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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.839611 | 2.019534 | 0.083898 | -0.665305 | 0.376806 | 0.359075 | 1.013796 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.00055 | 0.003159 | 1 | 9,801 |
0.839149 | 1.14887 | 0.328261 | -0.667861 | 0.049923 | -0.136322 | 1.015358 | 0.000143 | -0.232558 | -0.535898 | -0.385986 | 0.00055 | 0.003979 | 1 | 9,802 |
-2.308772 | -0.590844 | -2.601335 | 5.546741 | -0.294751 | -0.171376 | 1.015358 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.001513 | 0.004533 | 1 | 9,803 |
2.728174 | 2.641831 | 0.328026 | -0.669563 | 0.712688 | 0.082386 | 1.013449 | -0.000175 | -0.232558 | -0.535898 | -0.385986 | 0.001788 | 0.002745 | 1 | 9,804 |
-1.258551 | -0.839306 | -2.3562 | -0.665305 | 0.256689 | 0.489441 | 1.02282 | 0.000857 | -0.232558 | -0.535898 | -0.385986 | -0.000825 | 0.004734 | 1 | 9,805 |
0.94401 | 0.900442 | 0.572321 | -0.668712 | 0.071424 | -0.0097 | 1.02282 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000619 | -0.000344 | 0 | 9,806 |
0.31454 | 2.264608 | 0.206445 | -0.669563 | -0.631705 | -0.455106 | 1.02282 | 0 | -0.232558 | -0.535898 | -0.385986 | 0.000206 | -0.001926 | 0 | 9,807 |
1.257513 | 1.023328 | 0.328462 | 5.510959 | -0.027452 | 0.203258 | 1.014143 | -0.000794 | -0.232558 | -0.535898 | -0.385986 | 0.000824 | -0.002337 | 0 | 9,808 |
-0.314281 | -0.34262 | -1.865766 | -0.673816 | -0.294751 | -0.159519 | 1.014143 | 0 | -0.232558 | -0.535898 | -0.385986 | -0.000206 | -0.002957 | 0 | 9,809 |
-2.201783 | -0.218445 | -1.988286 | -0.663601 | 0.378409 | 0.499834 | 1.015184 | 0.000095 | -0.232558 | -0.785587 | -0 | -0.001443 | -0.00055 | 0 | 9,810 |
1.677837 | 2.142241 | 0.572321 | -0.672115 | -0.309683 | -0.113778 | 1.015184 | 0 | -0.232558 | -0.785587 | -0 | 0.0011 | -0.002752 | 0 | 9,811 |
3.350149 | 3.378824 | 0.694204 | -0.684844 | -0.014647 | -0.01952 | 1.015184 | 0 | -0.116279 | -0.785587 | -0 | 0.002196 | -0.005637 | 0 | 9,812 |
0.104574 | 0.27636 | -0.644298 | -0.685691 | 0.245149 | 0 | 1.021779 | 0.000603 | -0.116279 | -0.785587 | -0 | 0.000069 | -0.005843 | 0 | 9,813 |
-0.52294 | -0.466941 | -2.470583 | -0.683997 | -0.18202 | -0.286814 | 1.021779 | 0 | -0.116279 | -0.785587 | -0 | -0.000343 | -0.005225 | 0 | 9,814 |
-1.1511 | -0.590844 | -1.86242 | 5.507562 | -0.377583 | -0.421757 | 1.001475 | -0.001857 | -0.116279 | -0.785587 | -0 | -0.000755 | -0.00385 | 0 | 9,815 |
1.569466 | 1.516667 | -0.03651 | -0.684844 | -0.202041 | 0.108065 | 1.001475 | 0 | -0.116279 | -0.785587 | -0 | 0.001029 | -0.003846 | 0 | 9,816 |
