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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 | 0.737028 | -1.20157 | -0.612644 | -0.543268 | 0 | -1.4 | -0.267949 | -0.517638 | 0 | 0.000597 | 1 | 88,372 |
0 | -0.473343 | -0.409651 | 1.625219 | -1.553487 | -1.329392 | -0.468327 | 0.00554 | -1.4 | -0.267949 | -0.517638 | 0 | 0.000199 | 1 | 88,373 |
0.248431 | 0.147317 | 0.512039 | 1.625219 | -0.617526 | -0.519521 | -0.468327 | 0 | -1.4 | -0.267949 | -0.517638 | 0.000199 | -0.000199 | 0 | 88,374 |
-0.248431 | -0.783704 | 0.204931 | 1.625219 | -2.45844 | -1.942037 | -0.535967 | -0.005 | -1.4 | -0.267949 | -0.517638 | -0.000199 | 0.000996 | 1 | 88,375 |
0 | -0.473343 | -0.409651 | 0.737028 | -0.114442 | -0.222127 | -0.535967 | 0 | -1.4 | -0.267949 | -0.517638 | 0 | 0.001592 | 1 | 88,376 |
-0.497011 | 0.457554 | -0.409651 | 1.625219 | -1.835848 | -1.583663 | -0.466395 | 0.005143 | -1.4 | -0.267949 | -0.517638 | -0.000398 | 0.001991 | 1 | 88,377 |
1.242157 | 1.388637 | 1.433545 | 1.625219 | -0.063577 | -0.358374 | -0.466395 | 0 | -1.4 | -0.267949 | -0.517638 | 0.000996 | 0.000398 | 1 | 88,378 |
0 | -0.473343 | 0.205053 | 0.735257 | -0.080918 | -0.612644 | -0.467254 | -0.000063 | -1.4 | -0.267949 | -0.517638 | 0 | 0.001194 | 1 | 88,379 |
-0.745146 | 0.146946 | -0.409101 | 0.735257 | -2.27797 | -1.583663 | -0.467254 | 0 | -1.4 | -0.267949 | -0.517638 | -0.000597 | 0.002189 | 1 | 88,380 |
0.745146 | 0.457554 | 1.126192 | 0.735257 | -0.795423 | -1.942037 | -0.471763 | -0.000333 | -1.4 | -0.267949 | -0.517638 | 0.000597 | 0.001591 | 1 | 88,381 |
0 | -0.163168 | 0.205053 | 0.735257 | -1.872422 | -1.583663 | -0.471763 | 0 | -1.4 | -0.267949 | -0.517638 | 0 | 0.001989 | 1 | 88,382 |
-0.745146 | -0.163168 | -0.409101 | 0.735257 | -1.911521 | -1.583663 | -0.471763 | 0 | -1.4 | -0.267949 | -0.517638 | -0.000597 | 0.002586 | 1 | 88,383 |
0 | -0.473343 | 0.512039 | 0.735257 | -2.22866 | -1.942037 | -0.475199 | -0.000254 | -1.4 | -0.267949 | -0.517638 | 0 | 0.00199 | 1 | 88,384 |
0 | -0.473343 | 0.512039 | 0.735257 | -3.244064 | -1.942037 | -0.475199 | 0 | -1.4 | -0.267949 | -0.517638 | 0 | 0.002984 | 1 | 88,385 |
0 | -0.473343 | 0.512039 | 0.735257 | -1.414263 | -1.942037 | -0.474984 | 0.000016 | -1.4 | -0.267949 | -0.517638 | 0 | 0.002586 | 1 | 88,386 |
0.993429 | 1.077843 | 1.433178 | 0.735257 | -0.983475 | -0.834771 | -0.47434 | 0.000048 | -1.4 | -0.267949 | -0.517638 | 0.000796 | 0.00179 | 1 | 88,387 |
-1.49044 | -0.783519 | -1.637714 | 0.737028 | 0.388866 | 0.636861 | -0.47434 | 0 | -1.4 | -0.267949 | -0.517638 | -0.001195 | 0.003382 | 1 | 88,388 |
0.497011 | 0.147564 | 0.204747 | 0.737028 | -0.599921 | -1.329392 | -0.472837 | 0.000111 | -1.4 | -0.267949 | -0.517638 | 0.000398 | 0.003976 | 1 | 88,389 |
0.745146 | 0.457554 | 0.512039 | 1.625219 | -0.131686 | -0.834771 | -0.472837 | 0 | -1.4 | -0.267949 | -0.517638 | 0.000597 | 0.003974 | 1 | 88,390 |
-0.745146 | -0.473343 | -0.409101 | 3.402488 | -2.031271 | -1.132165 | -0.471763 | 0.000079 | -1.4 | -0.267949 | -0.517638 | -0.000597 | 0.004968 | 1 | 88,391 |
