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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.887606 | 0.460901 | 0.443246 | -0.311258 | -0.148744 | 0.116445 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000582 | 0 | 0 | 4,801 |
0 | -0.590844 | 0.314313 | 6.241482 | -1.246777 | -1.138866 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.000218 | 0 | 4,802 |
1.108782 | 0.722977 | -0.201817 | 6.230058 | 1.403433 | 0.654299 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000727 | -0.0008 | 0 | 4,803 |
-0.221692 | 0.196991 | -0.459188 | -0.314114 | 0.244179 | 0.132946 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | -0.000581 | 0 | 4,804 |
0 | -0.328156 | 0.056567 | 6.231961 | -0.70581 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | -0.000291 | 0 | 4,805 |
-0.443481 | -0.065506 | 0.056567 | 6.233864 | -0.430684 | -0.604425 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000291 | 0.000145 | 1 | 4,806 |
-0.221789 | -0.32808 | 0.314388 | -0.311258 | -1.068146 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.000291 | 1 | 4,807 |
0 | -0.590844 | 0.31435 | 6.237672 | -1.715665 | -1.693569 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000291 | 1 | 4,808 |
-0.443674 | -0.853684 | -0.459788 | 6.241482 | -0.842385 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000291 | 0.000291 | 1 | 4,809 |
-0.443803 | -0.590844 | 0.056192 | 6.245294 | -0.905546 | -1.424301 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000291 | 0.000509 | 1 | 4,810 |
0 | -0.327888 | 0.056041 | 6.245294 | -0.729084 | -0.604425 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000727 | 1 | 4,811 |
0 | -0.327888 | 0.572321 | -0.307446 | -1.476244 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000727 | 1 | 4,812 |
-0.110971 | -0.459361 | 0.443265 | -0.307446 | -1.139158 | -1.777885 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000073 | 0.000873 | 1 | 4,813 |
0.887542 | 0.460825 | 0.443256 | 6.239576 | -0.863604 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000582 | 0.000872 | 1 | 4,814 |
0.554452 | 0.066138 | 0.443331 | -0.313162 | -1.097695 | -1.179915 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000363 | 0.000581 | 1 | 4,815 |
-0.665366 | -0.590844 | -0.201479 | -0.311258 | -0.555475 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000436 | 0.000436 | 1 | 4,816 |
0 | -0.328003 | 0.572321 | -0.311258 | -1.623977 | -1.979004 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.001017 | 1 | 4,817 |
0 | -0.590844 | 0.314313 | -0.310305 | -1.230344 | -0.99296 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000727 | 1 | 4,818 |
0.221821 | -0.328003 | 0.314313 | -0.311258 | -0.557013 | -0.358959 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.000581 | 1 | 4,819 |
0.221789 | -0.328041 | 0.185351 | 6.235767 | -1.068146 | -0.691024 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.000436 | 1 | 4,820 |
0.221756 | -0.32808 | 0.314388 | 6.233864 | -0.287404 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.000726 | 1 | 4,821 |
1.329862 | 0.98494 | 0.572321 | -0.318868 | 0.412379 | 0.435348 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000872 | -0.000145 | 0 | 4,822 |
-0.332357 | -0.853379 | 0.056941 | -0.317918 | -0.400547 | -0.472317 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000218 | -0.000073 | 0 | 4,823 |
-0.221611 | -0.722135 | 0.185716 | -0.316967 | -0.608111 | -0.960292 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.000073 | 1 | 4,824 |
-0.110818 | -0.196969 | 0.443443 | -0.316967 | -0.642068 | -1.027019 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000073 | 0.000145 | 1 | 4,825 |
0.221628 | -0.328232 | -0.716971 | 6.226255 | -0.051559 | -0.438258 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0 | 0 | 4,826 |
-0.11081 | -0.590844 | 0.314575 | -0.316967 | -1.653214 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000073 | 0.000073 | 1 | 4,827 |
-0.55417 | -0.459543 | -0.072161 | -0.315065 | -0.696338 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000363 | 0.000145 | 1 | 4,828 |
0 | -0.590844 | 0.572321 | -0.315065 | -2.919992 | -2.981549 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000654 | 1 | 4,829 |
0.221692 | -0.328156 | 0.830142 | -0.315065 | -1.470482 | -1.317441 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.000436 | 1 | 4,830 |
0.22166 | -0.065583 | 0.572321 | 6.228156 | -1.340082 | -1.179915 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.000218 | 1 | 4,831 |
-0.110826 | -0.590844 | 0.314538 | -0.316016 | -1.981031 | -1.617295 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000073 | 0.000508 | 1 | 4,832 |
0 | -0.590844 | 0.572321 | 6.228156 | -4.80018 | -3.536251 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.000218 | 1 | 4,833 |
-1.663355 | -0.196912 | -1.36211 | -0.309353 | 0.003442 | 0.124738 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.00109 | 0.001599 | 1 | 4,834 |
