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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 | 0.002506 | 0.355053 | -0.132838 | 0.041038 | -0.104104 | -0.518145 | 0.000016 | -1.6 | -0.785587 | -0 | 0 | 0.003456 | 1 | 87,472 |
-0.635088 | -0.790656 | -0.273049 | -0.132467 | 0.23911 | 0.093124 | -0.518145 | 0 | -1.6 | -0.785587 | -0 | -0.000509 | 0.003559 | 1 | 87,473 |
0.127044 | -0.31463 | 0.040794 | -0.132467 | 1.320048 | 0.705768 | -0.518145 | 0 | -1.6 | -0.785587 | -0 | 0.000102 | 0.00366 | 1 | 87,474 |
-0.2541 | -0.155965 | -0.116255 | 0.777634 | 1.246673 | 0.748892 | -0.517501 | 0.000048 | -1.6 | -0.785587 | -0 | -0.000204 | 0.007915 | 1 | 87,475 |
-0.508355 | -1.108422 | -0.430691 | -0.131911 | 0.189027 | 0 | -0.515568 | 0.000143 | -1.6 | -0.785587 | -0 | -0.000408 | 0.008929 | 1 | 87,476 |
-0.254255 | -0.473343 | 0.197731 | -0.131911 | -0.064613 | 0.216654 | -0.515568 | 0 | -1.6 | -0.785587 | -0 | -0.000204 | 0.009334 | 1 | 87,477 |
0.508459 | 0.161865 | 0.512039 | -0.132096 | 0.660466 | 0.727593 | -0.515568 | 0 | -1.6 | -0.785587 | -0 | 0.000408 | 0.007916 | 1 | 87,478 |
0.254152 | -0.155836 | -0.116512 | 0.777263 | 0.034547 | 0.047788 | -0.515568 | 0 | -1.6 | -0.785587 | -0 | 0.000204 | 0.009531 | 1 | 87,479 |
0.127056 | 0.161477 | 0.512039 | 0.777263 | 0.456416 | 0.390518 | -0.520292 | -0.000349 | -1.6 | -0.785587 | -0 | 0.000102 | 0.009025 | 1 | 87,480 |
-0.127056 | -0.632072 | 0.040794 | 0.777634 | 0.786549 | 0.177365 | -0.520292 | 0 | -1.6 | -0.785587 | -0 | -0.000102 | 0.008925 | 1 | 87,481 |
-0.762611 | -0.473343 | -0.430691 | -0.131911 | -0.793544 | -0.612644 | -0.520292 | 0 | -1.6 | -0.785587 | -0 | -0.000611 | 0.009536 | 1 | 87,482 |
0 | -0.314517 | 0.197667 | -0.131725 | 0.395581 | 0.612644 | -0.51793 | 0.000175 | -1.6 | -0.785587 | -0 | 0 | 0.010546 | 1 | 87,483 |
0.127134 | -0.155706 | 0.512039 | -0.131911 | -0.077726 | -0.104104 | -0.516856 | 0.000079 | -1.6 | -0.785587 | -0 | 0.000102 | 0.01004 | 1 | 87,484 |
0.889577 | 0.955367 | 0.354877 | -0.132653 | -0.422733 | -0.358374 | -0.516856 | 0 | -1.6 | -0.785587 | -0 | 0.000713 | 0.008721 | 1 | 87,485 |
-0.2541 | -0.155965 | 0.197924 | -0.132467 | -0.319573 | 0.047788 | -0.516856 | 0 | -1.6 | -0.785587 | -0 | -0.000204 | 0.008925 | 1 | 87,486 |
-0.254152 | -0.473343 | 0.19786 | 0.777263 | -1.824163 | -0.971018 | -0.519218 | -0.000175 | -1.6 | -0.785587 | -0 | -0.000204 | 0.008725 | 1 | 87,487 |
0.7623 | 0.478984 | 0.826217 | 0.776522 | 0.303832 | 0.421534 | -0.519218 | 0 | -1.6 | -0.785587 | -0 | 0.000611 | 0.007305 | 1 | 87,488 |
0.253996 | -0.15603 | 0.826026 | -0.133023 | -0.312302 | -0.612644 | -0.523728 | -0.000333 | -1.6 | -0.785587 | -0 | 0.000204 | 0.006697 | 1 | 87,489 |
1.522894 | 1.42918 | 0.825962 | 0.774302 | 0.487198 | 0.325017 | -0.526949 | -0.000238 | -1.6 | -0.785587 | -0 | 0.001221 | 0.005881 | 1 | 87,490 |
-1.268949 | -0.790269 | -1.056619 | -0.133208 | -0.084129 | -0.287628 | -0.526949 | 0 | -1.6 | -0.785587 | -0 | -0.001017 | 0.008312 | 1 | 87,491 |