0.248431 | 0.457554 | 0.819146 | 1.625219 | -0.832374 | -1.583663 | -0.471763 | 0 | -1.4 | -0.267949 | -0.517638 | 0.000199 | 0.00457 | 1 | 88,392 |
-0.248431 | -0.163044 | 0.204931 | 1.625219 | -0.222655 | -1.132165 | -0.47026 | 0.000111 | -1.4 | -0.267949 | -0.517638 | -0.000199 | 0.004769 | 1 | 88,393 |
0.745146 | 0.457554 | 1.126192 | 1.625219 | -2.724795 | -1.942037 | -0.47026 | 0 | -1.4 | -0.267949 | -0.517638 | 0.000597 | 0.003577 | 1 | 88,394 |
-0.745146 | -0.78358 | -1.33079 | 0.737028 | 0.24963 | 0.535739 | -0.455443 | 0.001095 | -1.4 | -0.535898 | -0.385986 | -0.000597 | 0.003778 | 1 | 88,395 |
-0.248481 | -0.783766 | -0.409651 | 0.737028 | -0.407338 | -0.287628 | -0.455443 | 0 | -1.4 | -0.535898 | -0.385986 | -0.000199 | 0.003778 | 1 | 88,396 |
0.248481 | -0.16292 | 0.819207 | 0.737028 | -0.902904 | -1.132165 | -0.474984 | -0.001445 | -1.4 | -0.535898 | -0.385986 | 0.000199 | 0.003778 | 1 | 88,397 |
0 | -0.473343 | 0.512039 | 0.737028 | -4.029688 | -2.554681 | -0.474984 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.003778 | 1 | 88,398 |
-0.248481 | -0.473343 | -1.024417 | 0.737028 | -0.435557 | -0.834771 | -0.474984 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.003778 | 1 | 88,399 |
0 | -0.473343 | 0.204809 | 0.737028 | -0.814571 | -1.942037 | -0.474984 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.003977 | 1 | 88,400 |
0.496912 | 0.457739 | 0.819207 | 1.625219 | -0.957828 | -0.834771 | -0.474984 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000398 | 0.002784 | 1 | 88,401 |
0.496714 | 0.147193 | 0.819085 | 0.735257 | -0.965401 | -1.329392 | -0.460168 | 0.001095 | -0.8 | -0.535898 | -0.385986 | 0.000398 | 0.002386 | 1 | 88,402 |
0.496517 | 0.146946 | 0.205053 | 0.735257 | 0.322729 | -0.287628 | -0.460168 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000398 | 0.001988 | 1 | 88,403 |
-0.496517 | -1.093632 | -0.408734 | 1.625219 | -0.684619 | -0.161147 | -0.458879 | 0.000095 | -0.8 | -0.535898 | -0.385986 | -0.000398 | 0.002585 | 1 | 88,404 |
-0.993627 | -1.40424 | -1.023499 | 0.737028 | -0.307506 | -0.161147 | -0.458879 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000797 | 0.004175 | 1 | 88,405 |
0.248481 | -0.16292 | -0.102483 | 0.737028 | -1.132684 | -1.329392 | -0.456947 | 0.000143 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.004571 | 1 | 88,406 |
0 | 0.457554 | 0.512039 | 1.625219 | -0.751948 | -0.834771 | -0.456947 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.004968 | 1 | 88,407 |
0.248431 | 0.147317 | 0.819146 | 1.625219 | -1.004863 | -1.329392 | -0.45845 | -0.000111 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.005759 | 1 | 88,408 |
-0.248431 | -0.163044 | 0.204931 | 1.625219 | 0.499019 | 0.216654 | -0.459094 | -0.000048 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.005958 | 1 | 88,409 |
0 | -0.473343 | 0.512039 | 1.625219 | -4.029688 | -2.554681 | -0.459094 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.00576 | 1 | 88,410 |
0.248431 | 0.147317 | 0.512039 | 1.625219 | -1.11919 | -1.329392 | -0.459094 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.005363 | 1 | 88,411 |
