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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 | -0.327582 | 0.05544 | -0.299809 | -0.301111 | -0.12497 | 0.699523 | 0 | -0.093023 | -1 | 0.614014 | 0 | 0.00131 | 1 | 7,301 |
-0.666723 | -0.064359 | -0.461592 | -0.296941 | 0.146317 | 0.253971 | 0.698482 | -0.000095 | -0.093023 | -1 | 0.614014 | -0.000437 | 0.001456 | 1 | 7,302 |
1.111043 | 0.725657 | -0.462044 | -0.30172 | 0.339312 | 0.515175 | 0.698482 | 0 | -0.093023 | -1 | 0.614014 | 0.000728 | 0.000728 | 1 | 7,303 |
0.444191 | 0.198596 | -0.461291 | -0.30363 | 0.477096 | 0.798074 | 0.698482 | 0 | -0.093023 | -1 | 0.614014 | 0.000291 | 0 | 0 | 7,304 |
0.666044 | 0.46136 | -0.719412 | -0.306493 | 0.369143 | 0.462852 | 0.704382 | 0.00054 | -0.093023 | -1 | 0.614014 | 0.000437 | 0.000436 | 1 | 7,305 |
1.774697 | 2.037372 | 0.572321 | -0.314114 | 0.702727 | 0.798074 | 0.686855 | -0.001603 | -0.093023 | -1 | 0.614014 | 0.001163 | 0.000145 | 1 | 7,306 |
-1.552747 | -0.328156 | -1.749756 | -0.307446 | 0.547987 | 0.88239 | 0.686855 | 0 | -0.093023 | -1 | 0.614014 | -0.001018 | 0.001308 | 1 | 7,307 |
0.887477 | 0.460748 | -0.976969 | -0.311258 | 0.204722 | 0.24692 | 0.686855 | 0 | -0.093023 | -1 | 0.614014 | 0.000582 | 0.000436 | 1 | 7,308 |
-0.221821 | -0.590844 | -1.492498 | 6.239576 | 0.204208 | 0.352895 | 0.686855 | 0 | -0.093023 | -1 | 0.614014 | -0.000145 | 0.000872 | 1 | 7,309 |
0.776232 | 0.722977 | 0.056267 | -0.314114 | 0.615442 | 0.836272 | 0.69397 | 0.000651 | -0.093023 | -1 | 0.614014 | 0.000509 | 0.000363 | 1 | 7,310 |
-0.110866 | 0.065852 | 0.185491 | -0.314114 | -0.688852 | -0.208035 | 0.689978 | -0.000365 | -0.093023 | -1 | 0.614014 | -0.000073 | 0.000436 | 1 | 7,311 |
1.219085 | 1.247437 | 0.83018 | -0.318868 | 0.097096 | 0.32126 | 0.689978 | 0 | -0.093023 | -1 | 0.614014 | 0.000799 | -0.000363 | 0 | 7,312 |
0.110778 | -0.459581 | 0.185772 | -0.318868 | 0.058857 | 0.1805 | 0.69692 | 0.000635 | -0.093023 | -1 | 0.614014 | 0.000073 | -0.000436 | 0 | 7,313 |
0.221531 | 1.245836 | 0.572321 | -0.319818 | 0.454874 | 0.695773 | 0.69692 | 0 | -0.093023 | -1 | 0.614014 | 0.000145 | -0.000581 | 0 | 7,314 |
1.107173 | 1.24557 | 0.314687 | -0.325512 | 0.139576 | 0.462852 | 0.685293 | -0.001064 | -0.093023 | -1 | 0.614014 | 0.000726 | -0.001307 | 0 | 7,315 |
-0.22137 | -0.328575 | -0.457691 | -0.323615 | 0.044766 | 0.116445 | 0.685293 | 0 | -0.093023 | -1 | 0.614014 | -0.000145 | -0.001162 | 0 | 7,316 |
-0.442837 | -0.590844 | -0.973145 | -0.321717 | -0.01818 | 0.108065 | 0.69154 | 0.000571 | -0.093023 | -1 | 0.614014 | -0.00029 | -0.000871 | 0 | 7,317 |
0.221435 | -0.066116 | 0.057166 | -0.323615 | 0.0856 | 0.210703 | 0.69154 | 0 | -0.093023 | -1 | 0.614014 | 0.000145 | -0.001016 | 0 | 7,318 |
-0.885931 | -0.328499 | -0.97337 | -0.319818 | 0.04347 | 0.232629 | 0.692061 | 0.000048 | -0.093023 | -1 | 0.614014 | -0.000581 | -0.000436 | 0 | 7,319 |