0 | -0.156159 | 0.198115 | 0.776151 | -0.026033 | 0.093124 | -0.525016 | 0.000143 | -1.6 | -0.785587 | -0 | 0 | 0.007302 | 1 | 87,492 |
-0.253945 | -0.473343 | -0.115872 | -0.132838 | -1.213255 | -0.519521 | -0.525016 | 0 | -1.6 | -0.785587 | -0 | -0.000204 | 0.007102 | 1 | 87,493 |
-0.253996 | -0.473343 | 0.198051 | -0.132838 | -0.401671 | -0.612644 | -0.525016 | 0 | -1.6 | -0.785587 | -0 | -0.000204 | 0.007103 | 1 | 87,494 |
-0.254048 | -0.15603 | 0.197988 | -0.132467 | 0.410573 | 0.451498 | -0.524372 | 0.000048 | -1.6 | -1 | 0.614014 | -0.000204 | 0.007307 | 1 | 87,495 |
-0.127044 | -0.473343 | 0.197924 | -0.132467 | -1.059148 | -0.971018 | -0.524157 | 0.000016 | -1.6 | -1 | 0.614014 | -0.000102 | 0.007611 | 1 | 87,496 |
0.127044 | -0.31463 | 0.512039 | -0.132653 | -0.135198 | -0.716748 | -0.524157 | 0 | -1.6 | -1 | 0.614014 | 0.000102 | 0.007307 | 1 | 87,497 |
0.254048 | -0.155965 | 0.669072 | -0.132653 | -0.830368 | -1.132165 | -0.524157 | 0 | -1.6 | -1 | 0.614014 | 0.000204 | 0.007103 | 1 | 87,498 |
-1.016504 | -0.632024 | -0.744549 | 0.777634 | -0.145869 | 0.25427 | -0.523298 | 0.000063 | -1.6 | -1 | 0.614014 | -0.000815 | 0.008727 | 1 | 87,499 |
-0.381403 | -0.155771 | 0.040554 | -0.131725 | 0.407651 | 0.047788 | -0.523298 | 0 | -1.6 | -1 | 0.614014 | -0.000306 | 0.008224 | 1 | 87,500 |
0.127147 | 0.003136 | 0.512039 | -0.131911 | 0.457243 | 0.451498 | -0.523298 | 0 | -1.6 | -1 | 0.614014 | 0.000102 | 0.008122 | 1 | 87,501 |
0.254255 | -0.155706 | 0.512039 | -0.131911 | -0.441576 | -0.43528 | -0.519218 | 0.000302 | -1.6 | -1 | 0.614014 | 0.000204 | 0.007918 | 1 | 87,502 |
-0.254255 | -0.473343 | 0.197731 | -0.131725 | -1.010338 | -0.358374 | -0.520721 | -0.000111 | -1.6 | -1 | 0.614014 | -0.000204 | 0.008122 | 1 | 87,503 |
0.127134 | -0.155706 | 0.354861 | -0.131911 | 0.471312 | 0.683391 | -0.520721 | 0 | -1.6 | -1 | 0.614014 | 0.000102 | 0.008424 | 1 | 87,504 |
-0.254281 | -0.473343 | -0.588429 | -0.131725 | 0.295105 | 0.451498 | -0.520936 | -0.000016 | -1.6 | -1 | 0.614014 | -0.000204 | 0.00883 | 1 | 87,505 |
-0.890393 | -0.473343 | -0.588653 | -0.131168 | 0.966389 | 0.885139 | -0.520936 | 0 | -1.6 | -1 | 0.614014 | -0.000714 | 0.009746 | 1 | 87,506 |
0.254463 | 0.162384 | -0.117281 | 0.77949 | 1.347607 | 1.575441 | -0.51385 | 0.000524 | -1.6 | -1 | 0.614014 | 0.000204 | 0.009946 | 1 | 87,507 |
-0.381714 | -0.473343 | -0.117153 | -0.130982 | 1.826047 | 1.402653 | -0.51385 | 0 | -1.6 | -1 | 0.614014 | -0.000306 | 0.010656 | 1 | 87,508 |
1.65325 | 1.592032 | 0.512039 | -0.132096 | 0.854783 | 1.412641 | -0.51385 | 0 | -1.6 | -1 | 0.614014 | 0.001326 | 0.009533 | 1 | 87,509 |
0.254152 | -0.155836 | -0.116512 | -0.132467 | 0.90902 | 0.790009 | -0.517286 | -0.000254 | -1.6 | -1 | 0.614014 | 0.000204 | 0.010136 | 1 | 87,510 |
1.016089 | 1.113223 | 0.826153 | -0.133023 | 0.869735 | 0.987236 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000815 | 0.008312 | 1 | 87,511 |
1.522584 | 1.428793 | 0.512039 | -0.134132 | 1.001037 | 0.937661 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.001221 | 0.007697 | 1 | 87,512 |
