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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 | -0.15603 | 0.197988 | -0.132838 | -0.406389 | -0.222127 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0 | -0.00818 | 0 | 85,472 |
0.253996 | 0.161219 | 0.512039 | -0.132838 | 0.168098 | 0.290351 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000204 | -0.008589 | 0 | 85,473 |
-0.762145 | -0.790656 | -1.058536 | -0.132282 | 0.296752 | 0.76969 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.000611 | -0.008389 | 0 | 85,474 |
0.2541 | 0.161477 | -0.116383 | -0.132653 | 0.510411 | 0.451498 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000204 | -0.00962 | 0 | 85,475 |
0.508045 | 0.637197 | -0.116255 | -0.133023 | 0.937767 | 1.497784 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000407 | -0.009411 | 0 | 85,476 |
-0.253996 | -0.156094 | 0.198051 | -0.132653 | 0.002308 | 0.358374 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.000204 | -0.009413 | 0 | 85,477 |
-1.270759 | -0.790721 | -1.058856 | -0.132282 | -0.307506 | 0.25427 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.001019 | -0.008394 | 0 | 85,478 |
0.762611 | 1.114193 | 1.140589 | -0.132282 | 0.631315 | 0.902996 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000611 | -0.009211 | 0 | 85,479 |
-0.889758 | -0.155901 | -1.059497 | -0.131725 | 0.340254 | 0.683391 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.000713 | -0.007881 | 0 | 85,480 |
-0.12716 | -0.155674 | 0.04041 | -0.131725 | 0.385596 | 0.660432 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.000102 | -0.007573 | 0 | 85,481 |
-0.254359 | 0.161995 | -0.116896 | -0.13154 | 0.528174 | 0.954497 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.000204 | -0.007164 | 0 | 85,482 |
-0.763389 | -0.155577 | -1.690806 | -0.13061 | 1.607696 | 2.145787 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | -0.000612 | -0.006757 | 0 | 85,483 |
1.017748 | 1.115812 | -0.11741 | 0.778747 | 1.339701 | 1.479559 | -0.596092 | 0 | 1.8 | -1 | 0.614014 | 0.000816 | -0.007779 | 0 | 85,484 |
-0.127173 | -0.155642 | -4.211237 | 3.510349 | 0.959538 | 0.587745 | -0.576766 | 0.001429 | 1.8 | 0.732051 | 2.346065 | -0.000102 | -0.008705 | 0 | 85,485 |
-3.438583 | 1.908083 | -5.000421 | 1.699468 | 0.392349 | 0.809872 | -0.399614 | 0.013096 | 1.8 | 0.732051 | 2.346065 | -0.002757 | -0.00636 | 0 | 85,486 |
-0.255087 | -0.473343 | -0.749691 | 1.694986 | 0.505313 | 0.535739 | -0.552072 | -0.011271 | 1.8 | 0.732051 | 2.346065 | -0.000205 | -0.005949 | 0 | 85,487 |
-0.765575 | 1.437736 | -1.38133 | 0.78508 | 0.192002 | 0.25427 | -0.552072 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000614 | -0.00513 | 0 | 85,488 |
0 | 1.75739 | 0.512039 | -0.128746 | -0.114442 | -0.222127 | -0.552072 | 0 | 1.8 | 0.732051 | 2.346065 | 0 | -0.005336 | 0 | 85,489 |
-0.766046 | 0.164335 | -0.434937 | -0.127436 | -0.136963 | -0.612644 | -0.544127 | 0.000587 | 1.8 | 0.732051 | 2.346065 | -0.000614 | -0.004104 | 0 | 85,490 |
-0.766516 | -1.111674 | -1.699835 | 1.703402 | -0.051797 | -0.05052 | -0.544127 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000615 | -0.00349 | 0 | 85,491 |