0.104574 | 0.27636 | -0.400907 | -0.685691 | 0.079472 | -0.070509 | 1.023861 | 0.002048 | -0.116279 | -0.785587 | -0 | 0.000069 | -0.003639 | 0 | 9,817 |
1.567746 | 3.246214 | -0.035842 | -0.696677 | 0.45236 | 0.424077 | 1.023861 | 0 | -0.116279 | -0.785587 | -0 | 0.001028 | -0.005011 | 0 | 9,818 |
1.670488 | 1.388556 | 0.086307 | -0.699206 | -0.193781 | -0.091851 | 1.023861 | 0 | -0.116279 | -0.785587 | -0 | 0.001095 | -0.00645 | 0 | 9,819 |
-0.417451 | -0.096332 | -0.398777 | -0.69752 | -0.47987 | -0.472317 | 1.019523 | -0.000397 | -0.116279 | -0.785587 | -0 | -0.000274 | -0.009901 | 0 | 9,820 |
0.417451 | 1.139828 | 0.32953 | -0.699206 | -0.727115 | -0.455106 | 1.019523 | 0 | -0.116279 | -0.785587 | -0 | 0.000274 | -0.012665 | 0 | 9,821 |
-1.461577 | -0.590844 | -1.613397 | -0.691611 | -0.341674 | -0.0097 | 1.019002 | -0.000048 | -0.116279 | -0.785587 | -0 | -0.000958 | -0.01143 | 0 | 9,822 |
0 | -0.343334 | -0.156651 | -0.692456 | -0.553941 | -0.604425 | 1.019002 | 0 | -0.116279 | -0.785587 | -0 | 0 | -0.010046 | 0 | 9,823 |
0.626562 | 0.77004 | 0.329364 | -0.695833 | -0.492381 | -0.489906 | 1.013623 | -0.000492 | -0.116279 | -0.785587 | -0 | 0.000411 | -0.011979 | 0 | 9,824 |
1.252352 | 1.387473 | 0.572321 | 5.458514 | -0.354204 | -0.762738 | 1.013623 | 0 | -0.116279 | -0.785587 | -0 | 0.000821 | -0.013493 | 0 | 9,825 |
1.563996 | 2.126554 | 1.057538 | -0.706783 | 0.499638 | 0.750447 | 1.008069 | -0.000508 | -0.116279 | -0.785587 | -0 | 0.001025 | -0.017573 | 0 | 9,826 |
-0.20844 | 1.01374 | -0.155007 | -0.705101 | 0.538202 | 0.267889 | 1.008069 | 0 | -0.116279 | -0.785587 | -0 | -0.000137 | -0.017853 | 0 | 9,827 |
1.979032 | 2.740616 | -0.033848 | -0.713502 | -0.050074 | -0.102739 | 1.008069 | 0 | -0.116279 | -0.785587 | -0 | 0.001297 | -0.018872 | 0 | 9,828 |
-0.416425 | 0.888643 | -0.880945 | -0.710984 | -0.132685 | -0.159519 | 1.008069 | 0 | -0.116279 | -0.785587 | -0 | -0.000273 | -0.019573 | 0 | 9,829 |
-0.416539 | -0.097412 | -0.396655 | 5.44169 | -0.549358 | -0.762738 | 1.005293 | -0.000254 | -0.116279 | -0.785587 | -0 | -0.000273 | -0.018605 | 0 | 9,830 |
-1.250299 | -0.590844 | -0.881739 | 5.450096 | -0.053793 | -0.081109 | 1.002516 | -0.000254 | -0.116279 | -0.785587 | -0 | -0.00082 | -0.017229 | 0 | 9,831 |
0.625278 | 1.877662 | 0.08737 | 5.446732 | -0.145332 | -0.233443 | 1.032364 | 0.00273 | -0.116279 | -0.785587 | -0 | 0.00041 | -0.016111 | 0 | 9,832 |
