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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.652838 | 2.242723 | -0.946465 | 5.992851 | 1.063783 | 1.529214 | -0.638959 | 0 | 0.023256 | -1 | 0.614014 | -0.000428 | 0.001141 | 1 | 2,501 |
0 | 7.129925 | -1.707322 | -0.434602 | 0.958172 | 1.24439 | -0.646768 | -0.000714 | 0.023256 | -1 | 0.614014 | 0 | 0.000784 | 1 | 2,502 |
-1.306515 | 9.183239 | -0.947116 | -0.429097 | 0.559489 | 0.907598 | -0.646768 | 0 | 0.023256 | -1 | 0.614014 | -0.000856 | 0.001712 | 1 | 2,503 |
1.08884 | 1.47302 | 0.572321 | -0.433685 | 0.482973 | 0.929021 | -0.646768 | 0 | 0.023256 | -1 | 0.614014 | 0.000714 | 0.001426 | 1 | 2,504 |
0 | 0.182829 | 0.319136 | 5.992851 | 1.140504 | 1.681985 | -0.644165 | 0.000238 | 0.023256 | -1 | 0.614014 | 0 | 0.001212 | 1 | 2,505 |
2.935992 | 3.274213 | 0.952031 | -0.445586 | 1.088249 | 1.252494 | -0.644165 | 0 | 0.023256 | -1 | 0.614014 | 0.001925 | -0.000926 | 0 | 2,506 |
-0.543276 | 0.567311 | -1.323795 | 5.974538 | 1.041663 | 1.349212 | -0.619696 | 0.002238 | 0.023256 | -1 | 0.614014 | -0.000356 | -0.000142 | 0 | 2,507 |
0.434636 | -0.075833 | -1.197955 | -0.443758 | 1.181589 | 1.106991 | -0.614317 | 0.000492 | 0.023256 | -1 | 0.614014 | 0.000285 | 0.000142 | 1 | 2,508 |
1.954332 | 1.98201 | -0.691621 | -0.452887 | 1.224413 | 1.151658 | -0.614317 | 0 | 0.023256 | -1 | 0.614014 | 0.001281 | -0.001139 | 0 | 2,509 |
0.542426 | 0.951332 | 0.319928 | -0.455621 | 0.984072 | 1.126103 | -0.614317 | 0 | 0.023256 | -1 | 0.614014 | 0.000356 | -0.001494 | 0 | 2,510 |
0.108462 | -0.205314 | -0.81579 | -0.456531 | 0.841207 | 1.067341 | -0.612581 | 0.000159 | 0.023256 | -1 | 0.614014 | 0.000071 | -0.001138 | 0 | 2,511 |
-1.193507 | 0.693846 | -1.446965 | 5.941706 | 0.641128 | 0.90449 | -0.612581 | 0 | 0.023256 | -1 | 0.614014 | -0.000782 | -0.001424 | 0 | 2,512 |
2.927853 | 3.135154 | 0.06732 | -0.462899 | 1.030958 | 1.200443 | -0.595748 | 0.00154 | 0.023256 | -1 | 0.614014 | 0.001919 | -0.003486 | 0 | 2,513 |
1.515936 | 1.205424 | -0.435888 | -0.46744 | 0.527631 | 0.866223 | -0.58603 | 0.000889 | 0.023256 | -1 | 0.614014 | 0.000994 | -0.003625 | 0 | 2,514 |
-4.118194 | -1.103881 | -4.217014 | 5.956277 | 0.663248 | 1.017554 | -0.58603 | 0 | 0.023256 | -1 | 0.614014 | -0.002699 | -0.001994 | 0 | 2,515 |
0.217024 | 0.051981 | -0.185073 | 5.952631 | 0.244664 | 0.601515 | -0.58603 | 0 | 0.023256 | -1 | 0.614014 | 0.000142 | -0.001993 | 0 | 2,516 |
2.385234 | 2.748875 | 0.572321 | -0.463808 | 0.690326 | 0.815663 | -0.58603 | 0 | 0.023256 | -1 | 0.614014 | 0.001563 | -0.002987 | 0 | 2,517 |
0 | -0.334125 | -0.940207 | -0.462899 | 0.825413 | 1.10457 | -0.589154 | -0.000286 | 0.023256 | -1 | 0.614014 | 0 | -0.002845 | 0 | 2,518 |
0.649872 | 1.205424 | 0.068288 | -0.466532 | 0.652546 | 0.916849 | -0.59193 | -0.000254 | 0.023256 | -1 | 0.614014 | 0.000426 | -0.003271 | 0 | 2,519 |
