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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 | -0.473343 | -0.413339 | 0.743431 | 0.355033 | 0.216654 | -0.780546 | -0.000587 | -0.4 | 0.628626 | 1.414214 | 0 | 0.001 | 1 | 86,572 |
0 | 0.461277 | 0.203641 | 1.63642 | -0.004645 | -0.716748 | -0.780546 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | 0.001 | 1 | 86,573 |
0 | -0.473343 | 0.203641 | 0.743431 | 0.321943 | -0.222127 | -0.663517 | 0.008652 | -0.4 | 0.628626 | 1.414214 | 0 | 0.001599 | 1 | 86,574 |
0.4988 | 0.461277 | 0.512039 | 1.634814 | 0.769554 | 0.480479 | -0.663517 | 0 | -0.4 | 0.628626 | 1.414214 | 0.0004 | 0.0006 | 1 | 86,575 |
-0.4988 | -0.161866 | -0.104571 | 0.743431 | -0.960341 | -0.612644 | -0.663517 | 0 | -0.4 | 0.628626 | 1.414214 | -0.0004 | 0.001599 | 1 | 86,576 |
0 | 0.149799 | 0.203641 | 0.743431 | -0.047756 | 0.047788 | -0.647842 | 0.001159 | -0.4 | 0.628626 | 1.414214 | 0 | 0.002597 | 1 | 86,577 |
0.4988 | 0.772692 | 0.512039 | 0.743431 | 0.362403 | 0 | -0.647842 | 0 | -0.4 | 0.628626 | 1.414214 | 0.0004 | 0.0006 | 1 | 86,578 |
-0.4988 | -0.161866 | -0.104571 | 0.743431 | -0.197195 | -0.161147 | -0.645695 | 0.000159 | -0.4 | 0.628626 | 1.414214 | -0.0004 | 0.001599 | 1 | 86,579 |
0 | 0.461277 | 0.512039 | 0.743431 | 0.164302 | -0.716748 | -0.645695 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | 0.001599 | 1 | 86,580 |
0.4988 | 0.461277 | 0.512039 | 0.743431 | -0.115008 | 0.093124 | -0.651063 | -0.000397 | -0.4 | 0.628626 | 1.414214 | 0.0004 | 0.001199 | 1 | 86,581 |
-0.4988 | -0.161866 | -0.104571 | 0.743431 | -0.563763 | -0.358374 | -0.651063 | 0 | -0.4 | 0.628626 | 1.414214 | -0.0004 | 0.001998 | 1 | 86,582 |
1.994005 | 2.017731 | 1.128649 | 1.63321 | 0.894796 | 0.612644 | -0.659652 | -0.000635 | -0.4 | 0.628626 | 1.414214 | 0.001599 | 0.000998 | 1 | 86,583 |
-1.994005 | -0.473343 | -1.952923 | 1.634814 | 0.275532 | 0.358374 | -0.659652 | 0 | -0.4 | 0.628626 | 1.414214 | -0.001599 | 0.001998 | 1 | 86,584 |
1.246627 | 1.084045 | 0.512039 | 1.63321 | 0.219039 | 0.325017 | -0.660082 | -0.000032 | -0.4 | 0.628626 | 1.414214 | 0.001 | 0.000999 | 1 | 86,585 |
0 | 0.460343 | -0.412414 | 1.63321 | 0.774175 | -0.104104 | -0.660082 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | 0.000999 | 1 | 86,586 |
0 | 0.460343 | -0.412414 | 1.63321 | 0.391422 | -0.519521 | -0.652566 | 0.000556 | -0.4 | 0.628626 | 1.414214 | 0 | 0.001597 | 1 | 86,587 |
-0.747826 | -0.473343 | -0.412414 | 1.63321 | -1.911521 | -0.971018 | -0.652566 | 0 | -0.4 | 0.628626 | 1.414214 | -0.0006 | 0.002596 | 1 | 86,588 |
1.495205 | 1.394589 | 0.512039 | 0.740579 | 0.301391 | 0 | -0.652566 | 0 | -0.4 | 0.628626 | 1.414214 | 0.001199 | 0.001197 | 1 | 86,589 |
0 | 0.148804 | -0.41186 | 0.740579 | -0.844562 | -0.716748 | -0.655358 | -0.000206 | -0.4 | 0.628626 | 1.414214 | 0 | 0.000998 | 1 | 86,590 |
-0.747378 | 0.148804 | -0.41186 | 0.740579 | 1.118535 | 0.705768 | -0.659223 | -0.000286 | -0.4 | 0.628626 | 1.414214 | -0.000599 | 0.000999 | 1 | 86,591 |
