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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.205561 | 0.6267 | 0.094101 | 5.277586 | 0.289291 | 0.406866 | 0.841302 | 0 | -0.046512 | 0 | -0.385986 | 0.000135 | -0.011655 | 0 | 8,601 |
-2.468566 | -0.347302 | -2.537995 | -0.781537 | 0.43598 | 0.499834 | 0.806421 | -0.003191 | -0.046512 | 0 | -0.385986 | -0.001618 | -0.009628 | 0 | 8,602 |
-0.823744 | -0.346908 | -0.625246 | -0.777432 | -0.486793 | -0.604425 | 0.806421 | 0 | -0.046512 | 0 | -0.385986 | -0.00054 | -0.009224 | 0 | 8,603 |
-0.412039 | -0.468806 | -0.14651 | 5.305454 | -0.222656 | -0.220638 | 0.853276 | 0.004286 | -0.046512 | 0 | -0.385986 | -0.00027 | -0.008818 | 0 | 8,604 |
-0.824411 | -0.590844 | -2.305531 | -0.774144 | 0.411616 | 0.334064 | 0.853276 | 0 | -0.046512 | 0 | -0.385986 | -0.00054 | -0.008414 | 0 | 8,605 |
-1.031141 | -0.102346 | -0.866799 | 5.321906 | -0.326046 | -0.286814 | 0.841128 | -0.001111 | -0.046512 | 0 | -0.385986 | -0.000676 | -0.007057 | 0 | 8,606 |
0.824969 | 0.875244 | 0.332387 | 5.31532 | -0.661478 | -0.50789 | 0.841128 | 0 | -0.046512 | 0 | -0.385986 | 0.000541 | -0.008142 | 0 | 8,607 |
-0.2062 | -0.346545 | 0.332516 | -0.771675 | -1.379208 | -1.317441 | 0.844078 | 0.00027 | -0.046512 | 0 | -0.385986 | -0.000135 | -0.00719 | 0 | 8,608 |
-0.412484 | -0.346512 | -0.627189 | 5.320259 | 0.133339 | 0.195744 | 0.844078 | 0 | -0.046512 | 0 | -0.385986 | -0.00027 | -0.006783 | 0 | 8,609 |
-1.238123 | -0.346446 | -1.587966 | -0.765908 | -0.041962 | -0.039527 | 0.845466 | 0.000127 | -0.046512 | 0 | -0.385986 | -0.000812 | -0.005427 | 0 | 8,610 |
2.68133 | 2.586325 | 0.812385 | 5.310385 | -0.328257 | -0.102739 | 0.845466 | 0 | -0.046512 | 0 | -0.385986 | 0.001758 | -0.006777 | 0 | 8,611 |
0 | 0.141557 | 0.572321 | -0.777432 | -1.453478 | -1.099821 | 0.849631 | 0.000381 | -0.046512 | 0 | -0.385986 | 0 | -0.009364 | 0 | 8,612 |
0 | -0.346677 | -0.146802 | 5.308741 | -1.018532 | -0.841516 | 0.849631 | 0 | -0.046512 | 0 | -0.385986 | 0 | -0.009637 | 0 | 8,613 |
0 | -0.102544 | -0.146802 | -0.775788 | -1.210334 | -0.928905 | 0.845466 | -0.000381 | -0.046512 | 0 | -0.385986 | 0 | -0.010319 | 0 | 8,614 |
-0.824523 | 0.019511 | -0.386574 | -0.773321 | -0.03033 | 0.295019 | 0.845466 | 0 | -0.046512 | 0 | -0.385986 | -0.00054 | -0.010052 | 0 | 8,615 |
0 | -0.10228 | 0.332516 | 5.31532 | -0.71735 | -0.344 | 0.861085 | 0.001429 | -0.046512 | 0 | -0.385986 | 0 | -0.009506 | 0 | 8,616 |
-0.824969 | 0.141953 | -0.387092 | -0.770029 | -0.819544 | -0.472317 | 0.861085 | 0 | -0.046512 | 0 | -0.385986 | -0.000541 | -0.007942 | 0 | 8,617 |
0.41254 | -0.102016 | -0.627676 | 5.323554 | -0.020309 | 0.232629 | 0.868894 | 0.000714 | -0.046512 | 0 | -0.385986 | 0.00027 | -0.009781 | 0 | 8,618 |
-1.03156 | -1.079672 | -1.107447 | 5.323554 | -0.725151 | -0.564403 | 0.868894 | 0 | -0.046512 | 0 | -0.385986 | -0.000676 | -0.010608 | 0 | 8,619 |
0.412708 | 1.608735 | 1.052287 | 5.323554 | -0.709635 | -0.438258 | 0.853796 | -0.001381 | -0.046512 | 0 | -0.385986 | 0.000271 | -0.010742 | 0 | 8,620 |
