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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 | 0.764525 | 0.205663 | 0.731727 | 1.610104 | 1.340237 | -0.466395 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.00535 | 1 | 87,972 |
0.24779 | -0.163784 | 0.512039 | 0.731727 | -2.031271 | -1.942037 | -0.466395 | 0 | -1.4 | -0.785587 | -0 | 0.000199 | 0.004163 | 1 | 87,973 |
0.495432 | 0.454966 | -0.713584 | 1.617275 | 0.936173 | 0.76969 | -0.466395 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | 0.003568 | 1 | 87,974 |
-0.247691 | 0.763788 | 0.205846 | 0.729967 | 0.333617 | 0.25427 | -0.466395 | 0 | -1.4 | -0.785587 | -0 | -0.000199 | 0.003964 | 1 | 87,975 |
0 | 1.073224 | -0.406905 | 0.731727 | 0.418144 | 0.562124 | -0.421301 | 0.003334 | -1.4 | -0.785587 | -0 | 0 | 0.003964 | 1 | 87,976 |
0.742927 | 1.073224 | 0.512039 | 0.729967 | 0.010087 | -0.161147 | -0.410135 | 0.000825 | -1.4 | -0.785587 | -0 | 0.000596 | 0.003171 | 1 | 87,977 |
0 | 0.1451 | -0.406357 | 0.729967 | 0.053803 | 0.047788 | -0.410135 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.002379 | 1 | 87,978 |
0.495039 | 0.763297 | 0.205967 | 1.614638 | -0.758966 | -0.612644 | -0.404552 | 0.000413 | -1.4 | -0.785587 | -0 | 0.000397 | 0.002576 | 1 | 87,979 |
0.247446 | 0.453861 | -0.405993 | 1.614638 | -0.041251 | -0.612644 | -0.404552 | 0 | -1.4 | -0.785587 | -0 | 0.000198 | 0.002773 | 1 | 87,980 |
0 | -0.164275 | 0.20615 | 1.614638 | -1.182615 | -0.834771 | -0.404552 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.002773 | 1 | 87,981 |
0.494744 | 0.144732 | -0.711882 | 1.614638 | 0.677796 | 0.535739 | -0.404552 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | 0.00297 | 1 | 87,982 |
-0.74219 | -0.164398 | -0.405446 | 0.72821 | -0.26239 | -0.05052 | -0.404552 | 0 | -1.4 | -0.785587 | -0 | -0.000595 | 0.00317 | 1 | 87,983 |
0 | 0.762807 | 0.512039 | 0.72821 | -0.424687 | -0.716748 | -0.404552 | 0 | -1.4 | -0.785587 | -0 | 0 | 0.004553 | 1 | 87,984 |
0.74219 | 1.071691 | 1.123756 | 0.72821 | 0.25082 | 0.325017 | -0.412068 | -0.000556 | -1.4 | -0.785587 | -0 | 0.000595 | -0.002581 | 0 | 87,985 |
-1.237228 | -0.164398 | -1.323478 | 1.614638 | 0.355281 | 0.25427 | -0.412068 | 0 | -1.4 | -0.785587 | -0 | -0.000992 | -0.002584 | 0 | 87,986 |
0.495039 | 1.072304 | 0.205967 | 1.614638 | -0.39513 | -0.05052 | -0.412068 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | -0.003379 | 0 | 87,987 |
0 | -0.473343 | -0.405993 | 0.729967 | 0.802488 | 0.660432 | -0.412068 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.00597 | 0 | 87,988 |
-1.237965 | -0.782534 | -1.018317 | 1.617275 | 0.435569 | 0.748892 | -0.404982 | 0.000524 | -1.4 | -0.785587 | -0 | -0.000993 | -0.002386 | 0 | 87,989 |
0.742927 | 0.454782 | -0.406905 | 0.729967 | -0.098807 | -0.05052 | -0.404982 | 0 | -1.4 | -0.785587 | -0 | 0.000596 | -0.003978 | 0 | 87,990 |
0.495039 | 0.763297 | 0.205967 | 1.614638 | 0.5121 | -0.05052 | -0.404982 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | -0.004773 | 0 | 87,991 |
