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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.249475 | -0.161679 | 0.203579 | -0.149023 | -0.062026 | -0.05052 | -0.480352 | 0 | -1.6 | 0 | -0.385986 | 0.0002 | 0.003594 | 1 | 87,772 |
-0.499 | -0.473343 | -0.721922 | -0.149023 | -0.53928 | -1.132165 | -0.480782 | -0.000032 | -1.6 | 0 | -0.385986 | -0.0004 | 0.003994 | 1 | 87,773 |
0.249525 | 0.150048 | 0.820498 | 2.528874 | -1.056158 | -1.583663 | -0.480782 | 0 | -1.6 | 0 | -0.385986 | 0.0002 | 0.004192 | 1 | 87,774 |
0 | 0.149924 | 0.512039 | 0.744145 | 0.131156 | -0.358374 | -0.480782 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.004192 | 1 | 87,775 |
0.249475 | 0.461463 | 0.512039 | 1.635885 | 0.402445 | 0 | -0.481855 | -0.000079 | -1.6 | 0 | -0.385986 | 0.0002 | 0.003594 | 1 | 87,776 |
-0.748574 | -0.161741 | -0.721922 | 0.74486 | 0.886629 | 1.049287 | -0.477131 | 0.000349 | -1.6 | 0 | -0.385986 | -0.0006 | 0.004194 | 1 | 87,777 |
0.249575 | -0.161554 | 0.512039 | 0.74486 | -0.476941 | -1.329392 | -0.477131 | 0 | -1.6 | 0 | -0.385986 | 0.0002 | 0.004392 | 1 | 87,778 |
0.748425 | 0.46165 | 0.512039 | 2.528874 | -0.07932 | -0.519521 | -0.472837 | 0.000317 | -1.6 | 0 | -0.385986 | 0.0006 | 0.003792 | 1 | 87,779 |
0 | 0.149674 | -0.104695 | 1.635885 | -0.705114 | -1.132165 | -0.472837 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.004389 | 1 | 87,780 |
0.4987 | 0.149674 | 0.820313 | 3.420257 | -0.775082 | -1.132165 | -0.472837 | 0 | -1.6 | 0 | -0.385986 | 0.0004 | 0.00399 | 1 | 87,781 |
0 | -0.473343 | -0.412784 | 0.742361 | -1.646855 | -1.329392 | -0.474555 | -0.000127 | -1.6 | 0 | -0.385986 | 0 | 0.00399 | 1 | 87,782 |
1.245879 | 1.083112 | 0.203826 | 1.63321 | 0.216834 | 0.216654 | -0.474555 | 0 | -1.6 | 0 | -0.385986 | 0.000999 | 0.002991 | 1 | 87,783 |
-0.498202 | -0.473343 | -0.41186 | 1.63321 | 0.084111 | -0.161147 | -0.482499 | -0.000587 | -1.6 | 0 | -0.385986 | -0.000399 | 0.003788 | 1 | 87,784 |
0.498202 | 0.149052 | 0.204011 | 1.63321 | -0.62584 | -0.358374 | -0.482499 | 0 | -1.6 | 0 | -0.385986 | 0.000399 | 0.003389 | 1 | 87,785 |
-0.747378 | -0.473343 | -0.41186 | 1.63321 | -1.700023 | -1.583663 | -0.485291 | -0.000206 | -1.6 | 0 | -0.385986 | -0.000599 | 0.003988 | 1 | 87,786 |
0.747378 | 0.460343 | 0.512039 | 1.63321 | -0.905184 | -1.132165 | -0.485291 | 0 | -1.6 | 0 | -0.385986 | 0.000599 | 0.002393 | 1 | 87,787 |
-0.747378 | -0.473343 | -0.41186 | 1.63321 | 0.174254 | -0.104104 | -0.485076 | 0.000016 | -1.6 | 0 | -0.385986 | -0.000599 | 0.002594 | 1 | 87,788 |
0.747378 | 0.460343 | 1.128033 | 1.63321 | -1.525496 | -1.942037 | -0.485076 | 0 | -1.6 | 0 | -0.385986 | 0.000599 | 0.002194 | 1 | 87,789 |
-0.747378 | 0.148804 | -0.41186 | 0.740579 | -0.421759 | -0.834771 | -0.483573 | 0.000111 | -1.6 | 0 | -0.385986 | -0.000599 | 0.002594 | 1 | 87,790 |
1.992014 | 2.015245 | 1.128033 | 0.740579 | -0.05332 | -0.161147 | -0.483573 | 0 | -1.6 | 0 | -0.385986 | 0.001597 | 0.000997 | 1 | 87,791 |
