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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.835816 | 0.647043 | -1.130012 | 5.475383 | 0.509316 | 0.742861 | -0.599046 | 0 | -0.116279 | -1 | 0.614014 | 0.000548 | 0.007911 | 1 | 7,801 |
-2.299597 | -0.590844 | -2.10204 | -0.683997 | 1.119356 | 1.479181 | -0.601475 | -0.000222 | -0.116279 | -1 | 0.614014 | -0.001507 | 0.009825 | 1 | 7,802 |
1.150232 | 1.391269 | 0.08564 | -0.688229 | 0.094089 | 0.26096 | -0.601475 | 0 | -0.116279 | -1 | 0.614014 | 0.000754 | 0.009614 | 1 | 7,803 |
0.940454 | 1.018575 | -0.035592 | -0.691611 | 0.520167 | 0.559509 | -0.601475 | 0 | -0.116279 | -1 | 0.614014 | 0.000616 | 0.009405 | 1 | 7,804 |
-1.463179 | 0.151685 | -1.129312 | -0.685691 | 0.695921 | 0.859663 | -0.599566 | 0.000175 | -0.116279 | -1 | 0.614014 | -0.000959 | 0.012262 | 1 | 7,805 |
-1.883295 | -0.838659 | -2.348566 | 5.504167 | 0.599328 | 0.525242 | -0.599566 | 0 | -0.116279 | -1 | 0.614014 | -0.001234 | 0.013902 | 1 | 7,806 |
-0.418826 | 0.897168 | 0.085239 | 5.507562 | 0.544531 | 0.735203 | 0.352972 | 0.087135 | -0.116279 | -1 | 0.614014 | -0.000275 | 0.014312 | 1 | 7,807 |
2.720315 | 2.880233 | 0.085106 | -0.688229 | 0.666956 | 0.805156 | 0.352972 | 0 | -0.116279 | -1 | 0.614014 | 0.001783 | 0.013476 | 1 | 7,808 |
3.7586 | 4.109911 | 0.815445 | -0.700892 | 0.948556 | 0.91991 | -0.605466 | -0.087675 | -0.116279 | -1 | 0.614014 | 0.002464 | 0.011147 | 1 | 7,809 |
-1.460578 | -1.085152 | -1.854759 | 5.46863 | 0.401239 | 0.715731 | -0.605466 | 0 | -0.116279 | -1 | 0.614014 | -0.000957 | 0.013456 | 1 | 7,810 |
0 | 0.151076 | -1.978643 | -0.696677 | 0.747175 | 0.869483 | -0.603731 | 0.000159 | -0.116279 | -1 | 0.614014 | 0 | 0.013456 | 1 | 7,811 |
-0.62639 | -0.343503 | -1.857086 | 5.472005 | 0.674833 | 0.856363 | -0.603731 | 0 | -0.116279 | -1 | 0.614014 | -0.000411 | 0.015418 | 1 | 7,812 |
1.252523 | 2.376226 | 0.815179 | 5.461884 | 1.400134 | 1.526356 | -0.598872 | 0.000444 | -0.116279 | -1 | 0.614014 | 0.000821 | 0.01399 | 1 | 7,813 |
1.459979 | 1.139118 | -0.641468 | -0.705942 | 0.710955 | 0.946938 | -0.598872 | 0 | -0.116279 | -1 | 0.614014 | 0.000957 | 0.013842 | 1 | 7,814 |
0 | 0.150062 | -5.012641 | -0.705942 | 0.926014 | 0.992844 | -0.590889 | 0.00073 | -0.116279 | -1 | 0.614014 | 0 | 0.013977 | 1 | 7,815 |
0.625278 | 0.396963 | 0.329862 | -0.707624 | 1.189348 | 0.832874 | -0.590889 | 0 | -0.116279 | -1 | 0.614014 | 0.00041 | 0.014308 | 1 | 7,816 |
0.625022 | 0.643325 | 0.329961 | -0.710984 | 0.884808 | 1.171976 | -0.587592 | 0.000302 | -0.116279 | -1 | 0.614014 | 0.00041 | 0.013022 | 1 | 7,817 |
2.913386 | 3.353918 | 0.330061 | -0.722717 | 1.056588 | 1.072406 | -0.575618 | 0.001095 | -0.116279 | -1 | 0.614014 | 0.00191 | 0.012594 | 1 | 7,818 |
1.454609 | 1.624911 | -1.847147 | -0.726897 | 0.613448 | 0.715731 | -0.575618 | 0 | -0.116279 | -1 | 0.614014 | 0.000953 | 0.013926 | 1 | 7,819 |
