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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 | -0.093543 | -0.404255 | -0.664453 | 0.121853 | -0.102739 | 0.866117 | -0.000191 | -0.093023 | -0.535898 | -0.385986 | 0 | -0.006348 | 0 | 7,701 |
-1.049731 | 0.40362 | -0.648484 | -0.660188 | 0.611162 | 0.377333 | 0.867158 | 0.000095 | -0.093023 | -0.535898 | -0.385986 | -0.000688 | -0.006768 | 0 | 7,702 |
0.419979 | 0.901673 | 0.572321 | -0.661895 | -0.585291 | -0.233443 | 0.867158 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000275 | -0.005382 | 0 | 7,703 |
1.259243 | 0.901262 | 0.328127 | -0.666158 | -0.329365 | -0.091851 | 0.868026 | 0.000079 | -0.093023 | -0.535898 | -0.385986 | 0.000825 | -0.006207 | 0 | 7,704 |
-0.209802 | 0.154748 | 0.084301 | -0.666158 | 0.46236 | 0.711779 | 0.868026 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000138 | -0.006208 | 0 | 7,705 |
0.419575 | 0.900237 | 0.816314 | -0.667009 | 0.337617 | 0.055855 | 0.868026 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000275 | -0.006622 | 0 | 7,706 |
-0.629405 | -0.839408 | -0.647812 | 5.533086 | 0.301021 | 0.028415 | 0.869241 | 0.000111 | -0.093023 | -0.535898 | -0.385986 | -0.000413 | -0.003169 | 0 | 7,707 |
0 | -0.342211 | 0.084167 | -0.665305 | -0.311842 | -0.584164 | 0.869241 | 0 | -0.093023 | -0.535898 | -0.385986 | 0 | -0.003997 | 0 | 7,708 |
0.209831 | 0.65198 | 0.572321 | -0.665305 | -0.085843 | -0.01952 | 0.869067 | -0.000016 | -0.093023 | -0.535898 | -0.385986 | 0.000138 | -0.004273 | 0 | 7,709 |
0.209802 | 0.15485 | 0.328294 | 5.527973 | -0.797431 | -0.66848 | 0.869067 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000138 | -0.004134 | 0 | 7,710 |
-0.629492 | 1.148392 | -0.159759 | -0.664453 | -0.002074 | 0.14107 | 0.868373 | -0.000063 | -0.093023 | -0.535898 | -0.385986 | -0.000413 | -0.002755 | 0 | 7,711 |
-0.209888 | -0.093543 | 0.328227 | -0.663601 | -0.191049 | -0.091851 | 0.868373 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000138 | -0.004274 | 0 | 7,712 |
0.209888 | -0.093475 | 0.084033 | 5.531381 | 0.036303 | -0.273134 | 0.867679 | -0.000063 | -0.093023 | -0.535898 | -0.385986 | 0.000138 | 0.000138 | 1 | 7,713 |
1.258724 | 1.397537 | 0.816381 | -0.670414 | -0.302177 | -0.081109 | 0.867679 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.000825 | -0.000137 | 0 | 7,714 |
1.257686 | 1.271791 | 0.938097 | -0.674665 | 0.058223 | 0.009584 | 0.868373 | 0.000063 | -0.093023 | -0.535898 | -0.385986 | 0.000824 | -0.000687 | 0 | 7,715 |