-0.221918 | -0.327927 | 0.056116 | 6.245294 | -0.76761 | -0.50789 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.00218 | 1 | 4,835 |
0.221918 | -0.327888 | 0.572321 | -0.309353 | -1.330636 | -0.898703 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.002615 | 1 | 4,836 |
-0.221918 | -0.327927 | 0.314238 | 6.245294 | -0.230306 | -0.584164 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.002905 | 1 | 4,837 |
-0.22195 | -0.196425 | 0.056041 | -0.307446 | -0.12769 | -0.18341 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.003196 | 1 | 4,838 |
0 | -0.590844 | 0.572321 | -0.307446 | -2.157229 | -2.657068 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.003123 | 1 | 4,839 |
0.110979 | -0.459342 | 0.572321 | -0.307446 | -1.757756 | -1.617295 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000073 | 0.002906 | 1 | 4,840 |
-0.332961 | -0.590844 | 0.185097 | 6.247201 | -1.707545 | -1.979004 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000218 | 0.003341 | 1 | 4,841 |
0.443932 | -0.064818 | 0.572321 | -0.307446 | -0.358817 | -0.604425 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000291 | 0.003485 | 1 | 4,842 |
0 | -0.590844 | -0.202155 | -0.308399 | -0.185618 | -0.545119 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.003485 | 1 | 4,843 |
0.221918 | -0.327888 | 0.572321 | -0.308399 | -2.372569 | -1.483608 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.00334 | 1 | 4,844 |
-0.221918 | -0.590844 | 0.185182 | 6.245294 | -1.447901 | -1.547663 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000145 | 0.003485 | 1 | 4,845 |
0.332864 | -0.196425 | 0.572321 | -0.309353 | -0.443638 | -0.788145 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000218 | 0.002905 | 1 | 4,846 |
0.332792 | -0.196511 | 0.314256 | -0.310305 | -0.604804 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000218 | 0.002759 | 1 | 4,847 |
-0.443739 | -0.853723 | -0.07277 | -0.309353 | -0.342803 | -0.300732 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000291 | 0.00305 | 1 | 4,848 |
0 | -0.590844 | 0.572321 | 6.243387 | -1.934727 | -2.248272 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.002615 | 1 | 4,849 |
0.221885 | -0.065048 | 0.572321 | 6.239576 | -0.793092 | -0.604425 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.002759 | 1 | 4,850 |
0.221853 | -0.065124 | 0.572321 | -0.310305 | -1.242632 | -1.062593 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.002469 | 1 | 4,851 |
-0.332792 | -0.590844 | -0.07277 | -0.309353 | 0.30548 | -0.049722 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000218 | 0.002832 | 1 | 4,852 |
0.221869 | -0.327946 | 0.443293 | -0.310305 | -0.638597 | -0.841516 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.002542 | 1 | 4,853 |
0.110923 | -0.459409 | 0.443312 | -0.311258 | -1.330636 | -1.062593 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000073 | 0.002469 | 1 | 4,854 |
0.44361 | 0.197564 | 0.830292 | -0.313162 | -1.052257 | -1.179915 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000291 | 0.002033 | 1 | 4,855 |
0.221756 | -0.32808 | 0.572321 | -0.314114 | -1.638442 | -1.317441 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0.000145 | 0.001888 | 1 | 4,856 |
0 | -0.328118 | 0.314425 | -0.314114 | -0.25577 | -0.344 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.001743 | 1 | 4,857 |
0 | -0.590844 | 0.443378 | -0.313162 | -1.42067 | -1.547663 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | 0 | 0.001888 | 1 | 4,858 |
-0.443545 | 0.19722 | -0.072489 | 6.237672 | 0.418827 | 0.334064 | -0.436269 | 0 | 0.023256 | 0.249689 | 0 | -0.000291 | 0.001017 | 1 | 4,859 |
-0.110906 | -0.065277 | 0.44334 | -0.311258 | -0.303244 | -0.526288 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.002324 | 1 | 4,860 |
0.332695 | -0.196626 | 0.572321 | 6.235767 | -1.969162 | -1.547663 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000218 | 0.002178 | 1 | 4,861 |
0 | -0.590844 | 0.572321 | -0.31221 | -4.80018 | -3.536251 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.002106 | 1 | 4,862 |
0.110882 | -0.459457 | 0.443359 | -0.313162 | -1.43688 | -1.483608 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.00196 | 1 | 4,863 |
0.886768 | 0.459908 | 0.572321 | -0.316967 | -0.131016 | -0.358959 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000581 | 0.001524 | 1 | 4,864 |
0.11081 | -0.196969 | 0.443443 | -0.316967 | -0.670483 | -0.788145 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.001452 | 1 | 4,865 |
-0.886704 | -0.853455 | -0.458888 | -0.313162 | -1.049123 | -0.898703 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000581 | 0.002178 | 1 | 4,866 |
0.886704 | 0.459831 | -0.072489 | 6.228156 | -0.810614 | -0.604425 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000581 | 0.001597 | 1 | 4,867 |