0 | -0.473343 | -1.334469 | 0.740579 | -0.935698 | -0.612644 | -0.476917 | 0.000492 | -1.6 | 0 | -0.385986 | 0 | 0.000997 | 1 | 87,792 |
-1.244636 | -0.473343 | -1.334469 | 3.413132 | -0.062026 | -0.612644 | -0.476917 | 0 | -1.6 | 0 | -0.385986 | -0.000998 | 0.002393 | 1 | 87,793 |
0.498004 | 1.081558 | 0.204134 | 0.740579 | 0.462994 | 0.290351 | -0.482285 | -0.000397 | -1.6 | 0 | -0.385986 | 0.000399 | 0.001596 | 1 | 87,794 |
-1.245382 | -0.473343 | -1.027486 | 0.740579 | -0.228856 | -0.971018 | -0.482285 | 0 | -1.6 | 0 | -0.385986 | -0.000999 | 0.003192 | 1 | 87,795 |
0.747378 | 0.460343 | 1.128033 | 0.740579 | -1.998879 | -1.942037 | -0.482929 | -0.000048 | -1.6 | 0 | -0.385986 | 0.000599 | 0.002991 | 1 | 87,796 |
0.249027 | 0.148804 | -0.41186 | 0.740579 | 0.180344 | -0.222127 | -0.482929 | 0 | -1.6 | 0 | -0.385986 | 0.0002 | 0.00299 | 1 | 87,797 |
-0.249027 | -0.162301 | -0.719704 | 1.63321 | 0.526166 | 0.216654 | -0.490659 | -0.000571 | -1.6 | 0 | -0.385986 | -0.0002 | 0.002393 | 1 | 87,798 |
0 | -0.473343 | -1.336313 | 3.415801 | -1.518709 | -0.716748 | -0.490659 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.002991 | 1 | 87,799 |
-0.747378 | -1.407029 | -0.41186 | 3.415801 | -2.031271 | -1.583663 | -0.482929 | 0.000571 | -1.6 | 0 | -0.385986 | -0.000599 | 0.003789 | 1 | 87,800 |
1.245382 | 1.08249 | 1.128033 | 0.740579 | 0.407876 | -0.104104 | -0.482929 | 0 | -1.6 | 0 | -0.385986 | 0.000999 | 0.001596 | 1 | 87,801 |
0.746633 | 0.459412 | 1.127418 | 0.738802 | -0.056377 | -0.519521 | -0.491518 | -0.000635 | -1.6 | 0 | -0.385986 | 0.000599 | 0.000997 | 1 | 87,802 |
0 | -0.162549 | -0.410939 | 3.411355 | 0.469294 | 0.177365 | -0.491518 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.001993 | 1 | 87,803 |
-0.497705 | -0.784199 | -0.410939 | 1.630541 | -2.121415 | -1.583663 | -0.493451 | -0.000143 | -1.6 | 0 | -0.385986 | -0.000399 | 0.002392 | 1 | 87,804 |
-0.248927 | -0.162425 | 0.204318 | 1.630541 | -1.160675 | -0.834771 | -0.493451 | 0 | -1.6 | 0 | -0.385986 | -0.0002 | 0.001994 | 1 | 87,805 |
0.746633 | 1.080938 | 0.512039 | 0.738802 | 0.810403 | -0.104104 | -0.493451 | 0 | -1.6 | 0 | -0.385986 | 0.000599 | 0.001993 | 1 | 87,806 |
0.497507 | 0.148183 | 0.512039 | 0.738802 | -0.527423 | -0.612644 | -0.493021 | 0.000032 | -1.6 | 0 | -0.385986 | 0.000399 | 0.000997 | 1 | 87,807 |
0 | -0.473343 | -0.41057 | 0.738802 | -1.911521 | -1.329392 | -0.493021 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.001793 | 1 | 87,808 |
-0.995212 | -1.094869 | -1.02595 | 1.630541 | 0.782376 | 0.421534 | -0.486794 | 0.00046 | -1.6 | 0 | -0.385986 | -0.000798 | 0.002392 | 1 | 87,809 |
-0.248927 | -0.784323 | -0.719212 | 1.630541 | 0.985321 | 0.390518 | -0.486794 | 0 | -1.6 | 0 | -0.385986 | -0.0002 | 0.001994 | 1 | 87,810 |
0.248927 | 0.459412 | 0.512039 | 1.630541 | 0.688604 | 0.636861 | -0.488083 | -0.000095 | -1.6 | 0 | -0.385986 | 0.0002 | 0.00279 | 1 | 87,811 |
0.497705 | 0.459225 | 0.204318 | 3.411355 | 0.48661 | 0.216654 | -0.488083 | 0 | -1.6 | 0 | -0.385986 | 0.000399 | 0.002988 | 1 | 87,812 |
