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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
3.675098 | 4.005485 | 0.572321 | -0.839241 | 0.146875 | 0.267889 | 0.868894 | 0 | -0.046512 | -0.785587 | -0 | 0.002409 | -0.018687 | 0 | 8,301 |
1.426817 | 2.306477 | 0.097937 | -0.84728 | 0.307699 | 0.401046 | 0.893362 | 0.002238 | -0.046512 | -0.785587 | -0 | 0.000935 | -0.02044 | 0 | 8,302 |
-1.426817 | 0.857043 | -9.6454 | -0.839241 | 0.41276 | 0.615041 | 0.885206 | -0.000746 | -0.046512 | -0.785587 | -0 | -0.000935 | -0.01896 | 0 | 8,303 |
-3.266316 | 0.979115 | -3.226306 | -0.827142 | 0.582832 | 0.535183 | 0.885206 | 0 | -0.046512 | -0.785587 | -0 | -0.002141 | -0.01675 | 0 | 8,304 |
-0.408782 | 1.345358 | -0.378608 | -0.825525 | 0.469416 | 0.739041 | 0.876182 | -0.000825 | -0.046512 | -0.785587 | -0 | -0.000268 | -0.018664 | 0 | 8,305 |
-2.250259 | 0.498817 | -2.044662 | 5.227096 | -0.018889 | 0.210703 | 0.876182 | 0 | -0.046512 | -0.785587 | -0 | -0.001475 | -0.018966 | 0 | 8,306 |
-1.843593 | 0.136742 | -3.241104 | -0.81012 | 0.802332 | 0.794509 | 0.882082 | 0.00054 | -0.046512 | -0.785587 | -0 | -0.001208 | -0.016937 | 0 | 8,307 |
-0.615027 | 0.380378 | -2.051699 | 5.248218 | -0.150456 | 0 | 0.882082 | 0 | -0.046512 | -0.785587 | -0 | -0.000403 | -0.016807 | 0 | 8,308 |
-2.976129 | -0.590844 | -6.596155 | -0.794637 | 0.432287 | 0.765405 | 0.878785 | -0.000302 | -0.046512 | -0.785587 | -0 | -0.001951 | -0.013081 | 0 | 8,309 |
-4.011556 | 0.504318 | -5.051503 | -0.779075 | 0.890764 | 1.079944 | 0.878785 | 0 | -0.046512 | -1 | 0.614014 | -0.00263 | -0.009497 | 0 | 8,310 |
-3.712361 | 1.360775 | -4.465625 | -0.764258 | 0.931628 | 1.123739 | 0.927722 | 0.004477 | -0.046512 | -1 | 0.614014 | -0.002433 | -0.006791 | 0 | 8,311 |
2.682055 | 2.953521 | -0.628813 | -0.774966 | 1.097544 | 0.90449 | 0.927722 | 0 | -0.046512 | -1 | 0.614014 | 0.001758 | -0.008276 | 0 | 8,312 |
1.236283 | 1.606061 | -1.586505 | -0.779896 | 0.509316 | 0.559509 | 0.873406 | -0.004969 | -0.046512 | -1 | 0.614014 | 0.00081 | -0.00827 | 0 | 8,313 |
-2.473569 | -1.079012 | -3.504361 | -0.770029 | 0.724942 | 0.371293 | 0.873406 | 0 | -0.046512 | -1 | 0.614014 | -0.001621 | -0.006512 | 0 | 8,314 |
0.206284 | 0.875244 | -1.348064 | -0.770852 | 0.498629 | 0.654299 | 0.889892 | 0.001508 | -0.046512 | -1 | 0.614014 | 0.000135 | -0.004744 | 0 | 8,315 |
-0.412596 | 1.607546 | -1.107675 | 5.323554 | 0.595826 | 0.84638 | 0.889892 | 0 | -0.046512 | -1 | 0.614014 | -0.00027 | -0.003251 | 0 | 8,316 |
-0.412708 | 1.36394 | -0.267705 | 5.3285 | 0.260967 | 0.26096 | 0.889892 | 0 | -0.046512 | -1 | 0.614014 | -0.000271 | -0.002574 | 0 | 8,317 |
0.825303 | 1.608735 | -2.069817 | 5.320259 | 0.857855 | 1.051951 | 0.873753 | -0.001476 | -0.046512 | -1 | 0.614014 | 0.000541 | -0.001353 | 0 | 8,318 |
-1.651054 | -0.346446 | -3.991374 | 5.333449 | 0.79644 | 1.006666 | 0.873753 | 0 | -0.046512 | -1 | 0.614014 | -0.001082 | -0.000271 | 0 | 8,319 |
-0.826197 | 8.561401 | -1.590306 | -0.760129 | 0.67038 | 0.540108 | 0.897527 | 0.002175 | -0.046512 | -1 | 0.614014 | -0.000542 | 0 | 0 | 8,320 |