0 | -0.343943 | -1.124894 | 5.446732 | 0.110763 | 0.352895 | 1.032364 | 0 | -0.116279 | -0.785587 | -0 | 0 | -0.016249 | 0 | 9,833 |
0.625022 | 0.149758 | 0.329961 | -0.710984 | -0.812836 | -0.762738 | 1.032364 | 0 | -0.116279 | -0.785587 | -0 | 0.00041 | -0.015133 | 0 | 9,834 |
-0.625022 | -0.590844 | -0.639313 | -0.708464 | -0.591735 | -0.714222 | 1.001822 | -0.002794 | -0.116279 | -0.785587 | -0 | -0.00041 | -0.014308 | 0 | 9,835 |
-1.042272 | 0.149758 | -0.639809 | 5.451779 | -0.516644 | -0.564403 | 1.001822 | 0 | -0.116279 | -0.785587 | -0 | -0.000683 | -0.013347 | 0 | 9,836 |
1.667293 | 3.604758 | 0.572321 | -0.709305 | 0.222981 | 0.504981 | 1.001822 | 0 | -0.116279 | -0.785587 | -0 | 0.001093 | -0.015549 | 0 | 9,837 |
1.249275 | 1.382613 | 0.330061 | -0.716856 | -0.566312 | -0.691024 | 0.932581 | -0.006334 | -0.116279 | -0.785587 | -0 | 0.000819 | -0.014013 | 0 | 9,838 |
-1.457587 | -0.344246 | -1.365102 | -0.709305 | -0.558554 | -0.50789 | 1.008937 | 0.006985 | -0.116279 | -0.785587 | -0 | -0.000955 | -0.014442 | 0 | 9,839 |
-6.262625 | -0.590844 | -6.710921 | -0.687383 | 1.43716 | 1.912797 | 1.008937 | 0 | -0.116279 | -0.785587 | -0 | -0.004105 | -0.009506 | 0 | 9,840 |
1.46358 | 1.143386 | -2.349368 | -0.689921 | 1.350051 | 1.24439 | 1.008937 | 0 | -0.116279 | -0.785587 | -0 | 0.000959 | -0.011019 | 0 | 9,841 |
1.044556 | 3.11977 | -0.643298 | -0.693301 | 0.631746 | 0.839656 | 1.008937 | 0 | -0.116279 | -0.785587 | -0 | 0.000685 | -0.01115 | 0 | 9,842 |
2.504019 | 3.611069 | -0.156451 | -0.70426 | 0.414282 | 0.32126 | 1.008937 | 0 | -0.116279 | -0.785587 | -0 | 0.001641 | -0.011408 | 0 | 9,843 |
-4.489287 | 0.643999 | -5.986634 | -0.686537 | 0.371168 | 0.352895 | 1.008937 | 0 | -0.116279 | -0.785587 | -0 | -0.002943 | -0.007498 | 0 | 9,844 |
1.14968 | 0.771438 | -2.348366 | -0.690766 | 0.427829 | 0.440925 | 0.985336 | -0.002159 | -0.116279 | -0.785587 | -0 | 0.000754 | -0.007907 | 0 | 9,845 |
1.461977 | 2.37785 | -0.399974 | -0.69752 | 0.431175 | 0.754213 | 0.985336 | 0 | -0.116279 | -0.785587 | -0 | 0.000958 | -0.006728 | 0 | 9,846 |
-1.044127 | 0.645519 | -0.884924 | -0.692456 | 0.586696 | 0.695773 | 0.985336 | 0 | -0.116279 | -0.785587 | -0 | -0.000684 | -0.006663 | 0 | 9,847 |
-1.67209 | -0.343334 | -2.588721 | -0.685691 | 0.465191 | 0.520224 | 0.985336 | 0 | -0.116279 | -0.785587 | -0 | -0.001096 | -0.005085 | 0 | 9,848 |
-0.20914 | -0.590844 | -2.835849 | -0.684844 | 0.473965 | 0.929021 | 0.985336 | 0 | -0.116279 | -0.785587 | -0 | -0.000137 | -0.003158 | 0 | 9,849 |
