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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 | -0.161117 | 0.512039 | 0.747008 | -1.254043 | -1.329392 | -0.49023 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.0002 | 0 | 86,872 |
0.749624 | 0.463149 | 0.820992 | 0.746292 | -0.171577 | -0.358374 | -0.491948 | -0.000127 | -1 | -0.535898 | -0.385986 | 0.000601 | -0.001102 | 0 | 86,873 |
0.499499 | 0.150672 | 0.820807 | 0.745576 | 0.020891 | 0.216654 | -0.491948 | 0 | -1 | -0.535898 | -0.385986 | 0.0004 | -0.001503 | 0 | 86,874 |
0.748874 | 0.462212 | -0.414266 | -0.148665 | 0.097121 | 0.177365 | -0.519863 | -0.002064 | -1 | -0.535898 | -0.385986 | 0.0006 | -0.002003 | 0 | 86,875 |
0.249525 | -0.161616 | 0.203518 | 0.744503 | -0.165969 | -0.519521 | -0.519863 | 0 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.001602 | 0 | 86,876 |
0.249475 | 0.61721 | 0.203579 | -0.149023 | 0.696103 | 0.480479 | -0.485076 | 0.002572 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.002403 | 0 | 86,877 |
-0.748574 | -0.473343 | -0.413339 | 0.74486 | 0.729374 | 0.451498 | -0.485076 | 0 | -1 | -0.535898 | -0.385986 | -0.0006 | -0.001602 | 0 | 86,878 |
-0.249625 | -0.473343 | 0.203456 | 0.74486 | -1.217205 | -1.132165 | -0.485076 | 0 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.001402 | 0 | 86,879 |
1.621668 | 1.552578 | 0.512039 | 2.082669 | 0.292902 | -0.05052 | -0.496672 | -0.000857 | -1 | -0.535898 | -0.385986 | 0.0013 | -0.003103 | 0 | 86,880 |
-0.623469 | -0.94063 | -0.258685 | 1.18968 | -0.366154 | -0.834771 | -0.496672 | 0 | -1 | -0.535898 | -0.385986 | -0.0005 | -0.003807 | 0 | 86,881 |
0 | 0.305545 | 0.512039 | 1.18968 | 0.550849 | -0.05052 | -0.497531 | -0.000063 | -1 | -0.535898 | -0.385986 | 0 | -0.003406 | 0 | 86,882 |
-0.249475 | -0.473343 | 0.203641 | 2.082669 | -0.716465 | -0.519521 | -0.497531 | 0 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.003406 | 0 | 86,883 |
0.249475 | 0.61721 | 0.512039 | 1.18968 | 0.115904 | -0.222127 | -0.496886 | 0.000048 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.003807 | 0 | 86,884 |
0 | 0.305545 | -0.104818 | 1.18968 | -0.806834 | -0.716748 | -0.496886 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.003807 | 0 | 86,885 |
0 | -0.473343 | 0.512039 | 1.18968 | -3.014284 | -1.942037 | -0.496457 | 0.000032 | -1 | -0.535898 | -0.385986 | 0 | -0.003807 | 0 | 86,886 |
0 | -0.473343 | -0.104818 | 1.18968 | 0.237591 | 0.047788 | -0.496457 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.004209 | 0 | 86,887 |
0 | 0.305545 | 0.512039 | 1.18968 | -1.186356 | -1.329392 | -0.495598 | 0.000063 | -1 | -0.535898 | -0.385986 | 0 | -0.004209 | 0 | 86,888 |
0.623469 | 0.305545 | 0.820374 | 1.18968 | -1.254043 | -1.329392 | -0.494525 | 0.000079 | -1 | -0.535898 | -0.385986 | 0.0005 | -0.004307 | 0 | 86,889 |
-0.623469 | -0.473343 | -0.258685 | 1.18968 | -0.126457 | -0.612644 | -0.494525 | 0 | -1 | -0.535898 | -0.385986 | -0.0005 | -0.003506 | 0 | 86,890 |
