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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 | -0.312117 | 0.192917 | -0.118163 | 0.470102 | 0.587745 | -0.506335 | 0 | -0.2 | -1 | 0.614014 | 0 | 0.005778 | 1 | 84,972 |
0 | 0.493761 | 0.192917 | -0.118163 | 1.422755 | 1.623663 | -0.506335 | 0 | -0.2 | -1 | 0.614014 | 0 | 0.004955 | 1 | 84,973 |
0.516139 | 0.493761 | 0.512039 | 0.805495 | 1.458925 | 1.712868 | -0.506335 | 0 | -0.2 | -1 | 0.614014 | 0.000414 | 0.004129 | 1 | 84,974 |
4.635664 | 6.922777 | 3.379974 | 0.797881 | 1.953554 | 1.631451 | -0.469186 | 0.002746 | -0.2 | 0.732051 | 2.346065 | 0.003717 | 0 | 0 | 84,975 |
-3.346251 | -0.473343 | -3.624551 | 1.725526 | 0.560738 | 0.660432 | -0.289457 | 0.013287 | -0.2 | 0.732051 | 2.346065 | -0.002683 | 0.002889 | 1 | 84,976 |
1.545539 | 1.457471 | -0.125346 | 1.722099 | 0.348818 | 0.451498 | -0.289457 | 0 | -0.2 | 0.732051 | 2.346065 | 0.001239 | 0.002062 | 1 | 84,977 |
1.029296 | 0.812538 | -0.283746 | 0.799019 | 0.163956 | 0.093124 | -0.521151 | -0.017129 | -0.2 | 0.732051 | 2.346065 | 0.000825 | 0.001237 | 1 | 84,978 |
1.285427 | 2.416016 | 0.194036 | 0.797502 | 0.908834 | 0.748892 | -0.521151 | 0 | -0.2 | 0.732051 | 2.346065 | 0.001031 | 0.000721 | 1 | 84,979 |
2.823285 | 4.334333 | 0.194364 | -0.12424 | 0.963185 | 0.920498 | -0.521151 | 0 | -0.2 | 0.732051 | 2.346065 | 0.002264 | -0.001852 | 0 | 84,980 |
0.768879 | 1.127239 | -6.476093 | 0.791835 | 0.955524 | 0.748892 | -0.537471 | -0.001206 | -0.2 | 0.732051 | 2.346065 | 0.000616 | -0.002674 | 0 | 84,981 |
1.408382 | 1.765632 | 1.145365 | 0.79033 | 0.911804 | 0.683391 | -0.543268 | -0.000429 | -0.2 | 0.732051 | 2.346065 | 0.001129 | -0.004009 | 0 | 84,982 |
-0.383946 | 0.645283 | -1.387356 | 0.79033 | 0.864224 | 0.809872 | -0.543268 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000308 | -0.004938 | 0 | 84,983 |
-0.512112 | -0.473343 | -0.754354 | -0.125371 | -0.530954 | -0.612644 | -0.543268 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000411 | -0.00494 | 0 | 84,984 |
1.279887 | 2.084173 | 0.512039 | 1.705091 | 0.27837 | 0.177365 | -0.544127 | -0.000063 | -0.2 | 0.732051 | 2.346065 | 0.001026 | -0.00576 | 0 | 84,985 |
0.25582 | 0.485234 | 0.195733 | 0.789202 | 0.177645 | -0.222127 | -0.519218 | 0.001841 | -0.2 | 0.732051 | 2.346065 | 0.000205 | -0.006584 | 0 | 84,986 |
-0.511692 | -0.153818 | -0.120508 | 0.789202 | -0.620284 | -0.612644 | -0.519218 | 0 | -0.2 | 0.732051 | 2.346065 | -0.00041 | -0.006484 | 0 | 84,987 |
-1.024015 | -0.153686 | -0.753835 | 1.707911 | -0.164731 | -0.161147 | -0.519218 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000821 | -0.00494 | 0 | 84,988 |
1.024015 | 1.2854 | 0.195408 | 1.705091 | 0.708031 | 0 | -0.547133 | -0.002064 | -0.2 | 0.732051 | 2.346065 | 0.000821 | -0.006174 | 0 | 84,989 |
0.511692 | 0.80489 | 1.144586 | -0.126686 | -0.812627 | -1.132165 | -0.547133 | 0 | -0.2 | 0.732051 | 2.346065 | 0.00041 | -0.006894 | 0 | 84,990 |
-0.511692 | 0.165643 | -0.436879 | -0.126123 | -0.289489 | -0.222127 | -0.544557 | 0.00019 | -0.2 | 0.732051 | 2.346065 | -0.00041 | -0.006071 | 0 | 84,991 |
