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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.120509 | 0.736873 | 0.050806 | 6.368467 | 0.20831 | 0.149113 | -0.883991 | -0.000016 | 0.023256 | -0.785587 | -0 | 0.000734 | 0.000587 | 1 | 901 |
-0.224036 | -0.06003 | -0.470097 | 6.37041 | -0.294751 | -0.039527 | -0.883991 | 0 | 0.023256 | -0.785587 | -0 | -0.000147 | -0.000588 | 0 | 902 |
0 | -0.059952 | 0.051112 | -0.24585 | -0.026734 | -0.12497 | -0.882082 | 0.000175 | 0.023256 | -0.785587 | -0 | 0 | -0.000294 | 0 | 903 |
0.224036 | -0.325378 | -0.20955 | 6.368467 | -0.051559 | 0.064797 | -0.882082 | 0 | 0.023256 | -0.785587 | -0 | 0.000147 | 0.000073 | 1 | 904 |
0 | 0.205319 | 0.311774 | -0.246822 | 0.203179 | 0.26096 | -0.882777 | -0.000064 | 0.023256 | -0.785587 | -0 | 0 | -0.000881 | 0 | 905 |
-0.448105 | -0.325417 | -0.470097 | -0.243907 | -0.371664 | -0.029461 | -0.882777 | 0 | 0.023256 | -0.785587 | -0 | -0.000294 | 0 | 0 | 906 |
0.448105 | 1.134238 | 0.311697 | -0.247793 | 0.176401 | 0.009584 | -0.883471 | -0.000063 | 0.023256 | -0.785587 | -0 | 0.000294 | 0.000734 | 1 | 907 |
-0.224036 | -0.06003 | -1.382715 | -0.244879 | 0.08499 | 0.082386 | -0.883471 | 0 | 0.023256 | -0.785587 | -0 | -0.000147 | 0.002494 | 1 | 908 |
0.112022 | -0.059952 | 0.051112 | -0.244879 | -0.468936 | -0.081109 | -0.729024 | 0.014128 | 0.023256 | -0.785587 | -0 | 0.000073 | 0.003006 | 1 | 909 |
-3.588794 | -0.458116 | -6.084101 | -0.23027 | 2.098548 | 1.949905 | -0.729024 | 0 | 0.023256 | -0.785587 | -0 | -0.002352 | 0.004919 | 1 | 910 |
-0.786175 | 0.872062 | -2.433572 | -0.227341 | 1.411975 | 1.523488 | -0.729024 | 0 | 0.023256 | -0.785587 | -0 | -0.000515 | 0.004995 | 1 | 911 |
0.673889 | 0.739805 | -0.473168 | 6.401575 | 1.239511 | 1.22585 | -0.881388 | -0.013938 | 0.023256 | -0.785587 | -0 | 0.000442 | 0.005066 | 1 | 912 |
0.224564 | -0.058702 | -0.995451 | -0.23027 | 1.126068 | 1.202591 | -0.90551 | -0.002207 | 0.023256 | -0.785587 | -0 | 0.000147 | 0.006309 | 1 | 913 |
2.468021 | 2.333571 | 0.31116 | -0.240016 | 0.605992 | 0.757961 | -0.870108 | 0.003238 | 0.023256 | -0.785587 | -0 | 0.001618 | 0.004399 | 1 | 914 |
-3.141811 | -0.856504 | -3.342786 | 6.405481 | 0.802983 | 1.022943 | -0.870108 | 0 | 0.023256 | -0.785587 | -0 | -0.002059 | 0.006458 | 1 | 915 |
2.020479 | 2.069084 | -0.473014 | -0.236121 | 1.130146 | 1.471552 | -0.885553 | -0.001413 | 0.023256 | -0.785587 | -0 | 0.001324 | 0.005353 | 1 | 916 |