0.374119 | -0.005963 | 0.512039 | 1.18968 | -0.368809 | -0.971018 | -0.494525 | 0 | -1 | -0.535898 | -0.385986 | 0.0003 | -0.003906 | 0 | 86,891 |
-0.873119 | -0.940723 | -0.87582 | 0.744503 | 0.459098 | 0.290351 | -0.487224 | 0.00054 | -1 | -0.535898 | -0.385986 | -0.0007 | -0.003608 | 0 | 86,892 |
0.499 | 0.150048 | 0.820498 | 2.082669 | -0.420786 | -0.43528 | -0.488727 | -0.000111 | -1 | -0.535898 | -0.385986 | 0.0004 | -0.004209 | 0 | 86,893 |
-0.499 | -0.473343 | -0.104818 | -0.148665 | -0.651539 | -0.519521 | -0.488727 | 0 | -1 | -0.535898 | -0.385986 | -0.0004 | -0.003608 | 0 | 86,894 |
0 | -0.473343 | 0.203518 | 0.744145 | 0.098678 | 0 | -0.488727 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.003608 | 0 | 86,895 |
0.499 | 0.150048 | 0.203518 | 2.082669 | 0.548041 | 0.216654 | -0.49023 | -0.000111 | -1 | -0.535898 | -0.385986 | 0.0004 | -0.003807 | 0 | 86,896 |
-1.497598 | -0.005963 | -3.192809 | -0.148129 | 1.691799 | 1.71991 | -0.49023 | 0 | -1 | -0.535898 | -0.385986 | -0.001201 | -0.002205 | 0 | 86,897 |
0.249725 | 0.150547 | 0.512039 | 0.745576 | 0.055902 | -0.43528 | -0.480352 | 0.00073 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.002606 | 0 | 86,898 |
-0.249725 | 0.150423 | -0.105436 | 0.745934 | 0.27837 | 0 | -0.480352 | 0 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.003008 | 0 | 86,899 |
0 | 0.150547 | 0.20327 | 0.745934 | 0.355528 | 0.093124 | -0.487438 | -0.000524 | -1 | -0.535898 | -0.385986 | 0 | -0.002607 | 0 | 86,900 |
0 | -0.473343 | 0.20327 | -0.148129 | 0.232089 | -0.161147 | -0.487438 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.002607 | 0 | 86,901 |
0.249725 | 0.774188 | 0.20327 | 0.745218 | 0.427577 | 0.177365 | -0.487438 | 0 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.002606 | 0 | 86,902 |
0.249675 | 0.150423 | 0.512039 | -0.148486 | -0.38409 | -0.716748 | -0.494739 | -0.00054 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.002605 | 0 | 86,903 |
-0.499399 | -0.473343 | -0.105312 | 0.745576 | 0.125253 | 0.047788 | -0.494739 | 0 | -1 | -0.535898 | -0.385986 | -0.0004 | -0.002004 | 0 | 86,904 |
0.624218 | 0.462399 | 0.512039 | -0.148665 | -0.213141 | -0.716748 | -0.496886 | -0.000159 | -1 | -0.535898 | -0.385986 | 0.0005 | -0.002104 | 0 | 86,905 |
-0.873993 | -0.005636 | -0.568379 | -0.147771 | 0.868837 | 0.971018 | -0.496886 | 0 | -1 | -0.535898 | -0.385986 | -0.000701 | -0.001403 | 0 | 86,906 |
0.249775 | -0.161304 | -0.414637 | -0.14795 | 0.093602 | 0 | -0.494954 | 0.000143 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.001603 | 0 | 86,907 |
0 | -0.473343 | 0.048863 | -0.14795 | 0.620274 | -0.287628 | -0.494954 | 0 | -1 | -0.535898 | -0.385986 | 0 | -0.001804 | 0 | 86,908 |
-0.499599 | -0.785382 | -0.105559 | -0.147591 | -0.328588 | -0.358374 | -0.496886 | -0.000143 | -1 | -0.535898 | -0.385986 | -0.000401 | -0.001203 | 0 | 86,909 |
-0.4998 | -0.629417 | -0.414823 | -0.147233 | 0.73812 | 0.562124 | -0.496886 | 0 | -1 | -0.535898 | -0.385986 | -0.000401 | -0.000401 | 0 | 86,910 |