0 | -0.473343 | -1.334469 | 3.411355 | 1.281422 | 0.790009 | -0.488512 | -0.000032 | -1.6 | 0 | -0.385986 | 0 | 0.003982 | 1 | 87,813 |
0.497507 | 1.080008 | 0.204441 | 1.627878 | 1.799388 | 1.225289 | -0.488512 | 0 | -1.6 | 0 | -0.385986 | 0.000399 | 0.002987 | 1 | 87,814 |
0.745888 | 0.458482 | 0.512039 | 1.627878 | -0.498825 | -0.43528 | -0.500537 | -0.000889 | -1.6 | 0 | -0.385986 | 0.000598 | 0.002389 | 1 | 87,815 |
0 | -0.162859 | -0.410019 | 0.737028 | 0.64259 | 0.451498 | -0.500537 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.001991 | 1 | 87,816 |
0.497011 | 0.147564 | -0.410019 | 1.625219 | 0.832229 | 0.358374 | -0.484432 | 0.001191 | -1.6 | 0 | -0.385986 | 0.000398 | 0.001592 | 1 | 87,817 |
-0.497011 | -0.473343 | -0.409651 | 0.737028 | 0.06505 | -0.358374 | -0.484432 | 0 | -1.6 | 0 | -0.385986 | -0.000398 | 0.001394 | 1 | 87,818 |
-0.745888 | -0.473343 | -0.410019 | 1.627878 | 0.498635 | 0.358374 | -0.488727 | -0.000317 | -1.6 | 0 | -0.385986 | -0.000598 | 0.001594 | 1 | 87,819 |
0 | -0.473343 | 0.512039 | 1.627878 | -1.801491 | -1.942037 | -0.488727 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.001594 | 1 | 87,820 |
0.745888 | 0.458482 | -0.41057 | 1.627878 | 0.861803 | 0.829298 | -0.489586 | -0.000063 | -1.6 | 0 | -0.385986 | 0.000598 | 0.000996 | 1 | 87,821 |
0 | -0.473343 | -0.102605 | 0.737028 | 0.085704 | -0.104104 | -0.489586 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.000996 | 1 | 87,822 |
0 | -0.473343 | 0.204747 | 0.737028 | -1.748489 | -1.583663 | -0.489586 | 0 | -1.6 | 0 | -0.385986 | 0 | 0.000398 | 1 | 87,823 |
0.497011 | 0.147564 | -0.102605 | 1.627878 | -0.20114 | -0.287628 | -0.489371 | 0.000016 | -1.6 | 0 | -0.385986 | 0.000398 | 0.000996 | 1 | 87,824 |
0 | -0.473343 | -1.947026 | 0.737028 | -0.343656 | -0.161147 | -0.511488 | -0.001635 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000796 | 1 | 87,825 |
-0.497011 | -0.473343 | -0.409651 | 0.737028 | -0.161031 | -0.716748 | -0.511488 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.000398 | 1 | 87,826 |
0 | 0.147564 | 0.204747 | 1.625219 | -0.996747 | -1.132165 | -0.500322 | 0.000825 | -1.6 | -0.267949 | -0.517638 | 0 | 0 | 0 | 87,827 |
0.497011 | 1.078461 | 0.204747 | 1.625219 | -0.00139 | -0.222127 | -0.500322 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.000597 | 1 | 87,828 |
0 | 0.457554 | -0.409651 | 1.625219 | 0.726429 | -0.161147 | -0.500322 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0 | 0 | 87,829 |
0.745146 | 0.457554 | -0.409651 | 1.625219 | -0.434561 | -0.161147 | -0.502469 | -0.000159 | -1.6 | -0.267949 | -0.517638 | 0.000597 | -0.000398 | 0 | 87,830 |
0 | -0.473343 | 0.512039 | 1.625219 | -4.029688 | -2.554681 | -0.502469 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000597 | 0 | 87,831 |
0 | 0.146946 | 0.205053 | 0.735257 | -0.13227 | -0.05052 | -0.519218 | -0.001238 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000597 | 0 | 87,832 |
0 | 0.146946 | 0.205053 | 0.735257 | 1.489161 | 0.636861 | -0.49796 | 0.001572 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000995 | 1 | 87,833 |