0.511692 | 0.165905 | 0.195668 | 0.789954 | -1.718915 | -0.971018 | -0.544557 | 0 | -0.2 | 0.732051 | 2.346065 | 0.00041 | -0.006481 | 0 | 84,992 |
0.255767 | 0.165643 | -0.753315 | -0.126686 | 0.022671 | 0.093124 | -0.567533 | -0.001699 | -0.2 | 0.732051 | 2.346065 | 0.000205 | -0.006789 | 0 | 84,993 |
0.766988 | 0.484841 | 0.512039 | 1.702277 | 0.415928 | 0.047788 | -0.567533 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000615 | -0.007198 | 0 | 84,994 |
-0.511273 | 0.803319 | -0.11999 | 1.703965 | 0.447875 | 0.535739 | -0.547133 | 0.001508 | -0.2 | 0.732051 | 2.346065 | -0.00041 | -0.007098 | 0 | 84,995 |
0 | 1.442043 | 0.512039 | 0.788451 | 1.539679 | 1.078752 | -0.547133 | 0 | -0.2 | 0.732051 | 2.346065 | 0 | -0.007407 | 0 | 84,996 |
0 | 0.165381 | -0.120249 | 1.703965 | 0.335156 | 0.325017 | -0.555937 | -0.000651 | -0.2 | 0.732051 | 2.346065 | 0 | -0.008647 | 0 | 84,997 |
-0.511482 | -1.112329 | -1.069167 | 0.789578 | -0.638544 | -0.716748 | -0.555937 | 0 | -0.2 | 0.732051 | 2.346065 | -0.00041 | -0.008548 | 0 | 84,998 |
0 | -0.473343 | -0.120508 | 1.703965 | -0.047253 | -0.358374 | -0.563453 | -0.000556 | -0.2 | 0.732051 | 2.346065 | 0 | -0.008651 | 0 | 84,999 |
0.255767 | 0.005921 | -0.436879 | 0.788827 | -0.679993 | -0.222127 | -0.563453 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000205 | -0.008649 | 0 | 85,000 |
0 | 0.165512 | 0.512039 | 0.788451 | -0.618903 | -0.358374 | -0.560876 | 0.00019 | -0.2 | 0.732051 | 2.346065 | 0 | -0.008236 | 0 | 85,001 |
0.255715 | 0.804104 | 0.82815 | 0.788076 | 0.034982 | -0.358374 | -0.560876 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000205 | -0.008027 | 0 | 85,002 |
-1.023175 | -0.473343 | -0.752796 | 0.79033 | -0.499941 | -0.519521 | -0.567103 | -0.00046 | -0.2 | 0.732051 | 2.346065 | -0.00082 | -0.005555 | 0 | 85,003 |
-1.024015 | -0.473343 | -0.753835 | -0.125371 | 0.019551 | -0.104104 | -0.567103 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000821 | -0.004734 | 0 | 85,004 |
-1.024856 | -0.473343 | -1.388722 | -0.124429 | 0.418144 | 0.358374 | -0.559158 | 0.000587 | -0.2 | 0.732051 | 2.346065 | -0.000822 | -0.003087 | 0 | 85,005 |
-1.282255 | -0.473343 | -1.073068 | -0.123674 | 0.800688 | 0.705768 | -0.559158 | 0 | -0.2 | 0.732051 | 2.346065 | -0.001028 | -0.001956 | 0 | 85,006 |
-0.513272 | -0.152832 | -0.757221 | -0.123296 | 0.94984 | 0.508541 | -0.553361 | 0.000429 | -0.2 | 0.732051 | 2.346065 | -0.000412 | -0.001442 | 0 | 85,007 |
0 | -0.1527 | 0.512039 | 0.795231 | -0.410193 | -0.519521 | -0.553361 | 0 | -0.2 | 0.732051 | 2.346065 | 0 | -0.001751 | 0 | 85,008 |
-1.027177 | -0.1527 | -0.757744 | 0.797123 | -0.104898 | 0 | -0.55379 | -0.000032 | -0.2 | 0.732051 | 2.346065 | -0.000824 | -0.00103 | 0 | 85,009 |
1.797005 | 1.771623 | 0.512039 | 0.794853 | 0.102165 | 0 | -0.55379 | 0 | -0.2 | 0.732051 | 2.346065 | 0.001441 | -0.002471 | 0 | 85,010 |
0 | -0.473343 | -0.12233 | 0.794853 | -1.630186 | -1.132165 | -0.55379 | 0 | -0.2 | 0.732051 | 2.346065 | 0 | -0.002471 | 0 | 85,011 |