-0.249975 | -0.473343 | 0.203023 | -0.147233 | -0.87623 | -0.834771 | -0.488941 | 0.000587 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.0002 | 0 | 86,911 |
-0.250025 | -0.161054 | 0.202961 | -0.147054 | -0.317949 | -0.287628 | -0.488941 | 0 | -1 | -0.535898 | -0.385986 | -0.0002 | -0.000401 | 0 | 86,912 |
-0.250075 | -0.004839 | 0.048306 | -0.146695 | 0.256438 | 0.177365 | -0.480782 | 0.000603 | -1 | -0.535898 | -0.385986 | -0.000201 | 0 | 0 | 86,913 |
0 | -0.160929 | 0.512039 | -0.146695 | 0.130789 | -0.716748 | -0.480782 | 0 | -1 | -0.535898 | -0.385986 | 0 | 0.000201 | 1 | 86,914 |
1 | 0.775939 | -0.106427 | -0.147412 | -0.444609 | -0.222127 | -0.489586 | -0.000651 | -1 | -0.535898 | -0.385986 | 0.000802 | -0.000401 | 0 | 86,915 |
0.249875 | -0.161179 | 0.203085 | -0.147591 | -0.387746 | -0.43528 | -0.489586 | 0 | -1 | -0.535898 | -0.385986 | 0.0002 | -0.0002 | 0 | 86,916 |
-0.749774 | -0.161242 | -0.414823 | -0.147591 | -0.891637 | -1.132165 | -0.500107 | -0.000778 | -1 | -0.535898 | -0.385986 | -0.000601 | 0.000801 | 1 | 86,917 |
-1.000401 | 0.151173 | -0.724644 | 0.748084 | 0.667918 | 0.683391 | -0.500107 | 0 | -1 | -0.535898 | -0.385986 | -0.000802 | 0.001604 | 1 | 86,918 |
0.500301 | 0.151674 | 0.512039 | -0.146695 | -0.008389 | -0.716748 | -0.490445 | 0.000714 | -1 | -0.535898 | -0.385986 | 0.000401 | 0.000401 | 1 | 86,919 |
0.5001 | 0.151423 | -0.106427 | -0.146874 | -0.094965 | -0.104104 | -0.490445 | 0 | -1 | -0.535898 | -0.385986 | 0.000401 | 0.000801 | 1 | 86,920 |
-0.750225 | -0.785695 | -0.41538 | -0.146695 | -0.760735 | -0.519521 | -0.490445 | 0 | -1 | -0.535898 | -0.385986 | -0.000602 | 0.001403 | 1 | 86,921 |
0.750225 | 0.4639 | 0.202775 | -0.146874 | 0.054644 | 0.358374 | -0.490445 | 0 | -1 | -0.535898 | -0.385986 | 0.000602 | 0.0002 | 1 | 86,922 |
-0.375056 | -0.785695 | 0.048399 | -0.146874 | -1.835848 | -1.583663 | -0.499678 | -0.000683 | -1 | -0.535898 | -0.385986 | -0.000301 | 0.000702 | 1 | 86,923 |
0 | -0.473343 | 0.357461 | -0.146874 | -0.651539 | -0.834771 | -0.501825 | -0.000159 | -1 | -0.535898 | -0.385986 | 0 | 0.000501 | 1 | 86,924 |
0.125031 | -0.317144 | -0.879717 | -0.147054 | 0.838163 | 1.064142 | -0.501825 | 0 | -1 | -0.785587 | -0 | 0.0001 | 0.000601 | 1 | 86,925 |
0.749925 | 0.463524 | 0.202899 | -0.147412 | 0.032803 | 0.421534 | -0.506764 | -0.000365 | -1 | -0.785587 | -0 | 0.000601 | 0.000401 | 1 | 86,926 |
-0.749925 | -0.473343 | -0.724148 | -0.146874 | 0.066697 | 0.25427 | -0.506764 | 0 | -1 | -0.785587 | -0 | -0.000601 | 0.000601 | 1 | 86,927 |
0.250025 | 0.151298 | 0.512039 | -0.147233 | -0.87623 | -0.834771 | -0.503973 | 0.000206 | -1 | -0.785587 | -0 | 0.0002 | 0.000401 | 1 | 86,928 |
0 | -0.473343 | 0.202961 | -0.147054 | -0.706722 | -0.716748 | -0.503973 | 0 | -1 | -0.785587 | -0 | 0 | 0.0002 | 1 | 86,929 |
-0.5001 | -0.473343 | -0.724644 | -0.146695 | -0.28107 | -0.358374 | -0.506549 | -0.000191 | -1 | -0.785587 | -0 | -0.000401 | 0.000601 | 1 | 86,930 |