1.245382 | 2.015245 | 0.512039 | 0.740579 | -0.084129 | -0.358374 | -0.659223 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000999 | 0.000399 | 1 | 86,592 |
0.497805 | 0.459412 | -1.027486 | 1.630541 | 0.09556 | -0.43528 | -0.659223 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000399 | -0.000798 | 0 | 86,593 |
-0.497805 | -1.095242 | -0.103341 | 3.413132 | -0.248594 | -0.222127 | -0.665879 | -0.000492 | -0.4 | 0.628626 | 1.414214 | -0.000399 | -0.0002 | 0 | 86,594 |
-0.498004 | -1.09549 | -0.411491 | 0.740579 | -0.296471 | -0.834771 | -0.665879 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000399 | 0 | 0 | 86,595 |
1.244636 | 1.081558 | -1.336313 | 1.630541 | 0.933328 | 1.003162 | -0.66545 | 0.000032 | -0.4 | 0.628626 | 1.414214 | 0.000998 | -0.000798 | 0 | 86,596 |
0 | -0.473343 | -1.334469 | 1.630541 | 1.1211 | 0.535739 | -0.658793 | 0.000492 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000599 | 0 | 86,597 |
0 | 0.148183 | -1.334469 | 0.738802 | 0.115527 | -0.05052 | -0.658793 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000599 | 0 | 86,598 |
0.746186 | 1.080008 | -0.410939 | 1.627878 | 0.29069 | 0.136247 | -0.658793 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000598 | -0.001397 | 0 | 86,599 |
-0.248679 | 0.147812 | -0.717984 | 1.627878 | 0.419028 | 0.535739 | -0.668241 | -0.000698 | -0.4 | 0.628626 | 1.414214 | -0.000199 | -0.001397 | 0 | 86,600 |
-0.497507 | -0.473343 | -0.41057 | 1.627878 | -0.669343 | -0.971018 | -0.668241 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000399 | -0.000599 | 0 | 86,601 |
0.746186 | 1.080008 | 1.12705 | 1.627878 | 0.352555 | 0.136247 | -0.668027 | 0.000016 | -0.4 | 0.628626 | 1.414214 | 0.000598 | -0.000598 | 0 | 86,602 |
-0.746186 | -0.784013 | -0.717984 | 0.738802 | 0.175952 | -0.104104 | -0.668027 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000598 | 0 | 0 | 86,603 |
0 | 0.148183 | -0.410939 | 0.738802 | 0.269239 | -0.358374 | -0.662229 | 0.000429 | -0.4 | 0.628626 | 1.414214 | 0 | 0.000399 | 1 | 86,604 |
0 | 0.148183 | -0.410939 | 0.738802 | -0.288718 | -0.519521 | -0.662229 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.0001 | 0 | 86,605 |
0 | 0.148183 | -0.410939 | 0.738802 | 0.372082 | 0.358374 | -0.651492 | 0.000794 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000599 | 0 | 86,606 |
0 | -0.473343 | -1.334469 | 1.630541 | 0.710677 | 0.421534 | -0.651492 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001098 | 0 | 86,607 |
0 | 0.148183 | -0.410939 | 0.738802 | 0.533071 | 0.25427 | -0.658579 | -0.000524 | -0.4 | 0.628626 | 1.414214 | 0 | -0.001098 | 0 | 86,608 |
1.243395 | 1.700915 | 0.204441 | 0.737028 | 0.210807 | 0.535739 | -0.658579 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000997 | -0.002095 | 0 | 86,609 |
0 | 0.147564 | -1.332628 | 1.627878 | 0.724629 | 0.683391 | -0.660296 | -0.000127 | -0.4 | 0.628626 | 1.414214 | 0 | -0.002095 | 0 | 86,610 |
-1.243395 | -0.473343 | -5.028594 | 0.740579 | 1.799716 | 0.748892 | -0.660296 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000997 | -0.001098 | 0 | 86,611 |
