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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.99442 | 1.896685 | 0.327992 | -0.666158 | 0.133908 | 0.203258 | 0.850152 | 0 | -0.093023 | 0 | -0.385986 | 0.001307 | 0.000894 | 1 | 7,601 |
3.248466 | 3.754409 | 0.694313 | 5.504167 | 0.532776 | 0.711779 | 0.850152 | 0 | -0.093023 | 0 | -0.385986 | 0.002129 | -0.001511 | 0 | 7,602 |
1.255616 | 1.144813 | -0.645467 | 5.495687 | 0.710459 | 0.832874 | 0.850152 | 0 | -0.093023 | 0 | -0.385986 | 0.000823 | -0.002746 | 0 | 7,603 |
0.209169 | 0.152601 | 0.085707 | 5.492298 | 0.109585 | 0.371293 | 0.862299 | 0.001111 | -0.093023 | 0 | -0.385986 | 0.000137 | -0.00254 | 0 | 7,604 |
-0.418366 | -0.343029 | -0.887722 | -0.682302 | 0.357694 | 0.334064 | 0.84564 | -0.001524 | -0.093023 | 0 | -0.385986 | -0.000274 | -0.003297 | 0 | 7,605 |
0 | -0.590844 | -0.279458 | -0.681455 | -0.198358 | -0.060048 | 0.84564 | 0 | -0.093023 | 0 | -0.385986 | 0 | -0.002746 | 0 | 7,606 |
-0.837077 | -0.838761 | -15.68183 | 5.500774 | 0.249499 | 0.239807 | 0.84564 | 0 | -0.093023 | 0 | -0.385986 | -0.000549 | -0.00206 | 0 | 7,607 |
-0.837537 | -0.09484 | -0.401709 | -0.676364 | -0.103241 | 0.203258 | 0.85987 | 0.001302 | -0.093023 | 0 | -0.385986 | -0.000549 | -0.001786 | 0 | 7,608 |
-0.837997 | -0.342689 | -0.402244 | -0.673816 | 0.298331 | 0.389277 | 0.844425 | -0.001413 | -0.093023 | 0 | -0.385986 | -0.000549 | -0.00165 | 0 | 7,609 |
-2.306868 | -0.590844 | -3.819858 | 5.531381 | 1.221449 | 1.659272 | 0.844425 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.001512 | 0.000138 | 1 | 7,610 |
-0.419806 | 0.155055 | -0.404255 | -0.662748 | 0.198009 | 0.301661 | 0.849805 | 0.000492 | -0.093023 | -0.267949 | -0.517638 | -0.000275 | 0 | 0 | 7,611 |
0.629665 | 0.403894 | -0.160263 | 5.529676 | -0.016058 | 0.218079 | 0.849805 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000413 | -0.00055 | 0 | 7,612 |
-0.839611 | 0.403483 | -0.404121 | 5.53991 | -0.240966 | -0.01952 | 0.863861 | 0.001286 | -0.093023 | -0.267949 | -0.517638 | -0.00055 | -0.000964 | 0 | 7,613 |
1.67876 | 1.398358 | 0.328127 | -0.668712 | -0.286361 | 0 | 0.863861 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.0011 | -0.002547 | 0 | 7,614 |
1.676915 | 1.644394 | 0.084436 | -0.675515 | 0.340581 | 0.628342 | 0.863861 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.001099 | -0.003439 | 0 | 7,615 |
-0.419056 | -0.34262 | -0.402512 | -0.672966 | 0.275506 | 0.606049 | 0.852234 | -0.001064 | -0.093023 | -0.267949 | -0.517638 | -0.000275 | -0.003302 | 0 | 7,616 |
1.466193 | 1.642553 | 0.572321 | 5.50247 | -0.226471 | -0.286814 | 0.852234 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000961 | -0.001305 | 0 | 7,617 |
0.837192 | 0.649081 | 0.32883 | 5.493993 | 0.092279 | 0.210703 | 0.863514 | 0.001032 | -0.093023 | -0.267949 | -0.517638 | 0.000549 | -0.002884 | 0 | 7,618 |
0 | 1.143861 | 0.328964 | -0.682302 | 0.421465 | 0.587757 | 0.853276 | -0.000937 | -0.093023 | -0.267949 | -0.517638 | 0 | -0.002747 | 0 | 7,619 |
-0.627851 | -0.095044 | -0.157851 | -0.680607 | -0.363462 | -0.220638 | 0.853276 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000412 | -0.003161 | 0 | 7,620 |