0.206591 | 2.100077 | -0.02847 | -0.762607 | 0.622516 | 0.628342 | 0.897527 | 0 | -0.046512 | -1 | 0.614014 | 0.000135 | 0.000406 | 1 | 8,321 |
3.919928 | 5.030305 | 0.332062 | -0.777432 | 0.594362 | 0.623933 | 0.891974 | -0.000508 | -0.046512 | -1 | 0.614014 | 0.002569 | -0.002976 | 0 | 8,322 |
-2.061865 | -0.83501 | -2.305531 | -0.769205 | 0.279208 | 0.232629 | 0.891974 | 0 | -0.046512 | -1 | 0.614014 | -0.001352 | -0.000541 | 0 | 8,323 |
-1.238458 | -0.34638 | -1.58855 | 5.333449 | 0.125319 | 0.401046 | 0.881041 | -0.001 | -0.046512 | -1 | 0.614014 | -0.000812 | -0.000271 | 0 | 8,324 |
0.412931 | 0.143043 | -0.628813 | 5.330149 | 0.604259 | 0.623933 | 0.881041 | 0 | -0.046512 | -1 | 0.614014 | 0.000271 | -0.001083 | 0 | 8,325 |
-0.412931 | 0.509578 | -1.83011 | -0.763432 | 0.937376 | 0.932035 | 0.898221 | 0.001572 | -0.046512 | -1 | 0.614014 | -0.000271 | 0.000135 | 1 | 8,326 |
-0.413043 | 0.754389 | -1.349884 | -0.761781 | 0.809466 | 0.984435 | 0.898221 | 0 | -0.046512 | -1 | 0.614014 | -0.000271 | -0.000677 | 0 | 8,327 |
0.206535 | 0.632467 | -0.629139 | 5.3351 | 0.974642 | 0.819135 | 0.902386 | 0.000381 | -0.046512 | -1 | 0.614014 | 0.000135 | 0.001015 | 1 | 8,328 |
4.124846 | 4.29678 | 0.812483 | 5.302169 | 0.144077 | 0.412644 | 0.902386 | 0 | -0.046512 | -1 | 0.614014 | 0.002704 | -0.001486 | 0 | 8,329 |
1.852548 | 2.091727 | 0.332775 | -0.788094 | 0.581339 | 0.662768 | 0.91974 | 0.001587 | -0.046512 | -1 | 0.614014 | 0.001214 | -0.002971 | 0 | 8,330 |
3.08259 | 3.305034 | 1.289893 | -0.799535 | 0.398523 | 0.377333 | 0.91974 | 0 | -0.046512 | -1 | 0.614014 | 0.002021 | -0.00648 | 0 | 8,331 |
-2.671218 | -0.347597 | -3.012637 | -0.79055 | 0.273647 | 0.383327 | 0.91974 | 0 | -0.046512 | -1 | 0.614014 | -0.001751 | -0.005136 | 0 | 8,332 |
-0.102833 | 1.235902 | 0.093908 | -0.788094 | 0.210352 | 0.346667 | 0.918699 | -0.000095 | -0.046512 | -1 | 0.614014 | -0.000067 | -0.004797 | 0 | 8,333 |
0.925244 | 1.479468 | 0.213499 | -0.79382 | 0.291108 | 0.07364 | 0.918699 | 0 | -0.046512 | -1 | 0.614014 | 0.000606 | -0.005269 | 0 | 8,334 |
1.027391 | 1.35657 | 1.050348 | -0.796271 | -0.226471 | -0.081109 | 0.906551 | -0.001111 | -0.046512 | -1 | 0.614014 | 0.000673 | -0.005671 | 0 | 8,335 |
1.231957 | 0.86893 | 0.572321 | -0.800351 | -0.076534 | 0.1805 | 0.906551 | 0 | -0.046512 | -1 | 0.614014 | 0.000808 | -0.006343 | 0 | 8,336 |
-2.259348 | -0.590844 | -3.37047 | -0.791368 | 0.031702 | 0.099597 | 0.904989 | -0.000143 | -0.046512 | -1 | 0.614014 | -0.001481 | -0.003983 | 0 | 8,337 |
-1.439511 | -1.078025 | -1.819745 | -0.788094 | 0.133908 | 0.26096 | 0.904989 | 0 | -0.046512 | -1 | 0.614014 | -0.000944 | -0.002971 | 0 | 8,338 |
-1.131998 | 0.505869 | -0.863887 | -0.781537 | 0.346053 | 0.504981 | 0.933276 | 0.002588 | -0.046512 | -1 | 0.614014 | -0.000742 | -0.002365 | 0 | 8,339 |
-3.813807 | -0.468864 | -4.58331 | 5.326851 | 0.819926 | 0.510094 | 0.933276 | 0 | -0.046512 | -1 | 0.614014 | -0.0025 | 0.001082 | 1 | 8,340 |