-2.601149 | -0.334234 | -3.209807 | -0.455621 | 0.61743 | 1.025624 | -0.59193 | 0 | 0.023256 | -1 | 0.614014 | -0.001705 | -0.001993 | 0 | 2,520 |
-0.433956 | 0.180189 | 0.067643 | -0.453798 | 0.368738 | 0.829461 | -0.600781 | -0.00081 | 0.023256 | -1 | 0.614014 | -0.000284 | -0.001708 | 0 | 2,521 |
-1.085431 | -0.333723 | -1.700508 | 5.963576 | 0.404716 | 0.783719 | -0.600781 | 0 | 0.023256 | -1 | 0.614014 | -0.000711 | -0.000997 | 0 | 2,522 |
-0.434389 | 2.237484 | -1.196442 | -0.446499 | 0.456664 | 0.739041 | -0.597484 | 0.000302 | 0.023256 | -1 | 0.614014 | -0.000285 | 0.000142 | 1 | 2,523 |
0.651537 | 0.952868 | 0.066996 | -0.449238 | 0.867616 | 1.13782 | -0.597484 | 0 | 0.023256 | -1 | 0.614014 | 0.000427 | -0.000071 | 0 | 2,524 |
0.434203 | 0.695125 | -0.438041 | -0.451975 | 0.933969 | 1.363376 | -0.597484 | 0 | 0.023256 | -1 | 0.614014 | 0.000285 | -0.000071 | 0 | 2,525 |
1.084968 | 0.694759 | 0.319856 | -0.455621 | 0.174256 | 0.468241 | -0.59731 | 0.000016 | 0.023256 | -1 | 0.614014 | 0.000711 | -0.001067 | 0 | 2,526 |
-1.302054 | -0.719363 | -0.941928 | -0.450151 | 0.033678 | 0.31478 | -0.59731 | 0 | 0.023256 | -1 | 0.614014 | -0.000853 | -0.001068 | 0 | 2,527 |
-0.434265 | 0.694942 | -0.185289 | -0.447413 | 0.443308 | 0.703816 | -0.590889 | 0.000587 | 0.023256 | -1 | 0.614014 | -0.000285 | -0.000356 | 0 | 2,528 |
-1.520902 | -0.590844 | -1.196442 | 5.976367 | 0.435612 | 0.540108 | -0.58256 | 0.000762 | 0.023256 | -1 | 0.614014 | -0.000997 | 0.000427 | 1 | 2,529 |
1.520902 | 2.11171 | 0.825109 | -0.449238 | 0.457378 | 0.78009 | -0.58256 | 0 | 0.023256 | -1 | 0.614014 | 0.000997 | -0.000498 | 0 | 2,530 |
-0.434389 | -0.33354 | -0.185504 | -0.446499 | 0.300573 | 0.654299 | -0.582907 | -0.000032 | 0.023256 | -1 | 0.614014 | -0.000285 | -0.00057 | 0 | 2,531 |
1.411312 | 1.210025 | 0.066996 | -0.452887 | 0.559181 | 1.07744 | -0.582907 | 0 | 0.023256 | -1 | 0.614014 | 0.000925 | -0.002207 | 0 | 2,532 |
-2.71522 | -0.076603 | -2.585398 | -0.441014 | 0.807743 | 1.111812 | -0.584468 | -0.000143 | 0.023256 | -1 | 0.614014 | -0.00178 | -0.000071 | 0 | 2,533 |
0.869396 | 0.825485 | -0.439337 | -0.446499 | 0.780926 | 1.165261 | -0.584468 | 0 | 0.023256 | -1 | 0.614014 | 0.00057 | -0.000998 | 0 | 2,534 |
2.171326 | 1.98201 | 0.319605 | -0.453798 | 0.806664 | 1.114212 | -0.620737 | -0.003318 | 0.023256 | -1 | 0.614014 | 0.001423 | -0.002421 | 0 | 2,535 |
0 | -0.076712 | 0.067571 | -0.453798 | 0.493901 | 0.853049 | -0.620737 | 0 | 0.023256 | -1 | 0.614014 | 0 | -0.001637 | 0 | 2,536 |
0.867666 | 1.721598 | 0.067571 | -0.458352 | 0.747645 | 0.97022 | -0.620737 | 0 | 0.023256 | -1 | 0.614014 | 0.000569 | -0.002063 | 0 | 2,537 |
1.083889 | 1.720284 | 0.824499 | -0.46199 | 0.447305 | 0.628342 | -0.620737 | 0 | 0.023256 | -1 | 0.614014 | 0.00071 | -0.002418 | 0 | 2,538 |