0 | -0.473343 | -1.334469 | 1.630541 | -0.252914 | -0.519521 | -0.660296 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000599 | 0 | 86,612 |
-1.244636 | -1.406098 | -1.950463 | 0.740579 | -0.090606 | 0.177365 | -0.660296 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000998 | 0.000399 | 1 | 86,613 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -0.975658 | -1.329392 | -0.663732 | -0.000254 | -0.4 | 0.628626 | 1.414214 | 0.000399 | -0.000299 | 0 | 86,614 |
0.746633 | 0.459412 | -1.027486 | 1.630541 | -0.207776 | -0.612644 | -0.663732 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000599 | -0.001098 | 0 | 86,615 |
-0.746633 | -0.473343 | -1.950463 | 0.740579 | -0.35566 | -0.971018 | -0.663732 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000599 | -0.000999 | 0 | 86,616 |
0 | -0.473343 | -1.027486 | 0.740579 | -0.684619 | -0.716748 | -0.666309 | -0.00019 | -0.4 | 0.628626 | 1.414214 | 0 | -0.000999 | 0 | 86,617 |
-0.498004 | -1.09549 | -1.027486 | 0.740579 | -0.196541 | -1.132165 | -0.666309 | 0 | -0.4 | 0.628626 | 1.414214 | -0.000399 | -0.000599 | 0 | 86,618 |
-0.498202 | -0.473343 | -0.41186 | 1.63321 | 0.228391 | -0.222127 | -0.656431 | 0.00073 | -0.4 | 0.628626 | 1.414214 | -0.000399 | 0.0003 | 1 | 86,619 |
0.498202 | 0.149052 | -1.337052 | 1.63321 | 0.476125 | -0.43528 | -0.656431 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000399 | 0.000399 | 1 | 86,620 |
-0.747378 | 0.148804 | -1.336313 | 1.63321 | 0.142062 | -0.834771 | -0.660082 | -0.00027 | -0.4 | 0.628626 | 1.414214 | -0.000599 | 0.000999 | 1 | 86,621 |
0 | 0.460343 | -0.412414 | 1.63321 | -0.216521 | -1.132165 | -0.660082 | 0 | -0.4 | 0.628626 | 1.414214 | 0 | 0.001497 | 1 | 86,622 |
0 | 0.460343 | -0.412414 | 1.634814 | 0.3884 | 0.290351 | -0.656431 | 0.00027 | -0.4 | 0.628626 | 1.414214 | 0 | 0.000999 | 1 | 86,623 |
0.747378 | 0.460343 | -1.029024 | 1.63321 | -0.090063 | -0.43528 | -0.656431 | 0 | -0.4 | 0.628626 | 1.414214 | 0.000599 | 0.000399 | 1 | 86,624 |
-0.747378 | -0.473343 | -0.41186 | 0.740579 | -0.298034 | -0.716748 | -0.617995 | 0.002842 | -0.4 | 0.464102 | 0.614014 | -0.000599 | 0.001996 | 1 | 86,625 |
0.747378 | 0.460343 | 0.512039 | 0.740579 | -0.299602 | -0.716748 | -0.617995 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000599 | 0.001397 | 1 | 86,626 |
1.244636 | 1.081558 | 0.204134 | 1.630541 | 0.2124 | 0 | -0.617995 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000998 | -0.0001 | 0 | 86,627 |
-1.992014 | -1.406098 | -1.950463 | 0.740579 | 0.535594 | 0.358374 | -0.619498 | -0.000111 | -0.4 | 0.464102 | 0.614014 | -0.001597 | 0.002494 | 1 | 86,628 |
0.747378 | 1.08249 | 0.512039 | 0.740579 | 0.181353 | -0.43528 | -0.618639 | 0.000063 | -0.4 | 0.464102 | 0.614014 | 0.000599 | 0.002393 | 1 | 86,629 |
0 | -0.473343 | -0.41186 | 1.63321 | -0.432572 | -0.519521 | -0.618639 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0.002393 | 1 | 86,630 |
0 | 1.081558 | 0.204134 | 1.630541 | 1.362386 | 0.562124 | -0.633026 | -0.001064 | -0.4 | 0.464102 | 0.614014 | 0 | 0.002393 | 1 | 86,631 |