-0.209542 | -0.342586 | -0.402645 | -0.672966 | 0.194889 | 0.401046 | 0.868373 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000137 | 0.000412 | 1 | 7,716 |
0.419056 | 0.153929 | 0.328596 | 5.510959 | 0.418072 | 0.352895 | 0.867332 | -0.000095 | -0.093023 | -0.535898 | -0.385986 | 0.000275 | -0.000687 | 0 | 7,717 |
0 | 0.401845 | 0.572321 | -0.674665 | 0.750929 | 0.610558 | 0.867332 | 0 | -0.093023 | -0.535898 | -0.385986 | 0 | -0.002337 | 0 | 7,718 |
-0.523838 | -0.590844 | -0.646303 | -0.672966 | 0.149106 | 0.091037 | 0.876876 | 0.000873 | -0.093023 | -0.535898 | -0.385986 | -0.000343 | -0.002545 | 0 | 7,719 |
-1.572594 | -0.715011 | -1.256558 | 5.526269 | -0.334933 | -0.136322 | 0.876876 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.001031 | -0.000963 | 0 | 7,720 |
0.838919 | 1.645009 | 0.816281 | -0.669563 | 0.145198 | 0.31478 | 0.867853 | -0.000825 | -0.093023 | -0.535898 | -0.385986 | 0.00055 | -0.001788 | 0 | 7,721 |
0.838457 | 0.650955 | 0.08457 | 5.514358 | -0.031051 | 0.164961 | 0.867853 | 0 | -0.093023 | -0.535898 | -0.385986 | 0.00055 | 0 | 0 | 7,722 |
0.837997 | 0.402118 | 0.084838 | -0.674665 | -0.793092 | -0.646554 | 0.867332 | -0.000048 | -0.093023 | -0.535898 | -0.385986 | 0.000549 | -0.000961 | 0 | 7,723 |
-0.418941 | -0.839033 | -0.402244 | -0.675515 | -0.803991 | -0.762738 | 0.867332 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000275 | -0.003301 | 0 | 7,724 |
-1.047856 | 0.649932 | -0.646303 | 5.51946 | 0.467659 | 0.707807 | 0.866291 | -0.000095 | -0.093023 | -0.535898 | -0.385986 | -0.000687 | -0.00165 | 0 | 7,725 |
-0.104825 | -0.34245 | -0.159256 | -0.670414 | -0.281168 | -0.159519 | 0.866291 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000069 | 0.000069 | 1 | 7,726 |
-0.104832 | 0.278445 | -1.623466 | 5.522864 | 0.377608 | 0.530228 | 0.867332 | 0.000095 | -0.093023 | -0.535898 | -0.385986 | -0.000069 | -0.000687 | 0 | 7,727 |
-1.46841 | -0.342416 | -1.623617 | -0.664453 | 0.647947 | 0.805156 | 0.867332 | 0 | -0.093023 | -0.535898 | -0.385986 | -0.000963 | 0.001649 | 1 | 7,728 |
-0.104941 | 0.155055 | 0.328227 | -0.664453 | -0.733041 | -0.472317 | 0.865944 | -0.000127 | -0.093023 | -0.535898 | -0.385986 | -0.000069 | 0.00213 | 1 | 7,729 |
0.524631 | 0.030803 | -0.526441 | -0.666158 | 0.187026 | 0.267889 | 0.865944 | 0 | -0.093023 | -0.785587 | -0 | 0.000344 | 0.003021 | 1 | 7,730 |
-0.314757 | -0.342245 | -0.648148 | -0.664453 | -0.060537 | -0.195628 | 0.866638 | 0.000063 | -0.093023 | -0.785587 | -0 | -0.000206 | 0.00405 | 1 | 7,731 |