0 | 0.339344 | -0.732714 | -0.236121 | 0.563486 | 0.787332 | -0.885553 | 0 | 0.023256 | -0.785587 | -0 | 0 | 0.004548 | 1 | 917 |
3.137657 | 3.65754 | 0.572321 | -0.249734 | 0.388736 | 0.429732 | -0.898221 | -0.001159 | 0.023256 | -0.785587 | -0 | 0.002057 | 0.002931 | 1 | 918 |
2.125455 | 2.589837 | 0.572321 | -0.259423 | 0.698702 | 0.735203 | -0.88295 | 0.001397 | 0.023256 | -0.785587 | -0 | 0.001393 | 0.001391 | 1 | 919 |
-1.677745 | -0.723309 | -6.461943 | -0.252644 | 0.274112 | 0.499834 | -0.88295 | 0 | 0.023256 | -0.785587 | -0 | -0.0011 | 0.001759 | 1 | 920 |
-1.567562 | -0.060497 | -1.250706 | -0.24585 | 0.091069 | 0.267889 | -0.886768 | -0.000349 | 0.023256 | -0.785587 | -0 | -0.001028 | 0.002054 | 1 | 921 |
-0.896473 | -0.325378 | -0.47025 | -0.241962 | -0.34848 | -0.049722 | -0.886768 | 0 | 0.023256 | -0.785587 | -0 | -0.000588 | 0.003228 | 1 | 922 |
0.672404 | 0.471408 | 0.572321 | -0.244879 | 0.101284 | 0.116445 | -0.886768 | 0 | 0.023256 | -0.785587 | -0 | 0.000441 | 0.002933 | 1 | 923 |
1.791631 | 1.5321 | -0.470403 | -0.251674 | -0.179335 | 0.232629 | -0.893189 | -0.000587 | 0.023256 | -0.785587 | -0 | 0.001174 | 0.001832 | 1 | 924 |
-0.671615 | 0.469694 | -0.469179 | -0.248764 | 0.374798 | 0.31478 | -0.893189 | 0 | 0.023256 | -0.785587 | -0 | -0.00044 | 0.002639 | 1 | 925 |
1.119194 | 1.00043 | 0.051418 | 6.352944 | -0.180229 | 0.203258 | -0.907072 | -0.00127 | 0.023256 | -0.785587 | -0 | 0.000734 | 0.002344 | 1 | 926 |
1.34195 | 2.323285 | 0.962612 | -0.260391 | 1.061692 | 1.12846 | -0.907072 | 0 | 0.023256 | -0.785587 | -0 | 0.00088 | 0.002269 | 1 | 927 |
3.572773 | 4.171102 | 0.572321 | 6.308517 | 1.16413 | 1.176422 | -0.907072 | 0 | 0.023256 | -0.785587 | -0 | 0.002342 | -0.000439 | 0 | 928 |
0.223021 | 0.730082 | -8.268771 | -0.276792 | 0.844896 | 1.033614 | -0.887115 | 0.001826 | 0.023256 | -0.785587 | -0 | 0.000146 | -0.000219 | 0 | 929 |
-1.11543 | -0.32662 | -8.397801 | -0.271977 | 0.596118 | 0.601515 | -0.894924 | -0.000714 | 0.023256 | -0.785587 | -0 | -0.000731 | 0.000439 | 1 | 930 |
1.784297 | 2.57961 | 0.572321 | -0.28064 | 0.653624 | 0.64574 | -0.894924 | 0 | 0.023256 | -0.785587 | -0 | 0.00117 | -0.001023 | 0 | 931 |
-0.222923 | 0.201364 | 0.053778 | 6.302745 | 0.377608 | 0.440925 | -0.894924 | 0 | 0.023256 | -0.785587 | -0 | -0.000146 | -0.001316 | 0 | 932 |
-1.338222 | 0.465511 | -0.983991 | -0.271977 | 0.31519 | 0.446463 | -0.907766 | -0.001175 | 0.023256 | -0.785587 | -0 | -0.000877 | -0.000585 | 0 | 933 |