-1.278575 | -0.952361 | -1.068519 | 0.789202 | -0.476941 | -0.612644 | -0.528237 | 0.001175 | 1.8 | 0.732051 | 2.346065 | -0.001025 | -0.002259 | 0 | 85,492 |
0 | 0.165774 | 0.195733 | -0.126123 | -1.102763 | -0.519521 | -0.523084 | 0.000381 | 1.8 | 0.732051 | 2.346065 | 0 | -0.00267 | 0 | 85,493 |
0.511587 | 1.123958 | 0.512039 | 1.703965 | -0.753695 | -0.519521 | -0.523084 | 0 | 1.8 | 0.732051 | 2.346065 | 0.00041 | -0.003698 | 0 | 85,494 |
0.511378 | 0.165512 | 0.195862 | 0.788827 | -0.070345 | -0.287628 | -0.523084 | 0 | 1.8 | 0.732051 | 2.346065 | 0.00041 | -0.004108 | 0 | 85,495 |
0.638927 | 0.484448 | 0.512039 | -0.127624 | -0.331902 | -0.834771 | -0.5656 | -0.003143 | 1.8 | 0.732051 | 2.346065 | 0.000512 | -0.004003 | 0 | 85,496 |
0.6386 | 1.281259 | 0.985744 | 0.785454 | -0.217199 | -0.222127 | -0.5656 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000512 | -0.003487 | 0 | 85,497 |
0.510645 | 0.483468 | 0.512039 | 0.785828 | -0.273524 | -0.612644 | -0.569895 | -0.000317 | 1.8 | 0.732051 | 2.346065 | 0.000409 | -0.00328 | 0 | 85,498 |
0.510436 | 0.483076 | 1.143032 | 0.784707 | -0.645726 | -1.132165 | -0.569895 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000409 | -0.0041 | 0 | 85,499 |
0.510227 | 0.164074 | 0.512039 | 0.783213 | -0.265338 | -0.612644 | -0.59373 | -0.001762 | 1.8 | 0.732051 | 2.346065 | 0.000409 | -0.004304 | 0 | 85,500 |
1.019828 | 1.11906 | 1.457658 | -0.129866 | -0.170326 | -0.358374 | -0.59373 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000818 | -0.004095 | 0 | 85,501 |
-0.50981 | -0.473343 | -0.433388 | -0.129306 | -0.445624 | -0.43528 | -0.592442 | 0.000095 | 1.8 | 0.732051 | 2.346065 | -0.000409 | -0.002661 | 0 | 85,502 |
-1.020245 | -0.791889 | -0.749175 | 1.698907 | -0.252914 | -0.43528 | -0.592442 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000818 | -0.002458 | 0 | 85,503 |
-0.255192 | -0.473343 | -0.118955 | -0.128185 | -0.594612 | -1.132165 | -0.602319 | -0.00073 | 1.8 | 0.732051 | 2.346065 | -0.000205 | -0.002664 | 0 | 85,504 |
-1.02129 | -1.111152 | -1.540056 | 0.786577 | 0.13518 | -0.222127 | -0.602319 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000819 | -0.001845 | 0 | 85,505 |
0 | 0.483664 | 0.196251 | 0.786577 | 1.432737 | 1.064142 | -0.587932 | 0.001064 | 1.8 | 0.732051 | 2.346065 | 0 | -0.00205 | 0 | 85,506 |
0.127707 | 0.164727 | -0.119602 | 1.700591 | 0.33336 | 0.093124 | -0.587932 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000102 | -0.001947 | 0 | 85,507 |
-1.149833 | -0.632885 | -0.90937 | 1.701714 | -0.654468 | -0.612644 | -0.587932 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000922 | -0.00082 | 0 | 85,508 |
-1.534762 | 0.16525 | -1.385214 | 1.705655 | -0.363512 | -0.104104 | -0.587932 | 0 | 1.8 | 0.732051 | 2.346065 | -0.001231 | 0.000821 | 1 | 85,509 |
0.767617 | 0.485627 | -0.120898 | 0.789954 | -0.049773 | 0.047788 | -0.600601 | -0.000937 | 1.8 | 0.732051 | 2.346065 | 0.000615 | 0.00041 | 1 | 85,510 |