-0.209341 | -0.09484 | -0.6453 | 5.50247 | 0.282892 | 0.435348 | 0.866291 | 0.001191 | -0.093023 | -0.267949 | -0.517638 | -0.000137 | -0.003299 | 0 | 7,621 |
2.09212 | 2.135869 | 0.32883 | -0.687383 | 0.544216 | 0.822592 | 0.866291 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.001371 | -0.004257 | 0 | 7,622 |
0.627077 | 1.142436 | -0.400507 | 5.473694 | 1.525141 | 1.308915 | 0.876876 | 0.000968 | -0.093023 | -0.267949 | -0.517638 | 0.000411 | -0.004668 | 0 | 7,623 |
-1.254411 | 1.141724 | -0.886521 | 5.490605 | 0.671168 | 0.735203 | 0.876876 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000822 | -0.003846 | 0 | 7,624 |
0.20914 | 0.152499 | 0.085774 | 5.490605 | -0.355355 | -0.405589 | 0.876876 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000137 | -0.004672 | 0 | 7,625 |
-0.627507 | -0.095316 | -0.400774 | 5.493993 | -0.2508 | -0.12497 | 0.875662 | -0.000111 | -0.093023 | -0.267949 | -0.517638 | -0.000411 | -0.003847 | 0 | 7,626 |
0 | -0.095112 | 0.08564 | -0.68315 | -0.70581 | -0.714222 | 0.876182 | 0.000048 | -0.093023 | -0.267949 | -0.517638 | 0 | -0.003159 | 0 | 7,627 |
-1.255788 | -0.838761 | -1.375204 | 5.500774 | 0.508984 | 0.637088 | 0.876182 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000823 | -0.002886 | 0 | 7,628 |
-0.837767 | 0.153315 | -1.133051 | -0.675515 | 0.363033 | 0.525242 | 0.867332 | -0.00081 | -0.093023 | -0.267949 | -0.517638 | -0.000549 | -0.003577 | 0 | 7,629 |
0.628368 | 1.889857 | 0.328663 | -0.678062 | 0.659254 | 0.727471 | 0.867332 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000412 | -0.00523 | 0 | 7,630 |
-0.418883 | 1.393172 | -0.40211 | -0.675515 | 0.095895 | 0.359075 | 0.867332 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000275 | -0.004679 | 0 | 7,631 |
1.256305 | 1.145766 | 0.085039 | -0.680607 | 0.496269 | 0.623933 | 0.868026 | 0.000063 | -0.093023 | -0.267949 | -0.517638 | 0.000823 | -0.005503 | 0 | 7,632 |
-0.209312 | -0.094908 | -1.376006 | 5.504167 | -0.051559 | 0.082386 | 0.868026 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000137 | -0.005021 | 0 | 7,633 |
0.209312 | 0.153111 | -0.158151 | 5.495687 | 0.060124 | 0.157076 | 0.868026 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000137 | -0.005365 | 0 | 7,634 |
0.313915 | 1.144337 | 0.815712 | 5.495687 | -0.12438 | -0.344 | 0.868026 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000206 | -0.006261 | 0 | 7,635 |
0.104624 | 0.772372 | -0.036176 | 5.493993 | 0.252384 | 0.418381 | 0.880174 | 0.001111 | -0.093023 | -0.267949 | -0.517638 | 0.000069 | -0.006053 | 0 | 7,636 |
-0.209255 | 0.40062 | 0.328964 | -0.680607 | -0.353056 | -0.233443 | 0.880174 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000137 | -0.005364 | 0 | 7,637 |
0.627679 | 0.400756 | -0.157951 | -0.685691 | 0.065797 | 0.239807 | 0.859176 | -0.001921 | -0.093023 | -0.267949 | -0.517638 | 0.000411 | -0.004811 | 0 | 7,638 |
-0.209198 | 0.648061 | 0.329031 | -0.684844 | -0.341674 | -0.171376 | 0.859176 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000137 | -0.005225 | 0 | 7,639 |
0.627507 | 0.895944 | 0.572321 | -0.686537 | 0.235384 | 0.116445 | 0.866811 | 0.000698 | -0.093023 | -0.267949 | -0.517638 | 0.000411 | -0.005912 | 0 | 7,640 |