0 | -0.156546 | 0.198498 | -0.134316 | 0.171184 | -0.161147 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0 | 0.007899 | 1 | 87,513 |
0.507115 | 0.476855 | 0.512039 | -0.134501 | 0.529447 | 0.508541 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000407 | 0.006685 | 1 | 87,514 |
0.760286 | 0.634715 | 0.512039 | -0.135238 | 0.13372 | 0.358374 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.00061 | 0.006277 | 1 | 87,515 |
0.886415 | 0.792173 | 0.512039 | -0.13579 | 0.921259 | 0.809872 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000711 | 0.005163 | 1 | 87,516 |
0.632768 | 0.633253 | 0.355547 | 0.769512 | 0.592021 | 0.748892 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000507 | 0.004049 | 1 | 87,517 |
0.379507 | 0.000768 | 0.199198 | -0.136526 | 0.885079 | 0.76969 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000304 | 0.003947 | 1 | 87,518 |
-0.379507 | -0.631364 | 0.042897 | 0.769512 | 0.424523 | 0.358374 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | -0.000304 | 0.004251 | 1 | 87,519 |
-0.506189 | -0.157253 | -0.426673 | 0.770247 | 0.869136 | 1.003162 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | -0.000406 | 0.005263 | 1 | 87,520 |
0.25312 | 0.000961 | 0.512039 | -0.135974 | 0.83531 | 0.902996 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000203 | 0.00506 | 1 | 87,521 |
0 | -0.315258 | 0.199135 | -0.136158 | 0.744498 | 0.987236 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0 | 0.005464 | 1 | 87,522 |
-0.506292 | -0.315258 | -0.113833 | 0.770615 | 0.458274 | 0.480479 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | -0.000406 | 0.006072 | 1 | 87,523 |
0.253172 | -0.15706 | -0.114087 | -0.13579 | 0.903317 | 1.249506 | -0.517286 | 0 | -1.6 | -1 | 0.614014 | 0.000203 | 0.005869 | 1 | 87,524 |
5.05267 | 5.838866 | 2.075923 | 1.66566 | 0.887016 | 0.705768 | -0.515139 | 0.000159 | -1.6 | 0.732051 | 2.346065 | 0.004051 | 0.001818 | 1 | 87,525 |
0.756138 | 2.987503 | 0.823677 | 1.664566 | 1.087355 | 0.920498 | -0.515139 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000606 | 0.001211 | 1 | 87,526 |
0.251944 | 0.785273 | 0.200526 | 0.761826 | 0.2826 | 0.136247 | -0.506979 | 0.000603 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.001009 | 1 | 87,527 |
-1.26023 | -1.102905 | -1.045841 | 1.664566 | 0.022671 | -0.222127 | -0.510844 | -0.000286 | -1.6 | 0.732051 | 2.346065 | -0.00101 | 0.001616 | 1 | 87,528 |
2.267498 | 3.302507 | 0.512039 | 1.661834 | 0.801476 | 0.421534 | -0.523084 | -0.000905 | -1.6 | 0.732051 | 2.346065 | 0.001818 | -0.000202 | 0 | 87,529 |
-0.503532 | 0.155457 | -0.110421 | -0.140548 | -0.760735 | -0.43528 | -0.523084 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.000807 | 1 | 87,530 |
-0.251842 | 0.155711 | -0.422123 | 0.761098 | -0.12185 | -0.104104 | -0.523084 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000202 | 0.001413 | 1 | 87,531 |
0 | -0.473343 | 0.200651 | -0.140548 | -0.396991 | -0.716748 | -0.528881 | -0.000429 | -1.6 | 0.732051 | 2.346065 | 0 | 0.002219 | 1 | 87,532 |