-0.524739 | 0.279282 | -0.037934 | 5.534791 | -0.072691 | 0.055855 | 0.866638 | 0 | -0.093023 | -0.785587 | -0 | -0.000344 | 0.003914 | 1 | 7,732 |
0 | 0.403894 | -0.160263 | 5.536497 | 0.256212 | 0.451963 | 0.861605 | -0.00046 | -0.093023 | -0.785587 | -0 | 0 | 0.002337 | 1 | 7,733 |
-2.100762 | -0.093407 | -1.870802 | 5.55187 | 0.307255 | 0.510094 | 0.861605 | 0 | -0.093023 | -0.785587 | -0 | -0.001377 | 0.004948 | 1 | 7,734 |
-0.4205 | -0.341765 | -0.405871 | -0.652496 | -0.221705 | -0.049722 | 0.880521 | 0.00173 | -0.093023 | -0.785587 | -0 | -0.000276 | 0.005635 | 1 | 7,735 |
0 | 0.654548 | 0.327756 | -0.652496 | 0.166155 | 0.340391 | 0.880521 | 0 | -0.093023 | -0.785587 | -0 | 0 | 0.005498 | 1 | 7,736 |
1.051032 | 0.654548 | -0.40614 | -0.656772 | 0.264748 | 0.435348 | 0.880521 | 0 | -0.093023 | -0.785587 | -0 | 0.000689 | 0.004124 | 1 | 7,737 |
0.630272 | 0.653691 | 0.450127 | -0.65848 | -0.719292 | -0.604425 | 0.878438 | -0.00019 | -0.093023 | -0.785587 | -0 | 0.000413 | 0.004807 | 1 | 7,738 |
-0.945506 | -0.590844 | -0.527273 | -0.655062 | 0.275506 | 0.24692 | 0.878438 | 0 | -0.093023 | -0.785587 | -0 | -0.00062 | 0.005975 | 1 | 7,739 |
0.105085 | 0.031659 | 0.327874 | -0.655062 | 0.081316 | -0.259683 | 0.874967 | -0.000317 | -0.093023 | -0.785587 | -0 | 0.000069 | 0.007685 | 1 | 7,740 |
0 | 2.767898 | 0.083427 | -0.655062 | -0.166936 | -0.233443 | 0.874967 | 0 | -0.093023 | -0.785587 | -0 | 0 | 0.00618 | 1 | 7,741 |
0.420268 | 0.031616 | 0.083427 | -0.657626 | 0.172105 | 0.064797 | 0.874447 | -0.000048 | -0.093023 | -0.785587 | -0 | 0.000275 | 0.004672 | 1 | 7,742 |
0 | 0.155877 | 0.572321 | -0.657626 | 0.01906 | -0.300732 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | 0 | 0.004123 | 1 | 7,743 |
0.630185 | 0.404715 | 0.69449 | 5.541617 | -0.279101 | -0.147837 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | 0.000413 | 0.004807 | 1 | 7,744 |
-9.691563 | 0.653006 | -14.389531 | 5.624119 | 1.963711 | 2.371915 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | -0.006353 | 0.011022 | 1 | 7,745 |
-1.268668 | 1.911838 | -4.597034 | -0.613749 | 1.49887 | 1.588316 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | -0.000832 | 0.011854 | 1 | 7,746 |
0.423007 | 3.415111 | -1.396819 | -0.617212 | 0.99486 | 1.082441 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | 0.000277 | 0.011029 | 1 | 7,747 |
-3.5993 | 2.163441 | -4.599905 | 5.65708 | 1.041047 | 1.054537 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | -0.002359 | 0.013662 | 1 | 7,748 |
0.423888 | 2.420713 | 0.325785 | 5.650126 | 1.033299 | 1.057114 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | 0.000278 | 0.013521 | 1 | 7,749 |
