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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.423888 | 0.915562 | 0.079215 | -0.604203 | 1.174506 | 0.610558 | 0.848069 | 0 | -0.093023 | 0.249689 | 0 | 0.000278 | -0.004874 | 0 | 7,501 |
-0.105961 | -0.339759 | 0.079352 | -0.603334 | 0.012991 | -0.159519 | 0.849284 | 0.000111 | -0.093023 | 0.249689 | 0 | -0.000069 | -0.004944 | 0 | 7,502 |
0.741572 | 0.789788 | -0.043954 | -0.605941 | -0.416709 | -0.405589 | 0.849284 | 0 | -0.093023 | 0.249689 | 0 | 0.000486 | -0.00543 | 0 | 7,503 |
-0.741572 | 0.914516 | -0.413343 | -0.603334 | 0.538202 | 0.515175 | 0.864035 | 0.001349 | -0.093023 | 0.249689 | 0 | -0.000486 | -0.004665 | 0 | 7,504 |
0.105961 | 0.036847 | -0.290524 | -0.603334 | 0.305035 | 0.188159 | 0.848937 | -0.001381 | -0.093023 | 0.249689 | 0 | 0.000069 | -0.004315 | 0 | 7,505 |
0.2119 | -0.339759 | 0.079352 | 5.651864 | -0.621495 | -0.405589 | 0.848937 | 0 | -0.093023 | 0.249689 | 0 | 0.000139 | -0.004315 | 0 | 7,506 |
1.69414 | 1.541972 | 0.572321 | 5.637976 | -0.225515 | -0.273134 | 0.848937 | 0 | -0.093023 | 0.249689 | 0 | 0.00111 | -0.005844 | 0 | 7,507 |
0.423241 | 0.412034 | 0.079968 | -0.612882 | -0.032496 | -0.136322 | 0.851193 | 0.000206 | -0.093023 | 0.249689 | 0 | 0.000277 | -0.00668 | 0 | 7,508 |
0.423124 | 0.662319 | 0.32623 | 5.631043 | 0.221979 | 0.157076 | 0.848764 | -0.000222 | -0.093023 | 0.249689 | 0 | 0.000277 | -0.004935 | 0 | 7,509 |
-0.63473 | -0.590844 | -1.519963 | -0.611148 | -0.261781 | -0.18341 | 0.848764 | 0 | -0.093023 | 0.249689 | 0 | -0.000416 | -0.003613 | 0 | 7,510 |
-1.05847 | -0.590844 | -1.397639 | 5.646652 | 0.230449 | 0.210703 | 0.847722 | -0.000095 | -0.093023 | 0.249689 | 0 | -0.000694 | -0.003198 | 0 | 7,511 |
-1.37711 | -0.214491 | -1.029216 | -0.602465 | 0.929641 | 0.650031 | 0.847722 | 0 | -0.093023 | 0.249689 | 0 | -0.000903 | -0.00146 | 0 | 7,512 |
1.37711 | 1.040926 | 0.449066 | -0.607678 | -0.364628 | -0.18341 | 0.84859 | 0.000079 | -0.093023 | 0.249689 | 0 | 0.000903 | -0.000972 | 0 | 7,513 |
-0.423594 | 0.41259 | 0.079694 | -0.60681 | 0.228962 | 0.091037 | 0.84859 | 0 | -0.093023 | 0.249689 | 0 | -0.000278 | -0.000556 | 0 | 7,514 |
-0.847541 | -0.088918 | -0.659845 | -0.603334 | -0.25577 | -0.50789 | 0.847549 | -0.000095 | -0.093023 | 0.249689 | 0 | -0.000556 | 0.000833 | 1 | 7,515 |
-1.060089 | 0.413427 | -0.66053 | -0.598985 | 0.632579 | 0.549867 | 0.847549 | 0 | -0.093023 | 0.249689 | 0 | -0.000695 | 0.001667 | 1 | 7,516 |
