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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-1.670717 | -0.467186 | -1.370672 | 5.478762 | -1.238512 | -1.027019 | 1.029241 | 0.000794 | -0.232558 | -0.267949 | -0.517638 | -0.001095 | 0.003691 | 1 | 9,701 |
-1.045128 | -0.590844 | -1.129545 | -0.686537 | -0.463533 | -0.646554 | 1.029241 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000685 | 0.005331 | 1 | 9,702 |
0.418137 | -0.095384 | 0.572321 | 5.485527 | -0.571008 | -1.223183 | 1.013275 | -0.00146 | -0.232558 | -0.267949 | -0.517638 | 0.000274 | 0.004034 | 1 | 9,703 |
-0.209054 | -0.219338 | -0.400374 | -0.686537 | -0.97785 | -0.604425 | 1.013275 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000137 | 0.004376 | 1 | 9,704 |
1.253896 | 1.637353 | 0.329164 | 5.473694 | 0.034991 | -0.102739 | 1.013275 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000822 | 0.003076 | 1 | 9,705 |
-0.417851 | 0.151583 | -0.035134 | -0.690766 | 0.133339 | -1.099821 | 1.016746 | 0.000317 | -0.232558 | -0.267949 | -0.517638 | -0.000274 | 0.003282 | 1 | 9,706 |
0.417851 | 0.399263 | 0.572321 | -0.694989 | -1.091019 | -1.268925 | 1.016746 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000274 | 0.003144 | 1 | 9,707 |
1.67026 | 1.388285 | 1.300993 | -0.699206 | 0.645772 | -0.358959 | 1.018655 | 0.000175 | -0.232558 | -0.267949 | -0.517638 | 0.001095 | 0.00164 | 1 | 9,708 |
1.355741 | 1.015604 | 0.208272 | -0.705101 | 0.167783 | -0.625212 | 1.020043 | 0.000127 | -0.232558 | -0.267949 | -0.517638 | 0.000889 | 0.000888 | 1 | 9,709 |
-0.312756 | -0.220328 | -0.276489 | 5.453462 | 0.002067 | -0.029461 | 1.020043 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000205 | 0.00082 | 1 | 9,710 |
-0.625705 | 0.273753 | -0.39798 | -0.700892 | -0.354204 | -0.960292 | 1.020043 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00041 | 0.001503 | 1 | 9,711 |
-1.774226 | -0.714442 | -2.098381 | -0.694989 | -0.677773 | -0.50789 | 1.02039 | 0.000032 | -0.232558 | -0.267949 | -0.517638 | -0.001163 | 0.001983 | 1 | 9,712 |
0.104423 | 0.398788 | 0.693762 | 5.470317 | -1.160856 | -1.138866 | 1.020043 | -0.000032 | -0.232558 | -0.267949 | -0.517638 | 0.000068 | 0.003007 | 1 | 9,713 |
1.669803 | 1.634915 | 0.693754 | 5.456829 | 0.18067 | -0.233443 | 1.020043 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.001095 | 0.001913 | 1 | 9,714 |
-0.521617 | -0.343673 | -0.034304 | -0.699206 | -1.021531 | -1.483608 | 1.010672 | -0.000857 | -0.232558 | -0.267949 | -0.517638 | -0.000342 | 0.001708 | 1 | 9,715 |
-1.148186 | -0.467212 | -1.005875 | 5.473694 | -1.267882 | -0.99296 | 1.010672 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000753 | 0.002393 | 1 | 9,716 |
-0.417736 | -0.590844 | -0.156451 | -0.693301 | -1.021531 | -1.424301 | 1.010672 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000274 | 0.002598 | 1 | 9,717 |
-0.313377 | -0.343334 | 0.086373 | -0.691611 | -1.757756 | -1.979004 | 1.019523 | 0.00081 | -0.232558 | -0.267949 | -0.517638 | -0.000205 | 0.003827 | 1 | 9,718 |
-0.104473 | -0.219516 | -0.035259 | -0.689921 | -1.453478 | -1.317441 | 1.019523 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000068 | 0.003487 | 1 | 9,719 |