-0.256557 | -0.152898 | 0.194887 | 0.794475 | -0.069822 | 0.136247 | -0.554005 | -0.000016 | -0.2 | 0.732051 | 2.346065 | -0.000206 | -0.002265 | 0 | 85,012 |
0.256557 | -0.152832 | 0.512039 | -0.123674 | -0.447658 | -0.358374 | -0.554005 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000206 | -0.002265 | 0 | 85,013 |
-0.128272 | -0.473343 | 0.194887 | -0.123674 | -1.136108 | -0.612644 | -0.551858 | 0.000159 | -0.2 | 0.732051 | 2.346065 | -0.000103 | -0.002368 | 0 | 85,014 |
0.384776 | 1.60859 | 0.670606 | -0.123863 | 1.204431 | 1.049287 | -0.558514 | -0.000492 | -0.2 | 0.732051 | 2.346065 | 0.000308 | -0.002471 | 0 | 85,015 |
-0.51306 | -0.152963 | -0.1222 | -0.123485 | 0.005982 | -0.161147 | -0.558514 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000411 | -0.002162 | 0 | 85,016 |
-1.540449 | -0.473343 | -1.392243 | -0.122539 | -0.149471 | 0 | -0.562809 | -0.000317 | -0.2 | 0.732051 | 2.346065 | -0.001235 | -0.001237 | 0 | 85,017 |
-0.513906 | -0.152436 | -0.440985 | -0.12235 | 0.274963 | 0.358374 | -0.562809 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000412 | -0.000825 | 0 | 85,018 |
1.0276 | 0.810419 | 0.988526 | 0.796366 | 0.102552 | 0.290351 | -0.562809 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000824 | -0.002061 | 0 | 85,019 |
-0.513694 | -0.794185 | -0.440593 | -0.122539 | 0.193976 | 0.748892 | -0.560661 | 0.000159 | -0.2 | 0.732051 | 2.346065 | -0.000412 | -0.001855 | 0 | 85,020 |
0.128443 | 0.168406 | 0.512039 | -0.122539 | 0.960048 | 1.318413 | -0.560661 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000103 | -0.001958 | 0 | 85,021 |
1.155396 | 0.970072 | 0.512039 | 1.713569 | 1.148393 | 0.727593 | -0.567103 | -0.000476 | -0.2 | 0.732051 | 2.346065 | 0.000926 | -0.003091 | 0 | 85,022 |
-1.026966 | -0.473343 | -0.757483 | -0.122539 | -0.031875 | 0.047788 | -0.556152 | 0.00081 | -0.2 | 0.732051 | 2.346065 | -0.000823 | -0.001958 | 0 | 85,023 |
-0.5138 | -0.794251 | -0.123114 | 0.797881 | -0.150073 | -0.222127 | -0.556152 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000412 | -0.001649 | 0 | 85,024 |
-0.514012 | -0.794383 | -0.123376 | 0.797881 | -1.371064 | -0.716748 | -0.556152 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000412 | -0.001134 | 0 | 85,025 |
0.257032 | -0.152237 | 0.829778 | -0.121971 | -1.065177 | -0.358374 | -0.562594 | -0.000476 | -0.2 | 0.732051 | 2.346065 | 0.000206 | -0.000618 | 0 | 85,026 |
0.513906 | 0.329132 | 0.512039 | -0.122539 | -0.377748 | -0.222127 | -0.566674 | -0.000302 | -0.2 | 0.732051 | 2.346065 | 0.000412 | -0.000927 | 0 | 85,027 |
0 | 0.007993 | 0.512039 | -0.122539 | 0.361181 | 1.003162 | -0.566674 | 0 | -0.2 | 0.732051 | 2.346065 | 0 | -0.000824 | 0 | 85,028 |
0.642085 | 0.328802 | 0.829582 | 1.715838 | -0.869753 | -0.971018 | -0.566674 | 0 | -0.2 | 0.732051 | 2.346065 | 0.000515 | -0.001545 | 0 | 85,029 |
-0.385211 | -0.473343 | 0.035846 | 0.796744 | 0.09321 | 1.018806 | -0.5656 | 0.000079 | -0.2 | 0.732051 | 2.346065 | -0.000309 | -0.000515 | 0 | 85,030 |
-0.256874 | -0.152502 | 0.194495 | -0.122539 | -0.496598 | -0.358374 | -0.5656 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000206 | -0.000824 | 0 | 85,031 |