0.43334 | 0.435959 | 0.194256 | -0.465624 | 0.239795 | 0.462852 | -0.613102 | 0.000698 | 0.023256 | -1 | 0.614014 | 0.000284 | -0.002417 | 0 | 2,539 |
-0.216655 | 0.563941 | -0.68785 | -0.462899 | 0.8451 | 1.24439 | -0.613102 | 0 | 0.023256 | -1 | 0.614014 | -0.000142 | -0.002275 | 0 | 2,540 |
-2.276733 | -0.334125 | -2.454026 | -0.453798 | 0.739843 | 1.067341 | -0.613102 | 0 | 0.023256 | -1 | 0.614014 | -0.001492 | -0.000783 | 0 | 2,541 |
-4.019672 | -0.462288 | -5.114815 | -0.438268 | 0.851811 | 1.28798 | -0.601649 | 0.001048 | 0.023256 | -1 | 0.614014 | -0.002635 | 0.001852 | 1 | 2,542 |
0.43507 | 1.470373 | -0.693244 | -0.439183 | 0.956781 | 1.240307 | -0.601649 | 0 | 0.023256 | -1 | 0.614014 | 0.000285 | 0.001567 | 1 | 2,543 |
0.434946 | 0.182167 | 0.066348 | -0.440099 | 0.477096 | 0.683555 | -0.622126 | -0.001873 | 0.023256 | -1 | 0.614014 | 0.000285 | 0.001282 | 1 | 2,544 |
0 | 0.439471 | 0.066492 | 5.978197 | 0.83044 | 1.111812 | -0.622126 | 0 | 0.023256 | -1 | 0.614014 | 0 | 0.001282 | 1 | 2,545 |
-0.434946 | -0.204407 | -0.692522 | -0.438268 | 0.310793 | 0.592369 | -0.622473 | -0.000032 | 0.023256 | -1 | 0.614014 | -0.000285 | 0.001567 | 1 | 2,546 |
0 | -0.075466 | 0.066348 | -0.439183 | 0.389918 | 0.6195 | -0.621952 | 0.000048 | 0.023256 | -1 | 0.614014 | 0 | 0.001567 | 1 | 2,547 |
0.434946 | -0.075466 | -0.692883 | -0.440099 | 0.557946 | 0.88239 | -0.621952 | 0 | 0.023256 | -1 | 0.614014 | 0.000285 | 0.001282 | 1 | 2,548 |
-1.087598 | -0.848514 | -0.945599 | -0.437352 | -0.039036 | 0.091037 | -0.621952 | 0 | 0.023256 | -1 | 0.614014 | -0.000713 | 0.001995 | 1 | 2,549 |
1.739784 | 1.470666 | 0.825362 | -0.442843 | 0.332505 | 0.610558 | -0.62039 | 0.000143 | 0.023256 | -1 | 0.614014 | 0.00114 | 0.005824 | 1 | 2,550 |
-0.43476 | 0.43903 | -0.439049 | -0.441014 | 0.582235 | 0.853049 | -0.62039 | 0 | 0.023256 | -1 | 0.614014 | -0.000285 | 0.01035 | 1 | 2,551 |
-0.543624 | -0.333247 | -1.451572 | -0.439183 | 0.616295 | 0.783719 | -0.626811 | -0.000587 | 0.023256 | -1 | 0.614014 | -0.000356 | 0.009153 | 1 | 2,552 |
0.10874 | 0.310906 | 0.44585 | -0.440099 | 0.608582 | 0.949886 | -0.626811 | 0 | 0.023256 | -1 | 0.614014 | 0.000071 | 0.006111 | 1 | 2,553 |
0.65228 | 0.439617 | 0.06642 | 5.976367 | 1.274063 | 1.769008 | -0.634273 | -0.000683 | 0.023256 | -1 | 0.614014 | 0.000428 | 0.004549 | 1 | 2,554 |
-0.326105 | -0.333284 | -0.945166 | -0.441014 | 0.924739 | 1.352777 | -0.634273 | 0 | 0.023256 | -1 | 0.614014 | -0.000214 | 0.001353 | 1 | 2,555 |
-0.326175 | -0.590844 | -0.565916 | -0.439183 | 1.045807 | 1.564105 | -0.623688 | 0.000968 | 0.023256 | -1 | 0.614014 | -0.000214 | 0.003131 | 1 | 2,556 |
0.65228 | 0.182057 | 0.06642 | -0.442843 | 1.131635 | 1.555869 | -0.623688 | 0 | 0.023256 | -1 | 0.614014 | 0.000428 | 0.005258 | 1 | 2,557 |
0.869273 | 0.953967 | 0.319497 | -0.446499 | 0.577144 | 0.879183 | -0.621085 | 0.000238 | 0.023256 | -1 | 0.614014 | 0.00057 | 0.004689 | 1 | 2,558 |