-0.417965 | -0.095723 | 0.08624 | 5.482144 | -0.849386 | -0.928905 | 1.019523 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000274 | 0.004102 | 1 | 9,720 |
1.044699 | 0.647043 | 0.572321 | -0.693301 | -1.482054 | -1.483608 | 1.020217 | 0.000063 | -0.232558 | -0.267949 | -0.517638 | 0.000685 | 0.003144 | 1 | 9,721 |
1.043984 | 0.646196 | 0.207923 | -0.699206 | -0.285319 | -0.814386 | 1.021258 | 0.000095 | -0.232558 | -0.267949 | -0.517638 | 0.000684 | 0.00246 | 1 | 9,722 |
0.626047 | 0.398179 | 0.815046 | -0.700049 | -0.745046 | -1.099821 | 1.021258 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00041 | 0.002459 | 1 | 9,723 |
0 | -0.343639 | 0.572321 | -0.700049 | -1.715665 | -1.483608 | 1.021605 | 0.000032 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.002663 | 1 | 9,724 |
0 | -0.343639 | 0.329663 | -0.700049 | -0.96388 | -1.062593 | 1.021605 | 0 | -0.232558 | -0.267949 | -0.517638 | 0 | 0.003004 | 1 | 9,725 |
1.251325 | 1.632785 | 0.572321 | -0.705101 | 0.005499 | -0.300732 | 1.023341 | 0.000159 | -0.232558 | -0.267949 | -0.517638 | 0.00082 | 0.002184 | 1 | 9,726 |
0.208454 | -0.343841 | 0.329862 | -0.705942 | -2.005394 | -1.979004 | 1.023341 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000137 | 0.002047 | 1 | 9,727 |
-0.104224 | -0.467355 | -0.033806 | -0.705942 | -1.470482 | -1.693569 | 1.023341 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000068 | 0.001911 | 1 | 9,728 |
0.104224 | -0.220378 | -0.155106 | -0.705942 | -0.696338 | -0.814386 | 1.023861 | 0.000048 | -0.232558 | -0.267949 | -0.517638 | 0.000068 | 0.001706 | 1 | 9,729 |
0.625192 | 0.149961 | -0.518857 | -0.708464 | -0.46623 | -0.273134 | 1.023861 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00041 | -0.003009 | 0 | 9,730 |
-0.208369 | -0.590844 | 0.329994 | 5.446732 | -1.055406 | -1.179915 | 1.024208 | 0.000032 | -0.232558 | -0.267949 | -0.517638 | -0.000137 | -0.004655 | 0 | 9,731 |
0.312543 | 0.026346 | 0.208769 | -0.710145 | -1.330636 | -1.099821 | 1.024208 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000205 | -0.006096 | 0 | 9,732 |
-0.312543 | -0.467414 | 0.208843 | 5.445051 | -1.316703 | -1.547663 | 1.022994 | -0.000111 | -0.232558 | -0.267949 | -0.517638 | -0.000205 | -0.006991 | 0 | 9,733 |
0.104188 | 0.026346 | 0.329961 | -0.708464 | -0.68329 | -0.898703 | 1.022994 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000068 | -0.010504 | 0 | 9,734 |
-0.729466 | -0.714299 | -0.639727 | 5.451779 | -0.950186 | -0.99296 | 1.023167 | 0.000016 | -0.232558 | -0.267949 | -0.517638 | -0.000478 | -0.007957 | 0 | 9,735 |
-0.625534 | -0.83788 | -0.155156 | 5.455145 | -0.944782 | -0.841516 | 1.023167 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.00041 | -0.007685 | 0 | 9,736 |
0.417051 | -0.09667 | -0.155454 | 5.451779 | -0.729084 | -0.738112 | 1.023861 | 0.000063 | -0.232558 | -0.267949 | -0.517638 | 0.000273 | -0.006032 | 0 | 9,737 |
0.833761 | 0.520553 | 0.81478 | -0.707624 | -0.790932 | -0.928905 | 1.023861 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000547 | -0.004792 | 0 | 9,738 |
1.04156 | 0.643325 | -0.154858 | 5.436652 | -0.685139 | -0.762738 | 1.023861 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000683 | -0.004103 | 0 | 9,739 |
1.769022 | 1.505311 | 0.814482 | -0.71937 | -0.161689 | -0.438258 | 1.023861 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.00116 | -0.005674 | 0 | 9,740 |
