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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 | 0.512039 | 0.735257 | -4.029688 | -2.554681 | -0.5102 | 0 | -1.6 | -0.267949 | -0.517638 | 0 | 0.001989 | 1 | 87,872 |
-0.745146 | -0.473343 | -0.409101 | 0.735257 | -0.618903 | -1.583663 | -0.50977 | 0.000032 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.00199 | 1 | 87,873 |
1.241662 | 1.077843 | 1.126192 | 0.735257 | -0.50782 | -0.834771 | -0.50977 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000996 | 0.000995 | 1 | 87,874 |
-0.248234 | -0.473343 | -1.022888 | 0.735257 | 0.2124 | -0.222127 | -0.509556 | 0.000016 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.00179 | 1 | 87,875 |
-0.993429 | -0.783519 | -0.716025 | 0.737028 | 0.725787 | 0.177365 | -0.509556 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000796 | 0.002586 | 1 | 87,876 |
-0.497011 | -1.09425 | -0.409651 | 1.625219 | -2.670782 | -1.942037 | -0.538974 | -0.002175 | -1.6 | -0.267949 | -0.517638 | -0.000398 | 0.003978 | 1 | 87,877 |
1.242157 | 1.078461 | 1.126437 | 1.625219 | -1.04728 | -1.583663 | -0.538974 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000996 | 0.002982 | 1 | 87,878 |
-0.745146 | -0.473343 | -1.33079 | 0.737028 | 0.211126 | -0.104104 | -0.506764 | 0.002381 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.003579 | 1 | 87,879 |
0.248431 | 0.147317 | -0.409651 | 1.625219 | -0.413062 | -1.132165 | -0.506764 | 0 | -1.6 | -0.267949 | -0.517638 | 0.000199 | 0.004372 | 1 | 87,880 |
-0.248431 | 0.457369 | 0.204931 | 0.735257 | 0.597688 | -0.222127 | -0.506764 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000199 | 0.004968 | 1 | 87,881 |
0 | 0.457554 | 0.512039 | 0.735257 | -0.084129 | -1.132165 | -0.530384 | -0.001746 | -1.6 | -0.267949 | -0.517638 | 0 | 0.004968 | 1 | 87,882 |
1.986067 | 2.007814 | 2.046965 | 1.622566 | 0.223734 | -0.161147 | -0.513206 | 0.00127 | -1.6 | -0.267949 | -0.517638 | 0.001592 | 0.003177 | 1 | 87,883 |
-0.744405 | -0.473343 | -0.408184 | 0.73349 | -0.31876 | -0.287628 | -0.513206 | 0 | -1.6 | -0.267949 | -0.517638 | -0.000597 | 0.003774 | 1 | 87,884 |
0.992441 | 0.766495 | 0.512039 | 0.73349 | -0.399794 | -1.329392 | -0.513206 | 0 | -1.6 | -0.535898 | -0.385986 | 0.000796 | 0.00278 | 1 | 87,885 |
0 | -0.473343 | -0.714803 | 0.73349 | -0.572589 | -1.132165 | -0.534035 | -0.00154 | -1.6 | -0.535898 | -0.385986 | 0 | 0.002185 | 1 | 87,886 |
0.247987 | -0.163538 | -0.714803 | 0.73349 | 0.188032 | -0.05052 | -0.527593 | 0.000476 | -1.2 | -0.535898 | -0.385986 | 0.000199 | 0.001589 | 1 | 87,887 |
0 | -0.473343 | -1.021361 | 3.39542 | -0.195887 | -0.519521 | -0.527593 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0.001986 | 1 | 87,888 |
-0.496023 | -1.093016 | -1.021361 | 0.73349 | -1.518709 | -1.329392 | -0.527593 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000398 | 0.002384 | 1 | 87,889 |
0.496023 | 0.146329 | 0.512039 | 0.73349 | -0.782395 | -1.132165 | -0.527593 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000398 | 0.001986 | 1 | 87,890 |