1.258704 | 1.72768 | 1.134624 | 0.759279 | -0.295691 | -0.161147 | -0.528881 | 0 | -1.6 | 0.732051 | 2.346065 | 0.001009 | 0.001814 | 1 | 87,533 |
-0.503329 | -0.787711 | -0.73263 | 0.760006 | -0.054337 | -0.834771 | -0.527163 | 0.000127 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.002218 | 1 | 87,534 |
-0.755375 | -0.787838 | -0.421746 | -0.140548 | -0.466309 | -0.716748 | -0.527163 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000606 | 0.004433 | 1 | 87,535 |
0 | -0.473343 | -0.110799 | -0.140184 | -0.627237 | -0.971018 | -0.52609 | 0.000079 | -1.6 | 0.732051 | 2.346065 | 0 | 0.003829 | 1 | 87,536 |
-0.503838 | -1.102778 | -0.422312 | -0.140002 | 0.54575 | -0.43528 | -0.52609 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.004435 | 1 | 87,537 |
-1.008286 | -0.473343 | -1.046156 | -0.139455 | -0.023616 | -0.104104 | -0.529311 | -0.000238 | -1.6 | 0.732051 | 2.346065 | -0.000808 | 0.005444 | 1 | 87,538 |
-0.504449 | -0.158339 | -0.111554 | -0.138907 | 0.330527 | -0.43528 | -0.529311 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.005446 | 1 | 87,539 |
0.504449 | 0.7868 | 0.512039 | -0.139637 | 0.220608 | 0.325017 | -0.525446 | 0.000286 | -1.6 | 0.732051 | 2.346065 | 0.000404 | 0.004841 | 1 | 87,540 |
1.763966 | 1.730348 | 1.135379 | -0.14073 | -0.16535 | -0.05052 | -0.525446 | 0 | -1.6 | 0.732051 | 2.346065 | 0.001414 | 0.00403 | 1 | 87,541 |
-1.259721 | -0.473343 | -1.356851 | 1.66566 | 1.097984 | 0.451498 | -0.525446 | 0 | -1.6 | 0.732051 | 2.346065 | -0.00101 | 0.004839 | 1 | 87,542 |
-0.504245 | -0.473343 | -0.111302 | -0.139637 | -0.281831 | -0.519521 | -0.538115 | -0.000937 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.005042 | 1 | 87,543 |
-0.252199 | 0.471478 | 0.200274 | 1.666755 | -0.510092 | -0.834771 | -0.538115 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000202 | 0.005847 | 1 | 87,544 |
0 | -0.473343 | 0.512039 | 0.763285 | -1.311875 | -1.329392 | -0.537041 | 0.000079 | -1.6 | 0.732051 | 2.346065 | 0 | 0.005847 | 1 | 87,545 |
0.252199 | -0.158276 | 0.512039 | 1.666755 | -0.241465 | -1.132165 | -0.537041 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.005645 | 1 | 87,546 |
-0.252199 | -0.158339 | 0.200274 | -0.139455 | -0.609333 | -0.834771 | -0.533391 | 0.00027 | -1.6 | 0.732051 | 2.346065 | -0.000202 | 0.005847 | 1 | 87,547 |
0 | 0.471669 | 0.512039 | 0.762556 | -1.237374 | -0.971018 | -0.533391 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.006048 | 1 | 87,548 |
1.00849 | 0.786545 | 1.135505 | -0.139819 | -0.729722 | -0.834771 | -0.534035 | -0.000048 | -1.6 | 0.732051 | 2.346065 | 0.000809 | 0.006244 | 1 | 87,549 |
-1.00849 | -0.15853 | -0.734643 | -0.139637 | 1.142447 | 0.660432 | -0.534035 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000809 | 0.007454 | 1 | 87,550 |
0 | -0.158276 | 0.512039 | -0.139089 | -1.160675 | -0.834771 | -0.532532 | 0.000111 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007655 | 1 | 87,551 |
0 | -0.473343 | 0.512039 | -0.139089 | -4.029688 | -2.554681 | -0.532532 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007454 | 1 | 87,552 |