-0.775612 | -0.328347 | -0.71641 | -0.316016 | 0.33464 | 0.429732 | 0.692061 | 0 | -0.093023 | -1 | 0.614014 | -0.000508 | 0.023478 | 1 | 7,320 |
0.332453 | 0.328196 | 0.443425 | -0.317918 | -0.755212 | -0.259683 | 0.691367 | -0.000063 | -0.093023 | -1 | 0.614014 | 0.000218 | 0.021129 | 1 | 7,321 |
-0.221628 | 0.459221 | 0.314575 | -0.316967 | -0.044901 | 0.188159 | 0.691367 | 0 | -0.093023 | -1 | 0.614014 | -0.000145 | 0.021985 | 1 | 7,322 |
-1.108621 | -0.590844 | -1.361969 | -0.311258 | 0.044118 | 0.218079 | 0.691367 | 0 | -0.093023 | -1 | 0.614014 | -0.000727 | 0.022996 | 1 | 7,323 |
-0.66556 | -0.853684 | -0.976068 | -0.309353 | -0.045638 | 0.019055 | 0.715835 | 0.002238 | -0.093023 | -1 | 0.614014 | -0.000436 | 0.025845 | 1 | 7,324 |
0.887348 | 0.460595 | 0.314238 | -0.31221 | -0.190141 | 0.157076 | 0.689805 | -0.002381 | -0.093023 | -1 | 0.614014 | 0.000582 | 0.028801 | 1 | 7,325 |
0.886832 | 0.591295 | 0.701274 | -0.316967 | -0.519555 | -0.438258 | 0.689805 | 0 | -0.093023 | -1 | 0.614014 | 0.000581 | 0.029349 | 1 | 7,326 |
-0.665076 | -0.328232 | -0.716971 | -0.313162 | -0.175769 | 0.116445 | 0.689805 | 0 | -0.093023 | -1 | 0.614014 | -0.000436 | 0.030913 | 1 | 7,327 |
-0.221756 | -0.590844 | -1.491897 | 6.235767 | 0.929641 | 1.183045 | 0.682516 | -0.000667 | -0.093023 | -1 | 0.614014 | -0.000145 | 0.033872 | 1 | 7,328 |
0 | -0.065354 | 0.056417 | -0.31221 | -0.033944 | 0.157076 | 0.684078 | 0.000143 | -0.093023 | -1 | 0.614014 | 0 | 0.03794 | 1 | 7,329 |
-0.44361 | -0.065354 | 0.056417 | -0.310305 | 0.324335 | 0.569036 | 0.684078 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000291 | 0.03809 | 1 | 7,330 |
0.44361 | 0.722977 | 0.572321 | -0.313162 | 0.417315 | 0.628342 | 0.685293 | 0.000111 | -0.093023 | -1.164525 | 1.414214 | 0.000291 | 0.036819 | 1 | 7,331 |
0.443481 | -0.065354 | -0.201592 | -0.315065 | 0.172105 | 0.352895 | 0.685293 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000291 | 0.036388 | 1 | 7,332 |
0 | 0.722214 | 0.572321 | -0.315065 | 0.423343 | 0.596955 | 0.685293 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.035407 | 1 | 7,333 |
-0.110858 | -0.328156 | -0.201367 | -0.314114 | 0.216443 | 0.359075 | 0.680434 | -0.000444 | -0.093023 | -1.164525 | 1.414214 | -0.000073 | 0.036601 | 1 | 7,334 |
-0.554411 | -0.196798 | -0.330413 | -0.311258 | 0.580143 | 0.829461 | 0.684252 | 0.000349 | -0.093023 | -1.164525 | 1.414214 | -0.000363 | 0.036404 | 1 | 7,335 |
-0.887477 | -0.328041 | -0.717909 | -0.308399 | 0.101284 | 0.267889 | 0.684252 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000582 | 0.036846 | 1 | 7,336 |
-0.22195 | -0.064971 | -0.073052 | -0.307446 | 0.33336 | 0.569036 | 0.685987 | 0.000159 | -0.093023 | -1.164525 | 1.414214 | -0.000145 | 0.034886 | 1 | 7,337 |
-0.443997 | 0.460901 | -0.718848 | -0.304584 | 0.557328 | 0.761692 | 0.685987 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000291 | 0.033771 | 1 | 7,338 |