-0.256927 | -0.152436 | 0.0356 | -0.12216 | -0.058425 | 0.358374 | -0.558514 | 0.000524 | -0.2 | 0.732051 | 2.346065 | -0.000206 | -0.000412 | 0 | 85,032 |
-1.542672 | -0.633855 | -1.394991 | -0.121022 | 0.898314 | 1.583663 | -0.551643 | 0.000508 | -0.2 | 0.732051 | 2.346065 | -0.001237 | 0.000825 | 1 | 85,033 |
-0.514648 | -0.473343 | -0.124163 | -0.120832 | 0.622901 | 0.325017 | -0.551643 | 0 | -0.2 | 0.732051 | 2.346065 | -0.000413 | 0.001031 | 1 | 85,034 |
0.257351 | 0.812273 | 0.512039 | 0.800159 | 0.419028 | 0.809872 | -0.551643 | 0 | -0.2 | 0.628626 | 1.414214 | 0.000206 | 0.001031 | 1 | 85,035 |
-0.772211 | -0.794847 | -0.442559 | -0.120261 | 0.721011 | 0.562124 | -0.549495 | 0.000159 | -0.2 | 0.628626 | 1.414214 | -0.000619 | 0.001444 | 1 | 85,036 |
-0.386285 | -0.473343 | -0.124688 | -0.120071 | 0.235152 | 0.25427 | -0.549495 | 0 | -0.2 | 0.628626 | 1.414214 | -0.00031 | 0.00196 | 1 | 85,037 |
0.901146 | 0.652442 | 0.671228 | 0.800919 | 0.431695 | 0.216654 | -0.555723 | -0.00046 | -0.2 | 0.628626 | 1.414214 | 0.000723 | 0.000928 | 1 | 85,038 |
-0.514861 | -0.15184 | -0.124425 | -0.120261 | 0.589901 | 0.987236 | -0.555723 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000413 | 0.001032 | 1 | 85,039 |
-0.386285 | -0.634186 | 0.034518 | -0.120071 | -0.098807 | -0.358374 | -0.551643 | 0.000302 | -0.2 | 0.628626 | 1.414214 | -0.00031 | 0.001651 | 1 | 85,040 |
0.51502 | 0.170062 | 0.352832 | -0.120261 | 0.295654 | 0.451498 | -0.551643 | 0 | -0.2 | 0.628626 | 1.414214 | 0.000413 | 0.001238 | 1 | 85,041 |
0 | -0.312533 | 0.352898 | -0.120451 | -0.084129 | 0.177365 | -0.545845 | 0.000429 | -0.2 | 0.628626 | 1.414214 | 0 | 0.001032 | 1 | 85,042 |
-0.128735 | -0.312533 | 0.034568 | 0.801299 | -0.048764 | -0.519521 | -0.545845 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000103 | 0.000929 | 1 | 85,043 |
0.257457 | -0.151707 | -0.124688 | -0.120451 | 0.390494 | 0.683391 | -0.54606 | -0.000016 | -0.2 | 0.628626 | 1.414214 | 0.000206 | 0.000206 | 1 | 85,044 |
-0.386205 | -0.634153 | -0.124557 | -0.120261 | -0.145271 | 0.421534 | -0.54606 | 0 | -0.2 | 0.628626 | 1.414214 | -0.00031 | 0.001341 | 1 | 85,045 |
-0.386325 | -0.3125 | 0.034469 | 0.802442 | 0.084908 | 0.136247 | -0.548851 | -0.000206 | -0.2 | 0.628626 | 1.414214 | -0.00031 | 0.001857 | 1 | 85,046 |
-1.546497 | -0.795179 | -1.718577 | 0.804349 | 0.958686 | 1.350951 | -0.548851 | 0 | -0.2 | 0.628626 | 1.414214 | -0.00124 | 0.003921 | 1 | 85,047 |
-0.386924 | -0.473343 | -0.763786 | -0.118545 | 0.734081 | 1.078752 | -0.541336 | 0.000556 | -0.2 | 0.628626 | 1.414214 | -0.00031 | 0.004849 | 1 | 85,048 |
-0.129001 | -0.473343 | -0.285475 | 0.805495 | 0.501125 | 0.508541 | -0.541336 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000103 | 0.005158 | 1 | 85,049 |
0.257989 | 0.493361 | 0.03353 | 0.803967 | -0.036297 | 0.177365 | -0.55014 | -0.000651 | -0.2 | 0.628626 | 1.414214 | 0.000207 | 0.005157 | 1 | 85,050 |
0.515819 | 0.17106 | 1.149687 | -0.119118 | -0.313105 | -0.971018 | -0.55014 | 0 | -0.2 | 0.628626 | 1.414214 | 0.000414 | 0.004538 | 1 | 85,051 |