-0.223151 | -0.590844 | -0.725649 | 6.31815 | 0.923645 | 0.359075 | -0.907766 | 0 | 0.023256 | -0.785587 | -0 | -0.000146 | -0.000878 | 0 | 934 |
0.223151 | -0.326427 | -0.725839 | 6.316222 | 0.61828 | 0.525242 | -0.890412 | 0.001587 | 0.023256 | -0.785587 | -0 | 0.000146 | -0.000439 | 0 | 935 |
0.446205 | 0.994846 | 0.312803 | 6.312369 | 0.536929 | 0.535183 | -0.904295 | -0.00127 | 0.023256 | -0.785587 | -0 | 0.000292 | 0.000365 | 1 | 936 |
0.223053 | -0.06228 | -0.206119 | -0.273904 | 0.458805 | 0.435348 | -0.904295 | 0 | 0.023256 | -0.785587 | -0 | 0.000146 | 0.000146 | 1 | 937 |
-1.115593 | 0.465974 | -0.72508 | -0.271013 | 0.058857 | 0.091037 | -0.904295 | 0 | 0.023256 | -0.785587 | -0 | -0.000731 | 0.001024 | 1 | 938 |
-1.339789 | -0.590844 | -2.415306 | -0.264257 | 1.330526 | 0.990051 | -0.900304 | 0.000365 | 0.023256 | -0.785587 | -0 | -0.000878 | 0.001609 | 1 | 939 |
1.786124 | 1.922129 | 0.572321 | -0.27294 | 0.91557 | 0.798074 | -0.909154 | -0.00081 | 0.023256 | -1 | 0.614014 | 0.001171 | 0.000512 | 1 | 940 |
0 | -0.062126 | -0.465979 | 6.316222 | 0.226476 | 0.301661 | -0.909154 | 0 | 0.023256 | -1 | 0.614014 | 0 | 0.000439 | 1 | 941 |
-0.223151 | -0.590844 | -1.115225 | -0.271013 | 0.322168 | 0.525242 | -0.913839 | -0.000429 | 0.023256 | -1 | 0.614014 | -0.000146 | 0.000293 | 1 | 942 |
0.44627 | 0.466592 | -0.466131 | -0.274867 | 0.712193 | 0.478911 | -0.913839 | 0 | 0.023256 | -1 | 0.614014 | 0.000293 | 0.000146 | 1 | 943 |
0.446139 | 0.202059 | 0.702047 | -0.27583 | 0.175866 | 0.232629 | -0.913839 | 0 | 0.023256 | -1 | 0.614014 | 0.000292 | -0.000292 | 0 | 944 |
0.223021 | 0.201827 | -3.712707 | -0.276792 | 0.312115 | 0.195744 | -0.911063 | 0.000254 | 0.023256 | -1 | 0.614014 | 0.000146 | -0.000073 | 0 | 945 |
-0.892279 | 0.201712 | -0.72489 | -0.271977 | 0.2902 | 0.352895 | -0.909848 | 0.000111 | 0.023256 | -1 | 0.614014 | -0.000585 | 0.000877 | 1 | 946 |
0.334666 | 0.334311 | 0.053247 | -0.273904 | 0.299229 | 0.406866 | -0.909848 | 0 | 0.023256 | -1 | 0.614014 | 0.000219 | -0.000073 | 0 | 947 |
-2.009096 | 0.334108 | -2.413776 | -0.265223 | 1.001579 | 1.13549 | -0.909848 | 0 | 0.023256 | -1 | 0.614014 | -0.001317 | 0.001244 | 1 | 948 |
-1.452661 | 0.335327 | -2.157511 | -0.258456 | 1.371056 | 0.859663 | -0.906377 | 0.000317 | 0.023256 | -1 | 0.614014 | -0.000952 | 0.002562 | 1 | 949 |
-1.789792 | 0.336209 | -1.509152 | 6.356822 | -0.025301 | -0.039527 | -0.906377 | 0 | 0.023256 | -1 | 0.614014 | -0.001173 | 0.003954 | 1 | 950 |