1.660714 | 1.622801 | -1.119345 | -0.735239 | 1.505689 | 1.6195 | -0.564685 | 0.001 | -0.116279 | -1 | 0.614014 | 0.001089 | 0.013508 | 1 | 7,820 |
-1.660714 | 0.392262 | -2.083841 | 5.40484 | 1.432967 | 1.510451 | -0.564685 | 0 | -0.116279 | -1 | 0.614014 | -0.001089 | 0.0152 | 1 | 7,821 |
1.141935 | 1.622801 | 0.813856 | -0.732739 | 1.040738 | 0.888767 | -0.564685 | 0 | -0.116279 | -1 | 0.614014 | 0.000749 | 0.013915 | 1 | 7,822 |
0.726241 | 1.252669 | 0.210228 | -0.736072 | 0.667747 | 0.872729 | -0.561562 | 0.000286 | -0.116279 | -1 | 0.614014 | 0.000476 | 0.013238 | 1 | 7,823 |
-0.830018 | 0.392129 | -0.875805 | -0.732739 | 0.800809 | 1.025624 | -0.561562 | 0 | -0.116279 | -1 | 0.614014 | -0.000544 | 0.013648 | 1 | 7,824 |
-1.038158 | -0.344917 | -1.601494 | 5.40484 | 0.782494 | 0.895093 | -0.561562 | 0 | -0.116279 | -1 | 0.614014 | -0.000681 | 0.014999 | 1 | 7,825 |
-2.078438 | -0.344749 | -1.965784 | -0.720207 | 0.350233 | 0.418381 | -0.571453 | -0.000905 | -0.116279 | -1 | 0.614014 | -0.001362 | 0.016898 | 1 | 7,826 |
-1.248423 | 0.64097 | -1.363781 | 5.431618 | 0.294278 | 0.499834 | -0.571453 | 0 | -0.116279 | -1 | 0.614014 | -0.000818 | 0.019591 | 1 | 7,827 |
0.208142 | 0.025672 | -0.154064 | 5.431618 | -0.059033 | 0 | -0.582907 | -0.001048 | -0.116279 | -1 | 0.614014 | 0.000136 | 0.018786 | 1 | 7,828 |
-0.208142 | -0.097681 | -0.880548 | -0.71518 | 0.396187 | 0.504981 | -0.582907 | 0 | -0.116279 | -1 | 0.614014 | -0.000136 | 0.02026 | 1 | 7,829 |
2.495826 | 2.366517 | 0.814383 | -0.725226 | 0.615726 | 0.499834 | -0.582907 | 0 | -0.116279 | -1 | 0.614014 | 0.001636 | 0.018624 | 1 | 7,830 |
1.454015 | 1.378046 | 0.330622 | 5.399833 | 0.520167 | 0.628342 | -0.582907 | 0 | -0.116279 | -1 | 0.614014 | 0.000953 | 0.017671 | 1 | 7,831 |
-0.830696 | -0.34485 | -2.448409 | -0.727732 | 0.565016 | 0.819135 | -0.566768 | 0.001476 | -0.116279 | -1 | 0.614014 | -0.000545 | 0.018215 | 1 | 7,832 |
-0.207745 | -0.098621 | -0.877777 | -0.726061 | 1.083917 | 1.215362 | -0.566768 | 0 | -0.116279 | -1 | 0.614014 | -0.000136 | 0.018352 | 1 | 7,833 |
0.830809 | 1.131583 | 0.330687 | -0.730236 | 0.916308 | 0.961569 | -0.569544 | -0.000254 | -0.116279 | -1 | 0.614014 | 0.000545 | 0.017807 | 1 | 7,834 |
1.245366 | 1.130645 | 0.330819 | -0.735239 | 0.856449 | 0.910694 | -0.568156 | 0.000127 | -0.116279 | -1 | 0.614014 | 0.000816 | 0.016991 | 1 | 7,835 |
0 | 0.637956 | -0.151693 | -0.735239 | 0.868209 | 1.006666 | -0.568156 | 0 | -0.116279 | -1 | 0.614014 | 0 | 0.016991 | 1 | 7,836 |
1.037029 | 1.129241 | -1.117504 | -0.738569 | 0.780926 | 0.990051 | -0.573362 | -0.000476 | -0.116279 | -1 | 0.614014 | 0.00068 | 0.016311 | 1 | 7,837 |
0.310971 | 0.882614 | 0.33118 | -0.740233 | 0.78227 | 0.981612 | -0.573362 | 0 | -0.116279 | -1 | 0.614014 | 0.000204 | 0.016107 | 1 | 7,838 |
-1.348 | 0.268644 | -1.719376 | 5.389829 | 0.57564 | 0.772781 | -0.573362 | 0 | -0.116279 | -1 | 0.614014 | -0.000884 | 0.016991 | 1 | 7,839 |