0.515606 | 0.170794 | 0.830764 | 1.725526 | -0.852835 | -0.716748 | -0.55014 | 0 | -0.2 | 0.628626 | 1.414214 | 0.000413 | 0.00433 | 1 | 85,052 |
2.060293 | 2.100544 | 0.671343 | 0.800159 | -0.007451 | 0.136247 | -0.552931 | -0.000206 | -0.2 | 0.628626 | 1.414214 | 0.001652 | 0.002576 | 1 | 85,053 |
0 | -0.151906 | 0.193905 | 0.800539 | 0.161178 | 0.290351 | -0.55014 | 0.000206 | -0.2 | 0.628626 | 1.414214 | 0 | 0.002576 | 1 | 85,054 |
1.028872 | 1.13318 | -0.124294 | -0.12216 | 0.893937 | 0.848307 | -0.55014 | 0 | -0.2 | 0.628626 | 1.414214 | 0.000825 | 0.00103 | 1 | 85,055 |
0.128549 | 0.489975 | 0.512039 | -0.121781 | 0.606006 | 0.920498 | -0.55014 | 0 | -0.2 | 0.628626 | 1.414214 | 0.000103 | 0.000721 | 1 | 85,056 |
0.128536 | -0.152204 | 0.353128 | -0.121781 | 0.185703 | 0.177365 | -0.548422 | 0.000127 | -0.2 | 0.628626 | 1.414214 | 0.000103 | 0.000412 | 1 | 85,057 |
-0.385648 | -0.473343 | -0.123638 | -0.121591 | 0.142062 | 0.177365 | -0.548422 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000309 | 0.000721 | 1 | 85,058 |
-0.128576 | -0.473343 | 0.353095 | -0.121402 | -0.298818 | -0.612644 | -0.548207 | 0.000016 | -0.2 | 0.628626 | 1.414214 | -0.000103 | 0.000824 | 1 | 85,059 |
0 | -0.152105 | 0.353078 | -0.121402 | -0.098807 | 0.290351 | -0.548207 | 0 | -0.2 | 0.628626 | 1.414214 | 0 | 0.001339 | 1 | 85,060 |
0 | 0.169067 | 0.194102 | -0.121402 | 0.567406 | 0.660432 | -0.55014 | -0.000143 | -0.2 | 0.628626 | 1.414214 | 0 | 0.001648 | 1 | 85,061 |
0 | -0.473343 | 0.194102 | 0.799019 | 0.958516 | 0.987236 | -0.55014 | 0 | -0.2 | 0.628626 | 1.414214 | 0 | 0.001545 | 1 | 85,062 |
0.257138 | -0.152105 | -0.1239 | -0.121402 | 1.342262 | 2.005196 | -0.547992 | 0.000159 | -0.2 | 0.628626 | 1.414214 | 0.000206 | 0.001236 | 1 | 85,063 |
-0.257138 | -0.473343 | -0.441771 | -0.121591 | 0.696915 | 0.866915 | -0.547992 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000206 | 0.001442 | 1 | 85,064 |
0.257138 | -0.152105 | 0.194102 | -0.121591 | -0.115575 | 0 | -0.552716 | -0.000349 | -0.2 | 0.628626 | 1.414214 | 0.000206 | 0.001545 | 1 | 85,065 |
-0.128563 | -0.633954 | 0.194168 | -0.121591 | -1.532365 | -1.132165 | -0.552716 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000103 | 0.001442 | 1 | 85,066 |
-0.385767 | -0.312732 | -0.282844 | 0.799399 | 0.549973 | 0.76969 | -0.557655 | -0.000365 | -0.2 | 0.628626 | 1.414214 | -0.000309 | 0.001648 | 1 | 85,067 |
0 | -0.473343 | 0.194036 | -0.121212 | 0.175952 | 0.25427 | -0.557655 | 0 | -0.2 | 0.628626 | 1.414214 | 0 | 0.00134 | 1 | 85,068 |
-0.514542 | -0.63402 | -0.442165 | -0.120642 | -0.905184 | -0.971018 | -0.558729 | -0.000079 | -0.2 | 0.628626 | 1.414214 | -0.000413 | 0.001649 | 1 | 85,069 |
-0.257351 | -0.634087 | 0.193905 | -0.120642 | -0.391426 | -0.161147 | -0.558729 | 0 | -0.2 | 0.628626 | 1.414214 | -0.000206 | 0.001546 | 1 | 85,070 |
0 | -0.473343 | 0.19384 | -0.120642 | -0.094965 | 0.358374 | -0.558729 | 0 | -0.2 | 0.628626 | 1.414214 | 0 | 0.001649 | 1 | 85,071 |
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