-14.095072 | -0.10195 | -16.062013 | 5.44169 | 1.537686 | 1.876661 | 0.853796 | 0 | -0.046512 | 0 | -0.385986 | -0.009239 | -0.001093 | 0 | 8,621 |
1.456991 | 3.599038 | 0.087899 | 5.424913 | 1.135277 | 1.562738 | 0.853796 | 0 | -0.046512 | 0 | -0.385986 | 0.000955 | -0.001774 | 0 | 8,622 |
-1.456991 | 0.148547 | -3.788074 | 5.438331 | 1.014346 | 1.584332 | 0.853796 | 0 | -0.046512 | 0 | -0.385986 | -0.000955 | -0.000956 | 0 | 8,623 |
-1.458384 | 2.121365 | -2.578788 | 5.448414 | 0.750461 | 1.258519 | 0.853796 | 0 | -0.046512 | 0 | -0.385986 | -0.000956 | -0.000273 | 0 | 8,624 |
4.994379 | 6.065493 | 0.814714 | 5.406511 | 0.381204 | 0.535183 | -0.636356 | -0.136314 | -0.046512 | 0 | -0.385986 | 0.003274 | -0.004915 | 0 | 8,625 |
-1.039148 | 0.14754 | -3.297773 | -0.722717 | 0.178005 | 0.606049 | -0.636356 | 0 | -0.046512 | 0 | -0.385986 | -0.000681 | -0.003276 | 0 | 8,626 |
0.415744 | 1.870939 | 0.088691 | -0.723554 | 0.131628 | 0.520224 | 0.87705 | 0.138442 | -0.046512 | 0 | -0.385986 | 0.000273 | -0.003754 | 0 | 8,627 |
1.038865 | 0.886226 | -1.604458 | 5.403171 | 0.338041 | 0.869483 | 0.87705 | 0 | -0.046512 | 0 | -0.385986 | 0.000681 | -0.004298 | 0 | 8,628 |
-8.748533 | -0.836972 | -9.844914 | -0.693301 | 1.054777 | 1.60406 | 0.87705 | 0 | -0.046512 | 0 | -0.385986 | -0.005735 | 0.001095 | 1 | 8,629 |
1.252866 | 3.859153 | 0.086373 | 5.465256 | 0.812685 | 1.396045 | 0.87705 | 0 | -0.046512 | 0 | -0.385986 | 0.000821 | -0.000137 | 0 | 8,630 |
-0.83513 | 2.374603 | -0.884724 | -0.694989 | 0.457021 | 1.089886 | -0.644338 | -0.139172 | -0.046512 | 0 | -0.385986 | -0.000547 | 0.000137 | 1 | 8,631 |
1.461177 | 2.376226 | 0.32943 | -0.699206 | 0.501986 | 1.236203 | 0.903948 | 0.141632 | -0.046512 | 0 | -0.385986 | 0.000958 | -0.000821 | 0 | 8,632 |
-0.417336 | 0.644843 | -0.884126 | 5.46357 | 0.31956 | 0.888767 | 0.903948 | 0 | -0.046512 | 0 | -0.385986 | -0.000274 | -0.003151 | 0 | 8,633 |
0.834559 | 0.892285 | -0.398777 | 5.456829 | 0.470819 | 0.750447 | 0.903948 | 0 | -0.046512 | 0 | -0.385986 | 0.000547 | -0.001642 | 0 | 8,634 |
3.333677 | 3.605904 | 0.087104 | -0.716856 | 0.249499 | 0.798074 | 0.914707 | 0.000984 | -0.046512 | 0 | -0.385986 | 0.002185 | -0.00369 | 0 | 8,635 |
2.079855 | 3.350693 | 1.056347 | 5.413196 | -0.038306 | 0.340391 | 0.914707 | 0 | -0.046512 | 0 | -0.385986 | 0.001363 | -0.004232 | 0 | 8,636 |
-1.039573 | -0.590844 | -1.362461 | 5.421563 | -0.478494 | -0.091851 | 0.914707 | 0 | -0.046512 | 0 | -0.385986 | -0.000681 | -0.003414 | 0 | 8,637 |
2.078438 | 1.871945 | 0.814185 | 5.40484 | -0.126861 | 0.225387 | 0.914707 | 0 | -0.046512 | 0 | -0.385986 | 0.001362 | -0.003888 | 0 | 8,638 |
2.07561 | 2.114354 | 0.813856 | 5.389829 | 0.013668 | 0.188159 | 0.886074 | -0.002619 | -0.046512 | 0 | -0.385986 | 0.001361 | -0.00559 | 0 | 8,639 |
-0.829905 | -0.345084 | -1.841551 | -0.733572 | -0.033944 | 0.327688 | 0.878612 | -0.000683 | -0.046512 | 0 | -0.385986 | -0.000544 | -0.005593 | 0 | 8,640 |
0.829905 | 1.375369 | -0.634861 | 5.388163 | -0.002766 | 0.457426 | 0.878612 | 0 | -0.046512 | 0 | -0.385986 | 0.000544 | -0.007232 | 0 | 8,641 |