-0.223872 | 1.264961 | 0.311965 | -0.249734 | 0.278747 | 0.225387 | -0.901345 | 0.00046 | 0.023256 | -1 | 0.614014 | -0.000147 | 0.005342 | 1 | 951 |
-2.016325 | -0.458204 | -2.815787 | -0.241962 | 0.650656 | 0.535183 | -0.901345 | 0 | 0.023256 | -1 | 0.614014 | -0.001322 | 0.007029 | 1 | 952 |
0.448302 | 0.736873 | -0.470863 | -0.243907 | 1.020245 | 0.910694 | -0.898568 | 0.000254 | 0.023256 | -1 | 0.614014 | 0.000294 | 0.006735 | 1 | 953 |
0.784213 | 0.338387 | -0.20978 | 6.368467 | 0.192277 | 0.157076 | -0.898568 | 0 | 0.023256 | -1 | 0.614014 | 0.000514 | 0.006367 | 1 | 954 |
-1.456716 | -0.723562 | -1.252179 | -0.240016 | -0.097658 | -0.113778 | -0.89718 | 0.000127 | 0.023256 | -1 | 0.614014 | -0.000955 | 0.008197 | 1 | 955 |
0.896605 | 1.002534 | -0.210125 | -0.244879 | 0.30459 | 0.424077 | -0.89718 | 0 | 0.023256 | -1 | 0.614014 | 0.000588 | 0.006734 | 1 | 956 |
1.567792 | 5.241263 | -0.07931 | 6.356822 | 0.199564 | -0.0097 | -0.898568 | -0.000127 | 0.023256 | -1 | 0.614014 | 0.001028 | 0.00556 | 1 | 957 |
2.460422 | 2.589371 | 0.572321 | -0.261358 | -0.164308 | 0.07364 | -0.898568 | 0 | 0.023256 | -1 | 0.614014 | 0.001613 | 0.00351 | 1 | 958 |
0.893716 | 1.261972 | 0.572321 | -0.266189 | -0.065828 | -0.113778 | -0.898568 | 0 | 0.023256 | -1 | 0.614014 | 0.000586 | 0.002267 | 1 | 959 |
-0.670238 | -0.590844 | -0.467044 | -0.263291 | 0.058223 | 0.157076 | -0.903254 | -0.000429 | 0.023256 | -1 | 0.614014 | -0.000439 | 0.002341 | 1 | 960 |
-0.670533 | -0.326078 | -0.98764 | 6.341326 | 0.048637 | 0.082386 | -0.8859 | 0.001587 | 0.023256 | -1 | 0.614014 | -0.00044 | 0.003073 | 1 | 961 |
0.782259 | 0.997866 | 0.312309 | -0.262324 | 0.427457 | 0.037667 | -0.8859 | 0 | 0.023256 | -1 | 0.614014 | 0.000513 | 0.001683 | 1 | 962 |
2.121256 | 1.92268 | 0.182488 | -0.271977 | 0.089251 | 0.274758 | -0.90308 | -0.001572 | 0.023256 | -1 | 0.614014 | 0.00139 | 0.001023 | 1 | 963 |
-0.446335 | 0.202175 | -0.206347 | -0.271013 | 0.729543 | 0.691721 | -0.90308 | 0 | 0.023256 | -1 | 0.614014 | -0.000293 | 0.000658 | 1 | 964 |
0 | 0.334582 | 0.312727 | -0.271013 | 0.385971 | 0.377333 | -0.90308 | 0 | 0.023256 | -1 | 0.614014 | 0 | 0.000293 | 1 | 965 |
0.334764 | 0.731048 | 0.312727 | -0.271977 | 0.79116 | 0.499834 | -0.907419 | -0.000397 | 0.023256 | -1 | 0.614014 | 0.000219 | 0.000073 | 1 | 966 |
-1.227826 | -0.590844 | -0.855603 | -0.267154 | -0.094487 | -0.049722 | -0.907419 | 0 | 0.023256 | -1 | 0.614014 | -0.000805 | 0.001317 | 1 | 967 |