-0.495039 | -0.473343 | -0.405993 | 0.729967 | -0.980857 | -1.132165 | -0.407773 | -0.000206 | -1.4 | -0.785587 | -0 | -0.000397 | -0.004576 | 0 | 87,992 |
0 | 0.1451 | -0.406357 | 0.729967 | 0.010087 | -0.834771 | -0.407773 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.006572 | 0 | 87,993 |
0.495039 | 0.1451 | -0.406357 | 0.729967 | 0.446615 | 0.535739 | -0.406914 | 0.000063 | -1.4 | -0.785587 | -0 | 0.000397 | -0.006969 | 0 | 87,994 |
0 | 0.144854 | -0.405993 | 1.614638 | 0.300031 | -0.287628 | -0.406914 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.006969 | 0 | 87,995 |
0.74219 | 0.453861 | -0.405993 | 0.72821 | 0.328976 | 0.177365 | -0.407773 | -0.000063 | -1.4 | -0.785587 | -0 | 0.000595 | -0.008963 | 0 | 87,996 |
-0.989684 | -0.473343 | -1.323478 | 0.729967 | 0.381835 | 0.421534 | -0.407773 | 0 | -1.4 | -0.785587 | -0 | -0.000793 | -0.00817 | 0 | 87,997 |
-0.247544 | 0.454045 | -0.100043 | 1.614638 | 0.110601 | 0.451498 | -0.411853 | -0.000302 | -1.4 | -0.785587 | -0 | -0.000198 | -0.007171 | 0 | 87,998 |
0.742484 | 0.763297 | 0.205967 | 1.614638 | -1.136108 | -0.834771 | -0.411853 | 0 | -1.4 | -0.785587 | -0 | 0.000595 | -0.008567 | 0 | 87,999 |
0.494744 | 0.762561 | 0.20615 | 1.612006 | 0.994034 | 0.535739 | -0.451578 | -0.002937 | -1.4 | -0.785587 | -0 | 0.000397 | -0.008363 | 0 | 88,000 |
0.494548 | 0.144487 | 1.123392 | 1.612006 | 0.018209 | 0.216654 | -0.451578 | 0 | -1.4 | -0.785587 | -0 | 0.000397 | -0.00956 | 0 | 88,001 |
0 | 0.144242 | -0.405083 | 1.612006 | -1.302585 | -0.716748 | -0.451578 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.010561 | 0 | 88,002 |
0 | -0.473343 | -0.405083 | 1.612006 | -0.120704 | -0.287628 | -0.451578 | 0 | -1.4 | -0.785587 | -0 | 0 | -0.00896 | 0 | 88,003 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | 0.521209 | 0.587745 | -0.459738 | -0.000603 | -1.4 | -0.785587 | -0 | -0.000397 | -0.009364 | 0 | 88,004 |
-0.494744 | -0.473343 | -0.405446 | 1.614638 | 0.708031 | 0.290351 | -0.431179 | 0.002111 | -1.4 | -1 | 0.614014 | -0.000397 | -0.009367 | 0 | 88,005 |
-0.742484 | -0.164275 | -0.711882 | 1.614638 | -0.193278 | 0.290351 | -0.424308 | 0.000508 | -1.4 | -1 | 0.614014 | -0.000595 | -0.008572 | 0 | 88,006 |
1.484527 | 1.690134 | 1.123999 | 0.72821 | 1.756326 | 1.225289 | -0.424308 | 0 | -1.4 | -1 | 0.614014 | 0.00119 | -0.008962 | 0 | 88,007 |
0.247249 | 0.453126 | -0.711153 | 1.612006 | 0.681421 | 0.612644 | -0.424308 | 0 | -1.4 | -1 | 0.614014 | 0.000198 | -0.00896 | 0 | 88,008 |
0.2472 | 0.144242 | 0.512039 | 1.612006 | -0.865476 | -0.519521 | -0.456088 | -0.002349 | -1.4 | -1 | 0.614014 | 0.000198 | -0.008158 | 0 | 88,009 |
-0.2472 | -0.164581 | -0.710668 | 1.612006 | 0.829131 | 1.018806 | -0.456088 | 0 | -1.4 | -1 | 0.614014 | -0.000198 | -0.007361 | 0 | 88,010 |
-1.236738 | -0.473343 | -1.0168 | 0.72821 | -0.367038 | -0.222127 | -0.411853 | 0.00327 | -1.4 | -1 | 0.614014 | -0.000992 | -0.006369 | 0 | 88,011 |