-1.240428 | -0.783149 | -1.942134 | 0.735257 | 0.305723 | 0.390518 | -0.527593 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000995 | 0.001591 | 1 | 87,891 |
0.248184 | 0.456628 | -0.408734 | 1.622566 | 0.017312 | 0.047788 | -0.510415 | 0.00127 | -1.2 | -0.535898 | -0.385986 | 0.000199 | 0.001789 | 1 | 87,892 |
-0.744701 | 0.146576 | -0.715536 | 1.622566 | -0.358265 | -0.43528 | -0.510415 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000597 | 0.001393 | 1 | 87,893 |
1.736944 | 1.69659 | 1.739369 | 3.39542 | -0.454838 | -0.161147 | -0.506979 | 0.000254 | -1.2 | -0.535898 | -0.385986 | 0.001393 | 0 | 0 | 87,894 |
-1.240428 | -1.093016 | -1.021361 | 3.39542 | -2.926925 | -1.329392 | -0.506979 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000995 | 0.001591 | 1 | 87,895 |
1.240428 | 2.624405 | 1.125581 | 3.393656 | -0.708334 | -0.358374 | -0.506979 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000995 | 0 | 0 | 87,896 |
0.991455 | 1.074761 | -0.407818 | 0.731727 | 0.347066 | 0.587745 | -0.511273 | -0.000317 | -1.2 | -0.535898 | -0.385986 | 0.000795 | -0.001193 | 0 | 87,897 |
0 | -0.473343 | 0.512039 | 0.731727 | -4.029688 | -2.554681 | -0.502255 | 0.000667 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000199 | 0 | 87,898 |
-0.24779 | -0.163845 | -3.78191 | 3.391014 | -0.246446 | -0.716748 | -0.502255 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000199 | -0.000596 | 0 | 87,899 |
0.49553 | 0.145714 | -0.40727 | 0.731727 | -0.149471 | -0.43528 | -0.516212 | -0.001032 | -1.2 | -0.535898 | -0.385986 | 0.000397 | -0.000994 | 0 | 87,900 |
-0.991258 | -0.782841 | -2.553237 | 1.619918 | 0.612793 | 0.636861 | -0.516212 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000795 | 0.000397 | 1 | 87,901 |
0 | 0.14596 | 0.205541 | 1.619918 | -0.045746 | -0.287628 | -0.496457 | 0.00146 | -1.2 | -0.535898 | -0.385986 | 0 | -0.001591 | 0 | 87,902 |
-0.743961 | -0.783087 | -1.327858 | 0.73349 | 0.149928 | -0.161147 | -0.496457 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000596 | -0.000995 | 0 | 87,903 |
0.496023 | 0.146329 | 1.125215 | 1.619918 | -0.595935 | -0.834771 | -0.492162 | 0.000317 | -1.2 | -0.535898 | -0.385986 | 0.000398 | -0.001393 | 0 | 87,904 |
0 | 0.146083 | -0.407818 | 1.619918 | 0.402217 | 0.216654 | -0.492162 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0 | 0 | 87,905 |
0 | 0.455704 | 0.512039 | 1.619918 | -0.011213 | -0.834771 | -0.488297 | 0.000286 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000398 | 0 | 87,906 |
0 | 0.455704 | -0.407818 | 3.393656 | -0.067733 | -0.971018 | -0.488297 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0.000596 | 1 | 87,907 |
0 | -0.473343 | -0.407818 | 1.619918 | -2.534113 | -1.583663 | -0.480782 | 0.000556 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000398 | 0 | 87,908 |
0 | -0.473343 | 0.512039 | 1.619918 | -1.024263 | -1.942037 | -0.480782 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0.000199 | 1 | 87,909 |
-0.496023 | -0.473343 | -0.407818 | 1.619918 | -1.302585 | -1.329392 | -0.480782 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000398 | 0 | 0 | 87,910 |