-0.248431 | -0.163044 | 0.204931 | 1.625219 | 0.251117 | -0.43528 | -0.459094 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.004968 | 1 | 88,412 |
-0.248481 | 0.147317 | -0.10236 | 0.737028 | 0.415261 | -0.104104 | -0.459094 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.00477 | 1 | 88,413 |
0 | -0.473343 | 0.512039 | 0.737028 | -4.029688 | -2.554681 | -0.456947 | 0.000159 | -0.8 | -0.535898 | -0.385986 | 0 | 0.004175 | 1 | 88,414 |
0.248481 | -0.16292 | 0.204809 | 0.737028 | -2.121415 | -1.583663 | -0.456947 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.003976 | 1 | 88,415 |
0.993429 | 0.76773 | -0.10236 | 0.735257 | 0.534153 | 0.177365 | -0.456947 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000796 | 0.003775 | 1 | 88,416 |
-0.248283 | -0.473343 | -0.101871 | 0.735257 | -0.536889 | -0.287628 | -0.458235 | -0.000095 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.004965 | 1 | 88,417 |
0.248283 | -0.163168 | 0.512039 | 0.735257 | -2.724795 | -1.942037 | -0.458235 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.004171 | 1 | 88,418 |
-0.248283 | -0.163229 | -0.101871 | 0.735257 | -1.080536 | -0.612644 | -0.459523 | -0.000095 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.003379 | 1 | 88,419 |
0 | -0.473343 | 0.205053 | 0.735257 | -1.443036 | -1.132165 | -0.458235 | 0.000095 | -0.8 | -0.535898 | -0.385986 | 0 | 0.002386 | 1 | 88,420 |
0 | -0.473343 | 0.512039 | 0.735257 | -4.029688 | -2.554681 | -0.458235 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001989 | 1 | 88,421 |
0 | -0.473343 | 0.205053 | 0.735257 | -1.47961 | -1.942037 | -0.457161 | 0.000079 | -0.8 | -0.535898 | -0.385986 | 0 | 0.00318 | 1 | 88,422 |
-0.496714 | -0.163168 | -0.101993 | 1.625219 | -0.015001 | 0.093124 | -0.457161 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000398 | 0.00338 | 1 | 88,423 |
-0.248431 | 0.147193 | 0.204931 | 0.737028 | 0.285683 | 0.177365 | -0.441271 | 0.001175 | -0.8 | -0.535898 | -0.385986 | -0.000199 | 0.004571 | 1 | 88,424 |
1.241662 | 2.007814 | -0.10236 | 1.622566 | 0.609173 | 0.587745 | -0.457376 | -0.001191 | -0.8 | -0.535898 | -0.385986 | 0.000996 | 0.003576 | 1 | 88,425 |
0.744405 | 1.076301 | 0.205175 | 1.622566 | 1.431554 | 1.479559 | -0.464247 | -0.000508 | -0.8 | -0.535898 | -0.385986 | 0.000597 | 0.002979 | 1 | 88,426 |
0 | -0.473343 | 0.205359 | 1.622566 | -1.065177 | -1.329392 | -0.464247 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001987 | 1 | 88,427 |
-0.744405 | -0.473343 | -1.021971 | 1.622566 | 0.603619 | 0.508541 | -0.464247 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000597 | 0.001988 | 1 | 88,428 |
0.992441 | 1.076301 | 1.125581 | 0.73349 | 0.367263 | 0.136247 | -0.464247 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000796 | 0.001192 | 1 | 88,429 |
0.495924 | 0.455889 | 0.20542 | 1.619918 | -0.49771 | -0.358374 | -0.465965 | -0.000127 | -0.8 | -0.535898 | -0.385986 | 0.000398 | 0.000795 | 1 | 88,430 |
0 | 0.455519 | 0.205541 | 1.619918 | 0.674147 | 0.480479 | -0.465965 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000795 | 1 | 88,431 |