1.037029 | 0.883615 | -0.634532 | 5.383169 | 0.562258 | 0.723577 | -0.560694 | 0.001159 | -0.116279 | -1 | 0.614014 | 0.00068 | 0.012225 | 1 | 7,840 |
-0.829567 | 0.391595 | -1.116355 | 5.389829 | 0.5926 | 0.731346 | -0.559653 | 0.000095 | -0.116279 | -1 | 0.614014 | -0.000544 | 0.014043 | 1 | 7,841 |
0.207434 | 0.883415 | 0.331049 | 5.388163 | 0.713676 | 0.742861 | -0.559653 | 0 | -0.116279 | -1 | 0.614014 | 0.000136 | 0.01605 | 1 | 7,842 |
0.207406 | 0.883214 | 0.331082 | -0.736904 | 0.666956 | 0.853049 | -0.559653 | 0 | -0.116279 | -1 | 0.614014 | 0.000136 | 0.017919 | 1 | 7,843 |
1.243843 | 1.12854 | 0.331114 | -0.742727 | 0.413902 | 0.525242 | -0.556876 | 0.000254 | -0.116279 | -1 | 0.614014 | 0.000815 | 0.020436 | 1 | 7,844 |
0 | -0.345318 | -0.391916 | -0.741896 | 0.106632 | 0.195744 | -0.55462 | 0.000206 | -0.116279 | -1 | 0.614014 | 0 | 0.018838 | 1 | 7,845 |
1.035762 | 1.617692 | -0.150807 | -0.746049 | 1.195296 | 1.204734 | 0.884859 | 0.131679 | -0.116279 | -1 | 0.614014 | 0.000679 | 0.017226 | 1 | 7,846 |
-0.621373 | -0.100158 | -0.632238 | -0.744389 | 0.844078 | 1.13549 | 0.884859 | 0 | -0.116279 | -1 | 0.614014 | -0.000407 | 0.018033 | 1 | 7,847 |
0.621373 | 0.390794 | 0.331377 | 5.368211 | 0.557946 | 0.679441 | 0.864208 | -0.001889 | -0.116279 | -1 | 0.614014 | 0.000407 | 0.019092 | 1 | 7,848 |
-0.828553 | 0.145135 | -2.923157 | -0.744389 | 0.518861 | 0.610558 | 0.864208 | 0 | -0.116279 | -1 | 0.614014 | -0.000543 | 0.018969 | 1 | 7,849 |
2.07054 | 2.107746 | 0.692797 | -0.751026 | 0.959386 | 1.009402 | 0.864208 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001357 | 0.019076 | 1 | 7,850 |
-2.484985 | -0.345684 | -3.523182 | 5.379842 | 1.139435 | 1.087412 | 0.860911 | -0.000302 | -0.116279 | -1.164525 | 1.414214 | -0.001629 | 0.01964 | 1 | 7,851 |
0.621626 | 0.63662 | -0.150906 | -0.744389 | 0.397356 | 0.632727 | 0.860911 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000407 | 0.018033 | 1 | 7,852 |
0.828441 | 0.636121 | -0.873837 | -0.747709 | 0.431175 | 0.632727 | 0.85154 | -0.000857 | -0.116279 | -1.164525 | 1.414214 | 0.000543 | 0.016422 | 1 | 7,853 |
0.621035 | 1.370835 | -0.150218 | -0.750197 | 1.998364 | 1.092352 | 0.85154 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000407 | 0.01508 | 1 | 7,854 |
2.894827 | 2.839303 | 0.572321 | 5.340055 | 1.886691 | 1.917201 | 0.861605 | 0.000921 | -0.116279 | -1.164525 | 1.414214 | 0.001898 | 0.014118 | 1 | 7,855 |
0.619606 | 0.632633 | -0.388912 | -0.763432 | 1.217875 | 1.07744 | 0.861605 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000406 | 0.014646 | 1 | 7,856 |
0.206479 | 0.387606 | 0.091965 | -0.765083 | 0.991393 | 1.041524 | 0.891974 | 0.002778 | -0.116279 | -1.164525 | 1.414214 | 0.000135 | 0.013977 | 1 | 7,857 |
1.444574 | 2.098257 | 0.332192 | -0.770852 | 1.591461 | 1.167505 | 0.891974 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000947 | 0.010156 | 1 | 7,858 |