0.498004 | 0.148804 | 0.204134 | 1.630541 | 0.677796 | 0.047788 | -0.633026 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000399 | 0.001496 | 1 | 86,632 |
0.746633 | 0.459412 | -0.411491 | 1.630541 | -0.387746 | -0.716748 | -0.636032 | -0.000222 | -0.4 | 0.464102 | 0.614014 | 0.000599 | 0.001395 | 1 | 86,633 |
-0.746633 | 0.148183 | -0.410939 | 1.630541 | 0.358484 | 0.093124 | -0.636032 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000599 | 0.000998 | 1 | 86,634 |
0 | 0.459412 | -0.411491 | 1.630541 | 0.032366 | -0.104104 | -0.636032 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | 0 | 0 | 86,635 |
0 | 0.459412 | 0.512039 | 1.630541 | 0.611379 | -0.104104 | -0.630234 | 0.000429 | -0.4 | 0.464102 | 0.614014 | 0 | -0.000499 | 0 | 86,636 |
0.746633 | 1.080938 | 0.819759 | 0.738802 | 0.363135 | 0.093124 | -0.630234 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000599 | -0.001597 | 0 | 86,637 |
0.497507 | 0.769462 | 0.204441 | 0.738802 | 0.737868 | 0.325017 | -0.632596 | -0.000175 | -0.4 | 0.464102 | 0.614014 | 0.000399 | -0.001996 | 0 | 86,638 |
-0.248729 | 0.458482 | -1.02595 | 0.738802 | 0.382306 | -0.104104 | -0.632596 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000199 | -0.001297 | 0 | 86,639 |
-0.248778 | -0.784137 | -0.103095 | 0.738802 | -0.905184 | -1.329392 | -0.630449 | 0.000159 | -0.4 | 0.464102 | 0.614014 | -0.000199 | -0.000599 | 0 | 86,640 |
-0.746633 | -0.162549 | -0.410939 | 1.630541 | 0.313492 | 0.25427 | -0.630449 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000599 | -0.000999 | 0 | 86,641 |
0.497805 | 0.148555 | -0.411491 | 1.630541 | -1.539319 | -1.132165 | -0.628731 | 0.000127 | -0.4 | 0.464102 | 0.614014 | 0.000399 | -0.001897 | 0 | 86,642 |
-0.995808 | -1.095242 | -1.642865 | 0.740579 | 0.583163 | 0.25427 | -0.628731 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000798 | -0.0001 | 0 | 86,643 |
0.249027 | -0.162239 | -0.41186 | 0.740579 | -0.067733 | -0.222127 | -0.619712 | 0.000667 | -0.4 | 0.464102 | 0.614014 | 0.0002 | -0.000799 | 0 | 86,644 |
-0.249027 | -0.162301 | -0.719704 | 0.740579 | 0.038018 | 0.047788 | -0.619712 | 0 | -0.4 | 0.464102 | 0.614014 | -0.0002 | -0.0001 | 0 | 86,645 |
0.249027 | 0.148804 | 0.204134 | 0.740579 | -0.146468 | -0.222127 | -0.62551 | -0.000429 | -0.4 | 0.464102 | 0.614014 | 0.0002 | -0.000799 | 0 | 86,646 |
0.248977 | 0.770454 | 0.81982 | 1.630541 | 0.469092 | 0 | -0.62551 | 0 | -0.4 | 0.464102 | 0.614014 | 0.0002 | -0.000999 | 0 | 86,647 |
0 | 0.459412 | -0.411491 | 0.740579 | 0.012355 | -0.287628 | -0.627872 | -0.000175 | -0.4 | 0.464102 | 0.614014 | 0 | -0.001698 | 0 | 86,648 |
-0.248977 | -0.473343 | -0.411491 | 0.740579 | -0.548947 | -0.834771 | -0.627872 | 0 | -0.4 | 0.464102 | 0.614014 | -0.0002 | -0.001798 | 0 | 86,649 |
-0.249027 | -0.162301 | -0.10371 | 0.740579 | 0.285124 | -0.716748 | -0.607043 | 0.00154 | -0.4 | 0.464102 | 0.614014 | -0.0002 | -0.001999 | 0 | 86,650 |
0.498004 | 1.081558 | 1.127664 | 0.740579 | -0.639973 | -0.716748 | -0.620142 | -0.000968 | -0.4 | 0.464102 | 0.614014 | 0.000399 | -0.002398 | 0 | 86,651 |