-0.222047 | -0.064742 | -0.202493 | -0.30363 | 0.280592 | 0.429732 | 0.685466 | -0.000048 | -0.093023 | -1.164525 | 1.414214 | -0.000146 | 0.034479 | 1 | 7,339 |
-0.666335 | -0.064665 | -0.46099 | -0.30172 | 0.241259 | 0.504981 | 0.685466 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000437 | 0.034494 | 1 | 7,340 |
0 | 1.776788 | -0.202945 | -0.30172 | 0.710211 | 0.872729 | 0.685466 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.032945 | 1 | 7,341 |
1.776246 | 1.776788 | 0.313937 | -0.308399 | 0.582533 | 0.628342 | 0.700043 | 0.001333 | -0.093023 | -1.164525 | 1.414214 | 0.001164 | 0.032344 | 1 | 7,342 |
-0.66585 | -0.590844 | -0.460238 | -0.305539 | -0.366965 | -0.049722 | 0.700043 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000436 | 0.032921 | 1 | 7,343 |
0.221982 | 0.198137 | 0.055891 | -0.306493 | 0.199564 | 0.401046 | 0.693102 | -0.000635 | -0.093023 | -1.164525 | 1.414214 | 0.000146 | 0.03348 | 1 | 7,344 |
-0.443997 | -0.853876 | -0.718848 | -0.304584 | 0.393843 | 0.623933 | 0.693102 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000291 | 0.032785 | 1 | 7,345 |
0 | 0.06676 | 0.314087 | -0.305539 | -0.088974 | 0.091037 | 0.704729 | 0.001064 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.034052 | 1 | 7,346 |
-0.777306 | -0.327774 | -0.46084 | -0.30172 | -0.146183 | -0.029461 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.00051 | 0.036388 | 1 | 7,347 |
-0.555461 | -0.72246 | -0.719882 | -0.299809 | 0.497955 | 0.601515 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000364 | 0.037033 | 1 | 7,348 |
1.11072 | 0.988382 | 0.572321 | -0.30363 | 0.90309 | 1.009402 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000728 | 0.035603 | 1 | 7,349 |
0 | -0.064665 | 0.31405 | 6.252925 | 0.390705 | 0.615041 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.037007 | 1 | 7,350 |
1.109912 | 0.724316 | 0.055741 | -0.309353 | 0.479176 | 0.583117 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000728 | 0.036139 | 1 | 7,351 |
-0.443868 | -0.065048 | -0.976744 | -0.306493 | 0.142392 | 0.218079 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000291 | 0.037552 | 1 | 7,352 |
0 | -0.590844 | -0.718848 | -0.306493 | 0.10009 | 0.301661 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.037412 | 1 | 7,353 |
-0.666044 | -0.32785 | -0.331399 | -0.306493 | -0.108869 | -0.208035 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000437 | 0.037568 | 1 | 7,354 |
1.331797 | 1.250112 | 0.701443 | 6.241482 | 0.728335 | 1.057114 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000873 | 0.039774 | 1 | 7,355 |
1.330635 | 1.248506 | 0.572321 | -0.315065 | 0.894771 | 1.038896 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000872 | 0.037783 | 1 | 7,356 |
0.22166 | -0.196884 | -0.459188 | -0.316016 | 0.707725 | 0.885585 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000145 | 0.037918 | 1 | 7,357 |
-0.443352 | -0.590844 | -1.103942 | -0.314114 | 0.613163 | 0.641426 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | -0.000291 | 0.036248 | 1 | 7,358 |