0.206256 | 0.14225 | -8.566838 | -0.770852 | 0.783611 | 0.679441 | 0.893362 | 0.000127 | -0.116279 | -1.164525 | 1.414214 | 0.000135 | 0.009887 | 1 | 7,859 |
2.061029 | 3.558867 | 0.45239 | 5.300527 | 1.872973 | 1.828087 | 0.893362 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001351 | 0.005789 | 1 | 7,860 |
0 | 0.141161 | -1.105179 | -0.779896 | 1.022939 | 1.092352 | 0.894577 | 0.000111 | -0.116279 | -1.164525 | 1.414214 | 0 | 0.005789 | 1 | 7,861 |
2.366746 | 2.3354 | 0.093197 | -0.788913 | 0.753965 | 0.687648 | 0.894577 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001551 | 0.004506 | 1 | 7,862 |
-0.925681 | -0.225372 | -0.982889 | -0.784818 | 0.993211 | 1.18743 | 0.911063 | 0.001508 | -0.116279 | -1.164525 | 1.414214 | -0.000607 | 0.004978 | 1 | 7,863 |
1.234116 | 1.115096 | -4.220214 | -0.789732 | 1.025307 | 1.18524 | 0.911063 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000809 | 0.003632 | 1 | 7,864 |
0.205589 | -0.347237 | -2.538834 | 5.279222 | 0.744818 | 0.832874 | 0.911757 | 0.000063 | -0.116279 | -1.164525 | 1.414214 | 0.000135 | 0.004839 | 1 | 7,865 |
1.130245 | 1.600144 | 0.333227 | -0.795454 | 1.16953 | 1.142459 | 0.911757 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000741 | 0.003025 | 1 | 7,866 |
-1.335834 | 0.01758 | -1.220339 | -0.789732 | 0.790055 | 0.853049 | 0.916963 | 0.000476 | -0.116279 | -1.164525 | 1.414214 | -0.000876 | 0.003498 | 1 | 7,867 |
2.259957 | 2.087031 | -0.145154 | 5.262885 | 1.10151 | 1.274366 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001481 | 0.00074 | 1 | 7,868 |
3.486089 | 3.539902 | 0.333549 | 5.238461 | 0.90796 | 1.049357 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.002285 | -0.002218 | 0 | 7,869 |
1.023806 | 1.107312 | -3.720666 | -0.817427 | 1.60349 | 1.564105 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000671 | -0.00336 | 0 | 7,870 |
0.920838 | 1.227328 | -0.141976 | -0.820669 | 1.224295 | 1.180843 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000604 | -0.003829 | 0 | 7,871 |
-0.818496 | 0.257352 | -0.736653 | -0.817427 | 1.314812 | 1.221671 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000537 | -0.003898 | 0 | 7,872 |
-0.307049 | 0.500205 | -0.975583 | -0.816616 | 0.885387 | 1.08493 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000201 | -0.002418 | 0 | 7,873 |
-0.204734 | 0.621636 | 0.096091 | 5.230341 | 0.676919 | 0.783719 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000134 | -0.001209 | 0 | 7,874 |
1.023394 | 0.86423 | -1.095268 | 5.223854 | 1.585789 | 1.510451 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000671 | -0.002552 | 0 | 7,875 |
0.818221 | 0.863255 | -0.379756 | -0.822288 | 0.716141 | 0.849722 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.000536 | -0.002685 | 0 | 7,876 |
2.860323 | 3.28208 | 0.334477 | 5.193132 | 1.275494 | 1.28798 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001875 | -0.004425 | 0 | 7,877 |