0.496023 | 0.765756 | 1.125215 | 0.73349 | 0.294005 | 0.047788 | -0.482285 | -0.000111 | -1.2 | -0.535898 | -0.385986 | 0.000398 | -0.000995 | 0 | 87,911 |
-0.496023 | -1.093016 | -1.942134 | 1.622566 | -0.348769 | -0.716748 | -0.474984 | 0.00054 | -1.2 | -0.535898 | -0.385986 | -0.000398 | 0 | 0 | 87,912 |
-0.744405 | -0.783272 | -0.408184 | 1.622566 | -1.021451 | -1.583663 | -0.474984 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000597 | 0.000995 | 1 | 87,913 |
0.744405 | 0.456628 | 0.512039 | 3.398068 | -0.248594 | -0.612644 | -0.474984 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000597 | 0.000398 | 1 | 87,914 |
0 | 0.765756 | -0.408184 | 0.73349 | 0.483859 | 0.76969 | -0.479708 | -0.000349 | -1.2 | -0.535898 | -0.385986 | 0 | 0.000398 | 1 | 87,915 |
0.248036 | 0.146329 | 0.205359 | 0.73349 | 0.457243 | 0.047788 | -0.479708 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000199 | 0.000199 | 1 | 87,916 |
-0.992441 | -0.163538 | -0.714803 | 0.73349 | 0.287635 | 0.390518 | -0.476702 | 0.000222 | -1.2 | -0.535898 | -0.385986 | -0.000796 | 0.000995 | 1 | 87,917 |
1.240428 | 2.005348 | 0.512039 | 1.619918 | -0.830368 | -0.716748 | -0.487653 | -0.00081 | -1.2 | -0.535898 | -0.385986 | 0.000995 | 0.000199 | 1 | 87,918 |
-0.496023 | 0.146083 | -0.407818 | 0.73349 | -0.416911 | -0.161147 | -0.487653 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000398 | 0.000398 | 1 | 87,919 |
1.487478 | 1.384936 | -0.101382 | 0.731727 | 0.445773 | -0.222127 | -0.487653 | 0 | -1.2 | -0.535898 | -0.385986 | 0.001193 | -0.000795 | 0 | 87,920 |
-0.24779 | -0.163845 | -0.713584 | 0.731727 | 0.519362 | 0.902996 | -0.48207 | 0.000413 | -1.2 | -0.535898 | -0.385986 | -0.000199 | 0 | 0 | 87,921 |
0 | 0.145714 | 0.205663 | 0.731727 | -1.376287 | -1.132165 | -0.48207 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0 | 0 | 87,922 |
-0.743665 | -0.473343 | -0.40727 | 1.619918 | -0.11728 | 0 | -0.481641 | 0.000032 | -1.2 | -0.535898 | -0.385986 | -0.000596 | 0.000795 | 1 | 87,923 |
0 | 0.455704 | 0.512039 | 1.619918 | -0.651539 | -0.834771 | -0.481641 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0.001192 | 1 | 87,924 |
0.743665 | 1.074761 | 0.512039 | 0.731727 | 0.740254 | 1.249506 | -0.483144 | -0.000111 | -1.2 | -0.535898 | -0.385986 | 0.000596 | 0.000397 | 1 | 87,925 |
0 | 0.145714 | -3.475596 | 0.731727 | 0.563312 | 0.612644 | -0.484647 | -0.000111 | -1.2 | -0.535898 | -0.385986 | 0 | 0.000397 | 1 | 87,926 |
1.238457 | 1.073839 | 0.205663 | 0.729967 | 1.03324 | 1.121185 | -0.484647 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000993 | 0 | 0 | 87,927 |
0 | 0.1451 | -0.406357 | 1.617275 | 1.044704 | 0.508541 | -0.484647 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0 | 0 | 87,928 |
0 | 0.1451 | -0.406357 | 0.729967 | 0.264907 | -0.161147 | -0.484647 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | 0.000397 | 1 | 87,929 |
1.237228 | 1.072304 | -1.938233 | 0.72821 | 0.466458 | 0.325017 | -0.488512 | -0.000286 | -1.2 | -0.535898 | -0.385986 | 0.000992 | -0.000397 | 0 | 87,930 |