1.036747 | 2.110679 | 0.813528 | -0.740233 | -0.119444 | -0.060048 | 0.878612 | 0 | -0.046512 | 0 | -0.385986 | 0.00068 | -0.006953 | 0 | 8,642 |
-2.074199 | -0.590844 | -1.83991 | -0.732739 | -0.07116 | 0.274758 | 0.876356 | -0.000206 | -0.046512 | 0 | -0.385986 | -0.00136 | -0.006552 | 0 | 8,643 |
0 | 0.146837 | -0.39349 | -0.731905 | -0.181124 | 0.157076 | 0.881215 | 0.000444 | -0.046512 | 0 | -0.385986 | 0 | -0.006552 | 0 | 8,644 |
-0.62281 | -0.344917 | -0.876593 | 5.403171 | -0.713482 | -0.405589 | 0.881215 | 0 | -0.046512 | 0 | -0.385986 | -0.000408 | -0.005459 | 0 | 8,645 |
1.452828 | 2.604904 | -0.152284 | -0.735239 | -0.108062 | 0 | 0.878959 | -0.000206 | -0.046512 | 0 | -0.385986 | 0.000952 | -0.007165 | 0 | 8,646 |
0.207434 | -0.099291 | -0.392965 | -0.736072 | -0.537283 | -0.259683 | 0.878959 | 0 | -0.046512 | 0 | -0.385986 | 0.000136 | -0.008054 | 0 | 8,647 |
0 | 0.637621 | -0.634204 | -0.736904 | 0.031702 | 0.383327 | 0.891106 | 0.001111 | -0.046512 | 0 | -0.385986 | 0 | -0.00778 | 0 | 8,648 |
0.829454 | 1.128774 | 0.813528 | 5.383169 | -0.426845 | 0.037667 | 0.891106 | 0 | -0.046512 | 0 | -0.385986 | 0.000544 | -0.00805 | 0 | 8,649 |
-3.320526 | 1.25054 | -3.410162 | -0.726897 | 0.070801 | 0.478911 | 0.891106 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.002177 | -0.005873 | 0 | 8,650 |
-1.455006 | 0.14754 | -1.603568 | 5.418215 | 0.351482 | 0.468241 | 0.891106 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000954 | -0.003414 | 0 | 8,651 |
0.623744 | 1.133226 | 0.08856 | -0.723554 | 0.465897 | 0.628342 | 0.889544 | -0.000143 | -0.046512 | -0.267949 | -0.517638 | 0.000409 | -0.003002 | 0 | 8,652 |
-0.207886 | -0.590844 | -0.878766 | 5.416541 | -0.196523 | -0.18341 | 0.889544 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000136 | -0.003139 | 0 | 8,653 |
0.207886 | -0.098219 | -0.878964 | 5.414869 | 0.012313 | -0.171376 | 0.886074 | -0.000317 | -0.046512 | -0.267949 | -0.517638 | 0.000136 | -0.003959 | 0 | 8,654 |
-0.207886 | -0.098286 | -0.636835 | -0.721881 | -0.108869 | -0.300732 | 0.886074 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000136 | -0.00396 | 0 | 8,655 |
1.039148 | 1.132756 | -0.39507 | 5.408181 | -0.206673 | -0.421757 | 0.882082 | -0.000365 | -0.046512 | -0.267949 | -0.517638 | 0.000681 | -0.004504 | 0 | 8,656 |
-0.831262 | -0.098554 | -0.394411 | -0.723554 | -0.134358 | -0.136322 | 0.882082 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000545 | -0.004917 | 0 | 8,657 |
1.246723 | 1.132521 | 1.055753 | -0.730236 | -0.711556 | -0.50789 | 0.88295 | 0.000079 | -0.046512 | -0.267949 | -0.517638 | 0.000817 | -0.005324 | 0 | 8,658 |
0.207688 | 0.393333 | 0.572321 | -0.728567 | -0.611433 | -0.526288 | 0.88295 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000136 | -0.005734 | 0 | 8,659 |
0.83047 | 1.13088 | -0.394016 | 5.393162 | -0.828591 | -0.489906 | 0.88295 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000544 | -0.003953 | 0 | 8,660 |
0.622556 | 3.46268 | 0.089481 | -0.733572 | -0.322742 | 0.055855 | 0.88295 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000408 | -0.002315 | 0 | 8,661 |