-1.023594 | -0.792934 | -0.753315 | -0.125559 | -1.071271 | -0.358374 | -0.600601 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000821 | 0.00205 | 1 | 85,511 |
0 | -0.473343 | -0.121028 | 0.790706 | -0.058938 | -0.222127 | -0.600387 | 0.000016 | 1.8 | 0.732051 | 2.346065 | 0 | 0.001846 | 1 | 85,512 |
-0.25603 | -0.153555 | -0.437659 | 0.790706 | -0.714829 | -0.519521 | -0.600387 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000205 | 0.002256 | 1 | 85,513 |
0 | 0.486021 | 0.195473 | 0.79033 | 0.898504 | 0.325017 | -0.58965 | 0.000794 | 1.8 | 0.732051 | 2.346065 | 0 | 0.002461 | 1 | 85,514 |
1.279624 | 1.28504 | 0.828539 | 0.788827 | -0.558781 | -0.612644 | -0.58965 | 0 | 1.8 | 0.732051 | 2.346065 | 0.001026 | 0.000718 | 1 | 85,515 |
0 | -0.313572 | 0.195797 | 0.788827 | -1.013096 | -1.132165 | -0.58965 | 0 | 1.8 | 0.732051 | 2.346065 | 0 | 0.001025 | 1 | 85,516 |
-0.511692 | -0.473343 | -0.436879 | 1.706218 | 0.394198 | 0.047788 | -0.578055 | 0.000857 | 1.8 | 0.732051 | 2.346065 | -0.00041 | 0.00164 | 1 | 85,517 |
-0.767932 | 0.48543 | -0.437269 | 0.791458 | 0.323513 | 0.508541 | -0.578055 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000616 | 0.002256 | 1 | 85,518 |
-0.512218 | 1.125269 | -1.07144 | 1.707911 | -0.321201 | 0.25427 | -0.570539 | 0.000556 | 1.8 | 0.732051 | 2.346065 | -0.000411 | 0.002257 | 1 | 85,519 |
0 | 0.486415 | 0.512039 | 1.707347 | -0.329414 | -0.43528 | -0.572901 | -0.000175 | 1.8 | 0.732051 | 2.346065 | 0 | 0.002462 | 1 | 85,520 |
0.768248 | 1.125925 | 0.512039 | 1.707347 | 0.037586 | 0 | -0.572901 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000616 | 0.001641 | 1 | 85,521 |
-0.512112 | -0.153555 | -0.121028 | 1.707347 | 0.443027 | -0.43528 | -0.589221 | -0.001206 | 1.8 | 0.732051 | 2.346065 | -0.000411 | 0.001539 | 1 | 85,522 |
-0.256135 | 0.486218 | -0.121288 | 1.709606 | -0.689283 | -0.43528 | -0.589221 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000205 | 0.001642 | 1 | 85,523 |
-0.512428 | -0.473343 | -0.438244 | -0.124806 | 0.212718 | -0.834771 | -0.587073 | 0.000159 | 1.8 | 0.732051 | 2.346065 | -0.000411 | 0.001847 | 1 | 85,524 |
-1.281992 | -0.313277 | -1.072742 | 1.711869 | -0.224027 | -0.05052 | -0.587073 | 0 | 1.8 | 0.732051 | 2.346065 | -0.001028 | 0.002465 | 1 | 85,525 |
0.769353 | 0.487796 | 1.146146 | -0.124429 | 0.084509 | -0.287628 | -0.587073 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000617 | 0.002053 | 1 | 85,526 |
-0.256398 | -0.153095 | -0.121939 | -0.124429 | 0.097121 | -0.161147 | -0.581061 | 0.000444 | 1.8 | 0.732051 | 2.346065 | -0.000206 | 0.003284 | 1 | 85,527 |
0 | -0.153029 | 0.512039 | -0.124052 | -0.457944 | -0.834771 | -0.581061 | 0 | 1.8 | 0.732051 | 2.346065 | 0 | 0.003079 | 1 | 85,528 |
-0.256451 | -0.793723 | -0.122069 | 0.79372 | -0.518114 | -0.519521 | -0.577625 | 0.000254 | 1.8 | 0.732051 | 2.346065 | -0.000206 | 0.003387 | 1 | 85,529 |
0.769195 | 0.807781 | 0.194952 | -0.124617 | -0.391426 | 0 | -0.577625 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000617 | 0.002463 | 1 | 85,530 |
0.256293 | -0.153161 | 0.512039 | 0.792212 | -2.495014 | -1.329392 | -0.577625 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000205 | 0.002258 | 1 | 85,531 |