1.90604 | 3.422337 | -0.906997 | -0.611148 | 0.696174 | 0.805156 | 0.874447 | 0 | -0.093023 | -0.785587 | -0 | 0.001249 | 0.012546 | 1 | 7,750 |
3.171452 | 5.168118 | 0.079968 | 5.612019 | 1.194926 | 1.331146 | -0.642776 | -0.138791 | -0.093023 | -0.785587 | -0 | 0.002079 | 0.011015 | 1 | 7,751 |
-1.69062 | -0.090377 | -1.63974 | -0.618078 | 0.91001 | 1.13549 | -0.642776 | 0 | -0.093023 | -0.785587 | -0 | -0.001108 | 0.010616 | 1 | 7,752 |
2.535228 | 2.413206 | 0.572321 | -0.627581 | 0.717616 | 0.515175 | -0.649024 | -0.000571 | -0.093023 | -0.785587 | -0 | 0.001662 | 0.009708 | 1 | 7,753 |
0 | 0.659372 | -0.409932 | 5.605115 | 0.393843 | 0.365207 | -0.649024 | 0 | -0.093023 | -0.785587 | -0 | 0 | 0.010324 | 1 | 7,754 |
-0.211108 | 0.909311 | -1.14698 | -0.626718 | 0.283809 | 0.545002 | -0.612581 | 0.003334 | -0.093023 | -0.785587 | -0 | -0.000138 | 0.009504 | 1 | 7,755 |
-0.211137 | 0.159493 | -0.16442 | -0.626718 | -0.211335 | 0.132946 | -0.612581 | 0 | -0.093023 | -0.785587 | -0 | -0.000138 | 0.008407 | 1 | 7,756 |
4.638286 | 5.65333 | 0.326741 | 5.572427 | 0.957824 | 1.236203 | -0.612061 | 0.000048 | -0.093023 | -0.785587 | -0 | 0.00304 | 0.005093 | 1 | 7,757 |
-1.263589 | -0.341422 | -3.103753 | -0.640493 | 1.022148 | 1.489741 | -0.612061 | 0 | -0.093023 | -0.785587 | -0 | -0.000828 | 0.007704 | 1 | 7,758 |
-0.2107 | 0.407464 | 0.082212 | 5.58445 | 0.390705 | 0.583117 | -0.530846 | 0.007429 | -0.093023 | -0.785587 | -0 | -0.000138 | 0.010306 | 1 | 7,759 |
0.421371 | 1.904238 | -3.230097 | -0.640493 | 1.532316 | 2.017778 | -0.530846 | 0 | -0.093023 | -0.785587 | -0 | 0.000276 | 0.009072 | 1 | 7,760 |
1.473882 | 1.404946 | -0.653037 | 5.568996 | 1.231007 | 1.645822 | -0.530846 | 0 | -0.093023 | -0.785587 | -0 | 0.000966 | 0.008106 | 1 | 7,761 |
-2.527528 | 0.406363 | -2.857497 | -0.637055 | 0.97971 | 1.473084 | -0.063861 | 0.042718 | -0.093023 | -0.785587 | -0 | -0.001657 | 0.009352 | 1 | 7,762 |
6.94065 | 7.633291 | 0.081941 | -0.666158 | 0.938092 | 1.331146 | -0.063861 | 0 | -0.093023 | -0.785587 | -0 | 0.00455 | 0.005624 | 1 | 7,763 |
0.839149 | 2.638721 | -8.11244 | -0.668712 | 1.027196 | 1.397728 | -0.063861 | 0 | -0.093023 | -0.785587 | -0 | 0.00055 | 0.006031 | 1 | 7,764 |
0.419402 | 1.147914 | -0.647644 | 5.521162 | 0.978025 | 1.238258 | 0.262386 | 0.029844 | -0.093023 | -0.785587 | -0 | 0.000275 | 0.005756 | 1 | 7,765 |
1.466998 | 2.139989 | -0.647309 | -0.676364 | 0.931267 | 1.270434 | 0.262386 | 0 | -0.093023 | -0.785587 | -0 | 0.000962 | 0.005204 | 1 | 7,766 |