0.836389 | 0.400212 | -2.592625 | -0.688229 | 0.324767 | 0.418381 | 0.985336 | 0 | -0.116279 | -0.785587 | -0 | 0.000548 | -0.004394 | 0 | 9,850 |
-1.045558 | 1.142198 | -1.251919 | -0.685691 | 0.210862 | 0.790929 | 0.915575 | -0.006382 | -0.116279 | -0.785587 | -0 | -0.000685 | -0.00254 | 0 | 9,851 |
2.0904 | 2.381104 | 0.572321 | -0.693301 | 0.038265 | 0.301661 | 0.986551 | 0.006493 | -0.116279 | -0.785587 | -0 | 0.00137 | -0.004116 | 0 | 9,852 |
-1.462979 | 1.141012 | -1.372269 | -0.687383 | -0.467582 | -0.159519 | 0.977874 | -0.000794 | -0.116279 | -0.785587 | -0 | -0.000959 | -0.00247 | 0 | 9,853 |
0 | -0.095384 | -2.226383 | -0.687383 | 0.299677 | 0.31478 | 0.977874 | 0 | -0.116279 | -0.785587 | -0 | 0 | -0.00302 | 0 | 9,854 |
1.776292 | 1.513925 | 0.329131 | -0.694989 | -0.251791 | 0.028415 | 0.977874 | 0 | -0.116279 | -0.785587 | -0 | 0.001164 | -0.00336 | 0 | 9,855 |
-6.802897 | -0.46711 | -7.339241 | -0.667861 | 0.258594 | 0.232629 | 0.977874 | 0 | -0.116279 | -0.785587 | -0 | -0.004459 | 0.001649 | 1 | 9,856 |
-2.099317 | 0.775839 | -2.11345 | -0.65848 | -0.409203 | 0.019055 | 0.978915 | 0.000095 | -0.116279 | -0.785587 | -0 | -0.001376 | 0.004671 | 1 | 9,857 |
0.630098 | 0.404578 | -0.894158 | 5.536497 | -0.078849 | -0.070509 | 0.978915 | 0 | -0.116279 | -0.785587 | -0 | 0.000413 | 0.004532 | 1 | 9,858 |
-1.260457 | 0.901468 | -0.893552 | -0.657626 | 0.075769 | 0.451963 | 0.966768 | -0.001111 | -0.116279 | -0.785587 | -0 | -0.000826 | 0.007001 | 1 | 9,859 |
1.470432 | 1.151505 | -0.650166 | 5.536497 | -0.296865 | 0.082386 | 0.982907 | 0.001476 | -0.116279 | -0.785587 | -0 | 0.000964 | 0.006037 | 1 | 9,860 |
-1.68061 | 0.652664 | -1.382177 | -0.655917 | -0.281168 | 0.132946 | 0.982907 | 0 | -0.116279 | -0.785587 | -0 | -0.001102 | 0.008233 | 1 | 9,861 |
-1.051322 | 1.151745 | -2.118634 | 5.560427 | -0.174881 | 0.288322 | 0.982907 | 0 | -0.116279 | -0.785587 | -0 | -0.000689 | 0.006048 | 1 | 9,862 |
-0.210351 | 0.405813 | -0.40641 | -0.65164 | -0.343935 | -0.081109 | 0.943341 | -0.003619 | -0.116279 | -0.785587 | -0 | -0.000138 | 0.00454 | 1 | 9,863 |
0.420674 | 1.028668 | 0.572321 | 5.555291 | -0.484015 | -0.039527 | 0.995922 | 0.00481 | -0.116279 | -0.785587 | -0 | 0.000276 | 0.00399 | 1 | 9,864 |
0.946092 | 0.90373 | -0.161576 | -0.655062 | -0.082726 | 0.253971 | 0.995922 | 0 | -0.116279 | -0.785587 | -0 | 0.00062 | 0.00433 | 1 | 9,865 |
1.575517 | 1.276023 | -0.038859 | -0.661042 | 0.04928 | 0.267889 | 0.989154 | -0.000619 | -0.116279 | -0.785587 | -0 | 0.001033 | 0.002612 | 1 | 9,866 |