0.209112 | -0.343063 | -0.15745 | -0.686537 | 0.14014 | 0.308247 | 0.866811 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000137 | -0.005911 | 0 | 7,641 |
-0.418252 | 0.647552 | 0.085907 | -0.686537 | 0.748115 | 0.805156 | 0.870455 | 0.000333 | -0.093023 | -0.267949 | -0.517638 | -0.000274 | -0.005499 | 0 | 7,642 |
-0.836848 | -0.095248 | -0.887722 | 5.495687 | 0.443308 | 0.687648 | 0.870455 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000549 | -0.004399 | 0 | 7,643 |
0 | 0.400756 | -0.157951 | -0.681455 | -0.059033 | 0.028415 | 0.861952 | -0.000778 | -0.093023 | -0.267949 | -0.517638 | 0 | -0.003573 | 0 | 7,644 |
-1.465589 | -0.838829 | -1.863088 | -0.675515 | -0.159081 | -0.314896 | 0.861952 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000961 | -0.002888 | 0 | 7,645 |
-0.209485 | 0.153622 | -0.402378 | 5.512658 | -0.244883 | -0.070509 | 0.869761 | 0.000714 | -0.093023 | -0.267949 | -0.517638 | -0.000137 | -0.00275 | 0 | 7,646 |
0.418941 | 2.13774 | -0.158753 | 5.505864 | 0.253343 | 0.267889 | 0.869761 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000275 | -0.00275 | 0 | 7,647 |
0 | -0.094567 | -0.158552 | 5.507562 | -0.555475 | -0.389742 | 0.868894 | -0.000079 | -0.093023 | -0.267949 | -0.517638 | 0 | -0.002887 | 0 | 7,648 |
0 | -0.094567 | 0.32873 | 5.507562 | -0.58369 | -0.472317 | 0.868894 | 0 | -0.093023 | -0.267949 | -0.517638 | 0 | -0.001786 | 0 | 7,649 |
-0.628455 | -0.590844 | -0.402244 | 5.512658 | -0.355355 | -0.374202 | 0.869241 | 0.000032 | -0.093023 | -0.267949 | -0.517638 | -0.000412 | -0.001649 | 0 | 7,650 |
-0.628714 | -0.094363 | -0.89033 | -0.672966 | -0.447572 | -0.489906 | 0.869241 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000412 | -0.001237 | 0 | 7,651 |
-0.419286 | 0.650614 | 0.084704 | 5.521162 | -0.12852 | -0.102739 | 0.869241 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000275 | -0.001651 | 0 | 7,652 |
-0.629146 | -0.342416 | -0.403316 | 5.526269 | -0.202965 | 0 | 0.867679 | -0.000143 | -0.093023 | -0.267949 | -0.517638 | -0.000412 | -0.000963 | 0 | 7,653 |
0.524306 | 0.154645 | -0.159658 | -0.669563 | 0.131057 | 0.267889 | 0.867679 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000344 | -0.000481 | 0 | 7,654 |
-1.573459 | -0.466617 | -1.745852 | -0.662748 | 0.507989 | 0.849722 | 0.8741 | 0.000587 | -0.093023 | -0.267949 | -0.517638 | -0.001031 | 0.000413 | 1 | 7,655 |
0.83938 | 0.403757 | 0.084033 | 5.526269 | 0.670906 | 0.859663 | 0.8741 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.00055 | 0.000138 | 1 | 7,656 |
0.209773 | 0.651638 | 0.572321 | 5.524566 | -0.136875 | -0.049722 | 0.870455 | -0.000333 | -0.093023 | -0.267949 | -0.517638 | 0.000138 | -0.000413 | 0 | 7,657 |
-0.419575 | 0.651467 | -1.380295 | -0.665305 | 0.392275 | 0.515175 | 0.870455 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000275 | -0.000138 | 0 | 7,658 |
-0.629578 | -0.342245 | -1.380832 | 5.538203 | -0.115358 | -0.455106 | 0.870629 | 0.000016 | -0.093023 | -0.267949 | -0.517638 | -0.000413 | 0.000413 | 1 | 7,659 |
0.419748 | -0.093475 | -0.40439 | -0.662748 | -0.668673 | -0.421757 | 0.870629 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000275 | 0.000275 | 1 | 7,660 |