-0.619355 | -0.101751 | -2.070175 | -0.762607 | 0.825413 | 0.787332 | 0.912972 | -0.001857 | -0.046512 | -1 | 0.614014 | -0.000406 | 0.002028 | 1 | 8,341 |
-1.136137 | -0.101553 | -2.792906 | -0.759303 | 1.327575 | 0.658545 | 0.912972 | 0 | -0.046512 | -1 | 0.614014 | -0.000745 | 0.002097 | 1 | 8,342 |
0.10332 | -0.22359 | -0.990476 | -0.760129 | 0.824572 | 0.978779 | 0.905163 | -0.000714 | -0.046512 | -1 | 0.614014 | 0.000068 | 0.002435 | 1 | 8,343 |
-1.447119 | -0.223614 | -2.313723 | -0.753511 | 0.798191 | 0.727471 | 0.905163 | 0 | -0.046512 | -1 | 0.614014 | -0.000949 | 0.005139 | 1 | 8,344 |
-1.344984 | 0.021744 | -1.353013 | 5.363233 | 0.652007 | 0.703816 | 0.896139 | -0.000825 | -0.046512 | -1 | 0.614014 | -0.000882 | 0.005885 | 1 | 8,345 |
-1.967881 | -0.345567 | -1.95734 | -0.740233 | 0.824572 | 0.727471 | 0.896139 | 0 | -0.046512 | -1 | 0.614014 | -0.00129 | 0.00704 | 1 | 8,346 |
0.828891 | 1.372966 | 0.331246 | -0.744389 | 0.827721 | 0.64574 | 0.95115 | 0.005032 | -0.046512 | -1 | 0.614014 | 0.000543 | 0.006767 | 1 | 8,347 |
-2.073072 | -0.345384 | -2.321176 | -0.736072 | 0.568981 | 0.695773 | 0.95115 | 0 | -0.046512 | -1 | 0.614014 | -0.001359 | 0.0088 | 1 | 8,348 |
-2.803123 | -0.590844 | -5.227288 | 5.413196 | 1.472477 | 1.54894 | 0.925813 | -0.002318 | -0.046512 | -1 | 0.614014 | -0.001837 | 0.011042 | 1 | 8,349 |
-0.311776 | 1.255179 | -0.273829 | 5.411524 | 0.717125 | 0.975937 | 0.925813 | 0 | -0.046512 | -1 | 0.614014 | -0.000204 | 0.011246 | 1 | 8,350 |
0.727379 | 1.5016 | -0.153074 | -0.726061 | 0.536929 | 0.658545 | 0.925813 | 0 | -0.046512 | -1 | 0.614014 | 0.000477 | 0.010769 | 1 | 8,351 |
-1.247148 | -0.713945 | -1.482755 | 5.418215 | 0.61601 | 0.776444 | 0.925813 | 0 | -0.046512 | -1 | 0.614014 | -0.000817 | 0.011587 | 1 | 8,352 |
0.831545 | 0.640718 | -0.516254 | -0.723554 | 0.710211 | 0.822592 | 0.903254 | -0.002064 | -0.046512 | -1 | 0.614014 | 0.000545 | 0.011042 | 1 | 8,353 |
0.103911 | 0.270868 | -0.51566 | -0.723554 | 0.642224 | 0.754213 | 0.903254 | 0 | -0.046512 | -1 | 0.614014 | 0.000068 | 0.010973 | 1 | 8,354 |
-3.328676 | -0.837106 | -4.995116 | -0.711824 | 0.758609 | 0.90449 | 0.915922 | 0.001159 | -0.046512 | -1 | 0.614014 | -0.002182 | 0.013155 | 1 | 8,355 |
-2.709908 | -0.097345 | -4.764338 | -0.700049 | 0.692366 | 0.731346 | 0.915922 | 0 | -0.046512 | -1 | 0.614014 | -0.001776 | 0.014932 | 1 | 8,356 |
1.251325 | 2.373387 | -0.884126 | 5.448414 | 1.033455 | 1.099705 | 0.915922 | 0 | -0.046512 | -1 | 0.614014 | 0.00082 | 0.014111 | 1 | 8,357 |
-0.416994 | -0.343841 | -0.397715 | -0.703418 | 0.055679 | -0.147837 | 0.943341 | 0.002508 | -0.046512 | -1 | 0.614014 | -0.000273 | 0.014385 | 1 | 8,358 |
2.708427 | 3.234949 | 0.087237 | 5.429941 | 0.509316 | 0.446463 | 0.924946 | -0.001683 | -0.046512 | -1 | 0.614014 | 0.001775 | 0.012609 | 1 | 8,359 |
1.456395 | 1.87396 | 0.330226 | -0.721044 | 0.125319 | 0.274758 | 0.924946 | 0 | -0.046512 | -1 | 0.614014 | 0.000955 | 0.010307 | 1 | 8,360 |
0.415858 | 0.887031 | -0.153371 | -0.720207 | 0.178005 | 0.371293 | 0.924946 | 0 | -0.046512 | -1 | 0.614014 | 0.000273 | 0.006114 | 1 | 8,361 |