0 | 1.66955 | 0.078941 | 5.665782 | 0.020402 | -0.113778 | 0.847375 | -0.000016 | -0.093023 | 0.249689 | 0 | 0 | 0.002222 | 1 | 7,517 |
-0.848602 | -0.590844 | -0.661387 | -0.596372 | -0.451528 | -0.489906 | 0.847375 | 0 | -0.093023 | 0.249689 | 0 | -0.000556 | 0.002917 | 1 | 7,518 |
0.636495 | 0.414683 | 1.065839 | -0.598114 | -0.419229 | -0.314896 | 0.841649 | -0.000524 | -0.093023 | 0.249689 | 0 | 0.000417 | 0.003886 | 1 | 7,519 |
-0.636495 | 0.037414 | -1.402298 | -0.595501 | 0.219971 | 0.225387 | 0.841649 | 0 | -0.093023 | 0.249689 | 0 | -0.000417 | 0.004718 | 1 | 7,520 |
0.106101 | -0.33941 | -0.168213 | -0.595501 | 0.345214 | 0.26096 | 0.876356 | 0.003175 | -0.093023 | 0.249689 | 0 | 0.00007 | 0.003541 | 1 | 7,521 |
-0.106101 | 0.037633 | 0.202119 | -0.595501 | 0.212388 | 0.108065 | 0.876356 | 0 | -0.093023 | 0.249689 | 0 | -0.00007 | 0.004995 | 1 | 7,522 |
0 | 0.163354 | 0.078666 | -0.595501 | 1.391073 | 0.371293 | 0.849111 | -0.002492 | -0.093023 | 0.249689 | 0 | 0 | 0.005825 | 1 | 7,523 |
1.90869 | 1.921926 | 0.572321 | -0.603334 | 0.91001 | 0.699805 | 0.849111 | 0 | -0.093023 | 0.249689 | 0 | 0.001251 | 0.005956 | 1 | 7,524 |
1.482888 | 1.166263 | 0.572321 | -0.608546 | 0.3993 | 0.592369 | 0.848069 | -0.000095 | -0.093023 | 0.249689 | 0 | 0.000972 | 0.004708 | 1 | 7,525 |
0.211723 | 0.16168 | 0.326059 | 5.641445 | -0.104844 | 0.019055 | 0.848069 | 0 | -0.093023 | 0.249689 | 0 | 0.000139 | 0.006639 | 1 | 7,526 |
-0.211723 | -0.590844 | -0.166465 | -0.609414 | 0.160153 | 0.091037 | 0.848069 | 0 | -0.093023 | 0.249689 | 0 | -0.000139 | 0.006778 | 1 | 7,527 |
-0.847188 | -0.339968 | -0.659331 | -0.605941 | -0.148744 | -0.159519 | 0.848069 | 0 | -0.093023 | 0.249689 | 0 | -0.000555 | 0.007057 | 1 | 7,528 |
-0.21187 | -0.590844 | -0.290225 | -0.605941 | -0.272939 | -0.286814 | 0.866117 | 0.001651 | -0.093023 | 0.249689 | 0 | -0.000139 | 0.007472 | 1 | 7,529 |
0.635523 | 0.413148 | 0.325888 | -0.607678 | 0.250462 | 0.334064 | 0.846681 | -0.001778 | -0.093023 | 0.249689 | 0 | 0.000417 | 0.009259 | 1 | 7,530 |
0 | -0.088987 | -0.413206 | -0.607678 | -0.10244 | -0.039527 | 0.846681 | 0 | -0.093023 | 0.249689 | 0 | 0 | 0.008295 | 1 | 7,531 |
1.270253 | 0.914307 | 0.325991 | -0.611148 | -0.525414 | -0.489906 | 0.846508 | -0.000016 | -0.093023 | 0.249689 | 0 | 0.000833 | 0.007325 | 1 | 7,532 |
-0.846718 | -1.092422 | -0.658648 | 5.64318 | -0.092908 | -0.039527 | 0.846508 | 0 | -0.093023 | 0.249689 | 0 | -0.000555 | 0.008568 | 1 | 7,533 |