-1.257341 | -0.590844 | -8.46414 | -0.669563 | 1.009687 | 1.336609 | 0.262386 | 0 | -0.093023 | -0.785587 | -0 | -0.000824 | 0.006438 | 1 | 7,767 |
-2.517795 | -0.09409 | -2.600026 | -0.662748 | 0.504994 | 0.859663 | 0.262386 | 0 | -0.093023 | -0.785587 | -0 | -0.00165 | 0.009998 | 1 | 7,768 |
-0.840189 | 0.155466 | -0.404793 | 5.543325 | 0.159056 | 0.489441 | 0.262386 | 0 | -0.093023 | -0.785587 | -0 | -0.000551 | 0.011502 | 1 | 7,769 |
0.840189 | 1.897027 | -1.138925 | 5.541617 | 0.673788 | 0.961569 | -0.346204 | -0.055672 | -0.093023 | -0.785587 | -0 | 0.000551 | 0.01204 | 1 | 7,770 |
-0.420037 | 0.652835 | -0.649156 | -0.65848 | 0.152439 | 0.418381 | -0.341865 | 0.000397 | -0.093023 | -0.785587 | -0 | -0.000275 | 0.011227 | 1 | 7,771 |
3.566631 | 4.131888 | -4.809964 | 5.512658 | 0.510971 | 0.812176 | -0.341865 | 0 | -0.093023 | -0.785587 | -0 | 0.002338 | 0.009637 | 1 | 7,772 |
-0.6288 | -0.094295 | -1.378416 | 5.521162 | 0.653355 | 0.872729 | 0.333709 | 0.061799 | -0.093023 | -0.785587 | -0 | -0.000412 | 0.010526 | 1 | 7,773 |
-3.988429 | -0.34245 | -5.288756 | -0.655917 | 0.660322 | 1.123739 | 0.333709 | 0 | -0.093023 | -0.785587 | -0 | -0.002614 | 0.012596 | 1 | 7,774 |
1.470635 | 3.886709 | 1.30551 | -0.661895 | 0.560721 | 1.020253 | -0.630455 | -0.088199 | -0.093023 | -0.785587 | -0 | 0.000964 | 0.010952 | 1 | 7,775 |
2.517795 | 3.137628 | 0.083831 | 5.522864 | 0.910382 | 0.984435 | -0.630455 | 0 | -0.093023 | -0.785587 | -0 | 0.00165 | 0.007939 | 1 | 7,776 |
-1.258378 | -0.590844 | -2.355797 | 5.529676 | 0.416937 | 0.637088 | -0.630455 | 0 | -0.093023 | -0.785587 | -0 | -0.000825 | 0.007945 | 1 | 7,777 |
2.09672 | 2.638278 | 0.572321 | 5.510959 | 0.762302 | 1.033614 | 0.331627 | 0.088008 | -0.093023 | -0.785587 | -0 | 0.001374 | 0.006707 | 1 | 7,778 |
0.628455 | 0.401981 | 0.084905 | 5.50926 | 0.577445 | 0.735203 | 0.331627 | 0 | -0.093023 | -0.785587 | -0 | 0.000412 | 0.006159 | 1 | 7,779 |
1.883812 | 2.136992 | 0.572321 | -0.684844 | 0.983236 | 1.097261 | -0.612928 | -0.086405 | -0.093023 | -0.785587 | -0 | 0.001235 | 0.00656 | 1 | 7,780 |
1.254583 | 1.390997 | 0.815578 | -0.689921 | 1.06661 | 1.025624 | -0.612928 | 0 | -0.093023 | -0.785587 | -0 | 0.000822 | 0.006691 | 1 | 7,781 |
-0.731715 | -0.343199 | -0.886721 | -0.686537 | 0.659254 | 0.866223 | -0.613623 | -0.000063 | -0.093023 | -0.785587 | -0 | -0.00048 | 0.006626 | 1 | 7,782 |
-2.40668 | 0.523827 | -3.20114 | -0.677213 | 1.021039 | 1.270434 | 0.340304 | 0.087262 | -0.093023 | -0.785587 | -0 | -0.001578 | 0.008067 | 1 | 7,783 |
