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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-2.279295 | -1.081596 | -3.043322 | -0.738569 | 0.532135 | 0.371293 | 0.835575 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001494 | 0.006503 | 1 | 8,501 |
-0.207378 | -0.099491 | -0.151299 | -0.737737 | 0.486064 | 0.424077 | 0.835575 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000136 | 0.006774 | 1 | 8,502 |
-1.037311 | -0.345117 | -0.875411 | -0.733572 | 0.19749 | 0.124738 | 0.844078 | 0.000778 | -0.046512 | 0.464102 | 0.614014 | -0.00068 | 0.007792 | 1 | 8,503 |
0.622471 | 0.884016 | 0.572321 | 5.388163 | -0.499429 | -0.625212 | 0.844078 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000408 | 0.007721 | 1 | 8,504 |
1.244181 | 0.883415 | 0.331049 | -0.740233 | -0.093697 | -0.01952 | 0.842516 | -0.000143 | -0.046512 | 0.464102 | 0.614014 | 0.000816 | 0.006905 | 1 | 8,505 |
-1.659134 | -0.345251 | -1.357201 | -0.734406 | 0.119533 | 0.046813 | 0.842516 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.001088 | 0.007993 | 1 | 8,506 |
0.829792 | 0.883816 | 0.813626 | -0.736904 | -0.391998 | -0.545119 | 0.842516 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000544 | 0.006909 | 1 | 8,507 |
0 | -0.099424 | 0.089875 | -0.736904 | -0.312925 | -0.489906 | 0.84616 | 0.000333 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.006504 | 1 | 8,508 |
0 | -0.099424 | 0.572321 | -0.737737 | -0.116173 | -0.220638 | 0.846681 | 0.000048 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.006234 | 1 | 8,509 |
0.414727 | 0.637455 | 0.572321 | -0.739401 | 0.139011 | 0.14107 | 0.846681 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000272 | 0.005827 | 1 | 8,510 |
0.621879 | 0.882614 | 0.572321 | -0.741065 | -0.423027 | -0.113778 | 0.84564 | -0.000095 | -0.046512 | 0.464102 | 0.614014 | 0.000408 | 0.005419 | 1 | 8,511 |
-0.621879 | -0.590844 | -0.63322 | -0.739401 | 0.212388 | 0.210703 | 0.84564 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000408 | 0.004881 | 1 | 8,512 |
0.414614 | 0.637121 | 0.813429 | 5.379842 | -0.193781 | -0.070509 | 0.847202 | 0.000143 | -0.046512 | 0.464102 | 0.614014 | 0.000272 | 0.003526 | 1 | 8,513 |
-1.036747 | -0.590844 | -0.633384 | -0.736904 | -0.484015 | -0.208035 | 0.847202 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.00068 | 0.004477 | 1 | 8,514 |
0 | 9.213582 | 0.572321 | -0.737737 | -0.388366 | -0.273134 | 0.847202 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.005153 | 1 | 8,515 |
0.933104 | 0.883214 | 1.054702 | -0.740233 | -0.446258 | -0.300732 | 0.846508 | -0.000064 | -0.046512 | 0.464102 | 0.614014 | 0.000612 | 0.004406 | 1 | 8,516 |
0.725353 | 0.514137 | 0.692855 | -0.742727 | 0.045412 | 0.132946 | 0.84026 | -0.000571 | -0.046512 | 0.464102 | 0.614014 | 0.000475 | 0.004742 | 1 | 8,517 |
-0.414445 | 0.636287 | 0.090334 | -0.741065 | 0.46625 | 0.429732 | 0.84026 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000272 | 0.005014 | 1 | 8,518 |