1.058324 | 0.663188 | 0.572321 | -0.612015 | -0.681446 | -0.50789 | 0.84616 | -0.000032 | -0.093023 | 0.249689 | 0 | 0.000694 | 0.008012 | 1 | 7,534 |
-0.211606 | -0.841581 | -0.535359 | -0.610281 | -0.150456 | -0.070509 | 0.84616 | 0 | -0.093023 | 0.249689 | 0 | -0.000139 | 0.007876 | 1 | 7,535 |
-3.495743 | -1.343263 | -3.493122 | -0.598114 | 0.18597 | 0.225387 | 0.846334 | 0.000016 | -0.093023 | 0.249689 | 0 | -0.002291 | 0.010167 | 1 | 7,536 |
-0.318192 | 0.03737 | -0.044469 | 5.667525 | -0.100045 | -0.01952 | 0.846334 | 0 | -0.093023 | 0.249689 | 0 | -0.000209 | 0.011476 | 1 | 7,537 |
1.272372 | 1.167973 | 0.695679 | -0.601595 | -0.088974 | 0.064797 | 0.84321 | -0.000286 | -0.093023 | 0.249689 | 0 | 0.000834 | 0.010092 | 1 | 7,538 |
-0.211988 | -0.339689 | 0.079215 | -0.600725 | -0.873248 | -1.179915 | 0.84321 | 0 | -0.093023 | 0.249689 | 0 | -0.000139 | 0.009681 | 1 | 7,539 |
-1.060383 | -0.590844 | -0.907614 | -0.597243 | 0.378009 | 0.334064 | 0.84321 | 0 | -0.093023 | 0.249689 | 0 | -0.000695 | 0.0101 | 1 | 7,540 |
0.424242 | 0.163144 | 0.078804 | 5.664041 | 0.170488 | 0 | 0.84321 | 0 | -0.093023 | 0.249689 | 0 | 0.000278 | 0.010648 | 1 | 7,541 |
-0.95471 | 0.162935 | -0.908231 | -0.594629 | 0.521145 | 0.435348 | 0.853449 | 0.000937 | -0.093023 | 0.249689 | 0 | -0.000626 | 0.011824 | 1 | 7,542 |
0.530468 | 0.03772 | 0.202067 | -0.595501 | -0.100045 | -0.091851 | 0.853449 | 0 | -0.093023 | 0.249689 | 0 | 0.000348 | 0.010926 | 1 | 7,543 |
-4.036192 | 0.791228 | -5.977953 | -0.58065 | 0.9429 | 0.898238 | 0.844425 | -0.000825 | -0.093023 | 0.249689 | 0 | -0.002646 | 0.013572 | 1 | 7,544 |
0.212698 | 0.165141 | 0.324926 | -0.58065 | -0.606455 | -0.50789 | 0.844425 | 0 | -0.093023 | 0.249689 | 0 | 0.000139 | 0.013707 | 1 | 7,545 |
0 | -0.086889 | 0.077565 | -0.581525 | -1.021531 | -0.691024 | 0.843558 | -0.000079 | -0.093023 | 0.249689 | 0 | 0 | 0.013982 | 1 | 7,546 |
1.063043 | 0.66878 | 0.077565 | -0.585025 | 0.223481 | 0.288322 | 0.843558 | 0 | -0.093023 | 0.249689 | 0 | 0.000697 | 0.013148 | 1 | 7,547 |
-1.275741 | 3.559699 | -1.158722 | -0.58065 | -0.481249 | -0.300732 | 0.860564 | 0.001556 | -0.093023 | 0.249689 | 0 | -0.000836 | 0.013159 | 1 | 7,548 |
0.425366 | 0.417066 | 0.572321 | -0.58065 | -0.665066 | -0.489906 | 0.860564 | 0 | -0.093023 | 0.249689 | 0 | 0.000279 | 0.013293 | 1 | 7,549 |
-0.85085 | 0.416785 | -1.159688 | -0.579774 | 1.59902 | 1.193963 | 0.842169 | -0.001683 | -0.093023 | 0 | -0.385986 | -0.000558 | 0.01275 | 1 | 7,550 |