-0.629665 | 0.154953 | -0.404121 | 5.536497 | 0.156857 | 0.164961 | 0.870629 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000413 | 0.000275 | 1 | 7,661 |
-0.209946 | 0.155261 | -0.404524 | -0.661042 | -0.002074 | -0.171376 | 0.874273 | 0.000333 | -0.093023 | -0.267949 | -0.517638 | -0.000138 | 0.000275 | 1 | 7,662 |
-1.470432 | 0.528351 | -1.137747 | -0.655917 | -0.021731 | -0.039527 | 0.874273 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.000964 | 0.001377 | 1 | 7,663 |
-0.735748 | -0.092859 | -0.650166 | -0.652496 | 0.208821 | 0.424077 | 0.868026 | -0.000571 | -0.093023 | -0.267949 | -0.517638 | -0.000482 | 0.002684 | 1 | 7,664 |
0.315364 | 6.495938 | -0.039112 | 5.558715 | 0.284726 | 0.478911 | 0.868026 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000207 | 0.003302 | 1 | 7,665 |
-0.210235 | -0.092721 | -0.405871 | 5.555291 | -0.719292 | -0.625212 | 0.868894 | 0.000079 | -0.093023 | -0.267949 | -0.517638 | -0.000138 | 0.003302 | 1 | 7,666 |
4.513689 | 10.33777 | 0.32779 | -0.671265 | 1.392189 | 1.613102 | 0.868026 | -0.000079 | -0.093023 | -0.267949 | -0.517638 | 0.002959 | 0.000618 | 1 | 7,667 |
-1.573026 | -0.466651 | -1.989342 | 5.529676 | 0.370764 | 0.412644 | 0.868026 | 0 | -0.093023 | -0.267949 | -0.517638 | -0.001031 | 0.001649 | 1 | 7,668 |
0.209831 | 0.403483 | 0.328261 | 5.527973 | -0.451528 | -0.195628 | 0.868026 | 0 | -0.093023 | -0.267949 | -0.517638 | 0.000138 | 0.001168 | 1 | 7,669 |
-1.259417 | -0.590844 | -1.625128 | -0.660188 | -0.226471 | -0.029461 | 0.868026 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000826 | 0.000963 | 1 | 7,670 |
-0.420037 | 0.652835 | -0.160464 | 5.541617 | -0.046375 | 0.07364 | 0.868026 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000275 | 0.001788 | 1 | 7,671 |
0.630012 | 1.026216 | 0.572321 | -0.661042 | -0.359976 | -0.233443 | -0.619176 | -0.136045 | -0.093023 | -0.535898 | -0.385986 | 0.000413 | 0.001925 | 1 | 7,672 |
0 | 0.155363 | -0.160363 | -0.661895 | -0.459508 | -0.300732 | -0.619176 | 0 | -0.093023 | -0.535898 | -0.385986 | 0 | 0.002474 | 1 | 7,673 |
0 | -0.093338 | 0.328127 | 5.538203 | -0.243901 | -0.102739 | -0.617787 | 0.000127 | -0.093023 | -0.535898 | -0.385986 | 0 | 0.0022 | 1 | 7,674 |
-1.050164 | -0.590844 | -0.893351 | -0.656772 | -0.121908 | 0.116445 | -0.617787 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000688 | 0.002201 | 1 | 7,675 |
0.630185 | 0.404715 | 0.327958 | 5.543325 | 0.094692 | 0.395183 | -0.618308 | -0.000048 | -0.093023 | -0.535898 | -0.385986 | 0.000413 | 0.001719 | 1 | 7,676 |
1.049731 | 1.150306 | 0.083764 | -0.664453 | 0.306812 | 0.478911 | -0.618308 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000688 | 0.000963 | 1 | 7,677 |
-0.839727 | 0.652151 | -0.404255 | -0.662748 | -0.004848 | -0.070509 | -0.618308 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.00055 | 0.00055 | 1 | 7,678 |
-1.891077 | 0.404167 | -1.871475 | -0.653352 | 0.014344 | 0.232629 | -0.616052 | 0.000206 | -0.093023 | -0.535898 | -0.385986 | -0.00124 | 0.001721 | 1 | 7,679 |
-1.893424 | -0.341731 | -2.609215 | 5.568996 | 0.685971 | 0.819135 | -0.616052 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.001241 | 0.003306 | 1 | 7,680 |