0.495727 | 0.14596 | 0.205541 | 1.619918 | -0.169078 | 0.047788 | -0.462744 | 0.000238 | -0.8 | -0.535898 | -0.385986 | 0.000397 | 0.000397 | 1 | 88,432 |
0 | -0.473343 | -0.40727 | 0.731727 | -0.880589 | -1.132165 | -0.463174 | -0.000032 | -0.8 | -0.535898 | -0.385986 | 0 | 0 | 0 | 88,433 |
-0.743665 | -0.163784 | -0.40727 | 0.731727 | -0.370585 | -1.329392 | -0.463174 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000596 | 0.000795 | 1 | 88,434 |
1.239195 | 1.074761 | 1.124972 | 0.731727 | -0.195887 | -0.161147 | -0.463174 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000994 | -0.000397 | 0 | 88,435 |
-0.49553 | -1.0924 | -0.406905 | 1.619918 | 0.264037 | 0.093124 | -0.463174 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000397 | 0.000397 | 1 | 88,436 |
0 | -0.473343 | -0.40727 | 0.731727 | 0.182024 | -0.43528 | -0.459953 | 0.000238 | -0.8 | -0.535898 | -0.385986 | 0 | 0 | 0 | 88,437 |
0.49553 | 1.073839 | 1.124606 | 1.617275 | 1.228651 | 1.107266 | -0.459953 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000397 | 0 | 0 | 88,438 |
1.237965 | 1.073224 | 0.512039 | 0.729967 | 0.322205 | 0.325017 | -0.468757 | -0.000651 | -0.8 | -0.535898 | -0.385986 | 0.000993 | -0.000397 | 0 | 88,439 |
0.74219 | 0.453861 | -0.405993 | 0.72821 | 0.462585 | 0.535739 | -0.464462 | 0.000317 | -0.8 | -0.535898 | -0.385986 | 0.000595 | -0.001588 | 0 | 88,440 |
0.494548 | 0.144487 | -1.323478 | 0.72821 | 0.20921 | 0.25427 | -0.464462 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000397 | -0.000793 | 0 | 88,441 |
-0.247249 | -0.473343 | -0.405083 | 0.72821 | -1.330926 | -0.834771 | -0.464462 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.000198 | 0 | 88,442 |
0 | -0.164459 | -0.099436 | 0.72821 | -0.025065 | 0.325017 | -0.472407 | -0.000587 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000198 | 0 | 88,443 |
-0.742043 | 0.453126 | -0.405264 | 1.614638 | 0.567066 | 0.508541 | -0.46983 | 0.00019 | -0.8 | -0.535898 | -0.385986 | -0.000595 | 0.000397 | 1 | 88,444 |
-0.49494 | -0.164275 | -0.40581 | 0.729967 | 0.110601 | 0.25427 | -0.46983 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000397 | 0.000198 | 1 | 88,445 |
-0.247544 | 0.454045 | -0.100043 | 0.729967 | 0.04958 | 0.358374 | -0.471548 | -0.000127 | -0.8 | -0.535898 | -0.385986 | -0.000198 | 0.000992 | 1 | 88,446 |
0.247544 | -0.164091 | 0.205967 | 0.729967 | -0.698728 | -0.971018 | -0.471548 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000198 | 0.001784 | 1 | 88,447 |
0 | -0.164152 | 0.206028 | 0.729967 | -0.324472 | 0.047788 | -0.471548 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000793 | 1 | 88,448 |
-0.247544 | -0.164152 | -0.406175 | 0.729967 | 0.316147 | 0.508541 | -0.46983 | 0.000127 | -0.8 | -0.535898 | -0.385986 | -0.000198 | 0.000992 | 1 | 88,449 |
0.247544 | 0.1451 | 0.205967 | 0.729967 | -0.216521 | -0.358374 | -0.46983 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000198 | 0.000793 | 1 | 88,450 |