0.74219 | 1.997976 | 0.512039 | 0.72821 | 0.655687 | 0.421534 | -0.411853 | 0 | -1.4 | -1 | 0.614014 | 0.000595 | -0.007564 | 0 | 88,012 |
0.494548 | 1.070772 | -0.405446 | 1.612006 | 0.202778 | 0 | -0.411853 | 0 | -1.4 | -1 | 0.614014 | 0.000397 | -0.00796 | 0 | 88,013 |
1.235513 | 2.612136 | 0.512039 | 1.609379 | 1.764567 | 1.819325 | -0.417651 | -0.000429 | -1.4 | -1 | 0.614014 | 0.000991 | -0.00995 | 0 | 88,014 |
-0.494058 | -0.473343 | -1.015285 | 0.726457 | 0.83869 | 0.390518 | -0.417651 | 0 | -1.4 | -1 | 0.614014 | -0.000396 | -0.009554 | 0 | 88,015 |
0 | 0.143875 | -0.404537 | 0.726457 | 0.384658 | 0.136247 | -0.417651 | 0 | -1.4 | -1 | 0.614014 | 0 | -0.009754 | 0 | 88,016 |
0.247054 | 0.143875 | 0.206574 | 0.726457 | 0.632225 | 0.971018 | -0.417651 | 0 | -1.4 | -1 | 0.614014 | 0.000198 | -0.009952 | 0 | 88,017 |
0.987725 | 1.068938 | -0.09883 | 1.609379 | 0.919161 | 0.535739 | -0.42259 | -0.000365 | -1.4 | -1 | 0.614014 | 0.000792 | -0.010144 | 0 | 88,018 |
-0.74072 | -0.165009 | -3.153903 | 0.724708 | -0.746741 | 0.047788 | -0.42259 | 0 | -1.4 | -1 | 0.614014 | -0.000594 | -0.008951 | 0 | 88,019 |
0.74072 | 1.068633 | 0.512039 | 0.724708 | 0.410349 | 0.358374 | -0.449861 | -0.002016 | -1.4 | -1 | 0.614014 | 0.000594 | -0.010144 | 0 | 88,020 |
0.493569 | 0.143264 | -0.40363 | 1.606757 | 0.974402 | 1.161674 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.000396 | -0.01094 | 0 | 88,021 |
1.23307 | 1.682863 | 0.81702 | 1.60414 | 0.882842 | 0.987236 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.000989 | -0.011929 | 0 | 88,022 |
-1.23307 | -0.473343 | -1.622409 | 1.606757 | 0.883621 | 0.987236 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | -0.000989 | -0.01054 | 0 | 88,023 |
-0.24676 | 0.14302 | -0.403268 | 0.724708 | 0.095169 | 0.290351 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | -0.000198 | -0.010342 | 0 | 88,024 |
0.24676 | 0.451293 | -0.098226 | 0.724708 | 0.492073 | 0.451498 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.000198 | -0.00994 | 0 | 88,025 |
0 | 0.14302 | -0.403268 | 0.724708 | 0.326381 | 0.480479 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0 | -0.009741 | 0 | 88,026 |
-0.24676 | -0.473343 | -1.013774 | 0.724708 | 0.050004 | 0.562124 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | -0.000198 | -0.009743 | 0 | 88,027 |
-0.98753 | -0.781677 | -0.708732 | 1.609379 | 1.319236 | 1.107266 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | -0.000792 | -0.008951 | 0 | 88,028 |
0.74072 | 0.76036 | 0.512039 | 0.724708 | 0.570288 | 0.562124 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.000594 | -0.009545 | 0 | 88,029 |
0.493569 | 0.759628 | -0.098347 | 1.606757 | 1.315526 | 1.034178 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.000396 | -0.00994 | 0 | 88,030 |
0 | 0.451111 | -0.403268 | 1.606757 | 0.845495 | 0.451498 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0 | -0.01054 | 0 | 88,031 |
0.739988 | 1.067108 | 0.512039 | 0.722961 | 1.17513 | 1.161674 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.000593 | -0.010334 | 0 | 88,032 |