0.415744 | 0.148043 | -0.878964 | 5.413196 | 0.07453 | 0.055855 | 0.986725 | 0.005651 | -0.046512 | -1 | 0.614014 | 0.000273 | 0.008141 | 1 | 8,362 |
1.246553 | 0.886226 | -0.394806 | -0.726061 | 0.224481 | 0.232629 | 0.927375 | -0.005429 | -0.046512 | -1 | 0.614014 | 0.000817 | 0.006919 | 1 | 8,363 |
0.20766 | 1.376706 | -1.119115 | 5.399833 | 1.024992 | 1.144769 | 0.927375 | 0 | -0.046512 | -1 | 0.614014 | 0.000136 | 0.006782 | 1 | 8,364 |
2.904274 | 3.464333 | 0.330819 | -0.741896 | 0.289746 | 0.525242 | 0.927375 | 0 | -0.046512 | -1 | 0.614014 | 0.001904 | 0.005014 | 1 | 8,365 |
1.864118 | 1.863252 | 0.813331 | -0.746879 | 0.73123 | 0.808674 | 0.936399 | 0.000825 | -0.046512 | -1 | 0.614014 | 0.001222 | 0.003251 | 1 | 8,366 |
0.620867 | 2.105184 | 0.331573 | -0.751026 | 1.011618 | 0.961569 | 0.936399 | 0 | -0.046512 | -1 | 0.614014 | 0.000407 | 0.002303 | 1 | 8,367 |
2.687507 | 3.083068 | -4.12626 | -0.761781 | 0.892102 | 0.88239 | 0.929978 | -0.000587 | -0.046512 | -1 | 0.614014 | 0.001762 | 0.000541 | 1 | 8,368 |
0 | 2.588044 | -0.148457 | -0.761781 | 0.788061 | 0.703816 | 0.929978 | 0 | -0.046512 | -1 | 0.614014 | 0 | 0.001083 | 1 | 8,369 |
-0.413155 | 0.143242 | -1.590892 | -0.760955 | 0.633134 | 0.822592 | 0.92321 | -0.000619 | -0.046512 | -1.164525 | 1.414214 | -0.000271 | 0.002029 | 1 | 8,370 |
0.826197 | 0.877427 | -2.674369 | 5.3351 | 0.2344 | 0.429732 | 0.92321 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000542 | 0.002568 | 1 | 8,371 |
-1.239464 | 0.387606 | -1.349884 | -0.758476 | 0.50031 | 0.530228 | 0.899783 | -0.002143 | -0.046512 | -1.164525 | 1.414214 | -0.000812 | 0.003111 | 1 | 8,372 |
1.652395 | 1.367116 | -0.62979 | -0.765083 | 0.182795 | 0.383327 | 0.899783 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.001083 | 0.002973 | 1 | 8,373 |
-0.825974 | -0.101685 | -0.388261 | -0.762607 | -0.238042 | -0.01952 | 0.92026 | 0.001873 | -0.046512 | -1.164525 | 1.414214 | -0.000541 | 0.003919 | 1 | 8,374 |
-0.826421 | -1.0804 | -2.31255 | -0.759303 | 0.286556 | 0.440925 | 0.92026 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000542 | 0.00446 | 1 | 8,375 |
1.445943 | 3.078594 | 0.331964 | 5.331799 | 0.548301 | 0.666969 | 0.904816 | -0.001413 | -0.046512 | -1.164525 | 1.414214 | 0.000948 | 0.00331 | 1 | 8,376 |
-1.652619 | -0.101619 | -1.349624 | -0.758476 | -0.32715 | -0.070509 | 0.904816 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.001083 | 0.003786 | 1 | 8,377 |
2.787756 | 2.712432 | 0.812678 | -0.769205 | 0.1928 | 0.365207 | 0.902213 | -0.000238 | -0.046512 | -1.164525 | 1.414214 | 0.001827 | 0.002364 | 1 | 8,378 |
0.309436 | 0.264577 | -0.027616 | 5.321906 | 0.24272 | 0.446463 | 0.902213 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000203 | 0.002296 | 1 | 8,379 |
-0.412596 | 1.119246 | -0.387482 | -0.768381 | 0.109585 | 0.239807 | 0.898742 | -0.000317 | -0.046512 | -1.164525 | 1.414214 | -0.00027 | 0.001554 | 1 | 8,380 |