-1.501505 | -0.78582 | -1.344101 | -0.146156 | 0.33413 | 0.421534 | -0.506549 | 0 | -1 | -0.785587 | -0 | -0.001204 | 0.001404 | 1 | 86,931 |
0.500702 | 0.152175 | 0.202465 | -0.145976 | -0.393275 | -0.519521 | -0.503114 | 0.000254 | -1 | -0.785587 | -0 | 0.000401 | 0.001404 | 1 | 86,932 |
-0.250326 | -0.629699 | 0.202589 | -0.145976 | -1.700023 | -1.329392 | -0.503114 | 0 | -1 | -0.785587 | -0 | -0.000201 | 0.001805 | 1 | 86,933 |
-0.250376 | -0.473343 | -0.416684 | -0.145796 | -0.023134 | -0.287628 | -0.503114 | 0 | -1 | -0.785587 | -0 | -0.000201 | 0.001404 | 1 | 86,934 |
0 | -0.160552 | -0.107172 | -0.145616 | -0.741581 | -0.519521 | -0.512562 | -0.000698 | -1 | -0.785587 | -0 | 0 | 0.001805 | 1 | 86,935 |
0 | 0.152175 | 0.512039 | -0.145616 | -0.599921 | -0.971018 | -0.509126 | 0.000254 | -1 | -0.785587 | -0 | 0 | 0.001404 | 1 | 86,936 |
-0.500904 | -0.473343 | -0.107172 | -0.145436 | 0.521024 | 0.25427 | -0.509126 | 0 | -1 | -0.785587 | -0 | -0.000402 | 0.001605 | 1 | 86,937 |
0 | 0.465217 | 0.20234 | -0.145256 | 0.296477 | 0.25427 | -0.509341 | -0.000016 | -1 | -0.785587 | -0 | 0 | 0.002207 | 1 | 86,938 |
0.500904 | 0.152427 | 0.512039 | -0.145616 | -0.508955 | -0.43528 | -0.509341 | 0 | -1 | -0.785587 | -0 | 0.000402 | 0.002607 | 1 | 86,939 |
0.375546 | -0.004181 | 0.202465 | -0.145796 | -0.377748 | -0.971018 | -0.509341 | 0 | -1 | -0.785587 | -0 | 0.000301 | 0.001304 | 1 | 86,940 |
-0.125169 | -0.004322 | 0.202558 | -0.146156 | 0.127105 | -0.43528 | -0.509341 | 0 | -1 | -0.785587 | -0 | -0.0001 | 0.002005 | 1 | 86,941 |
-0.500803 | 0.777192 | -0.107047 | -0.145436 | 0.477919 | 0.325017 | -0.509341 | 0 | -1 | -0.785587 | -0 | -0.000402 | 0.002206 | 1 | 86,942 |
-0.250477 | -0.473343 | -0.107296 | -0.145256 | -0.617526 | -0.612644 | -0.505261 | 0.000302 | -1 | -0.785587 | -0 | -0.000201 | 0.001605 | 1 | 86,943 |
0.250477 | -0.160427 | 0.20234 | -0.145436 | -0.532136 | -0.612644 | -0.508697 | -0.000254 | -1 | -0.785587 | -0 | 0.000201 | 0.001004 | 1 | 86,944 |
0 | -0.16049 | -0.107296 | -0.145436 | -0.832374 | -0.43528 | -0.508697 | 0 | -1 | -0.785587 | -0 | 0 | 0.001204 | 1 | 86,945 |
0.250427 | -0.16049 | 0.202402 | -0.145436 | -1.335791 | -1.132165 | -0.508697 | 0 | -1 | -0.785587 | -0 | 0.000201 | 0.001003 | 1 | 86,946 |
0.500702 | 0.152175 | -0.107172 | -0.145796 | -0.284117 | 0 | -0.504617 | 0.000302 | -1 | -0.785587 | -0 | 0.000401 | 0.001003 | 1 | 86,947 |
-0.250326 | -0.473343 | -0.726133 | 0.75024 | -0.293357 | -0.834771 | -0.507838 | -0.000238 | -1 | -0.785587 | -0 | -0.000201 | 0.002206 | 1 | 86,948 |
-0.75128 | -0.786134 | -0.416684 | -0.145616 | -0.842513 | -0.612644 | -0.507838 | 0 | -1 | -0.785587 | -0 | -0.000602 | 0.002808 | 1 | 86,949 |
0.500904 | 0.465217 | 0.666864 | -0.145616 | 0.364838 | 0.177365 | -0.507838 | 0 | -1 | -0.785587 | -0 | 0.000402 | 0.002206 | 1 | 86,950 |