0.669846 | 0.202872 | 0.70218 | -0.269084 | 0.166698 | 0.157076 | -0.906377 | 0.000095 | 0.023256 | -1 | 0.614014 | 0.000439 | 0.000731 | 1 | 968 |
-0.223249 | 0.07032 | 0.312689 | -0.270049 | 0.137314 | 0.099597 | -0.906377 | 0 | 0.023256 | -1 | 0.614014 | -0.000146 | 0.001755 | 1 | 969 |
-1.116736 | -0.326311 | -1.246168 | -0.263291 | 0.223481 | 0.346667 | -0.720347 | 0.017017 | 0.023256 | -1 | 0.614014 | -0.000732 | 0.002925 | 1 | 970 |
-1.117554 | -0.326117 | -0.727361 | -0.259423 | 0.21188 | 0.082386 | -0.720347 | 0 | 0.023256 | -1 | 0.614014 | -0.000733 | 0.002927 | 1 | 971 |
0.894109 | 0.733372 | 0.31227 | -0.262324 | 0.135613 | 0.218079 | -0.904468 | -0.016843 | 0.023256 | -1 | 0.614014 | 0.000586 | 0.002779 | 1 | 972 |
0.223445 | 0.070997 | 0.312423 | -0.264257 | -0.129351 | -0.220638 | -0.904468 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | 0.002487 | 1 | 973 |
0.11171 | 0.732402 | -0.207374 | -0.264257 | 0.843464 | 0.879183 | -0.936573 | -0.002937 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.002413 | 1 | 974 |
0.558429 | 0.600034 | -0.077353 | -0.267154 | 0.235384 | 0.412644 | -0.905163 | 0.002873 | 0.023256 | -1 | 0.614014 | 0.000366 | 0.001901 | 1 | 975 |
0.669846 | 0.467366 | 0.572321 | -0.270049 | 0.150774 | 0.195744 | -0.908286 | -0.000286 | 0.023256 | -1 | 0.614014 | 0.000439 | 0.000804 | 1 | 976 |
1.227287 | 1.259804 | 0.572321 | 6.310443 | 0.329506 | 0.352895 | -0.908286 | 0 | 0.023256 | -1 | 0.614014 | 0.000804 | 0.000804 | 1 | 977 |
-0.557735 | -0.458698 | -2.933097 | -0.27294 | -0.096071 | -0.208035 | -0.909154 | -0.000079 | 0.023256 | -1 | 0.614014 | -0.000366 | 0.001462 | 1 | 978 |
0.557735 | 0.334311 | 0.572321 | -0.274867 | -0.179335 | -0.0097 | -0.909154 | 0 | 0.023256 | -1 | 0.614014 | 0.000366 | 0.001534 | 1 | 979 |
-0.111531 | -0.326562 | 0.442614 | -0.274867 | 0.42969 | 0.037667 | -0.909154 | 0 | 0.023256 | -1 | 0.614014 | -0.000073 | 0.001607 | 1 | 980 |
-0.446205 | -0.06228 | -0.206119 | -0.27294 | 0.580143 | 0.564287 | -0.720694 | 0.01724 | 0.023256 | -1 | 0.614014 | -0.000292 | 0.0019 | 1 | 981 |
-0.669552 | -0.326466 | -0.985357 | 6.322007 | 0.301021 | 0.31478 | -0.720694 | 0 | 0.023256 | -1 | 0.614014 | -0.000439 | 0.002338 | 1 | 982 |
-0.223249 | -0.590844 | -0.206689 | -0.267154 | -0.46623 | -0.438258 | -0.90898 | -0.017224 | 0.023256 | -1 | 0.614014 | -0.000146 | 0.002485 | 1 | 983 |
-0.669944 | -0.590844 | -0.726409 | -0.265223 | 0.02241 | 0.239807 | -0.90898 | 0 | 0.023256 | -1 | 0.614014 | -0.000439 | 0.002924 | 1 | 984 |