-1.277165 | 0.165352 | -0.912983 | -0.573637 | 0.17533 | 0.172768 | 0.842169 | 0 | -0.093023 | 0 | -0.385986 | -0.000837 | 0.014894 | 1 | 7,551 |
-0.212965 | -0.086256 | -1.905952 | 5.716499 | 0.973624 | 1.099705 | 0.84616 | 0.000365 | -0.093023 | 0 | -0.385986 | -0.00014 | 0.017163 | 1 | 7,552 |
0 | 0.418332 | 0.076874 | -0.571881 | -0.170456 | -0.113778 | 0.84616 | 0 | -0.093023 | 0 | -0.385986 | 0 | 0.017986 | 1 | 7,553 |
0.4259 | -0.086185 | -0.418711 | 5.716499 | -0.628285 | -0.358959 | 0.844946 | -0.000111 | -0.093023 | 0 | -0.385986 | 0.000279 | 0.017844 | 1 | 7,554 |
0.638627 | 0.418051 | -0.418434 | -0.576269 | -0.268861 | -0.246456 | 0.844946 | 0 | -0.093023 | 0 | -0.385986 | 0.000419 | 0.017151 | 1 | 7,555 |
0.212816 | -0.086537 | 0.201008 | -0.577145 | -0.266831 | -0.421757 | 0.84564 | 0.000063 | -0.093023 | 0 | -0.385986 | 0.000139 | 0.017012 | 1 | 7,556 |
-0.638538 | 0.165458 | -0.170279 | -0.573637 | -0.139402 | -0.18341 | 0.84564 | 0 | -0.093023 | 0 | -0.385986 | -0.000419 | 0.016882 | 1 | 7,557 |
-0.8518 | 0.41791 | -1.161622 | -0.571881 | 0.168325 | -0.136322 | 0.841649 | -0.000365 | -0.093023 | 0 | -0.385986 | -0.000558 | 0.016891 | 1 | 7,558 |
3.085514 | 3.065252 | 0.572321 | -0.584151 | 0.238328 | 0.418381 | 0.841649 | 0 | -0.093023 | 0 | -0.385986 | 0.002023 | 0.014319 | 1 | 7,559 |
1.381138 | 2.30357 | 0.695928 | 5.681478 | 0.338041 | 0.395183 | 0.848937 | 0.000667 | -0.093023 | 0 | -0.385986 | 0.000905 | 0.011902 | 1 | 7,560 |
-0.424832 | -0.08759 | -0.910294 | -0.587647 | -0.316182 | -0.18341 | 0.848937 | 0 | -0.093023 | 0 | -0.385986 | -0.000278 | 0.011905 | 1 | 7,561 |
1.274143 | 0.918917 | 0.325236 | 5.674497 | -0.252784 | -0.329316 | 0.848937 | 0 | -0.093023 | 0 | -0.385986 | 0.000835 | 0.011482 | 1 | 7,562 |
2.121209 | 1.922625 | -0.662417 | -0.599855 | 0.691602 | 0.94398 | 0.840954 | -0.00073 | -0.093023 | 0 | -0.385986 | 0.00139 | 0.009542 | 1 | 7,563 |
0.211959 | 0.162516 | -0.907408 | -0.603334 | 1.012261 | 1.072406 | 0.840954 | 0 | -0.093023 | 0 | -0.385986 | 0.000139 | 0.010503 | 1 | 7,564 |
1.271135 | 1.417139 | 1.065222 | -0.607678 | 0.695668 | 0.90137 | 0.827419 | -0.001238 | -0.093023 | 0 | -0.385986 | 0.000833 | 0.010769 | 1 | 7,565 |
0.211753 | 0.41259 | -0.16667 | -0.610281 | 0.733153 | 0.935038 | 0.827419 | 0 | -0.093023 | 0 | -0.385986 | 0.000139 | 0.010356 | 1 | 7,566 |
0.846718 | 0.412451 | 0.818549 | -0.610281 | 0.070177 | 0.31478 | 0.836616 | 0.000841 | -0.093023 | 0 | -0.385986 | 0.000555 | 0.010762 | 1 | 7,567 |