1.883812 | 3.127912 | 0.32873 | 5.492298 | 0.269914 | 0.429732 | 0.340304 | 0 | -0.093023 | -0.785587 | -0 | 0.001235 | 0.007377 | 1 | 7,784 |
0.627421 | 0.152601 | -0.887922 | -0.686537 | 0.507657 | 0.473594 | -0.611367 | -0.087056 | -0.093023 | -0.785587 | -0 | 0.000411 | 0.007782 | 1 | 7,785 |
-0.209112 | 0.152296 | -0.887321 | -0.684844 | 0.360985 | 0.606049 | -0.611367 | 0 | -0.093023 | -0.785587 | -0 | -0.000137 | 0.007919 | 1 | 7,786 |
-1.045988 | 0.400077 | -1.130946 | -0.681455 | 0.929822 | 1.069878 | -0.611367 | 0 | -0.093023 | -0.785587 | -0 | -0.000686 | 0.009285 | 1 | 7,787 |
1.673237 | 1.391812 | 0.45063 | -0.688229 | 0.290654 | 0.446463 | -0.613623 | -0.000206 | -0.093023 | -0.785587 | -0 | 0.001097 | 0.008392 | 1 | 7,788 |
0.835931 | 1.142198 | -0.15715 | 5.478762 | 0.504327 | 0.650031 | -0.613623 | 0 | -0.093023 | -0.785587 | -0 | 0.000548 | 0.00696 | 1 | 7,789 |
2.713616 | 2.624581 | -1.49416 | -0.698363 | 1.035322 | 1.099705 | -0.600434 | 0.001206 | -0.093023 | -1 | 0.614014 | 0.001779 | 0.005861 | 1 | 7,790 |
-2.295822 | -1.950518 | -3.555693 | -0.694145 | 0.892293 | 1.254507 | -0.600434 | 0 | -0.093023 | -1 | 0.614014 | -0.001505 | 0.006822 | 1 | 7,791 |
-1.880973 | -0.343368 | -3.075036 | 5.488912 | 0.77054 | 1.08493 | -0.611367 | -0.001 | -0.093023 | -1 | 0.614014 | -0.001233 | 0.008191 | 1 | 7,792 |
-0.836733 | -0.095316 | -0.887522 | 5.495687 | 0.260493 | 0.554703 | -0.611367 | 0 | -0.093023 | -1 | 0.614014 | -0.000548 | 0.008876 | 1 | 7,793 |
1.673007 | 1.391541 | -0.401308 | 5.482144 | 0.636177 | 0.735203 | -0.610672 | 0.000063 | -0.093023 | -1 | 0.614014 | 0.001097 | 0.008594 | 1 | 7,794 |
-0.209026 | 0.647043 | -0.643464 | 5.485527 | 0.951017 | 1.26846 | -0.610672 | 0 | -0.093023 | -1 | 0.614014 | -0.000137 | 0.008731 | 1 | 7,795 |
0 | 0.894723 | -0.15715 | 5.485527 | 0.867418 | 0.783719 | -0.601649 | 0.000825 | -0.093023 | -1 | 0.614014 | 0 | 0.00941 | 1 | 7,796 |
-0.836389 | -0.590844 | -0.886921 | -0.685691 | 0.719822 | 1.049357 | -0.601649 | 0 | -0.093023 | -1 | 0.614014 | -0.000548 | 0.009551 | 1 | 7,797 |
0.418252 | 0.647892 | 0.572321 | 5.487219 | 0.574736 | 0.564287 | -0.602169 | -0.000048 | -0.116279 | -1 | 0.614014 | 0.000274 | 0.009684 | 1 | 7,798 |
0.209083 | 0.399941 | -0.40064 | -0.687383 | 0.334213 | 0.520224 | -0.602169 | 0 | -0.116279 | -1 | 0.614014 | 0.000137 | 0.009004 | 1 | 7,799 |
0.41808 | 1.142436 | -1.130478 | -0.688229 | 0.798628 | 0.958664 | -0.599046 | 0.000286 | -0.116279 | -1 | 0.614014 | 0.000274 | 0.010087 | 1 | 7,800 |
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