-0.103629 | -0.345284 | 0.331278 | 5.378179 | -0.370487 | -0.472317 | 0.845813 | 0.000508 | -0.046512 | 0.464102 | 0.614014 | -0.000068 | 0.005082 | 1 | 8,519 |
0.621668 | 1.004806 | 0.692838 | -0.743558 | -0.0628 | -0.405589 | 0.845813 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000407 | 0.003998 | 1 | 8,520 |
0.932027 | 1.249416 | 0.451845 | 5.364892 | 0.237348 | 0.383327 | 0.87167 | 0.002365 | -0.046512 | 0.464102 | 0.614014 | 0.000611 | 0.003387 | 1 | 8,521 |
0.414052 | 0.390262 | 0.813102 | -0.749368 | -0.75932 | -0.66848 | 0.87167 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000271 | 0.004603 | 1 | 8,522 |
2.481953 | 2.472513 | 0.331573 | -0.759303 | 0.179072 | 0.082386 | 0.87167 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.001627 | 0.003651 | 1 | 8,523 |
0.206647 | -0.101155 | 0.331964 | 5.343361 | -0.496601 | -0.113778 | 0.840087 | -0.002889 | -0.046512 | 0.464102 | 0.614014 | 0.000135 | 0.00392 | 1 | 8,524 |
0.206619 | -0.101221 | -0.14875 | -0.758476 | -0.490979 | -0.329316 | 0.840087 | 0 | -0.046512 | 0.464102 | 0.614014 | 0.000135 | 0.002705 | 1 | 8,525 |
-0.413267 | 0.143441 | -0.389042 | -0.758476 | -0.404244 | -0.147837 | 0.848764 | 0.000794 | -0.046512 | 0.464102 | 0.614014 | -0.000271 | 0.003246 | 1 | 8,526 |
0.206647 | 0.14364 | 0.331964 | -0.760129 | -0.897958 | -0.604425 | 0.848069 | -0.000063 | -0.046512 | 0.464102 | 0.614014 | 0.000135 | 0.003515 | 1 | 8,527 |
-0.206647 | -0.590844 | 0.09164 | -0.759303 | -1.321316 | -1.027019 | 0.848069 | 0 | -0.046512 | 0.464102 | 0.614014 | -0.000135 | 0.003651 | 1 | 8,528 |
0 | 0.14364 | 0.452147 | 5.343361 | -0.727115 | -0.455106 | 0.848069 | 0 | -0.046512 | 0.464102 | 0.614014 | 0 | 0.003921 | 1 | 8,529 |
1.445943 | 1.122487 | -2.434485 | -0.765083 | 0.864642 | 0.099597 | 0.845293 | -0.000254 | -0.046512 | 0.249689 | 0 | 0.000948 | 0.003108 | 1 | 8,530 |
1.031978 | 0.631971 | 0.332192 | -0.767557 | -0.709635 | -0.545119 | 0.845293 | 0 | -0.046512 | 0.249689 | 0 | 0.000676 | 0.002431 | 1 | 8,531 |
-0.412708 | -0.10195 | -0.147677 | 5.326851 | -0.751127 | -0.472317 | 0.835748 | -0.000873 | -0.046512 | 0.249689 | 0 | -0.000271 | 0.001419 | 1 | 8,532 |
-0.412819 | -0.346314 | 0.092225 | 5.330149 | -1.246777 | -1.062593 | 0.835748 | 0 | -0.046512 | 0.249689 | 0 | -0.000271 | 0.001758 | 1 | 8,533 |
0.206424 | -0.346248 | -0.388261 | -0.765083 | -0.755212 | -0.738112 | 0.826377 | -0.000857 | -0.046512 | 0.249689 | 0 | 0.000135 | 0.001487 | 1 | 8,534 |
-1.032397 | -0.590844 | -1.349104 | -0.761781 | -0.071926 | 0.028415 | 0.826377 | 0 | -0.046512 | 0.249689 | 0 | -0.000677 | 0.001894 | 1 | 8,535 |
-0.619774 | -0.10142 | -1.10995 | 5.341708 | -1.164539 | -0.714222 | 0.829328 | 0.00027 | -0.046512 | 0.249689 | 0 | -0.000406 | 0.00257 | 1 | 8,536 |
-0.413323 | -0.346016 | 0.09164 | 5.345015 | -0.955631 | -0.625212 | 0.829328 | 0 | -0.046512 | 0.249689 | 0 | -0.000271 | 0.002571 | 1 | 8,537 |
0.206675 | -0.101089 | 0.331932 | -0.759303 | -0.749094 | -0.545119 | 0.833666 | 0.000397 | -0.046512 | 0.249689 | 0 | 0.000135 | 0.002706 | 1 | 8,538 |