-0.493277 | 0.142655 | -0.402725 | 1.606757 | 0.695696 | 0.987236 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | -0.000395 | -0.00914 | 0 | 88,033 |
1.725615 | 1.682437 | 0.207057 | 0.721219 | 1.487957 | 1.284631 | -0.449861 | 0 | -1.4 | -1 | 0.614014 | 0.001384 | -0.009925 | 0 | 88,034 |
-8.156027 | -9.423914 | -18.793689 | 4.283436 | 1.478535 | 1.497784 | -0.456732 | -0.000508 | -1.4 | 0.732051 | 2.346065 | -0.006539 | -0.002987 | 0 | 88,035 |
-1.240428 | 1.074761 | -1.021361 | 0.73455 | 0.753993 | 0.705768 | -0.39854 | 0.004302 | -1.4 | 0.732051 | 2.346065 | -0.000995 | -0.00299 | 0 | 88,036 |
-0.496517 | -0.473343 | -1.022888 | 1.625219 | 0.676535 | 0.216654 | -0.39854 | 0 | -1.4 | 0.732051 | 2.346065 | -0.000398 | -0.00359 | 0 | 88,037 |
-3.232185 | -1.40424 | -3.483545 | 0.738802 | -0.12185 | -0.358374 | -0.394245 | 0.000317 | -1.4 | 0.732051 | 2.346065 | -0.002591 | -0.000999 | 0 | 88,038 |
3.232185 | 3.564567 | 1.127418 | 3.402488 | 1.040736 | -0.05052 | -0.395319 | -0.000079 | -1.4 | 0.732051 | 2.346065 | 0.002591 | -0.00359 | 0 | 88,039 |
-1.242157 | -0.473343 | -1.33079 | 0.737028 | 0.778993 | 0.451498 | -0.395319 | 0 | -1.4 | 0.732051 | 2.346065 | -0.000996 | -0.001995 | 0 | 88,040 |
-0.497209 | -0.473343 | -0.410019 | 1.627878 | -0.375949 | -0.222127 | -0.394245 | 0.000079 | -1.4 | 0.732051 | 2.346065 | -0.000399 | -0.001596 | 0 | 88,041 |
-0.248679 | 0.768719 | 0.204625 | 1.627878 | 0.456416 | 0.093124 | -0.394245 | 0 | -1.4 | 0.732051 | 2.346065 | -0.000199 | -0.001397 | 0 | 88,042 |
-2.489521 | 0.458482 | -2.565474 | 1.63321 | -0.178508 | 0.25427 | -0.394675 | -0.000032 | -1.4 | 0.732051 | 2.346065 | -0.001996 | 0.000999 | 1 | 88,043 |
0 | -0.473343 | -0.412414 | 1.634814 | -0.891637 | -0.612644 | -0.394675 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.002594 | 1 | 88,044 |
0 | -0.473343 | -0.412414 | 3.420257 | -0.257268 | -0.43528 | -0.392742 | 0.000143 | -1.4 | 0.732051 | 2.346065 | 0 | 0.002195 | 1 | 88,045 |
-1.745626 | -0.473343 | -1.645881 | -0.148665 | 0.111742 | 0 | -0.392742 | 0 | -1.4 | 0.732051 | 2.346065 | -0.0014 | 0.002398 | 1 | 88,046 |
0 | -0.161616 | -0.722416 | 1.63642 | 0.706969 | 0.508541 | -0.38222 | 0.000778 | -1.4 | 0.732051 | 2.346065 | 0 | 0.002598 | 1 | 88,047 |
0.9978 | 1.084668 | -0.105065 | 1.639101 | -0.243595 | -0.716748 | -0.38222 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0008 | 0.002596 | 1 | 88,048 |
-0.9978 | -1.40815 | -1.955882 | 2.529588 | 0.150283 | -0.287628 | -0.388662 | -0.000476 | -1.4 | 0.732051 | 2.346065 | -0.0008 | 0.002997 | 1 | 88,049 |
0.748425 | 0.77319 | 0.203518 | 0.743431 | 0.601863 | 0.636861 | -0.388662 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0006 | 0.002397 | 1 | 88,050 |
-0.997999 | 0.149674 | -0.721675 | 0.744145 | 0.699209 | 0.136247 | -0.390165 | -0.000111 | -1.4 | 0.732051 | 2.346065 | -0.0008 | 0.003197 | 1 | 88,051 |