0.211606 | -0.089405 | -6.455669 | 5.634509 | 0.663514 | 0.742861 | 0.836616 | 0 | -0.093023 | 0 | -0.385986 | 0.000139 | 0.011172 | 1 | 7,568 |
2.114447 | 2.415288 | 0.818378 | -0.622401 | 1.719427 | 1.13782 | 0.835054 | -0.000143 | -0.093023 | 0 | -0.385986 | 0.001386 | 0.009786 | 1 | 7,569 |
0.633763 | 1.911145 | 0.818038 | 5.610292 | 1.016265 | 1.022943 | 0.835054 | 0 | -0.093023 | 0 | -0.385986 | 0.000415 | 0.008959 | 1 | 7,570 |
-1.69062 | 0.159805 | -1.885695 | 5.624119 | 0.700214 | 0.746663 | 0.841475 | 0.000587 | -0.093023 | 0 | -0.385986 | -0.001108 | 0.00993 | 1 | 7,571 |
2.112983 | 3.163439 | 1.06406 | -0.625855 | 0.57141 | 0.671148 | 0.841475 | 0 | -0.093023 | 0 | -0.385986 | 0.001385 | 0.009916 | 1 | 7,572 |
1.266386 | 1.40964 | 0.081126 | 5.598219 | 0.524395 | 0.601515 | 0.830022 | -0.001048 | -0.093023 | 0 | -0.385986 | 0.00083 | 0.009497 | 1 | 7,573 |
2.108311 | 2.406565 | -0.16391 | -0.640493 | 0.421089 | 0.429732 | 0.830022 | 0 | -0.093023 | 0 | -0.385986 | 0.001382 | 0.007293 | 1 | 7,574 |
-0.421429 | -0.091621 | -0.408033 | -0.637915 | 0.374798 | 0.440925 | 0.836616 | 0.000603 | -0.093023 | 0 | -0.385986 | -0.000276 | 0.007706 | 1 | 7,575 |
3.157884 | 3.151005 | 0.327216 | -0.65164 | 1.284775 | 1.067341 | 0.836616 | 0 | -0.093023 | 0 | -0.385986 | 0.00207 | 0.005225 | 1 | 7,576 |
0 | 0.156597 | -0.406275 | -0.649928 | 0.711946 | 0.679441 | 0.836616 | 0 | -0.093023 | 0 | -0.385986 | 0 | 0.005225 | 1 | 7,577 |
-0.420674 | -0.590844 | -0.651009 | -0.649928 | 0.072046 | 0.028415 | 0.833145 | -0.000317 | -0.093023 | 0 | -0.385986 | -0.000276 | 0.004677 | 1 | 7,578 |
0.420674 | 0.655063 | 0.327655 | 5.558715 | 0.403173 | 0.31478 | 0.835054 | 0.000175 | -0.093023 | 0 | -0.385986 | 0.000276 | 0.003853 | 1 | 7,579 |
3.361221 | 3.391943 | 0.08309 | -0.665305 | 1.361702 | 1.46694 | 0.835054 | 0 | -0.093023 | 0 | -0.385986 | 0.002203 | 0.002061 | 1 | 7,580 |
-1.469623 | -0.093612 | -2.114189 | -0.659334 | 0.351066 | 0.352895 | 0.837137 | 0.00019 | -0.093023 | 0 | -0.385986 | -0.000963 | 0.00275 | 1 | 7,581 |
-0.210062 | 1.150546 | 0.083697 | -0.65848 | -0.147889 | -0.18341 | 0.837137 | 0 | -0.093023 | 0 | -0.385986 | -0.000138 | 0.003711 | 1 | 7,582 |
1.05002 | 0.902084 | 0.327992 | -0.662748 | 0.304145 | 0.172768 | 0.837137 | 0 | -0.093023 | 0 | -0.385986 | 0.000688 | 0.002886 | 1 | 7,583 |
0.209917 | 1.149588 | -0.64882 | -0.663601 | 0.552673 | 0.451963 | 0.807983 | -0.002667 | -0.093023 | 0 | -0.385986 | 0.000138 | 0.002885 | 1 | 7,584 |