1.445943 | 1.122487 | 0.572321 | -0.765083 | -0.675943 | -0.455106 | 0.833666 | 0 | -0.046512 | 0.249689 | 0 | 0.000948 | 0.002163 | 1 | 8,539 |
0.206452 | 0.142944 | 0.332192 | -0.764258 | -0.652588 | -0.625212 | 0.834707 | 0.000095 | -0.046512 | 0.249689 | 0 | 0.000135 | 0.002298 | 1 | 8,540 |
0.206424 | 0.631805 | -0.388261 | -0.766732 | -0.339419 | -0.01952 | 0.834707 | 0 | -0.046512 | 0.249689 | 0 | 0.000135 | 0.002702 | 1 | 8,541 |
-0.412875 | -0.346281 | -0.147969 | -0.764258 | -1.142727 | -0.898703 | 0.834187 | -0.000048 | -0.046512 | 0.249689 | 0 | -0.000271 | 0.002973 | 1 | 8,542 |
0.825638 | 0.387474 | 0.332192 | -0.766732 | -1.009612 | -0.788145 | 0.834187 | 0 | -0.046512 | 0.249689 | 0 | 0.000541 | 0.002229 | 1 | 8,543 |
0 | -0.101883 | -0.628001 | -0.767557 | 0.056952 | 0.218079 | 0.836963 | 0.000254 | -0.046512 | 0.249689 | 0 | 0 | 0.002162 | 1 | 8,544 |
-1.032118 | -0.590844 | -0.988255 | -0.764258 | -0.223607 | 0.116445 | 0.836963 | 0 | -0.046512 | 0.249689 | 0 | -0.000677 | 0.002703 | 1 | 8,545 |
0.412931 | 1.121097 | -0.869138 | -0.765083 | 0.065797 | 0.232629 | 0.839393 | 0.000222 | -0.046512 | 0.249689 | 0 | 0.000271 | 0.002973 | 1 | 8,546 |
0.825527 | 0.387342 | 0.332224 | -0.769205 | -0.190141 | -0.049722 | 0.839393 | 0 | -0.046512 | 0.249689 | 0 | 0.000541 | 0.00351 | 1 | 8,547 |
0.206312 | -0.34638 | -0.387741 | -0.768381 | 0.01906 | 0.239807 | 0.838872 | -0.000048 | -0.046512 | 0.249689 | 0 | 0.000135 | 0.003105 | 1 | 8,548 |
-0.619019 | -0.590844 | -0.627676 | 5.326851 | 0.803851 | 0.895093 | 0.838872 | 0 | -0.046512 | 0.249689 | 0 | -0.000406 | 0.003915 | 1 | 8,549 |
0.412708 | 0.142646 | 0.092225 | -0.768381 | -0.696338 | -0.869599 | 0.841302 | 0.000222 | -0.046512 | 0.249689 | 0 | 0.000271 | 0.003645 | 1 | 8,550 |
2.267898 | 2.09644 | 0.572321 | -0.777432 | 0.427457 | 0.446463 | 0.841302 | 0 | -0.046512 | 0.249689 | 0 | 0.001487 | 0.002293 | 1 | 8,551 |
0.206005 | 0.385361 | 0.332711 | -0.778254 | -0.136035 | -0.300732 | 0.841302 | 0 | -0.046512 | 0.249689 | 0 | 0.000135 | 0.00054 | 1 | 8,552 |
0.514892 | 0.14126 | 0.572321 | -0.780717 | -0.396871 | -0.762738 | 0.856226 | 0.001365 | -0.046512 | 0.249689 | 0 | 0.000338 | -0.000338 | 0 | 8,553 |
0.514718 | 1.725687 | 0.452577 | -0.781537 | 0.356043 | 0.295019 | 0.840781 | -0.001413 | -0.046512 | 0.249689 | 0 | 0.000337 | -0.000945 | 0 | 8,554 |
0 | -0.346941 | -0.864662 | -0.781537 | -0.198358 | 0.082386 | 0.840781 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.001485 | 0 | 8,555 |
0 | -0.346941 | 0.213184 | -0.782358 | -0.657908 | -0.66848 | 0.840781 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.002161 | 0 | 8,556 |
-0.823633 | -0.103071 | -0.864662 | -0.779075 | 0.309911 | 0.418381 | 0.838698 | -0.00019 | -0.046512 | 0.249689 | 0 | -0.00054 | -0.001081 | 0 | 8,557 |
-0.618016 | -0.590844 | -0.865439 | -0.777432 | 0.051206 | 0.164961 | 0.836963 | -0.000159 | -0.046512 | 0.249689 | 0 | -0.000405 | -0.000811 | 0 | 8,558 |
-0.41215 | -0.10261 | -0.146704 | -0.775788 | -0.316182 | -0.329316 | 0.836963 | 0 | -0.046512 | 0.249689 | 0 | -0.00027 | -0.000811 | 0 | 8,559 |