-0.936286 | -0.221186 | -2.575133 | -0.71518 | -0.553941 | -0.898703 | 1.015705 | -0.000746 | -0.232558 | -0.267949 | -0.517638 | -0.000614 | -0.004923 | 0 | 9,741 |
-0.104067 | -0.714155 | -0.396126 | -0.71518 | -1.139158 | -1.547663 | 1.015705 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000068 | -0.005129 | 0 | 9,742 |
-0.520443 | 0.02563 | -0.032938 | 5.433296 | -1.149922 | -1.424301 | 1.017961 | 0.000206 | -0.232558 | -0.267949 | -0.517638 | -0.000341 | -0.005474 | 0 | 9,743 |
0.208198 | -0.344145 | 0.33016 | -0.714341 | -2.274619 | -1.872143 | 1.017961 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000136 | -0.005473 | 0 | 9,744 |
0 | -0.344179 | 0.330193 | 5.434974 | -0.98637 | -0.960292 | 1.018482 | 0.000048 | -0.232558 | -0.267949 | -0.517638 | 0 | -0.005336 | 0 | 9,745 |
-0.208198 | -0.590844 | 0.330193 | -0.714341 | -1.246777 | -1.777885 | 1.018482 | 0 | -0.232558 | -0.267949 | -0.517638 | -0.000136 | -0.006573 | 0 | 9,746 |
0.104103 | -0.220808 | 0.33016 | -0.713502 | -1.321316 | -1.424301 | 1.018482 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000068 | -0.007466 | 0 | 9,747 |
-0.104103 | -0.467499 | 0.330176 | -0.713502 | -1.164539 | -1.483608 | 1.018655 | 0.000016 | -0.232558 | -0.267949 | -0.517638 | -0.000068 | -0.007397 | 0 | 9,748 |
0.62451 | 0.888845 | 0.814449 | 5.429941 | -0.743031 | -0.584164 | 1.018655 | 0 | -0.232558 | -0.267949 | -0.517638 | 0.000409 | -0.009251 | 0 | 9,749 |
-0.208142 | -0.590844 | -0.880548 | -0.71518 | 0.038918 | -0.159519 | 1.017614 | -0.000095 | -0.232558 | -0.535898 | -0.385986 | -0.000136 | -0.008633 | 0 | 9,750 |
-0.20817 | -0.344212 | 0.088097 | 5.433296 | -0.873248 | -1.062593 | 1.017614 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000136 | -0.007946 | 0 | 9,751 |
1.456593 | 1.135107 | 0.693373 | -0.720207 | -0.50655 | -0.738112 | 1.017614 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000955 | -0.008351 | 0 | 9,752 |
-1.560689 | -0.098018 | -1.242713 | -0.711824 | 0.177471 | -0.762738 | 1.011367 | -0.000571 | -0.232558 | -0.535898 | -0.385986 | -0.001023 | -0.008841 | 0 | 9,753 |
0.312266 | -0.097513 | -0.033103 | -0.714341 | -0.616446 | -0.928905 | 1.017614 | 0.000571 | -0.232558 | -0.535898 | -0.385986 | 0.000205 | -0.007258 | 0 | 9,754 |
-0.728719 | -0.837509 | -0.275157 | 5.436652 | -1.179471 | -0.928905 | 1.017614 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000478 | -0.007605 | 0 | 9,755 |
-0.104131 | -0.097379 | 0.45122 | 5.438331 | -0.952903 | -1.179915 | 1.021605 | 0.000365 | -0.232558 | -0.535898 | -0.385986 | -0.000068 | -0.006918 | 0 | 9,756 |
0.208255 | -0.344077 | 0.572321 | -0.711824 | -1.369218 | -1.483608 | 1.022473 | 0.000079 | -0.232558 | -0.535898 | -0.385986 | 0.000137 | -0.006848 | 0 | 9,757 |
-0.624851 | -0.590844 | -0.154361 | -0.709305 | -1.364276 | -1.223183 | 1.022473 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.00041 | -0.005615 | 0 | 9,758 |
0.208312 | -0.34401 | 0.451178 | -0.710984 | -0.868409 | -1.138866 | 1.022473 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000137 | -0.005957 | 0 | 9,759 |
-0.416653 | -0.097277 | -0.15456 | -0.708464 | -1.049123 | -0.928905 | 1.028547 | 0.000556 | -0.232558 | -0.535898 | -0.385986 | -0.000273 | -0.007127 | 0 | 9,760 |