0.25624 | -0.153227 | 0.512039 | 0.792212 | -0.074551 | -0.222127 | -0.582993 | -0.000397 | 1.8 | 0.732051 | 2.346065 | 0.000205 | 0.002257 | 1 | 85,532 |
-0.25624 | -0.79346 | 0.195278 | 0.792212 | -1.473348 | -1.942037 | -0.582993 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000205 | 0.002258 | 1 | 85,533 |
-0.256293 | -0.473343 | 0.195213 | 1.710737 | -1.672816 | -0.716748 | -0.583852 | -0.000064 | 1.8 | 0.732051 | 2.346065 | -0.000205 | 0.002258 | 1 | 85,534 |
-1.282255 | -0.473343 | -1.073068 | -0.123674 | -0.032855 | -0.716748 | -0.583852 | 0 | 1.8 | 0.732051 | 2.346065 | -0.001028 | 0.003081 | 1 | 85,535 |
-0.513272 | -0.473343 | -0.122461 | 1.713569 | -0.154309 | -0.104104 | -0.581705 | 0.000159 | 1.8 | 0.732051 | 2.346065 | -0.000412 | 0.003287 | 1 | 85,536 |
0.256662 | 0.488389 | 0.829321 | -0.123296 | -0.372367 | -0.716748 | -0.581276 | 0.000032 | 1.8 | 0.732051 | 2.346065 | 0.000206 | 0.002466 | 1 | 85,537 |
0.256609 | 0.327977 | 0.512039 | -0.123863 | 0.142062 | 0 | -0.581276 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000206 | 0.002671 | 1 | 85,538 |
-0.256609 | 0.167614 | 0.194821 | 0.795231 | -0.354794 | -0.358374 | -0.57741 | 0.000286 | 1.8 | 0.732051 | 2.346065 | -0.000206 | 0.003492 | 1 | 85,539 |
0.76967 | 0.488191 | -0.122591 | 0.79372 | 0.049156 | -0.05052 | -0.57741 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000617 | 0.002054 | 1 | 85,540 |
0 | 0.16735 | 0.512039 | 0.794098 | -0.741581 | -0.519521 | -0.584711 | -0.00054 | 1.8 | 0.732051 | 2.346065 | 0 | 0.002054 | 1 | 85,541 |
0.256451 | -0.152963 | 0.194952 | 0.79372 | -0.935698 | -1.329392 | -0.584711 | 0 | 1.8 | 0.732051 | 2.346065 | 0.000206 | 0.001438 | 1 | 85,542 |
-0.512955 | -0.793723 | -0.439221 | 0.794853 | -1.171539 | -0.43528 | -0.583423 | 0.000095 | 1.8 | 0.732051 | 2.346065 | -0.000411 | 0.002465 | 1 | 85,543 |
-0.769828 | -1.114432 | -1.709395 | 0.795231 | 0.106782 | 0 | -0.583423 | 0 | 1.8 | 0.732051 | 2.346065 | -0.000617 | 0.002774 | 1 | 85,544 |
0 | -0.473343 | -0.122722 | -0.123296 | -0.001854 | 0.047788 | -0.583423 | 0 | 1.8 | 0.628626 | 1.414214 | 0 | 0.002877 | 1 | 85,545 |
0.769828 | 0.488389 | 0.829321 | 0.79372 | -0.38227 | -0.358374 | -0.575263 | 0.000603 | 1.8 | 0.628626 | 1.414214 | 0.000617 | 0.002157 | 1 | 85,546 |
1.281992 | 1.128226 | 0.67059 | 0.792588 | 0.045752 | -0.43528 | -0.575263 | 0 | 1.8 | 0.628626 | 1.414214 | 0.001028 | 0.001437 | 1 | 85,547 |
0.768563 | 0.486809 | -0.121678 | 1.709041 | -1.47961 | -1.132165 | -0.583208 | -0.000587 | 1.8 | 0.628626 | 1.414214 | 0.000616 | 0.001231 | 1 | 85,548 |
-0.512323 | -1.113379 | -0.121288 | 0.791458 | -3.244064 | -1.942037 | -0.583208 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000411 | 0.001232 | 1 | 85,549 |
0.256188 | 0.486612 | 0.828734 | 0.791458 | 0.097121 | -0.05052 | -0.577625 | 0.000413 | 1.8 | 0.628626 | 1.414214 | 0.000205 | 0.000821 | 1 | 85,550 |
1.28015 | 1.125925 | 0.828669 | 0.79033 | -0.50782 | -0.612644 | -0.588791 | -0.000825 | 1.8 | 0.628626 | 1.414214 | 0.001026 | -0.00041 | 0 | 85,551 |