-1.020928 | 0.376351 | -1.565407 | -0.830373 | 1.212359 | 1.276325 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | -0.000669 | -0.004697 | 0 | 7,878 |
2.041174 | 2.069475 | 0.334764 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0.001338 | -0.005766 | 0 | 7,879 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.005497 | 0 | 7,880 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.004825 | 0 | 7,881 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.004825 | 0 | 7,882 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.007516 | 0 | 7,883 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.007246 | 0 | 7,884 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.007785 | 0 | 7,885 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.006842 | 0 | 7,886 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.005901 | 0 | 7,887 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.005632 | 0 | 7,888 |
0 | -0.349158 | -2.039059 | 11.211804 | 1.31148 | 1.345631 | 0.916963 | 0 | -0.116279 | -1.164525 | 1.414214 | 0 | -0.005632 | 0 | 7,889 |
-6.234139 | -0.590844 | -10.373662 | 5.235212 | 2.221305 | 2.174202 | 0.418048 | -0.045639 | -0.116279 | 0.628626 | 1.414214 | -0.004086 | -0.00168 | 0 | 7,890 |
1.944514 | 3.409135 | -0.380715 | 5.223854 | 0.20831 | 0.203258 | 0.418048 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.001275 | -0.002551 | 0 | 7,891 |
3.269379 | 3.283118 | -0.260495 | -0.833601 | 0.047993 | 0.149113 | 0.418048 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.002143 | -0.004828 | 0 | 7,892 |
3.058693 | 3.033471 | 0.334923 | 5.173809 | 0.571107 | 0.504981 | 0.398612 | -0.001778 | -0.116279 | 0.628626 | 1.414214 | 0.002005 | -0.006564 | 0 | 7,893 |
5.084232 | 5.914666 | -3.459673 | 5.130558 | 0.985242 | 0.822592 | 0.398612 | 0 | -0.116279 | 0.628626 | 1.414214 | 0.003333 | -0.009628 | 0 | 7,894 |
-2.438317 | 1.332739 | -2.499879 | -0.856899 | 0.309469 | 0.446463 | 0.934664 | 0.049036 | -0.116279 | 0.628626 | 1.414214 | -0.001598 | -0.008299 | 0 | 7,895 |
-1.424153 | -1.072829 | -5.112689 | 5.159357 | 0.567764 | 0.564287 | 0.934664 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000934 | -0.007903 | 0 | 7,896 |
0.610514 | 0.855691 | -1.085474 | 5.154548 | 0.157958 | 0.14107 | 0.919219 | -0.001413 | -0.116279 | 0.628626 | 1.414214 | 0.0004 | -0.008572 | 0 | 7,897 |
2.236464 | 2.059194 | 0.217352 | -0.860099 | -0.169574 | -0.136322 | 0.936399 | 0.001572 | -0.116279 | 0.628626 | 1.414214 | 0.001466 | -0.011115 | 0 | 7,898 |
-1.016168 | -0.831596 | -1.792012 | -0.8577 | 0.108995 | 0.091037 | 0.936399 | 0 | -0.116279 | 0.628626 | 1.414214 | -0.000666 | -0.011325 | 0 | 7,899 |
2.234677 | 2.057076 | -0.018861 | -0.861697 | -0.064313 | 0.108065 | 0.940911 | 0.000413 | -0.116279 | 0.628626 | 1.414214 | 0.001465 | -0.012655 | 0 | 7,900 |
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