-0.419863 | 0.155158 | -12.167054 | -0.661042 | -0.015352 | -0.438258 | 0.807983 | 0 | -0.093023 | 0 | -0.385986 | -0.000275 | 0.003366 | 1 | 7,585 |
0 | 0.404031 | -0.648988 | -0.660188 | 0.1928 | 0.267889 | 0.835922 | 0.002556 | -0.093023 | 0 | -0.385986 | 0 | 0.003435 | 1 | 7,586 |
1.67876 | 1.398358 | -0.160363 | -0.668712 | 0.348564 | 0.429732 | 0.835922 | 0 | -0.093023 | 0 | -0.385986 | 0.0011 | 0.002197 | 1 | 7,587 |
-0.839149 | 0.402937 | -0.891738 | -0.667009 | 0.504994 | 0.772781 | 0.838351 | 0.000222 | -0.093023 | 0 | -0.385986 | -0.00055 | 0.003159 | 1 | 7,588 |
-0.839611 | 0.403483 | -0.892544 | -0.661895 | -0.241943 | 0.019055 | 0.838351 | 0 | -0.093023 | 0 | -0.385986 | -0.00055 | 0.003572 | 1 | 7,589 |
-0.419979 | 0.404031 | -4.562836 | -0.659334 | 0.159605 | 0.157076 | 0.835228 | -0.000286 | -0.093023 | 0 | -0.385986 | -0.000275 | 0.004259 | 1 | 7,590 |
1.25959 | 1.150306 | 0.328059 | -0.664453 | -0.016764 | 0.028415 | 0.835228 | 0 | -0.093023 | 0 | -0.385986 | 0.000826 | 0.00357 | 1 | 7,591 |
0.839149 | 1.14887 | 0.572321 | -0.668712 | 0.07515 | 0.195744 | 0.834534 | -0.000064 | -0.093023 | 0 | -0.385986 | 0.00055 | 0.002746 | 1 | 7,592 |
-0.839149 | 0.651296 | -1.135865 | -0.663601 | 0.873329 | 0.569036 | 0.834534 | 0 | -0.093023 | 0 | -0.385986 | -0.00055 | 0.002747 | 1 | 7,593 |
0 | 0.154953 | -0.648316 | -0.664453 | -0.24685 | 0.055855 | 0.85154 | 0.001556 | -0.093023 | 0 | -0.385986 | 0 | 0.002747 | 1 | 7,594 |
0.419632 | 1.14887 | 0.572321 | -0.667009 | -0.915794 | -0.472317 | 0.85154 | 0 | -0.093023 | 0 | -0.385986 | 0.000275 | 0.001512 | 1 | 7,595 |
0.419517 | 0.651638 | 0.572321 | -0.668712 | 0.366299 | -0.039527 | 0.852755 | 0.000111 | -0.093023 | 0 | -0.385986 | 0.000275 | 0.001099 | 1 | 7,596 |
-0.209744 | -0.093885 | 0.084436 | -0.667861 | 0.309027 | 0.099597 | 0.852755 | 0 | -0.093023 | 0 | -0.385986 | -0.000137 | 0.001511 | 1 | 7,597 |
-1.25907 | -0.342313 | -1.380295 | 5.536497 | 0.445128 | 0.650031 | 0.852755 | 0 | -0.093023 | 0 | -0.385986 | -0.000825 | 0.002337 | 1 | 7,598 |
0.629665 | 0.901057 | -9.711479 | -0.662748 | -0.359976 | -0.136322 | 0.843558 | -0.000841 | -0.093023 | 0 | -0.385986 | 0.000413 | 0.001924 | 1 | 7,599 |
-1.679685 | -1.088213 | -1.503261 | -0.65848 | -0.389575 | -0.314896 | 0.850152 | 0.000603 | -0.093023 | 0 | -0.385986 | -0.001101 | 0.002613 | 1 | 7,600 |
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