0 | 0.695858 | 0.066924 | 5.969055 | 0.710707 | 1.167505 | -0.621085 | 0 | 0.023256 | -1 | 0.614014 | 0 | 0.005255 | 1 | 2,559 |
0 | -0.076053 | 0.066924 | -0.445586 | 0.697945 | 1.074927 | -0.628199 | -0.000651 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.00398 | 1 | 2,560 |
0.65163 | 0.695858 | 0.066924 | -0.448326 | 0.436716 | 0.805156 | -0.628199 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000427 | 0.004261 | 1 | 2,561 |
-1.629596 | -0.719509 | -1.702127 | -0.441929 | 0.843259 | 1.213247 | -0.621432 | 0.000619 | 0.023256 | -1.164525 | 1.414214 | -0.001068 | 0.005755 | 1 | 2,562 |
-0.217411 | 0.567971 | -0.059853 | 5.978197 | 1.050535 | 1.585662 | -0.621432 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000143 | 0.005897 | 1 | 2,563 |
1.304002 | 1.597717 | -0.312911 | -0.446499 | 0.889999 | 1.34023 | -0.621432 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000855 | 0.006034 | 1 | 2,564 |
-1.630176 | -0.204765 | -1.323525 | -0.439183 | 0.864444 | 1.156218 | -0.621432 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.001069 | 0.006819 | 1 | 2,565 |
0.217458 | 1.212078 | -0.692702 | -0.441014 | 0.80839 | 1.114212 | -0.623514 | -0.00019 | 0.023256 | -1.164525 | 1.414214 | 0.000143 | 0.006677 | 1 | 2,566 |
0.86952 | 1.211821 | 0.192963 | -0.444672 | 0.494917 | 0.94398 | -0.623514 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.00057 | 0.006956 | 1 | 2,567 |
0.217303 | 0.953528 | 0.572321 | -0.445586 | 0.698702 | 1.057114 | -0.623514 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000142 | 0.004831 | 1 | 2,568 |
0 | 0.181397 | 0.066852 | -0.445586 | 1.223466 | 1.51482 | -0.612408 | 0.001016 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.005964 | 1 | 2,569 |
-0.652001 | 0.181397 | -0.691621 | -0.442843 | 1.050078 | 1.417652 | -0.612408 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000427 | 0.005117 | 1 | 2,570 |
0 | -0.07576 | -0.18626 | -0.442843 | 0.727609 | 1.033614 | -0.629588 | -0.001572 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.006392 | 1 | 2,571 |
0 | -0.333284 | 0.066636 | -0.442843 | 0.441849 | 0.93803 | -0.629588 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.006816 | 1 | 2,572 |
1.303723 | 0.953967 | 0.066636 | -0.447413 | 0.977687 | 1.003921 | -0.629241 | 0.000032 | 0.023256 | -1.164525 | 1.414214 | 0.000855 | 0.00681 | 1 | 2,573 |
0.325757 | -0.0762 | 0.193395 | -0.449238 | 0.610016 | 0.525242 | -0.629241 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000214 | 0.007021 | 1 | 2,574 |
0.434234 | 1.080857 | 0.698585 | -0.451063 | 1.296072 | 1.264498 | -0.629241 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000285 | 0.006171 | 1 | 2,575 |
-0.434234 | -0.590844 | -0.690451 | -0.449238 | 0.911868 | 1.163009 | -0.633926 | -0.000429 | 0.023256 | -1.164525 | 1.414214 | -0.000285 | 0.00688 | 1 | 2,576 |