0.494548 | 1.68799 | 0.206271 | 1.612006 | 1.217049 | 0.937661 | -0.492592 | -0.000302 | -1.2 | -0.535898 | -0.385986 | 0.000397 | -0.000793 | 0 | 87,931 |
0 | -0.473343 | -0.405083 | 0.72821 | 0.017312 | 0.047788 | -0.492592 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000397 | 0 | 87,932 |
-0.247249 | 0.452942 | -1.0168 | 0.72821 | 1.698006 | 0.954497 | -0.492592 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000198 | -0.000793 | 0 | 87,933 |
0 | -0.164459 | -0.711153 | 0.72821 | 0.759591 | 0.093124 | -0.487438 | 0.000381 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000793 | 0 | 87,934 |
-0.247298 | -0.164459 | -0.099436 | 0.72821 | 0.542029 | 0.093124 | -0.490445 | -0.000222 | -1.2 | -0.535898 | -0.385986 | -0.000198 | 0 | 0 | 87,935 |
-0.74219 | 0.144487 | -0.405446 | 0.72821 | -0.120132 | -0.287628 | -0.490445 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000595 | -0.000397 | 0 | 87,936 |
-0.495039 | 0.453861 | -0.405993 | 0.729967 | 0.782027 | 0.451498 | -0.490445 | 0 | -1.2 | -0.535898 | -0.385986 | -0.000397 | 0.000397 | 1 | 87,937 |
0.495039 | 1.072304 | 0.205967 | 1.614638 | 0.67189 | 0.421534 | -0.487868 | 0.00019 | -1.2 | -0.535898 | -0.385986 | 0.000397 | 0 | 0 | 87,938 |
0 | 0.762807 | 0.512039 | 0.72821 | -0.179777 | -0.222127 | -0.487868 | 0 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000993 | 0 | 87,939 |
0 | 0.453861 | -0.405993 | 0.729967 | 0.132256 | 0.047788 | -0.486579 | 0.000095 | -1.2 | -0.535898 | -0.385986 | 0 | -0.000397 | 0 | 87,940 |
-1.733495 | -1.091786 | -1.93726 | 1.617275 | -0.319573 | -0.43528 | -0.486579 | 0 | -1.2 | -0.535898 | -0.385986 | -0.00139 | 0.00139 | 1 | 87,941 |
0.49553 | 0.145714 | 0.205663 | 0.731727 | -0.008859 | 0.451498 | -0.486579 | 0 | -1.2 | -0.535898 | -0.385986 | 0.000397 | 0.000596 | 1 | 87,942 |
-1.239195 | -0.473343 | -1.019838 | 1.619918 | 0.576009 | 0.216654 | -0.491518 | -0.000365 | -1.2 | -0.535898 | -0.385986 | -0.000994 | 0.001589 | 1 | 87,943 |
0 | 0.455704 | -0.407818 | 1.619918 | 0.561597 | 0 | -0.488083 | 0.000254 | -1.2 | -0.535898 | -0.385986 | 0 | 0.001986 | 1 | 87,944 |
0.743665 | 0.455704 | 0.512039 | 1.619918 | 1.187044 | 0.937661 | -0.488083 | 0 | -1.2 | -0.785587 | -0 | 0.000596 | 0.00139 | 1 | 87,945 |
-0.743665 | -0.473343 | -1.327127 | 1.619918 | 0.117034 | 0 | -0.481855 | 0.00046 | -1.2 | -0.785587 | -0 | -0.000596 | 0.002581 | 1 | 87,946 |
-0.496023 | 0.146083 | -0.407818 | 0.73349 | 0.090456 | -0.287628 | -0.481855 | 0 | -1.2 | -0.785587 | -0 | -0.000398 | 0.002185 | 1 | 87,947 |
1.239688 | 1.075376 | 0.205359 | 3.393656 | 0.414594 | 0.290351 | -0.480352 | 0.000111 | -1.2 | -0.785587 | -0 | 0.000994 | 0.000993 | 1 | 87,948 |
-0.743665 | 0.145714 | -0.40727 | 1.619918 | 0.957065 | 0.809872 | -0.480352 | 0 | -1.2 | -0.785587 | -0 | -0.000596 | 0.002184 | 1 | 87,949 |
0 | 0.765263 | -0.101138 | 1.619918 | 0.708031 | 0.705768 | -0.483358 | -0.000222 | -1.2 | -0.785587 | -0 | 0 | 0.002581 | 1 | 87,950 |