0.416653 | 0.149657 | 0.572321 | -0.710984 | -0.931456 | -1.062593 | 1.028547 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000273 | -0.006301 | 0 | 9,761 |
-1.041845 | -0.344044 | -0.639313 | -0.706783 | -0.439726 | -0.66848 | 1.023167 | -0.000492 | -0.232558 | -0.535898 | -0.385986 | -0.000683 | -0.003422 | 0 | 9,762 |
1.66661 | 1.383961 | -0.276315 | -0.712663 | 0.329077 | 0.308247 | 1.023167 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.001092 | -0.004446 | 0 | 9,763 |
0 | -0.344145 | 0.087965 | -0.711824 | -1.90192 | -1.483608 | 1.021258 | -0.000175 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.004788 | 0 | 9,764 |
-0.833078 | -0.590844 | -0.881143 | 5.44169 | -0.773893 | -0.714222 | 1.021258 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000546 | -0.004997 | 0 | 9,765 |
-0.104167 | -0.467423 | 0.330027 | 5.44169 | -0.969435 | -1.223183 | 1.021952 | 0.000063 | -0.232558 | -0.535898 | -0.385986 | -0.000068 | -0.0039 | 0 | 9,766 |
-0.104174 | -0.467414 | 0.208843 | -0.709305 | -0.923581 | -0.960292 | 1.021952 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000068 | -0.003763 | 0 | 9,767 |
1.561861 | 1.259841 | 0.572321 | -0.71518 | 0.172644 | 0.082386 | 1.020217 | -0.000159 | -0.232558 | -0.535898 | -0.385986 | 0.001024 | -0.003759 | 0 | 9,768 |
-0.624552 | -0.590844 | -0.275099 | -0.712663 | -0.550882 | -0.604425 | 1.020217 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000409 | -0.002255 | 0 | 9,769 |
0.520478 | 0.025883 | 0.451236 | -0.714341 | -1.111242 | -1.062593 | 1.021952 | 0.000159 | -0.232558 | -0.535898 | -0.385986 | 0.000341 | -0.002869 | 0 | 9,770 |
-0.416368 | -0.344212 | 0.088097 | -0.713502 | -0.201118 | -0.545119 | 1.021952 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000273 | -0.002323 | 0 | 9,771 |
0 | -0.220808 | 0.451245 | -0.713502 | -0.885493 | -1.138866 | 1.021779 | -0.000016 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.003281 | 0 | 9,772 |
0.62451 | 0.149152 | 0.451245 | -0.716018 | -1.018532 | -1.179915 | 1.021779 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000409 | -0.00369 | 0 | 9,773 |
0.312159 | -0.220959 | 0.572321 | -0.716856 | -1.354497 | -1.483608 | 1.021779 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000205 | -0.003484 | 0 | 9,774 |
0.520123 | 0.025462 | 0.693315 | 5.423238 | -1.210334 | -1.179915 | 1.021779 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000341 | -0.003004 | 0 | 9,775 |
0 | -0.09795 | 0.45136 | -0.71937 | -1.027569 | -0.691024 | 1.019349 | -0.000222 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.001979 | 0 | 9,776 |
0 | -0.34438 | -0.153569 | -0.718532 | -0.629993 | -1.027019 | 1.019349 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | -0.002116 | 0 | 9,777 |
-0.312053 | -0.467608 | 0.088428 | -0.717694 | -0.500848 | -0.526288 | 1.019349 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000205 | -0.000614 | 0 | 9,778 |
-0.208071 | -0.221086 | 0.209339 | 5.426589 | -0.384753 | -0.604425 | 1.019349 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000136 | -0.00075 | 0 | 9,779 |
-6.568791 | -0.467566 | -13.641241 | -0.689075 | 0.946617 | 1.200443 | 1.019349 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.004306 | 0.003282 | 1 | 9,780 |