0.746633 | 0.459412 | 0.512039 | 1.630541 | -0.298034 | -0.05052 | -0.61778 | 0.000175 | -0.4 | 0.464102 | 0.614014 | 0.000599 | -0.002097 | 0 | 86,652 |
0 | -0.473343 | -0.410939 | 1.630541 | 0.051273 | -0.161147 | -0.61778 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002597 | 0 | 86,653 |
0.497507 | 0.148183 | -0.410939 | 0.738802 | -0.211795 | 0.136247 | -0.621645 | -0.000286 | -0.4 | 0.464102 | 0.614014 | 0.000399 | -0.003396 | 0 | 86,654 |
-0.621915 | -1.25029 | -1.02595 | 1.185227 | -0.410193 | 0.136247 | -0.621645 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000499 | -0.001997 | 0 | 86,655 |
-0.622225 | -0.473343 | -0.257147 | 1.186339 | 0.059246 | -0.222127 | -0.621645 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000499 | -0.002198 | 0 | 86,656 |
-0.622535 | -0.473343 | -1.027486 | 1.186339 | -0.465256 | -0.519521 | -0.611767 | 0.00073 | -0.4 | 0.464102 | 0.614014 | -0.000499 | -0.001499 | 0 | 86,657 |
0 | 0.304379 | -0.257916 | 1.187451 | 0.566896 | 0.136247 | -0.611767 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.001899 | 0 | 86,658 |
0 | -0.473343 | -0.257916 | 3.415801 | 0.20825 | -0.287628 | -0.611767 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.001499 | 0 | 86,659 |
0 | -0.473343 | 0.512039 | 3.415801 | -1.153547 | -1.132165 | -0.612626 | -0.000063 | -0.4 | 0.464102 | 0.614014 | 0 | -0.001899 | 0 | 86,660 |
0 | 0.304379 | -0.257916 | 3.415801 | 0.503413 | -0.161147 | -0.612626 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002499 | 0 | 86,661 |
0.622535 | 0.304379 | -0.257916 | 1.186339 | -0.687724 | -0.612644 | -0.616491 | -0.000286 | -0.4 | 0.464102 | 0.614014 | 0.000499 | -0.003399 | 0 | 86,662 |
0 | -0.473343 | 0.512039 | 1.186339 | 0.259958 | -0.834771 | -0.616491 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002999 | 0 | 86,663 |
-0.373484 | -0.784385 | 0.050343 | 1.186339 | -1.425597 | -1.942037 | -0.616491 | 0 | -0.4 | 0.464102 | 0.614014 | -0.000299 | -0.002099 | 0 | 86,664 |
-0.249051 | -0.006756 | 0.204164 | 1.186339 | -0.824392 | -0.716748 | -0.61327 | 0.000238 | -0.4 | 0.464102 | 0.614014 | -0.0002 | -0.001899 | 0 | 86,665 |
-0.622846 | 0.304379 | -0.257916 | 1.187451 | 0.950791 | 0.325017 | -0.613056 | 0.000016 | -0.4 | 0.464102 | 0.614014 | -0.000499 | -0.0018 | 0 | 86,666 |
0 | -0.473343 | -0.2583 | 1.187451 | 0.771217 | 0.136247 | -0.613056 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.0016 | 0 | 86,667 |
0 | -0.00643 | 0.512039 | 1.187451 | -0.08898 | 0.136247 | -0.613056 | 0 | -0.4 | 0.464102 | 0.614014 | 0 | -0.0016 | 0 | 86,668 |
0.622846 | 0.304768 | 0.512039 | 1.186339 | -0.448679 | -0.612644 | -0.608332 | 0.000349 | -0.4 | 0.464102 | 0.614014 | 0.000499 | -0.002099 | 0 | 86,669 |
0.622535 | 0.304379 | -0.257916 | 1.186339 | 0.550148 | 0.290351 | -0.608332 | 0 | -0.4 | 0.464102 | 0.614014 | 0.000499 | -0.002398 | 0 | 86,670 |
0 | 0.303991 | -0.257531 | 1.186339 | 0.576846 | 0.216654 | -0.605111 | 0.000238 | -0.4 | 0.464102 | 0.614014 | 0 | -0.002198 | 0 | 86,671 |
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