-0.99047 | -0.473343 | -0.712368 | 1.617275 | 0.681977 | 0.809872 | -0.464677 | 0.000381 | -0.8 | -0.535898 | -0.385986 | -0.000794 | 0.000794 | 1 | 88,451 |
0 | -0.473343 | 0.512039 | 1.617275 | -4.029688 | -2.554681 | -0.464677 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001588 | 1 | 88,452 |
0 | 0.145468 | 0.512039 | 1.617275 | -0.991401 | -1.329392 | -0.464677 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000596 | 1 | 88,453 |
0.247691 | 0.454782 | -0.406905 | 1.617275 | 1.200385 | 0.535739 | -0.467039 | -0.000175 | -0.8 | -0.535898 | -0.385986 | 0.000199 | 0.000794 | 1 | 88,454 |
0.990274 | 1.690992 | 0.512039 | 1.614638 | 1.518373 | 1.148383 | -0.469401 | -0.000175 | -0.8 | -0.785587 | -0 | 0.000794 | 0.000595 | 1 | 88,455 |
0.74219 | 1.071691 | 0.512039 | 1.614638 | 0.959878 | 0.480479 | -0.469401 | 0 | -0.8 | -0.785587 | -0 | 0.000595 | 0 | 0 | 88,456 |
0.494548 | 0.762072 | 0.206271 | 0.72821 | 0.236982 | 0.047788 | -0.480996 | -0.000857 | -0.8 | -0.785587 | -0 | 0.000397 | -0.000397 | 0 | 88,457 |
1.235513 | 2.612136 | 0.512039 | 1.609379 | 1.423131 | 1.107266 | -0.480996 | 0 | -0.8 | -0.785587 | -0 | 0.000991 | -0.001387 | 0 | 88,458 |
0 | 0.452026 | -0.404174 | 1.609379 | 0.930021 | 0.902996 | -0.497531 | -0.001222 | -0.8 | -0.785587 | -0 | 0 | -0.001387 | 0 | 88,459 |
-0.247005 | 0.14363 | -0.404174 | 0.726457 | 0.706703 | -0.104104 | -0.497531 | 0 | -0.8 | -0.785587 | -0 | -0.000198 | -0.001189 | 0 | 88,460 |
-0.247054 | -0.164765 | -0.709942 | 0.726457 | 1.18247 | 0.76969 | -0.497531 | 0 | -0.8 | -0.785587 | -0 | -0.000198 | -0.001586 | 0 | 88,461 |
-0.741454 | 0.143875 | -1.321658 | 1.612006 | 0.880891 | 0.727593 | -0.496457 | 0.000079 | -0.8 | -0.785587 | -0 | -0.000594 | -0.001388 | 0 | 88,462 |
-0.494548 | -0.473343 | -0.710911 | 1.614638 | 0.287635 | 0.093124 | -0.495813 | 0.000048 | -0.8 | -0.785587 | -0 | -0.000397 | -0.001588 | 0 | 88,463 |
-0.74219 | 0.144487 | -0.405446 | 1.614638 | -0.590663 | -0.358374 | -0.495813 | 0 | -0.8 | -0.785587 | -0 | -0.000595 | 0.000198 | 1 | 88,464 |
0 | 0.144854 | 0.512039 | 1.614638 | -0.576414 | -1.329392 | -0.496242 | -0.000032 | -0.8 | -0.785587 | -0 | 0 | 0.000992 | 1 | 88,465 |
0.74219 | 1.071691 | 0.512039 | 3.382228 | 0.280066 | 0 | -0.496242 | 0 | -0.8 | -0.785587 | -0 | 0.000595 | 0 | 0 | 88,466 |
1.236002 | 1.379412 | 0.206271 | 0.726457 | -0.136963 | -0.519521 | -0.500966 | -0.000349 | -0.8 | -0.785587 | -0 | 0.000991 | -0.000991 | 0 | 88,467 |
-0.741454 | 0.143875 | -0.404537 | 1.612006 | -0.167211 | -0.358374 | -0.500966 | 0 | -0.8 | -0.785587 | -0 | -0.000594 | -0.000198 | 0 | 88,468 |
-1.236738 | 0.452942 | -1.0168 | 1.614638 | 0.088481 | 0.535739 | -0.499893 | 0.000079 | -0.8 | -0.785587 | -0 | -0.000992 | 0.000198 | 1 | 88,469 |
-1.237965 | 0.453861 | -1.018317 | 1.617275 | 0.664204 | 0.636861 | -0.499893 | 0 | -0.8 | -0.785587 | -0 | -0.000993 | 0.001786 | 1 | 88,470 |
-0.49553 | 0.145468 | -0.406905 | 3.393656 | -0.343656 | 0.136247 | -0.493451 | 0.000476 | -0.8 | -0.785587 | -0 | -0.000397 | 0.001985 | 1 | 88,471 |
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