-1.248623 | 1.396457 | -1.031493 | 1.640175 | 0.52305 | 0.390518 | -0.390165 | 0 | -1.4 | 0.732051 | 2.346065 | -0.001001 | 0.004198 | 1 | 88,052 |
1.997198 | 2.02172 | 1.438343 | -0.149023 | 0.826555 | 0.093124 | -0.38673 | 0.000254 | -1.4 | 0.732051 | 2.346065 | 0.001601 | 0.002198 | 1 | 88,053 |
-0.998199 | 0.149799 | -1.95687 | 0.745934 | 1.442763 | 0.866915 | -0.38673 | 0 | -1.4 | 0.732051 | 2.346065 | -0.0008 | 0.002798 | 1 | 88,054 |
-0.499399 | -0.473343 | -0.41408 | 1.639638 | -0.838436 | -0.971018 | -0.39038 | -0.00027 | -1.4 | 0.732051 | 2.346065 | -0.0004 | 0.0022 | 1 | 88,055 |
0.249725 | -0.161367 | 0.20327 | 0.745218 | -0.822414 | -0.834771 | -0.39038 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0002 | 0.002 | 1 | 88,056 |
0.998399 | 1.085603 | 1.129266 | 3.420257 | 0.215255 | -0.43528 | -0.39038 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0008 | 0.0012 | 1 | 88,057 |
0.249475 | -0.161679 | 0.820436 | 3.420257 | -1.284449 | -0.834771 | -0.392527 | -0.000159 | -1.4 | 0.732051 | 2.346065 | 0.0002 | 0.001798 | 1 | 88,058 |
1.246627 | 1.084045 | 2.053101 | 3.420257 | -3.117607 | -1.942037 | -0.392527 | 0 | -1.4 | 0.732051 | 2.346065 | 0.001 | 0 | 0 | 88,059 |
0.747378 | 0.460343 | 0.512039 | 1.63321 | 0.352555 | -0.222127 | -0.38222 | 0.000762 | -1.4 | 0.732051 | 2.346065 | 0.000599 | -0.000599 | 0 | 88,060 |
0 | -0.473343 | -0.103833 | 1.63321 | 0.520101 | 0.809872 | -0.38222 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | -0.000599 | 0 | 88,061 |
-0.747378 | -1.407029 | -0.41186 | 4.310036 | -0.252914 | -0.161147 | -0.3863 | -0.000302 | -1.4 | 0.732051 | 2.346065 | -0.000599 | -0.0004 | 0 | 88,062 |
0 | -0.473343 | 0.512039 | 1.63321 | -2.065628 | -1.329392 | -0.3863 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0 | 0 | 88,063 |
-1.246627 | 0.149177 | -1.029024 | 1.634814 | -0.370585 | 0 | -0.384368 | 0.000143 | -1.4 | 0.732051 | 2.346065 | -0.001 | 0.001599 | 1 | 88,064 |
0 | -0.161741 | 0.203641 | -0.149023 | 0.047031 | 0.177365 | -0.384368 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.001599 | 1 | 88,065 |
-0.249475 | 0.461277 | 0.203641 | 1.63642 | 0.062984 | 0.047788 | -0.380073 | 0.000317 | -1.4 | 0.732051 | 2.346065 | -0.0002 | 0.0008 | 1 | 88,066 |
0 | 0.772941 | 0.512039 | 0.743431 | -0.871904 | -0.834771 | -0.380073 | 0 | -1.4 | 0.732051 | 2.346065 | 0 | 0.0008 | 1 | 88,067 |
0.748275 | 0.772941 | 0.820436 | 3.420257 | -0.338589 | -0.612644 | -0.380073 | 0 | -1.4 | 0.732051 | 2.346065 | 0.0006 | 0.0006 | 1 | 88,068 |
0.747826 | 0.460903 | 1.436491 | 4.310036 | -0.371476 | -0.971018 | -0.384368 | -0.000317 | -1.4 | 0.732051 | 2.346065 | 0.0006 | -0.0004 | 0 | 88,069 |
-0.747826 | -0.784696 | -0.412414 | 3.420257 | -0.512372 | -0.43528 | -0.384582 | -0.000016 | -1.4 | 0.732051 | 2.346065 | -0.0006 | 0.001199 | 1 | 88,070 |
-0.4988 | 0.460903 | -0.104571 | 1.63642 | -0.438559 | -0.716748 | -0.384582 | 0 | -1.4 | 0.732051 | 2.346065 | -0.0004 | 0.0008 | 1 | 88,071 |
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