-3.947152 | -0.836704 | -4.743986 | -0.71937 | 0.4888 | 0.731346 | 0.88295 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.002587 | 0.000409 | 1 | 8,662 |
-0.416084 | -0.09795 | -0.395598 | -0.716856 | 0.170488 | 0.232629 | 0.889371 | 0.000587 | -0.046512 | -0.267949 | -0.517638 | -0.000273 | 0.000273 | 1 | 8,663 |
-1.040708 | -0.590844 | -1.606834 | -0.711824 | 0.73123 | 0.723577 | 0.889371 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000682 | -0.000136 | 0 | 8,664 |
-0.416482 | 0.149152 | -0.638816 | -0.710984 | 0.045412 | 0 | 0.889371 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000273 | -0.00041 | 0 | 8,665 |
0.83285 | 1.382344 | 0.087833 | -0.716856 | 0.147434 | 0.055855 | 0.889371 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000546 | -0.000682 | 0 | 8,666 |
1.56037 | 1.62763 | 0.572321 | -0.721044 | 0.013668 | 0.055855 | 0.899089 | 0.000889 | -0.046512 | -0.267949 | -0.517638 | 0.001023 | -0.001432 | 0 | 8,667 |
-2.39322 | 0.271338 | -2.210921 | -0.711824 | 0.521471 | 0.573758 | 0.899089 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001569 | -0.000546 | 0 | 8,668 |
-2.292685 | -0.097345 | -2.094002 | -0.702576 | 0.724699 | 0.650031 | 0.899089 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001503 | 0.001639 | 1 | 8,669 |
0.208568 | 1.138409 | -0.155554 | 5.455145 | 0.787839 | 0.815663 | 0.932581 | 0.003064 | -0.046512 | -0.267949 | -0.517638 | 0.000137 | 0.001366 | 1 | 8,670 |
0.625534 | 0.397368 | 0.329762 | -0.705942 | -0.006936 | 0.132946 | 0.912625 | -0.001826 | -0.046512 | -0.267949 | -0.517638 | 0.00041 | 0.000683 | 1 | 8,671 |
0.41688 | 0.150062 | 0.329862 | -0.707624 | 0.065797 | 0.099597 | 0.912625 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000273 | 0.000956 | 1 | 8,672 |
-0.208426 | 1.136992 | 0.329928 | -0.705942 | 0.191754 | 0.064797 | 0.918004 | 0.000492 | -0.046512 | -0.267949 | -0.517638 | -0.000137 | 0.000956 | 1 | 8,673 |
-0.416937 | 0.149961 | 0.087436 | -0.70426 | 0.336768 | 0.412644 | 0.918004 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000273 | 0.001093 | 1 | 8,674 |
-2.086397 | -0.343808 | -2.582668 | -0.695833 | 1.099246 | 1.189614 | 0.918004 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001368 | 0.003552 | 1 | 8,675 |
1.460778 | 2.128412 | 0.329497 | 5.456829 | 0.145198 | 0.301661 | 0.946291 | 0.002588 | -0.046512 | -0.267949 | -0.517638 | 0.000958 | 0.002049 | 1 | 8,676 |
-0.312906 | -0.096603 | -0.155554 | -0.700892 | 0.060757 | 0.037667 | 0.946291 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000205 | 0.002254 | 1 | 8,677 |
0.208611 | 0.027063 | -0.034345 | -0.701734 | -0.106451 | 0.116445 | 0.923384 | -0.002095 | -0.046512 | -0.267949 | -0.517638 | 0.000137 | 0.001571 | 1 | 8,678 |
-0.521581 | 0.026979 | -0.762436 | -0.699206 | -0.084283 | -0.136322 | 0.923384 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000342 | 0.00164 | 1 | 8,679 |
-0.626133 | -0.590844 | -0.641468 | 5.46863 | -0.056034 | 0.203258 | 0.923384 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.00041 | 0.002733 | 1 | 8,680 |
-0.417565 | 3.239133 | -1.127914 | -0.694989 | 0.467307 | 0.489441 | 0.923384 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000274 | 0.002734 | 1 | 8,681 |