0.893193 | 0.467521 | 0.312537 | -0.269084 | -0.008332 | 0.108065 | -0.904121 | 0.000444 | 0.023256 | -1 | 0.614014 | 0.000585 | 0.002338 | 1 | 985 |
1.673328 | 1.391921 | -0.206689 | -0.276792 | 1.021039 | 0.839656 | -0.904121 | 0 | 0.023256 | -1 | 0.614014 | 0.001097 | 0.001242 | 1 | 986 |
-0.111498 | 0.333703 | -0.076118 | -0.27583 | 0.549553 | 0.564287 | -0.905336 | -0.000111 | 0.023256 | -1 | 0.614014 | -0.000073 | 0.001315 | 1 | 987 |
0.222988 | -0.32662 | 0.312955 | -0.27583 | -0.233197 | -0.300732 | -0.905336 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | 0.001169 | 1 | 988 |
-0.446009 | -0.326659 | -7.875316 | 6.308517 | 0.731471 | 0.637088 | -0.906204 | -0.000079 | 0.023256 | -1 | 0.614014 | -0.000292 | 0.001461 | 1 | 989 |
0.111514 | 0.201827 | 0.312917 | -0.27583 | 0.412379 | 0.401046 | -0.906204 | 0 | 0.023256 | -1 | 0.614014 | 0.000073 | 0.001388 | 1 | 990 |
-0.111514 | -0.458717 | -0.076213 | -0.27583 | -0.184717 | -0.12497 | -0.907245 | -0.000095 | 0.023256 | -1 | 0.614014 | -0.000073 | -0.000731 | 0 | 991 |
-0.446139 | -0.062358 | 0.053475 | -0.273904 | -0.96112 | -0.898703 | -0.907245 | 0 | 0.023256 | -1 | 0.614014 | -0.000292 | -0.002636 | 0 | 992 |
0.223086 | 0.466283 | 0.702047 | -0.274867 | -0.291593 | -0.102739 | -0.907245 | 0 | 0.023256 | -1 | 0.614014 | 0.000146 | -0.001463 | 0 | 993 |
-0.223086 | 0.466128 | 0.312879 | -0.273904 | -0.180229 | 0.009584 | -0.906377 | 0.000079 | 0.023256 | -1 | 0.614014 | -0.000146 | -0.000293 | 0 | 994 |
0.557654 | 0.730468 | 0.572321 | -0.27583 | 0.640031 | 0.715731 | -0.906377 | 0 | 0.023256 | -1 | 0.614014 | 0.000366 | -0.001683 | 0 | 995 |
0.55745 | 0.069691 | -0.724985 | -0.277755 | -0.050816 | 0.24692 | -0.906724 | -0.000032 | 0.023256 | -1 | 0.614014 | 0.000365 | -0.001609 | 0 | 996 |
-1.115104 | -0.590844 | -1.243509 | 6.314295 | 0.799501 | 0.540108 | -0.898048 | 0.000794 | 0.023256 | -1 | 0.614014 | -0.000731 | -0.001463 | 0 | 997 |
0 | -0.062203 | 0.572321 | -0.273904 | -0.23999 | -0.300732 | -0.898048 | 0 | 0.023256 | -1 | 0.614014 | 0 | -0.000878 | 0 | 998 |
0.557654 | 0.466283 | 0.572321 | -0.27583 | 0.430062 | 0.573758 | -0.898048 | 0 | 0.023256 | -1 | 0.614014 | 0.000366 | -0.000658 | 0 | 999 |
0.334494 | 0.333838 | 0.183229 | 6.306593 | 0.13788 | 0.429732 | -0.90603 | -0.00073 | 0.023256 | -1.164525 | 1.414214 | 0.000219 | -0.000439 | 0 | 1,000 |
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