1.278837 | 1.124285 | 0.512039 | -0.126874 | -0.190034 | 0 | -0.588791 | 0 | 1.8 | 0.628626 | 1.414214 | 0.001025 | -0.00041 | 0 | 85,552 |
-0.767145 | -0.473343 | -0.752537 | -0.126311 | -0.120704 | 0 | -0.588791 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000615 | -0.000205 | 0 | 85,553 |
-0.511692 | -0.473343 | -0.120508 | 0.789578 | -0.137552 | 0.177365 | -0.594159 | -0.000397 | 1.8 | 0.628626 | 1.414214 | -0.00041 | 0 | 0 | 85,554 |
0 | -0.473343 | 0.512039 | 0.789954 | -0.880589 | -1.583663 | -0.594159 | 0 | 1.8 | 0.628626 | 1.414214 | 0 | -0.00041 | 0 | 85,555 |
-0.255925 | -0.153686 | 0.195668 | -0.126123 | -0.874063 | -0.43528 | -0.600601 | -0.000476 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.000205 | 0 | 85,556 |
0.255925 | -0.153621 | 0.512039 | 0.789954 | -1.125897 | -0.612644 | -0.600601 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000205 | 0.00082 | 1 | 85,557 |
0.255872 | -0.153686 | 0.195668 | -0.126311 | -0.360009 | -0.716748 | -0.60146 | -0.000063 | 1.8 | 0.628626 | 1.414214 | 0.000205 | 0.00041 | 1 | 85,558 |
0.511587 | 0.485234 | 0.512039 | -0.126499 | -0.205112 | -0.287628 | -0.60146 | 0 | 1.8 | 0.628626 | 1.414214 | 0.00041 | -0.000615 | 0 | 85,559 |
0.255715 | -0.153883 | 0.512039 | 0.788076 | -1.1571 | -1.132165 | -0.597595 | 0.000286 | 1.8 | 0.628626 | 1.414214 | 0.000205 | -0.000615 | 0 | 85,560 |
1.022336 | 0.803843 | 0.512039 | 0.786952 | -0.598589 | -1.132165 | -0.597595 | 0 | 1.8 | 0.628626 | 1.414214 | 0.00082 | -0.00164 | 0 | 85,561 |
-0.255505 | -0.473343 | 0.196186 | -0.127624 | -0.291807 | -0.716748 | -0.617136 | -0.001445 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.00164 | 0 | 85,562 |
0.255505 | 0.484056 | 0.827891 | -0.127436 | -0.102122 | -0.222127 | -0.617136 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000205 | -0.002256 | 0 | 85,563 |
0.255453 | -0.15421 | 0.827826 | 0.786952 | -0.89837 | -1.942037 | -0.619927 | -0.000206 | 1.8 | 0.628626 | 1.414214 | 0.000205 | -0.00205 | 0 | 85,564 |
-0.894315 | -0.792476 | -0.7515 | 0.787701 | -0.457944 | -0.43528 | -0.619927 | 0 | 1.8 | 0.628626 | 1.414214 | -0.000717 | -0.001128 | 0 | 85,565 |
0.383356 | 0.324775 | 0.670021 | -0.127436 | -1.392252 | -0.716748 | -0.62551 | -0.000413 | 1.8 | 0.628626 | 1.414214 | 0.000307 | -0.00164 | 0 | 85,566 |
0.255505 | -0.154145 | 0.512039 | -0.127624 | -0.373261 | -1.132165 | -0.62551 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000205 | -0.001845 | 0 | 85,567 |
0 | -0.473343 | 0.512039 | -0.127624 | -0.789803 | -0.971018 | -0.624222 | 0.000095 | 1.8 | 0.628626 | 1.414214 | 0 | -0.00164 | 0 | 85,568 |
-0.511063 | -0.473343 | -0.435713 | 0.787326 | -0.45175 | -0.519521 | -0.624222 | 0 | 1.8 | 0.628626 | 1.414214 | -0.00041 | -0.001435 | 0 | 85,569 |
0.255558 | 0.165119 | 0.827956 | 1.701714 | -0.960341 | -0.971018 | -0.624222 | 0 | 1.8 | 0.628626 | 1.414214 | 0.000205 | -0.00164 | 0 | 85,570 |
-0.255558 | 0.164988 | -0.752018 | -0.127062 | -0.069822 | -0.834771 | -0.630234 | -0.000444 | 1.8 | 0.628626 | 1.414214 | -0.000205 | -0.001025 | 0 | 85,571 |
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