-1.303445 | -0.590844 | -1.322715 | -0.443758 | 0.605415 | 0.885585 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000854 | 0.007451 | 1 | 2,577 |
0.651862 | 0.567641 | 0.193152 | -0.446499 | 0.570804 | 0.805156 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000427 | 0.007165 | 1 | 2,578 |
-0.325896 | -0.462142 | -0.817768 | -0.444672 | 0.729301 | 0.946938 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000214 | 0.006955 | 1 | 2,579 |
0.10864 | -0.204682 | 0.319605 | -0.445586 | 0.674311 | 0.683555 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000071 | 0.006742 | 1 | 2,580 |
-0.543276 | -0.462123 | -0.312281 | 5.974538 | 0.927104 | 1.10457 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000356 | 0.005541 | 1 | 2,581 |
-1.087133 | -0.462077 | -0.691981 | -0.439183 | 0.837706 | 1.196129 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000713 | 0.005545 | 1 | 2,582 |
0.543663 | 1.083596 | 0.572321 | -0.441014 | 0.848565 | 1.221671 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000356 | 0.004054 | 1 | 2,583 |
-0.543663 | -0.07565 | -0.312911 | -0.438268 | 0.99486 | 1.089886 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | -0.000356 | 0.006537 | 1 | 2,584 |
0 | -0.075466 | 0.066348 | -0.439183 | 1.091266 | 1.358094 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.005545 | 1 | 2,585 |
1.195803 | 0.826091 | -0.43977 | -0.443758 | 0.976166 | 1.347424 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000784 | 0.005045 | 1 | 2,586 |
0.217318 | -0.07587 | 0.44594 | -0.444672 | 1.192824 | 1.454508 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000142 | 0.00476 | 1 | 2,587 |
0.54316 | 0.310136 | 0.193206 | -0.447413 | 1.148997 | 1.507525 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000356 | 0.003979 | 1 | 2,588 |
0.434389 | -0.076127 | -0.18572 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0.000285 | 0.003694 | 1 | 2,589 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.00412 | 1 | 2,590 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.002985 | 1 | 2,591 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.002133 | 1 | 2,592 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.001494 | 1 | 2,593 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.000996 | 1 | 2,594 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.00128 | 1 | 2,595 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.002275 | 1 | 2,596 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.003411 | 1 | 2,597 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.003411 | 1 | 2,598 |
0 | -0.590844 | -0.690901 | -0.448326 | 1.141038 | 1.28798 | -0.633926 | 0 | 0.023256 | -1.164525 | 1.414214 | 0 | 0.003481 | 1 | 2,599 |
7.58185 | 11.718603 | 7.881326 | 5.905422 | 2.100293 | 1.76583 | -0.59974 | 0.003127 | 0.023256 | 0.628626 | 1.414214 | 0.00497 | -0.001701 | 0 | 2,600 |
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