-0.206117 | -0.346644 | 0.092874 | -0.774144 | -1.187059 | -0.99296 | 0.837831 | 0.000079 | -0.046512 | 0.249689 | 0 | -0.000135 | -0.001487 | 0 | 8,560 |
0 | -0.102412 | -0.146996 | -0.775788 | -0.090545 | -0.102739 | 0.837831 | 0 | -0.046512 | 0.249689 | 0 | 0 | 0.00027 | 1 | 8,561 |
-1.443598 | -0.102412 | -4.348834 | -0.769205 | 0.187553 | 0.149113 | 0.837831 | 0 | -0.046512 | 0.249689 | 0 | -0.000946 | 0.001216 | 1 | 8,562 |
-1.6515 | -0.590844 | -1.348324 | -0.762607 | -0.277041 | -0.049722 | 0.837831 | 0 | -0.046512 | 0.249689 | 0 | -0.001083 | 0.002299 | 1 | 8,563 |
0.413043 | -0.10142 | -1.10995 | -0.762607 | -1.081124 | -0.788145 | 0.83731 | -0.000048 | -0.046512 | 0.249689 | 0 | 0.000271 | 0.002028 | 1 | 8,564 |
1.032118 | 0.632136 | 0.332159 | -0.768381 | -0.297924 | -0.358959 | 0.83731 | 0 | -0.046512 | 0.249689 | 0 | 0.000677 | 0.000811 | 1 | 8,565 |
-0.206368 | -0.346347 | -0.147774 | -0.766732 | -0.685139 | -0.604425 | 0.839219 | 0.000175 | -0.046512 | 0.249689 | 0 | -0.000135 | 0.000947 | 1 | 8,566 |
1.237788 | 0.875839 | 0.332289 | -0.770852 | -0.593355 | -0.66848 | 0.839219 | 0 | -0.046512 | 0.249689 | 0 | 0.000811 | -0.000406 | 0 | 8,567 |
0 | -0.102214 | 0.092614 | -0.771675 | -1.29855 | -0.788145 | 0.841128 | 0.000175 | -0.046512 | 0.249689 | 0 | 0 | -0.000135 | 0 | 8,568 |
0 | -0.590844 | 0.092614 | -0.771675 | -1.374195 | -1.138866 | 0.841128 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.000811 | 0 | 8,569 |
-1.03142 | -0.346512 | -0.627189 | -0.767557 | -1.139158 | -0.762738 | 0.842169 | 0.000095 | -0.046512 | 0.249689 | 0 | -0.000676 | 0.000135 | 1 | 8,570 |
0 | 0.386945 | 0.332322 | -0.770852 | -1.41007 | -1.027019 | 0.842169 | 0 | -0.046512 | 0.249689 | 0 | 0 | -0.009104 | 0 | 8,571 |
2.268204 | 2.585037 | 1.531994 | 5.307097 | -0.252784 | -0.081109 | 0.842169 | 0 | -0.046512 | 0.249689 | 0 | 0.001487 | -0.009636 | 0 | 8,572 |
1.029888 | 0.629494 | 0.332678 | -0.781537 | -1.052257 | -0.646554 | 0.844078 | 0.000175 | -0.046512 | 0.249689 | 0 | 0.000675 | -0.011266 | 0 | 8,573 |
0.617599 | 0.384834 | 0.33284 | 5.293963 | -0.356507 | -0.259683 | 0.844078 | 0 | -0.046512 | 0.249689 | 0 | 0.000405 | -0.012627 | 0 | 8,574 |
-1.647488 | -0.346974 | -1.343657 | 5.305454 | -0.355355 | -0.171376 | 0.844078 | 0 | -0.046512 | 0.249689 | 0 | -0.00108 | -0.008273 | 0 | 8,575 |
0.412039 | -0.10261 | 0.332678 | -0.778254 | -1.149922 | -0.960292 | 0.846508 | 0.000222 | -0.046512 | 0.249689 | 0 | 0.00027 | -0.009224 | 0 | 8,576 |
0.617849 | 0.385229 | 0.572321 | -0.781537 | -1.31212 | -0.99296 | 0.846508 | 0 | -0.046512 | 0.249689 | 0 | 0.000405 | -0.009357 | 0 | 8,577 |
0 | -0.346875 | 0.33284 | 5.300527 | -0.856459 | -0.455106 | 0.84616 | -0.000032 | -0.046512 | 0.249689 | 0 | 0 | -0.008676 | 0 | 8,578 |
0.411761 | 0.872475 | 0.33284 | -0.782358 | -0.270897 | -0.12497 | 0.84616 | 0 | -0.046512 | 0.249689 | 0 | 0.00027 | -0.01468 | 0 | 8,579 |
0.205839 | 0.140766 | 0.572321 | -0.783998 | -1.482054 | -1.547663 | 0.84616 | 0 | -0.046512 | 0.249689 | 0 | 0.000135 | -0.013994 | 0 | 8,580 |