0 | -0.473343 | -0.423635 | 0.76365 | -0.415946 | -0.161147 | -0.534894 | -0.000175 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007856 | 1 | 87,553 |
0.504347 | 0.471669 | 0.512039 | 1.664566 | -0.810689 | -0.519521 | -0.534894 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000404 | 0.007251 | 1 | 87,554 |
0.252097 | 0.471287 | 0.200337 | -0.139819 | 1.407136 | 0.920498 | -0.532961 | 0.000143 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.006045 | 1 | 87,555 |
0.252046 | 0.156346 | 0.2004 | -0.139819 | 0.679472 | 0.216654 | -0.532961 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.006445 | 1 | 87,556 |
0.503939 | 0.156219 | -0.422878 | -0.140366 | 0.84414 | 0.093124 | -0.53425 | -0.000095 | -1.6 | 0.732051 | 2.346065 | 0.000404 | 0.00584 | 1 | 87,557 |
0.503736 | 0.155965 | 0.512039 | -0.140366 | 0.283162 | -0.161147 | -0.53425 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000404 | 0.004231 | 1 | 87,558 |
0.251792 | -0.158784 | 0.200714 | -0.140366 | 0.61639 | 0.390518 | -0.53425 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.005235 | 1 | 87,559 |
1.006658 | 0.784257 | -0.421934 | 0.759643 | 1.501688 | 0.866915 | -0.53425 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000807 | 0.004227 | 1 | 87,560 |
-1.25845 | -0.787648 | -1.04364 | -0.14073 | -0.027488 | 0.136247 | -0.538329 | -0.000302 | -1.6 | 0.732051 | 2.346065 | -0.001009 | 0.005436 | 1 | 87,561 |
0.755222 | 0.784511 | 0.512039 | -0.141275 | 0.153115 | 0.290351 | -0.538329 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000606 | 0.004831 | 1 | 87,562 |
0.251639 | -0.158975 | 0.200903 | 0.759643 | 0.274108 | -0.05052 | -0.538115 | 0.000016 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.00483 | 1 | 87,563 |
-1.006862 | -0.473343 | -0.73263 | 0.759643 | -1.125897 | -1.329392 | -0.538115 | 0 | -1.6 | 0.732051 | 2.346065 | -0.000807 | 0.006239 | 1 | 87,564 |
0.251792 | 1.098816 | 0.8233 | -0.140912 | 1.259448 | 0.216654 | -0.538115 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.006037 | 1 | 87,565 |
-0.503634 | 0.155584 | -0.110547 | 0.761462 | 0.278936 | 0.136247 | -0.541121 | -0.000222 | -1.6 | 0.732051 | 2.346065 | -0.000404 | 0.006642 | 1 | 87,566 |
-0.755833 | -0.158721 | -0.422312 | 0.761462 | -0.422733 | -0.971018 | -0.54198 | -0.000063 | -1.6 | 0.732051 | 2.346065 | -0.000606 | 0.007047 | 1 | 87,567 |
0.251995 | -0.15853 | 0.823551 | 1.664019 | -0.701912 | -0.519521 | -0.54198 | 0 | -1.6 | 0.732051 | 2.346065 | 0.000202 | 0.006845 | 1 | 87,568 |
0 | -0.473343 | -0.422689 | -0.139819 | -0.686169 | -1.132165 | -0.54198 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.007246 | 1 | 87,569 |
0.75568 | 1.4142 | 0.200526 | -0.14073 | 0.791835 | 0.866915 | -0.542839 | -0.000063 | -1.6 | 0.732051 | 2.346065 | 0.000606 | 0.006641 | 1 | 87,570 |
0 | -0.158784 | 0.512039 | -0.140548 | -0.056889 | -0.43528 | -0.542839 | 0 | -1.6 | 0.732051 | 2.346065 | 0 | 0.006841 | 1 | 87,571 |
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