0.496517 | 0.146946 | 0.205053 | 0.735257 | -1.205439 | -1.329392 | -0.49796 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0 | 0 | 87,834 |
0 | -0.473343 | -1.022888 | 0.735257 | 0.472117 | 0 | -0.49796 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000796 | 1 | 87,835 |
0 | -0.473343 | -1.022888 | 0.735257 | -0.824392 | -0.612644 | -0.497316 | 0.000048 | -1.6 | -0.267949 | -0.517638 | 0 | 0.000796 | 1 | 87,836 |
-1.241662 | -0.783457 | -1.022888 | 0.735257 | 0.199534 | 0.177365 | -0.497316 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000996 | 0.00199 | 1 | 87,837 |
-0.497011 | 0.457554 | -0.409651 | 1.625219 | -0.379552 | -0.519521 | -0.499034 | -0.000127 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.002389 | 1 | 87,838 |
0.24853 | 0.768224 | 0.204747 | 0.737028 | 0.307608 | 0.136247 | -0.499034 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000199 | 0.001792 | 1 | 87,839 |
-0.24853 | -0.16292 | -0.717249 | 0.737028 | 0.320368 | 0.325017 | -0.508482 | -0.000698 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.002389 | 1 | 87,840 |
0 | -0.162859 | 0.204747 | 1.627878 | -0.085742 | -0.358374 | -0.516427 | -0.000587 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001394 | 1 | 87,841 |
0 | -0.473343 | -0.410019 | 1.627878 | -0.411148 | -0.971018 | -0.516427 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001593 | 1 | 87,842 |
0.497011 | 0.147564 | -1.332628 | 0.737028 | 0.295105 | 0.216654 | -0.516427 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.000597 | 1 | 87,843 |
-0.497011 | -0.473343 | -0.409651 | 1.625219 | -0.635696 | -0.612644 | -0.517501 | -0.000079 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.002389 | 1 | 87,844 |
0.745443 | 0.768224 | 0.204747 | 1.625219 | -0.930895 | -1.132165 | -0.517501 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000598 | 0.000796 | 1 | 87,845 |
0.496714 | 0.147193 | 0.204931 | 0.735257 | 0.646004 | 0.325017 | -0.505046 | 0.000921 | -1.6 | -0.267949 | -0.517638 | 0.000398 | 0.001393 | 1 | 87,846 |
0.248283 | 0.146946 | 0.512039 | 0.735257 | -0.970506 | -0.971018 | -0.505046 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000199 | 0.001988 | 1 | 87,847 |
-0.993429 | -0.473343 | -0.716025 | 0.735257 | -0.614782 | -0.612644 | -0.49839 | 0.000492 | -1.6 | -0.267949 | -0.517638 | -0.000796 | 0.002785 | 1 | 87,848 |
0.745146 | 1.077843 | 1.126192 | 0.735257 | 0.966052 | 0.177365 | -0.49839 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000597 | 0.001989 | 1 | 87,849 |
0.248283 | -0.163168 | 0.205053 | 0.735257 | -0.632862 | -1.132165 | -0.49839 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000199 | 0.002187 | 1 | 87,850 |
-1.49044 | -0.783519 | -1.637714 | 1.625219 | 0.438564 | 0.25427 | -0.503328 | -0.000365 | -1.6 | -0.267949 | -0.517638 | -0.001195 | 0.002587 | 1 | 87,851 |
0 | 0.147564 | 0.204747 | 1.625219 | 0.367747 | -0.222127 | -0.503328 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002587 | 1 | 87,852 |