0 | -0.103137 | 0.332937 | 5.293963 | -0.006239 | -0.389742 | 0.847549 | 0.000127 | -0.046512 | 0.249689 | 0 | 0 | -0.014541 | 0 | 8,581 |
-1.95659 | -0.712791 | -1.822975 | -0.775788 | 0.243207 | 0.172768 | 0.846334 | -0.000111 | -0.046512 | 0.249689 | 0 | -0.001283 | -0.012301 | 0 | 8,582 |
0.103041 | 0.263652 | 0.692155 | 5.308741 | -0.887968 | -0.788145 | 0.846334 | 0 | -0.046512 | 0.249689 | 0 | 0.000068 | -0.012642 | 0 | 8,583 |
-0.206089 | -0.590844 | -0.026928 | -0.774966 | -0.936756 | -0.738112 | 0.846334 | 0 | -0.046512 | 0.249689 | 0 | -0.000135 | -0.01196 | 0 | 8,584 |
-0.412261 | -0.590844 | -0.146899 | 5.31532 | -0.686993 | -0.584164 | 0.846334 | 0 | -0.046512 | 0.249689 | 0 | -0.00027 | -0.009504 | 0 | 8,585 |
0.412261 | 0.141854 | 0.092744 | -0.774144 | -0.64033 | -0.526288 | 0.845466 | -0.000079 | -0.046512 | 0.249689 | 0 | 0.00027 | -0.008411 | 0 | 8,586 |
-0.412261 | -0.346644 | -0.386703 | -0.773321 | -2.372569 | -1.872143 | 0.845466 | 0 | -0.046512 | 0.249689 | 0 | -0.00027 | -0.008823 | 0 | 8,587 |
0.412261 | -0.102346 | 0.332549 | -0.774966 | -0.382355 | -0.405589 | 0.828633 | -0.00154 | -0.046512 | 0.249689 | 0 | 0.00027 | -0.00773 | 0 | 8,588 |
0.618183 | 0.141656 | 0.572321 | -0.775788 | -0.905546 | -1.062593 | 0.828633 | 0 | -0.046512 | 0.249689 | 0 | 0.000405 | -0.006775 | 0 | 8,589 |
0.411983 | 0.141359 | -0.865827 | 5.302169 | 0.031043 | 0.037667 | 0.84269 | 0.001286 | -0.046512 | 0 | -0.385986 | 0.00027 | -0.007589 | 0 | 8,590 |
0.823633 | 0.629 | -0.386056 | 5.295604 | -0.08819 | 0 | 0.84269 | 0 | -0.046512 | 0 | -0.385986 | 0.00054 | -0.007585 | 0 | 8,591 |
0 | 0.140766 | 0.332905 | -0.782358 | -0.310762 | -0.389742 | 0.84269 | 0 | -0.046512 | 0 | -0.385986 | 0 | -0.006905 | 0 | 8,592 |
-0.30881 | -0.103071 | 0.093456 | -0.781537 | -0.5123 | -0.314896 | 0.843731 | 0.000095 | -0.046512 | 0 | -0.385986 | -0.000202 | -0.008063 | 0 | 8,593 |
-0.102951 | -0.468864 | 0.213112 | -0.780717 | -1.084406 | -0.814386 | 0.842516 | -0.000111 | -0.046512 | 0 | -0.385986 | -0.000067 | -0.007995 | 0 | 8,594 |
-0.205922 | -0.712841 | -0.146219 | -0.780717 | -1.071368 | -0.928905 | 0.842516 | 0 | -0.046512 | 0 | -0.385986 | -0.000135 | -0.008268 | 0 | 8,595 |
0.823521 | 0.384965 | 0.332808 | -0.783998 | -0.613099 | -0.421757 | 0.842516 | 0 | -0.046512 | 0 | -0.385986 | 0.00054 | -0.007856 | 0 | 8,596 |
1.64571 | 1.846377 | 0.811673 | -0.79055 | 0.044766 | 0.14107 | 0.842516 | 0 | -0.046512 | 0 | -0.385986 | 0.001079 | -0.008799 | 0 | 8,597 |
-0.411261 | 0.139879 | 0.094037 | -0.79055 | -0.253778 | -0.01952 | 0.844946 | 0.000222 | -0.046512 | 0 | -0.385986 | -0.00027 | -0.008529 | 0 | 8,598 |
0.61685 | 0.140076 | 0.093908 | 5.280858 | -0.416709 | -0.405589 | 0.844946 | 0 | -0.046512 | 0 | -0.385986 | 0.000404 | -0.00839 | 0 | 8,599 |
0 | -0.34727 | 0.213668 | -0.791368 | -0.96388 | -0.960292 | 0.841302 | -0.000333 | -0.046512 | 0 | -0.385986 | 0 | -0.010566 | 0 | 8,600 |
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