-0.443287 | -0.590844 | 0.056791 | 6.230058 | -1.087705 | -1.547663 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000291 | 0.00167 | 1 | 4,868 |
0 | -0.590844 | 0.572321 | 6.230058 | -3.356432 | -2.657068 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001742 | 1 | 4,869 |
0 | -0.590844 | 0.572321 | 6.230058 | -4.80018 | -3.536251 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001887 | 1 | 4,870 |
0.664883 | 0.196991 | 0.701218 | -0.318868 | -1.2064 | -0.869599 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000436 | 0.001089 | 1 | 4,871 |
0 | -0.459571 | 0.314612 | -0.317918 | -0.97785 | -0.928905 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001306 | 1 | 4,872 |
-0.221595 | -0.459571 | 0.314612 | 6.226255 | -1.052257 | -0.66848 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.001597 | 1 | 4,873 |
0 | -0.590844 | 0.572321 | 6.226255 | -2.415976 | -2.102366 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001597 | 1 | 4,874 |
0 | -0.32827 | 0.572321 | -0.316967 | -1.039803 | -0.869599 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001452 | 1 | 4,875 |
0 | -0.32827 | 0.314575 | 6.228156 | -1.039803 | -0.762738 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001379 | 1 | 4,876 |
0 | -0.590844 | 0.572321 | 6.228156 | -4.80018 | -3.536251 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.001452 | 1 | 4,877 |
-0.443287 | -0.590844 | 0.056791 | 6.230058 | -1.668308 | -1.317441 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000291 | 0.001089 | 1 | 4,878 |
0.775668 | 0.328263 | 0.830105 | -0.318868 | -0.972229 | -0.898703 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000508 | 0.000653 | 1 | 4,879 |
-0.110786 | -0.722116 | 0.443481 | 6.224354 | -1.250947 | -1.369089 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.001451 | 1 | 4,880 |
-0.110794 | -0.590844 | 0.314612 | -0.317918 | -1.602829 | -1.424301 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.001524 | 1 | 4,881 |
0.332357 | -0.197027 | 0.572321 | 6.222454 | -1.036724 | -1.179915 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000218 | 0.001306 | 1 | 4,882 |
-0.443159 | -0.853379 | -0.200805 | 6.226255 | -0.32715 | -0.405589 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.00029 | 0.001669 | 1 | 4,883 |
0.443159 | -0.065735 | 0.572321 | -0.318868 | -0.412946 | -0.714222 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.00029 | 0.002755 | 1 | 4,884 |
0.664497 | 0.196533 | 0.572321 | -0.321717 | -0.500848 | -0.604425 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000436 | 0.002465 | 1 | 4,885 |
0.885545 | 1.245037 | 0.572321 | 6.209167 | 0.433397 | 0.301661 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.00058 | 0.001739 | 1 | 4,886 |
0.221306 | -0.328613 | 0.314912 | 6.209167 | -1.094349 | -1.617295 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.001015 | 1 | 4,887 |
0.221274 | -0.328651 | 0.314949 | 6.207271 | -1.340082 | -1.138866 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000145 | 0.00087 | 1 | 4,888 |
-0.110633 | -0.328689 | 0.314986 | -0.327408 | -0.696338 | -0.738112 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000073 | 0.001232 | 1 | 4,889 |
-0.22129 | -0.590844 | 0.186277 | -0.32646 | -0.810614 | -0.898703 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000145 | 0.000653 | 1 | 4,890 |
0.331923 | -0.197541 | 0.572321 | -0.328356 | -0.636867 | -0.389742 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000218 | 0.000145 | 1 | 4,891 |
0.663629 | 0.326531 | 1.086879 | -0.331197 | -1.061747 | -1.223183 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000435 | -0.00029 | 0 | 4,892 |
0 | -0.066801 | 0.443714 | 6.199693 | -1.175708 | -1.027019 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | -0.000725 | 0 | 4,893 |
0 | -0.590844 | 0.572321 | -0.33025 | -2.14197 | -1.872143 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | -0.00029 | 0 | 4,894 |
0 | -0.328803 | 0.572321 | -0.33025 | -1.555854 | -1.223183 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | -0.000145 | 0 | 4,895 |
-0.553004 | -0.852922 | -0.070806 | -0.328356 | -0.721239 | -0.604425 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000362 | 0.00029 | 1 | 4,896 |
0.110617 | -0.459771 | 0.572321 | -0.329303 | -1.26361 | -1.027019 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.000073 | 0.00029 | 1 | 4,897 |
0 | -0.590844 | 0.572321 | 6.203481 | -2.415976 | -2.248272 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0 | 0.000435 | 1 | 4,898 |
-0.663822 | -0.852998 | -0.457093 | 6.209167 | -0.606455 | -0.438258 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | -0.000435 | 0.00087 | 1 | 4,899 |
0.44258 | 0.195734 | 0.572321 | -0.327408 | -0.858833 | -0.472317 | -0.436269 | 0 | 0.023256 | 0 | -0.385986 | 0.00029 | 0.000435 | 1 | 4,900 |
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