-2.719196 | 1.141724 | -3.320594 | -0.679759 | 0.674311 | 0.703816 | 1.019349 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.001782 | 0.004245 | 1 | 9,781 |
-1.885364 | -0.094772 | -1.864092 | -0.672966 | 0.827721 | 0.839656 | 1.019349 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.001236 | 0.005891 | 1 | 9,782 |
-1.677837 | -0.094158 | -3.698881 | -0.665305 | 0.325631 | 0.116445 | 1.006855 | -0.001143 | -0.232558 | -0.535898 | -0.385986 | -0.0011 | 0.006991 | 1 | 9,783 |
-5.255167 | -1.088213 | -7.009199 | -0.643927 | 0.435243 | 0.451963 | 1.006855 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.003445 | 0.010845 | 1 | 9,784 |
3.155272 | 3.147909 | 0.327419 | -0.655917 | 1.401786 | 1.003921 | 1.006855 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.002068 | 0.008367 | 1 | 9,785 |
-0.210149 | 0.15598 | -2.117892 | -0.655917 | 1.180077 | 1.062244 | 1.006855 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000138 | 0.007822 | 1 | 9,786 |
2.939449 | 2.892176 | 0.327891 | 5.526269 | 0.094089 | 0.412644 | 0.851367 | -0.014224 | -0.232558 | -0.535898 | -0.385986 | 0.001927 | 0.006988 | 1 | 9,787 |
2.724426 | 2.885478 | 0.450346 | 5.504167 | 0.600492 | 0.365207 | 0.851367 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.001786 | 0.006021 | 1 | 9,788 |
2.092407 | 2.383957 | -0.645634 | -0.687383 | 0.110174 | -0.259683 | 0.851367 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.001372 | 0.003694 | 1 | 9,789 |
-0.627421 | -0.466966 | -1.130712 | 5.492298 | 0.225978 | 0.07364 | -0.327983 | -0.107883 | -0.232558 | -0.535898 | -0.385986 | -0.000411 | 0 | 0 | 9,790 |
0.209169 | 1.390997 | -0.15765 | 5.493993 | 0.931989 | 0.352895 | -0.327983 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000137 | 0.000822 | 1 | 9,791 |
-0.418366 | -0.590844 | -0.887722 | -0.68315 | -0.363462 | -0.389742 | -0.316009 | 0.001095 | -0.232558 | -0.535898 | -0.385986 | -0.000274 | 0.001781 | 1 | 9,792 |
-1.046418 | -0.714798 | -2.106078 | -0.677213 | 0.600201 | 0.195744 | 1.009111 | 0.121218 | -0.232558 | -0.535898 | -0.385986 | -0.000686 | 0.004108 | 1 | 9,793 |
0.209341 | 0.773027 | -0.401842 | 5.505864 | 0.012991 | 0 | 1.009111 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000137 | 0.001029 | 1 | 9,794 |
0.209312 | 0.401028 | -1.132582 | -0.678911 | 0.534056 | 0.359075 | 1.013623 | 0.000413 | -0.232558 | -0.535898 | -0.385986 | 0.000137 | 0.001645 | 1 | 9,795 |
-2.094417 | -0.342859 | -1.863423 | -0.672115 | -0.204816 | -0.455106 | 1.013623 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.001373 | 0.003976 | 1 | 9,796 |
-1.258032 | -0.590844 | -1.378684 | -0.666158 | -0.049333 | -0.273134 | 1.016399 | 0.000254 | -0.232558 | -0.535898 | -0.385986 | -0.000825 | 0.004116 | 1 | 9,797 |
0 | -0.093817 | -1.868785 | 5.529676 | -0.474382 | -0.50789 | 1.016399 | 0 | -0.232558 | -0.535898 | -0.385986 | 0 | 0.00302 | 1 | 9,798 |
-2.204055 | -1.834009 | -4.068655 | -0.65848 | -0.58369 | -0.584164 | 1.013796 | -0.000238 | -0.232558 | -0.535898 | -0.385986 | -0.001445 | 0.004328 | 1 | 9,799 |
0.735039 | 0.280121 | -1.505406 | 5.538203 | 0.232921 | 0.352895 | 1.013796 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000482 | 0.004394 | 1 | 9,800 |
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