1.242157 | 1.078461 | 1.126437 | 1.625219 | 0.09556 | -0.104104 | -0.503543 | -0.000016 | -1.6 | -0.267949 | -0.517638 | 0.000996 | 0.000995 | 1 | 87,853 |
0 | -0.473343 | -1.33079 | 1.625219 | -0.370585 | -0.43528 | -0.531029 | -0.002032 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001393 | 1 | 87,854 |
-0.745146 | -1.40424 | -1.945556 | 1.625219 | -1.898186 | -1.329392 | -0.531029 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.00199 | 1 | 87,855 |
0.745146 | 0.457554 | 0.512039 | 1.625219 | -0.526251 | -0.971018 | -0.505476 | 0.001889 | -1.6 | -0.267949 | -0.517638 | 0.000597 | 0.001393 | 1 | 87,856 |
-0.745146 | 0.146946 | -0.409101 | 0.735257 | -0.178508 | -0.104104 | -0.505476 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.00199 | 1 | 87,857 |
0.993429 | 0.76773 | 0.512039 | 0.735257 | 0.007354 | -0.716748 | -0.51836 | -0.000952 | -1.6 | -0.267949 | -0.517638 | 0.000796 | 0.001194 | 1 | 87,858 |
-0.248283 | -0.473343 | -0.101871 | 0.735257 | -0.207109 | -0.834771 | -0.51836 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.001393 | 1 | 87,859 |
-0.745146 | -1.40424 | -0.409101 | 0.735257 | -1.024263 | -1.942037 | -0.51836 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.001592 | 1 | 87,860 |
1.241662 | 2.007814 | 1.126192 | 0.73349 | 1.219958 | 1.225289 | -0.50569 | 0.000937 | -1.6 | -0.267949 | -0.517638 | 0.000996 | 0.000995 | 1 | 87,861 |
0.744405 | 1.076301 | 1.125581 | 3.39542 | 0.231781 | 0.325017 | -0.50569 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000597 | 0 | 0 | 87,862 |
1.239688 | 1.075376 | 0.205359 | 1.619918 | -1.027089 | -0.519521 | -0.509985 | -0.000317 | -1.6 | -0.267949 | -0.517638 | 0.000994 | -0.001591 | 0 | 87,863 |
-0.743665 | -0.473343 | -0.40727 | 1.619918 | -0.252192 | -0.716748 | -0.509985 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000596 | -0.000398 | 0 | 87,864 |
0 | 0.146083 | -0.407818 | 1.619918 | -0.808758 | -0.971018 | -0.511059 | -0.000079 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000398 | 0 | 87,865 |
-0.496023 | 0.455704 | -0.407818 | 1.619918 | 0.11022 | 0.136247 | -0.511059 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.000199 | 1 | 87,866 |
0 | 1.075376 | 0.205359 | 1.619918 | -0.353929 | -0.612644 | -0.503328 | 0.000571 | -1.6 | -0.267949 | -0.517638 | 0 | -0.000597 | 0 | 87,867 |
-0.744405 | 0.146329 | -0.408184 | 1.622566 | 0.640204 | 0.587745 | -0.503328 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.000995 | 1 | 87,868 |
-0.496517 | 0.456628 | -1.022888 | 0.735257 | 1.060089 | 0.727593 | -0.509556 | -0.00046 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.000995 | 1 | 87,869 |
0 | -0.473343 | 0.205053 | 0.735257 | -0.073497 | -0.834771 | -0.509556 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.002188 | 1 | 87,870 |
0 | 0.146946 | -0.409101 | 0.735257 | -0.544093 | -0.519521 | -0.5102 | -0.000048 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001989 | 1 | 87,871 |
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