0 | -0.473343 | 0.202465 | -0.145796 | -0.50443 | -0.287628 | -0.506764 | 0.000079 | -1 | -0.785587 | -0 | 0 | 0.002807 | 1 | 86,951 |
0.250376 | -0.160552 | 0.202465 | -0.145796 | 0.034547 | -0.519521 | -0.511273 | -0.000333 | -1 | -0.785587 | -0 | 0.000201 | 0.002606 | 1 | 86,952 |
0.250326 | -0.160615 | -0.107047 | -0.145976 | -0.404497 | -0.519521 | -0.511273 | 0 | -1 | -0.785587 | -0 | 0.000201 | 0.001504 | 1 | 86,953 |
0.250276 | -0.160678 | -0.106923 | -0.146156 | -0.065651 | 0.047788 | -0.511273 | 0 | -1 | -0.785587 | -0 | 0.000201 | 0.000702 | 1 | 86,954 |
0.500401 | 0.151799 | -0.106799 | -0.146695 | 0.056321 | 0.047788 | -0.51428 | -0.000222 | -1 | -0.785587 | -0 | 0.000401 | 0.001002 | 1 | 86,955 |
0 | -0.160866 | 0.202775 | -0.146515 | -0.893872 | -0.519521 | -0.51428 | 0 | -1 | -0.785587 | -0 | 0 | 0.000401 | 1 | 86,956 |
0 | -0.473343 | 0.512039 | -0.146515 | -0.630043 | -1.583663 | -0.51428 | 0 | -1 | -0.785587 | -0 | 0 | 0.000802 | 1 | 86,957 |
-0.250175 | -0.785883 | -0.106551 | -0.146335 | 0.003689 | -0.716748 | -0.51428 | 0 | -1 | -0.785587 | -0 | -0.000201 | 0.000602 | 1 | 86,958 |
0.250175 | 0.151674 | -0.106675 | -0.146695 | 0.111362 | 0.136247 | -0.511703 | 0.00019 | -1 | -0.785587 | -0 | 0.000201 | 0.000401 | 1 | 86,959 |
0.5002 | 0.151548 | 0.512039 | -0.146695 | -0.601256 | -0.612644 | -0.511703 | 0 | -1 | -0.785587 | -0 | 0.000401 | 0.000601 | 1 | 86,960 |
0 | -0.473343 | -0.106302 | -0.146874 | -0.667838 | -0.971018 | -0.517286 | -0.000413 | -1 | -0.785587 | -0 | 0 | -0.000602 | 0 | 86,961 |
-0.5002 | 0.151298 | -0.106302 | -0.146695 | 0.270962 | 0.480479 | -0.517286 | 0 | -1 | -0.785587 | -0 | -0.000401 | 0.000201 | 1 | 86,962 |
0.250125 | 0.4639 | 0.82124 | -0.147054 | -0.663346 | -0.716748 | -0.517501 | -0.000016 | -1 | -0.785587 | -0 | 0.000201 | 0.000201 | 1 | 86,963 |
0.250075 | 0.463712 | -0.106427 | 0.747367 | -0.412104 | -0.358374 | -0.517501 | 0 | -1 | -0.785587 | -0 | 0.000201 | -0.000201 | 0 | 86,964 |
0.250025 | 0.151298 | 0.512039 | -0.147054 | 0.06875 | 0.093124 | -0.515139 | 0.000175 | -1 | -0.785587 | -0 | 0.0002 | -0.004822 | 0 | 86,965 |
0.4999 | 0.463337 | 0.512039 | -0.147591 | -0.094419 | -0.519521 | -0.515139 | 0 | -1 | -0.785587 | -0 | 0.000401 | -0.007037 | 0 | 86,966 |
0.499699 | 0.150922 | 0.203085 | -0.147771 | 0.403808 | 0.390518 | -0.516212 | -0.000079 | -1 | -0.785587 | -0 | 0.000401 | -0.010267 | 0 | 86,967 |
0 | -0.473343 | 0.203209 | -0.147771 | -0.107688 | -0.519521 | -0.516212 | 0 | -1 | -0.785587 | -0 | 0 | -0.008851 | 0 | 86,968 |
-0.999599 | -0.161304 | -1.03273 | -0.147412 | 0.493624 | 0.660432 | -0.516212 | 0 | -1 | -0.785587 | -0 | -0.000801 | -0.007343 | 0 | 86,969 |
0.999599 | 0.775438 | 0.512039 | -0.147591 | -0.429602 | -0.43528 | -0.515139 | 0.000079 | -1 | -0.785587 | -0 | 0.000801 | -0.006228 | 0 | 86,970 |
0 | -0.473343 | -0.414637 | -0.147771 | -0.084666 | -0.104104 | -0.516212 | -0.000079 | -1 | -0.785587 | -0 | 0 | -0.006833 | 0 | 86,971 |
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