0.419863 | 0.901262 | -0.404659 | 5.531381 | -0.260776 | -0.113778 | 0.989154 | 0 | -0.116279 | -0.785587 | -0 | 0.000275 | 0.003982 | 1 | 9,867 |
-0.524847 | 1.149348 | -0.160162 | -0.661895 | -0.268861 | 0 | 0.992972 | 0.000349 | -0.116279 | -0.785587 | -0 | -0.000344 | 0.005148 | 1 | 9,868 |
-0.525028 | -0.217676 | -3.461471 | 11.746838 | 0.02241 | 0.352895 | 0.992972 | 0 | -0.116279 | -0.785587 | -0 | -0.000344 | 0.005971 | 1 | 9,869 |
-5.681844 | -0.217548 | -6.525939 | 5.58789 | 0.363442 | 0.632727 | 0.996616 | 0.000333 | -0.116279 | -1 | 0.614014 | -0.003724 | 0.006337 | 1 | 9,870 |
-3.799687 | -0.84068 | -4.584157 | 5.61893 | 0.12934 | 0.295019 | 0.996616 | 0 | -0.116279 | -1 | 0.614014 | -0.002491 | 0.008003 | 1 | 9,871 |
0.422655 | 1.411579 | 0.08065 | 5.617202 | -0.067348 | 0.24692 | 0.996616 | 0 | -0.116279 | -1 | 0.614014 | 0.000277 | 0.008001 | 1 | 9,872 |
2.111521 | 1.911145 | -0.165032 | -0.630168 | -0.014647 | 0.099597 | 0.996616 | 0 | -0.116279 | -1 | 0.614014 | 0.001384 | 0.006205 | 1 | 9,873 |
-2.322833 | 0.408983 | -2.129064 | 5.61893 | 0.366299 | 0.596955 | 1.011367 | 0.001349 | -0.116279 | -1 | 0.614014 | -0.001523 | 0.008552 | 1 | 9,874 |
-1.057004 | 1.161154 | -0.656942 | -0.617212 | 0.172105 | 0.172768 | 1.011367 | 0 | -0.116279 | -1 | 0.614014 | -0.000693 | 0.00842 | 1 | 9,875 |
-4.659536 | -0.340281 | -5.833613 | -0.598114 | 1.251448 | 0.91991 | 1.011367 | 0 | -0.116279 | -1 | 0.614014 | -0.003054 | 0.011749 | 1 | 9,876 |
-0.636495 | 1.167729 | -0.538132 | 5.67101 | 1.198374 | 0.578451 | 1.011367 | 0 | -0.116279 | -1 | 0.614014 | -0.000417 | 0.011204 | 1 | 9,877 |
0.42436 | 0.414683 | -1.403123 | 5.665782 | 0.623079 | 0.583117 | 0.934143 | -0.007064 | -0.116279 | -1 | 0.614014 | 0.000278 | 0.011339 | 1 | 9,878 |
-1.485776 | 0.163144 | -1.89664 | -0.590267 | 0.236366 | 0.6195 | 0.934143 | 0 | -0.116279 | -1 | 0.614014 | -0.000974 | 0.01245 | 1 | 9,879 |
1.061416 | 1.67238 | -0.662933 | 5.672754 | 0.496607 | 0.64574 | 0.934143 | 0 | -0.116279 | -1 | 0.614014 | 0.000696 | 0.011479 | 1 | 9,880 |
0.848602 | 0.665978 | -0.415126 | -0.598114 | 0.174256 | -0.246456 | 0.934143 | 0 | -0.116279 | -1 | 0.614014 | 0.000556 | 0.009822 | 1 | 9,881 |
2.331223 | 2.673262 | 0.572321 | 5.644916 | 0.901208 | 0.559509 | 1.038612 | 0.009556 | -0.116279 | -1 | 0.614014 | 0.001528 | 0.008432 | 1 | 9,882 |
-0.211782 | 0.161784 | -0.659502 | -0.607678 | -0.101641 | 0.124738 | 1.038612 | 0 | -0.116279 | -1 | 0.614014 | -0.000139 | 0.009121 | 1 | 9,883 |