0.443352 | 0.197105 | 0.056567 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0.000291 | 0.037148 | 1 | 7,359 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.038337 | 1 | 7,360 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.039735 | 1 | 7,361 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.038337 | 1 | 7,362 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.040014 | 1 | 7,363 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.041409 | 1 | 7,364 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.04106 | 1 | 7,365 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.042105 | 1 | 7,366 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.042523 | 1 | 7,367 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.042941 | 1 | 7,368 |
0 | -0.328232 | -0.459038 | -0.316967 | 0.746704 | 0.888767 | 0.704729 | 0 | -0.093023 | -1.164525 | 1.414214 | 0 | 0.042802 | 1 | 7,369 |
35.706771 | 48.121445 | 15.715636 | 12.325406 | 2.341318 | 2.323182 | 0.644165 | -0.00554 | -0.093023 | 0.628626 | 1.414214 | 0.023405 | 0.019396 | 1 | 7,370 |
-3.251205 | -0.847417 | -5.481237 | 5.954454 | 1.405533 | 1.171976 | 0.160521 | -0.044242 | -0.093023 | 0.628626 | 1.414214 | -0.002131 | 0.022918 | 1 | 7,371 |
1.084505 | 1.207977 | -0.437322 | 12.349954 | 0.778007 | 0.429732 | 0.160521 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.000711 | 0.021373 | 1 | 7,372 |
0.433586 | 1.463346 | 0.572321 | -0.460172 | 0.113112 | 0.046813 | 0.161041 | 0.000048 | -0.093023 | 0.628626 | 1.414214 | 0.000284 | 0.021089 | 1 | 7,373 |
3.680517 | 4.026494 | 0.068073 | 5.910851 | 0.510309 | 0.253971 | 0.161041 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.002413 | 0.018676 | 1 | 7,374 |
5.396445 | 6.3141 | 0.069289 | 5.863948 | 0.907773 | 0.671148 | 0.134664 | -0.002413 | -0.093023 | 0.628626 | 1.414214 | 0.003537 | 0.017224 | 1 | 7,375 |
1.722839 | 1.450587 | -0.681084 | 5.85138 | 0.499974 | 0.484193 | 0.134664 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.001129 | 0.015539 | 1 | 7,376 |
1.720895 | 1.703013 | -1.431288 | 5.835256 | 0.652546 | 0.359075 | 0.740998 | 0.055466 | -0.093023 | 0.628626 | 1.414214 | 0.001128 | 0.01455 | 1 | 7,377 |
4.293764 | 6.02048 | 0.572321 | -0.530339 | 1.161026 | 1.402756 | 0.740998 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.002815 | 0.012707 | 1 | 7,378 |
6.20457 | 7.267022 | 0.322979 | 5.744656 | 1.28445 | 1.544754 | 0.740998 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.004067 | 0.00864 | 1 | 7,379 |
-0.213531 | 0.673715 | -0.918182 | 5.74995 | 0.992385 | 1.046755 | 0.75731 | 0.001492 | -0.093023 | 0.628626 | 1.414214 | -0.00014 | 0.00878 | 1 | 7,380 |
-1.495556 | 0.168104 | -1.664217 | -0.549852 | 0.32043 | 0.383327 | 0.75731 | 0 | -0.093023 | 0.628626 | 1.414214 | -0.00098 | 0.010315 | 1 | 7,381 |
-0.213771 | 0.928221 | 0.323712 | 5.762319 | 0.434874 | 0.559509 | 0.75731 | 0 | -0.093023 | 0.628626 | 1.414214 | -0.00014 | 0.011148 | 1 | 7,382 |