0 | -0.343436 | 0.086573 | -0.694989 | -0.468936 | -0.646554 | 0.955662 | 0.002953 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.00287 | 1 | 8,682 |
-3.972577 | 0.151279 | -4.53468 | 5.500774 | 1.374115 | 1.42905 | 0.955662 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.002604 | 0.006974 | 1 | 8,683 |
3.137104 | 3.621436 | 1.059202 | 5.477072 | 0.42671 | 0.596955 | 0.955662 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.002056 | 0.005599 | 1 | 8,684 |
0.208911 | 1.017584 | -0.399841 | -0.692456 | 0.24272 | 0.628342 | 0.955662 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000137 | 0.005598 | 1 | 8,685 |
1.252866 | 0.893706 | 0.329364 | -0.69752 | -0.569439 | -0.438258 | 0.927028 | -0.002619 | -0.046512 | -0.267949 | -0.517638 | 0.000821 | 0.005322 | 1 | 8,686 |
0.208711 | 0.398179 | -1.127681 | -0.699206 | -0.026017 | 0.288322 | 0.927028 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000137 | 0.005457 | 1 | 8,687 |
1.355926 | 1.386391 | 0.329597 | -0.70426 | -0.47987 | -0.472317 | -0.635488 | -0.142934 | -0.046512 | -0.267949 | -0.517638 | 0.000889 | 0.003752 | 1 | 8,688 |
-0.521367 | 0.520629 | -0.034013 | -0.702576 | 0.351898 | 0.578451 | -0.635488 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000342 | 0.003276 | 1 | 8,689 |
-0.834559 | -0.590844 | -0.398245 | -0.699206 | -0.575737 | -0.286814 | 0.929805 | 0.143188 | -0.046512 | -0.267949 | -0.517638 | -0.000547 | 0.004232 | 1 | 8,690 |
-1.670488 | -0.096332 | -1.370406 | 5.475383 | -0.410448 | -0.208035 | 0.929805 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.001095 | 0.005599 | 1 | 8,691 |
1.461777 | 1.635829 | 0.572321 | -0.698363 | -0.467582 | -0.246456 | 0.92026 | -0.000873 | -0.046512 | -0.267949 | -0.517638 | 0.000958 | 0.003824 | 1 | 8,692 |
-1.461777 | 1.139591 | -1.613696 | -0.691611 | -0.2508 | -0.113778 | 0.92026 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000958 | 0.0041 | 1 | 8,693 |
0 | 0.893909 | -0.399841 | -0.693301 | 0.308584 | 0.610558 | 0.924772 | 0.000413 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.001095 | 1 | 8,694 |
1.04427 | 9.530746 | 1.058202 | -0.694989 | -0.40796 | -0.314896 | 0.924772 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000685 | -0.000548 | 0 | 8,695 |
-1.148736 | -1.085694 | -1.371204 | -0.691611 | -0.01818 | -0.136322 | 0.924772 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000753 | 0.00089 | 1 | 8,696 |
-1.149601 | -0.714637 | -1.494302 | -0.686537 | -0.005543 | 0.099597 | 0.924772 | 0 | -0.046512 | -0.267949 | -0.517638 | -0.000754 | 0.00178 | 1 | 8,697 |
0.418137 | 0.89513 | 0.329131 | -0.688229 | -0.403009 | -0.286814 | 0.918872 | -0.00054 | -0.046512 | -0.267949 | -0.517638 | 0.000274 | 0.001096 | 1 | 8,698 |
0.418023 | -0.095519 | -0.400374 | -0.690766 | -0.574157 | -0.300732 | 0.918872 | 0 | -0.046512 | -0.267949 | -0.517638 | 0.000274 | 0.001095 | 1 | 8,699 |
0 | 0.646874 | 0.086174 | -0.690766 | -0.159949 | -0.220638 | 0.905857 | -0.001191 | -0.046512 | -0.267949 | -0.517638 | 0 | 0.000958 | 1 | 8,700 |
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