2.327989 | 2.919228 | 0.818617 | -0.617212 | -0.154755 | -0.070509 | 1.05961 | 0.001921 | -0.116279 | -1 | 0.614014 | 0.001526 | 0.006769 | 1 | 9,884 |
0.63429 | 1.412688 | 0.572321 | -0.618943 | 0.408175 | 0.149113 | 1.062213 | 0.000238 | -0.116279 | -1 | 0.614014 | 0.000416 | 0.006354 | 1 | 9,885 |
0.422714 | 0.911389 | 0.326468 | -0.619808 | 0.582832 | 0.451963 | 1.035141 | -0.002476 | -0.116279 | -1 | 0.614014 | 0.000277 | 0.006489 | 1 | 9,886 |
-1.691558 | -0.590844 | -1.887057 | -0.613749 | 0.800155 | 0.723577 | 1.035141 | 0 | -0.116279 | -1 | 0.614014 | -0.001109 | 0.007736 | 1 | 9,887 |
3.592321 | 4.415908 | 0.326264 | -0.627581 | 0.845509 | 0.815663 | 1.035141 | 0 | -0.116279 | -1 | 0.614014 | 0.002355 | 0.004693 | 1 | 9,888 |
-2.112105 | 0.159286 | -1.883993 | -0.619808 | 0.268509 | 0.24692 | 1.035141 | 0 | -0.116279 | -1 | 0.614014 | -0.001384 | 0.005664 | 1 | 9,889 |
1.267614 | 1.161397 | 0.326503 | 5.608566 | -0.286361 | -0.208035 | 1.035141 | 0 | -0.116279 | -1 | 0.614014 | 0.000831 | 0.003593 | 1 | 9,890 |
-0.844959 | -0.340628 | -1.147694 | -0.621537 | 0.034335 | 0.116445 | 1.035662 | 0.000048 | -0.116279 | -1 | 0.614014 | -0.000554 | 0.004422 | 1 | 9,891 |
0.844959 | 1.160912 | 0.572321 | -0.624992 | -0.232232 | -0.545119 | 1.035662 | 0 | -0.116279 | -1 | 0.614014 | 0.000554 | 0.005109 | 1 | 9,892 |
2.110352 | 3.408464 | 0.326707 | 5.591331 | 0.349816 | 0.195744 | 1.033406 | -0.000206 | -0.116279 | -1 | 0.614014 | 0.001383 | 0.003174 | 1 | 9,893 |
1.475511 | 1.656746 | 0.081738 | -0.640493 | 0.518534 | 0.510094 | 1.012581 | -0.001905 | -0.116279 | -1 | 0.614014 | 0.000967 | 0.002069 | 1 | 9,894 |
0.526623 | 1.031127 | 0.082212 | -0.642211 | 0.878216 | 0.578451 | 1.012581 | 0 | -0.116279 | -1 | 0.614014 | 0.000345 | 0.001862 | 1 | 9,895 |
3.26101 | 3.771186 | 0.449849 | -0.655917 | 0.539155 | 0.559509 | 1.002863 | -0.000889 | -0.116279 | -1 | 0.614014 | 0.002138 | 0.000826 | 1 | 9,896 |
-0.946027 | 0.653862 | -0.650166 | 5.558715 | -0.10244 | 0.124738 | 1.002863 | 0 | -0.116279 | -1 | 0.614014 | -0.00062 | 0.001722 | 1 | 9,897 |
0.735849 | 0.903627 | 0.205436 | -0.655917 | -0.369311 | -0.259683 | 1.022126 | 0.001762 | -0.116279 | -1 | 0.614014 | 0.000482 | 0.000895 | 1 | 9,898 |
2.730051 | 3.38975 | 0.572321 | -0.666158 | -0.458172 | -0.526288 | 1.022126 | 0 | -0.116279 | -1 | 0.614014 | 0.00179 | -0.001858 | 0 | 9,899 |
-1.049442 | -0.342245 | -8.601725 | -0.661895 | -0.873248 | -0.788145 | 1.022126 | 0 | -0.116279 | -1 | 0.614014 | -0.000688 | -0.000964 | 0 | 9,900 |
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