-1.497233 | -0.337542 | -1.666725 | -0.540998 | 0.496607 | 0.679441 | 0.757484 | 0.000016 | -0.093023 | 0.628626 | 1.414214 | -0.000981 | 0.011021 | 1 | 7,383 |
1.711004 | 2.449415 | -0.174447 | 5.76055 | 1.052356 | 1.236203 | 0.757484 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.001122 | 0.010038 | 1 | 7,384 |
-0.855262 | -0.590844 | -1.915334 | 5.769398 | 0.860058 | 0.787332 | 0.747245 | -0.000937 | -0.093023 | 0.628626 | 1.414214 | -0.000561 | 0.010876 | 1 | 7,385 |
-0.21389 | 0.422575 | -2.41496 | 5.771169 | 1.095695 | 0.913777 | 0.747245 | 0 | -0.093023 | 0.628626 | 1.414214 | -0.00014 | 0.010739 | 1 | 7,386 |
-3.21196 | -0.3374 | -3.412398 | -0.531229 | 0.517552 | 0.578451 | 0.743601 | -0.000333 | -0.093023 | 0.628626 | 1.414214 | -0.002105 | 0.012566 | 1 | 7,387 |
-2.14507 | -0.082924 | -2.29683 | -0.522321 | 0.811614 | 1.017554 | 0.743601 | 0 | -0.093023 | 0.628626 | 1.414214 | -0.001406 | 0.01619 | 1 | 7,388 |
0.85839 | 1.188751 | -1.176024 | -0.525887 | 0.865238 | 1.028296 | 0.744989 | 0.000127 | -0.093023 | 0.628626 | 1.414214 | 0.000563 | 0.015627 | 1 | 7,389 |
-0.643747 | 0.171625 | -2.174305 | 5.813822 | 0.894961 | 1.13081 | 0.744989 | 0 | -0.093023 | 0.628626 | 1.414214 | -0.000422 | 0.017295 | 1 | 7,390 |
-2.362733 | -0.082281 | -2.425475 | -0.513389 | 1.177297 | 1.006666 | 0.743427 | -0.000143 | -0.093023 | 0.628626 | 1.414214 | -0.001549 | 0.018843 | 1 | 7,391 |
0.859599 | 2.463111 | 0.572321 | -0.517858 | 0.360164 | 0.412644 | 0.743427 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.000563 | 0.019109 | 1 | 7,392 |
0.214824 | 0.554349 | 0.322452 | 5.82453 | 0.428202 | 0.457426 | 0.743427 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.000141 | 0.019521 | 1 | 7,393 |
1.073667 | 1.190003 | 0.072618 | -0.522321 | 0.681848 | 0.615041 | 0.743427 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.000704 | 0.018265 | 1 | 7,394 |
-1.503345 | 2.712724 | -1.425928 | 5.826316 | 1.323791 | 0.998402 | 0.761822 | 0.001683 | -0.093023 | 0.628626 | 1.414214 | -0.000985 | 0.019526 | 1 | 7,395 |
1.932601 | 1.699139 | 0.072477 | 5.812039 | 1.28445 | 0.86295 | 0.761822 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.001267 | 0.01826 | 1 | 7,396 |
2.787219 | 2.711796 | -0.176548 | -0.536561 | 0.523422 | 0.301661 | 0.740477 | -0.001953 | -0.093023 | 0.628626 | 1.414214 | 0.001827 | 0.016433 | 1 | 7,397 |
0.428351 | 1.185005 | 0.447759 | 5.785354 | 0.782494 | 0.654299 | 0.740477 | 0 | -0.093023 | 0.628626 | 1.414214 | 0.000281 | 0.016152 | 1 | 7,398 |
-1.071104 | -0.083423 | -1.421157 | 5.788906 | 0.893628 | 0.703816 | 0.740477 | 0 | -0.093023 | 0.628626 | 1.414214 | -0.000702 | 0.016923 | 1 | 7,399 |
2.141456 | 2.707161 | 1.070691 | 5.778258 | 0.930726 | 0.671148 | 0.77397 | 0.003064 | -0.093023 | 0.628626 | 1.414214 | 0.001404 | 0.01545 | 1 | 7,400 |
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