0.743665 | 0.765263 | 0.512039 | 3.393656 | -0.096609 | -0.222127 | -0.483358 | 0 | -1.2 | -0.785587 | -0 | 0.000596 | 0.002381 | 1 | 87,951 |
-2.480609 | -0.782964 | -3.475596 | 1.625219 | 1.080729 | 1.382334 | -0.471334 | 0.000889 | -1.4 | -0.785587 | -0 | -0.001989 | 0.00437 | 1 | 87,952 |
0 | -0.473343 | 0.205053 | 1.625219 | 0.426706 | 0.325017 | -0.471334 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.00437 | 1 | 87,953 |
0 | -0.473343 | -0.409101 | 1.625219 | -1.485942 | -1.132165 | -0.456088 | 0.001127 | -1.4 | -0.785587 | -0 | 0 | 0.003974 | 1 | 87,954 |
1.736944 | 1.69659 | -1.33079 | 0.73349 | 0.595752 | 0.660432 | -0.456088 | 0 | -1.4 | -0.785587 | -0 | 0.001393 | 0.002184 | 1 | 87,955 |
-0.496023 | -0.473343 | -0.407818 | 0.73349 | -0.147067 | -0.222127 | -0.458664 | -0.00019 | -1.4 | -0.785587 | -0 | -0.000398 | 0.001987 | 1 | 87,956 |
1.239688 | 1.075376 | -0.408184 | 1.619918 | -0.267559 | 0 | -0.458664 | 0 | -1.4 | -0.785587 | -0 | 0.000994 | 0.002183 | 1 | 87,957 |
-1.239688 | -0.473343 | -1.327127 | 1.619918 | -0.005112 | -0.05052 | -0.464033 | -0.000397 | -1.4 | -0.785587 | -0 | -0.000994 | 0.003375 | 1 | 87,958 |
0.743961 | 1.694434 | 1.431712 | 1.619918 | 0.858863 | 0.636861 | -0.464033 | 0 | -1.4 | -0.785587 | -0 | 0.000596 | 0.002977 | 1 | 87,959 |
-0.743961 | -0.163661 | -0.714315 | 0.73349 | 0.214938 | -0.104104 | -0.436118 | 0.002064 | -1.4 | -0.785587 | -0 | -0.000596 | 0.003375 | 1 | 87,960 |
-0.744405 | -0.163476 | -0.408184 | 1.622566 | 0.269526 | 0.76969 | -0.46253 | -0.001953 | -1.4 | -0.785587 | -0 | -0.000597 | 0.002981 | 1 | 87,961 |
0.744405 | 1.076301 | 0.512039 | 0.73349 | -0.428616 | -0.834771 | -0.46253 | 0 | -1.4 | -0.785587 | -0 | 0.000597 | 0.002979 | 1 | 87,962 |
0.496023 | 1.075376 | 0.205359 | 1.619918 | -0.259458 | 0 | -0.464462 | -0.000143 | -1.4 | -0.785587 | -0 | 0.000398 | 0.002978 | 1 | 87,963 |
0 | 0.455704 | -0.101138 | 1.619918 | 1.179072 | 0.954497 | -0.464462 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.003968 | 1 | 87,964 |
0 | 0.146083 | 0.512039 | 1.619918 | 0.274393 | -0.104104 | -0.464462 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.003572 | 1 | 87,965 |
0 | 0.146083 | 0.512039 | 1.619918 | 0.391886 | 0.358374 | -0.463818 | 0.000048 | -1.4 | -0.785587 | -0 | 0 | 0.003572 | 1 | 87,966 |
0 | 0.146083 | 0.512039 | 1.619918 | -1.150016 | -0.716748 | -0.463818 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.00377 | 1 | 87,967 |
0.247938 | 0.146083 | -0.407818 | 1.619918 | -0.13052 | -0.716748 | -0.464247 | -0.000032 | -1.4 | -0.785587 | -0 | 0.000199 | 0.004363 | 1 | 87,968 |
-0.247938 | 1.074453 | -0.714315 | 1.619918 | -0.174088 | -0.287628 | -0.464247 | 0 | -1.4 | -0.785587 | -0 | -0.000199 | 0.003968 | 1 | 87,969 |
0 | 0.455704 | -0.407818 | 1.619918 | -0.467363 | -0.519521 | -0.439124 | 0.001857 | -1.4 | -0.785587 | -0 | 0 | 0.004562 | 1 | 87,970 |
0.743665 | 0.455704 | 0.512039 | 0.731727 | 1.13818 | 1.698611 | -0.466395 | -0.002016 | -1.4 | -0.785587 | -0 | 0.000596 | 0.004362 | 1 | 87,971 |
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