0.420964 | 0.905173 | 0.817122 | -0.6465 | -0.110486 | -0.049722 | -0.629067 | -0.001191 | -0.093023 | -0.535898 | -0.385986 | 0.000276 | 0.002824 | 1 | 7,681 |
0 | 0.157113 | -1.141759 | 5.567281 | 0.374396 | 0.569036 | -0.632711 | -0.000333 | -0.093023 | -0.535898 | -0.385986 | 0 | 0.00248 | 1 | 7,682 |
0.526042 | 0.655579 | 0.327554 | -0.649071 | 0.250462 | 0.225387 | -0.632711 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000345 | 0.002135 | 1 | 7,683 |
-0.315603 | -0.466206 | -0.529018 | 5.568996 | 0.594655 | 0.406866 | -0.629414 | 0.000302 | -0.093023 | -0.535898 | -0.385986 | -0.000207 | 0.000965 | 1 | 7,684 |
-1.052483 | -0.840197 | -0.896586 | -0.643927 | 0.198528 | 0.401046 | -0.629414 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.00069 | 0.001379 | 1 | 7,685 |
0.42108 | -0.091896 | 0.082483 | -0.645643 | -0.101641 | -0.102739 | -0.629414 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000276 | 0.001103 | 1 | 7,686 |
0.841812 | 0.406638 | 0.082618 | -0.648215 | -0.261781 | -0.329316 | -0.629761 | -0.000032 | -0.093023 | -0.535898 | -0.385986 | 0.000552 | 0.00124 | 1 | 7,687 |
1.472054 | 1.40247 | 0.327621 | -0.653352 | 0.380407 | 0.157076 | -0.624035 | 0.000524 | -0.093023 | -0.535898 | -0.385986 | 0.000965 | 0.000689 | 1 | 7,688 |
-0.841 | -0.839922 | -0.894967 | 5.557003 | -0.190141 | -0.171376 | -0.624035 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000551 | 0.00062 | 1 | 7,689 |
-0.420674 | 0.65472 | -0.161576 | -0.649071 | 0.277822 | 0.371293 | -0.624035 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000276 | 0.000965 | 1 | 7,690 |
0.210351 | 0.530511 | 0.082955 | -0.650784 | -0.629993 | -0.526288 | -0.628026 | -0.000365 | -0.093023 | -0.535898 | -0.385986 | 0.000138 | 0.000827 | 1 | 7,691 |
0.210322 | -0.092447 | 0.327689 | -0.650784 | -0.290543 | -0.246456 | -0.628026 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000138 | 0.000965 | 1 | 7,692 |
0.841 | 0.65472 | 0.327723 | -0.655917 | -0.421758 | -0.233443 | -0.62577 | 0.000206 | -0.093023 | -0.535898 | -0.385986 | 0.000551 | 0.000413 | 1 | 7,693 |
1.260631 | 1.151745 | 0.327857 | -0.660188 | 0.162888 | 0.308247 | -0.62577 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000826 | 0 | 0 | 7,694 |
-0.420095 | -0.839716 | -0.404928 | -0.65848 | -0.163434 | -0.060048 | -0.619696 | 0.000556 | -0.093023 | -0.535898 | -0.385986 | -0.000275 | -0.006077 | 0 | 7,695 |
0 | 1.026439 | 0.327992 | -0.657626 | 0.243207 | 0.457426 | 0.868373 | 0.136124 | -0.093023 | -0.535898 | -0.385986 | 0 | -0.006909 | 0 | 7,696 |
0.420095 | 0.031359 | -0.649661 | -0.660188 | 0.490845 | 0.484193 | 0.868373 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000275 | -0.006907 | 0 | 7,697 |
-0.210033 | 2.641387 | -0.649324 | -0.659334 | -0.118625 | -0.358959 | 0.8682 | -0.000016 | -0.093023 | -0.535898 | -0.385986 | -0.000138 | -0.009129 | 0 | 7,698 |
1.679453 | 1.523482 | 0.572321 | -0.665305 | 0.436348 | 0.457426 | 0.8682 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.001101 | -0.009952 | 0 | 7,699 |
-0.41969 | 0.403347 | -0.159859 | -0.664453 | 0.607719 | 0.510094 | 0.8682 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000275 | -0.008427 | 0 | 7,700 |
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