.327688 | 0.746204 | 0 | -0.046512 | 0.249689 | 0 | 0.000806 | -0.005067 | 0 | 6,498 |
-0.335254 | -0.458446 | -0.857695 | -0.259423 | -0.452852 | -0.070509 | 0.744295 | -0.000175 | -0.046512 | 0.249689 | 0 | -0.00022 | -0.004994 | 0 | 6,499 |
-2.460783 | -1.120646 | -2.6801 | -0.250704 | 0.150219 | 0.028415 | 0.744295 | 0 | -0.046512 | 0.249689 | 0 | -0.001613 | -0.003528 | 0 | 6,500 |
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