-2.271274 | -0.34638 | -2.790173 | 5.341708 | 0.07453 | 0.24692 | 0.898742 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.001489 | 0.004055 | 1 | 8,381 |
-0.620026 | -0.346016 | -0.870114 | -0.756822 | 0.273647 | 0.389277 | 0.898742 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000406 | 0.002706 | 1 | 8,382 |
0.413379 | -0.101022 | -0.870701 | -0.758476 | -0.239015 | 0.116445 | 0.898742 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000271 | 0.001895 | 1 | 8,383 |
0.206647 | 1.611712 | 0.331964 | 5.341708 | 0.261441 | 0.494654 | 0.898742 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000135 | 0.001894 | 1 | 8,384 |
0.413211 | 0.632964 | 0.331997 | -0.761781 | 0.363033 | 0.6195 | 0.879479 | -0.001762 | -0.046512 | -1.164525 | 1.414214 | 0.000271 | 0.001218 | 1 | 8,385 |
0.206563 | 1.121792 | 0.21192 | -0.761781 | 0.07391 | 0.274758 | 0.879479 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000135 | 0.001353 | 1 | 8,386 |
1.34198 | 1.61052 | -0.148457 | -0.768381 | 0.210862 | 0.418381 | 0.88 | 0.000048 | -0.046512 | -1.164525 | 1.414214 | 0.00088 | 0.001825 | 1 | 8,387 |
0.10318 | -0.224086 | -0.988361 | -0.767557 | 0.261441 | 0.395183 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000068 | 0.000406 | 1 | 8,388 |
-0.206368 | 0.26475 | 0.09229 | -0.768381 | 0.400852 | 0.515175 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000135 | 0.001217 | 1 | 8,389 |
1.443988 | 1.852967 | 0.81232 | -0.773321 | 0.614588 | 0.699805 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000947 | -0.000947 | 0 | 8,390 |
0.824523 | 0.630319 | 0.572321 | -0.77661 | 0.413141 | 0.540108 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.00054 | -0.001081 | 0 | 8,391 |
-1.030723 | 0.629659 | -0.626379 | -0.770852 | 0.403559 | 0.530228 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000676 | -0.000541 | 0 | 8,392 |
0.618517 | 0.630484 | -0.627189 | 5.312029 | 0.277822 | 0.389277 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000405 | 0.000135 | 1 | 8,393 |
2.677348 | 2.581607 | 0.332581 | -0.784818 | 0.426337 | 0.6195 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.001755 | -0.00027 | 0 | 8,394 |
-0.205783 | 0.14047 | 0.09365 | 5.292324 | 0.228962 | 0.346667 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000135 | 0.00027 | 1 | 8,395 |
-0.205811 | 0.871686 | 0.093585 | -0.783998 | 0.464485 | 0.564287 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | -0.000135 | 0.001752 | 1 | 8,396 |
0.411594 | 0.384439 | -0.624923 | 5.290684 | 0.54579 | 0.6195 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.00027 | 0.000674 | 1 | 8,397 |
1.0285 | 0.993296 | -0.145734 | -0.79055 | 0.507324 | 0.535183 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000674 | 0.000808 | 1 | 8,398 |
0.616767 | 0.383519 | -0.14525 | -0.79055 | 0.582533 | 0.549867 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0.000404 | 0.001481 | 1 | 8,399 |
0 | -0.347302 | -0.862532 | -0.79055 | 0.582533 | 0.549867 | 0.88 | 0 | -0.046512 | -1.164525 | 1.414214 | 0 | 0.002422 | 1 | 8,400 |
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