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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.486001 | 1.383091 | 0.205663 | 0.729967 | 0.444296 | 0.177365 | -0.493451 | 0 | -0.8 | -0.785587 | -0 | 0.001191 | 0.001784 | 1 | 88,472 |
-0.247544 | -0.164152 | -2.244244 | 0.729967 | 0.991627 | 0.587745 | -0.493451 | 0 | -0.8 | -0.785587 | -0 | -0.000198 | 0.003369 | 1 | 88,473 |
1.237228 | 1.072304 | 0.205967 | 3.38486 | 0.094778 | -0.05052 | -0.497101 | -0.00027 | -0.8 | -0.785587 | -0 | 0.000992 | 0.00297 | 1 | 88,474 |
0 | -0.473343 | -0.405446 | 3.38486 | -0.207776 | -0.519521 | -0.50161 | -0.000333 | -0.8 | -0.785587 | -0 | 0 | 0.002377 | 1 | 88,475 |
0 | -0.473343 | -0.405446 | 3.38486 | -0.950355 | -1.132165 | -0.50161 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.001387 | 1 | 88,476 |
-1.237228 | -0.473343 | -1.323478 | 0.729967 | 0.179334 | 0.216654 | -0.499893 | 0.000127 | -0.8 | -0.785587 | -0 | -0.000992 | 0.003171 | 1 | 88,477 |
-0.742927 | 0.1451 | -0.406357 | 0.731727 | -0.017858 | 0.216654 | -0.499893 | 0 | -0.8 | -0.785587 | -0 | -0.000596 | 0.002975 | 1 | 88,478 |
0 | -0.473343 | 0.512039 | 1.617275 | -0.764288 | -0.519521 | -0.499893 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.003766 | 1 | 88,479 |
0 | -0.473343 | 0.512039 | 1.617275 | -1.847779 | -1.583663 | -0.497745 | 0.000159 | -0.8 | -0.785587 | -0 | 0 | 0.003964 | 1 | 88,480 |
0 | -0.473343 | 0.512039 | 1.617275 | -0.423709 | -0.222127 | -0.497745 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.004953 | 1 | 88,481 |
0 | 1.073224 | 0.512039 | 3.391014 | 0.771454 | 0.866915 | -0.504187 | -0.000476 | -0.8 | -0.785587 | -0 | 0 | 0.004953 | 1 | 88,482 |
-0.49553 | 0.145468 | -0.406905 | 0.731727 | -0.797309 | -0.834771 | -0.504187 | 0 | -0.8 | -0.785587 | -0 | -0.000397 | 0.00535 | 1 | 88,483 |
0.24779 | -0.163784 | 0.205663 | 0.731727 | 0.968403 | 0.587745 | -0.504187 | 0 | -0.8 | -0.785587 | -0 | 0.000199 | 0.004163 | 1 | 88,484 |
-0.24779 | -0.473343 | -0.713584 | 0.731727 | 0.986458 | 0.727593 | -0.485291 | 0.001397 | -0.8 | -0.785587 | -0 | -0.000199 | 0.00535 | 1 | 88,485 |
0.49553 | 0.145714 | 0.205663 | 1.617275 | -0.108808 | -0.222127 | -0.485291 | 0 | -0.8 | -0.785587 | -0 | 0.000397 | 0.004558 | 1 | 88,486 |
-0.49553 | 0.145468 | -0.406905 | 0.731727 | -0.514662 | -0.612644 | -0.471978 | 0.000984 | -0.8 | -0.785587 | -0 | -0.000397 | 0.004362 | 1 | 88,487 |
0.49553 | 0.145714 | 0.205663 | 1.617275 | -0.896117 | -0.519521 | -0.480352 | -0.000619 | -0.8 | -0.785587 | -0 | 0.000397 | 0.003766 | 1 | 88,488 |
0.742927 | 1.073224 | 0.512039 | 0.729967 | 0.125253 | -0.104104 | -0.480352 | 0 | -0.8 | -0.785587 | -0 | 0.000596 | 0.003171 | 1 | 88,489 |
-0.742927 | -0.164091 | -0.406357 | 0.729967 | 0.639156 | -0.161147 | -0.480352 | 0 | -0.8 | -0.785587 | -0 | -0.000596 | 0.003569 | 1 | 88,490 |
1.485411 | 1.691422 | 1.430434 | 1.614638 | -0.065132 | 0.047788 | -0.490445 | -0.000746 | -0.8 | -0.785587 | -0 | 0.001191 | 0.003367 | 1 | 88,491 |
0.494744 | 0.144732 | -0.711882 | 1.614638 | -0.421759 | 0.047788 | -0.500752 | -0.000762 | -0.8 | -0.785587 | -0 | 0.000397 | 0.003168 | 1 | 88,492 |
0 | -0.473343 | -1.323478 | 0.72821 | -0.332733 | -0.612644 | -0.500752 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.00297 | 1 | 88,493 |
0 | -0.164398 | -0.405446 | 1.614638 | 0.59785 | -0.161147 | -0.497745 | 0.000222 | -0.8 | -0.785587 | -0 | 0 | 0.00297 | 1 | 88,494 |
-0.74219 | -0.78235 | -1.323478 | 1.614638 | -0.190034 | -0.519521 | -0.497745 | 0 | -0.8 | -0.785587 | -0 | -0.000595 | 0.002378 | 1 | 88,495 |
0.74219 | 0.453861 | 0.512039 | 1.614638 | -1.171539 | -1.132165 | -0.495169 | 0.00019 | -0.8 | -0.785587 | -0 | 0.000595 | 0.00297 | 1 | 88,496 |
1.236002 | 1.070772 | 0.206271 | 1.612006 | 0.846534 | 0.660432 | -0.495169 | 0 | -0.8 | -0.785587 | -0 | 0.000991 | 0.000792 | 1 | 88,497 |
-1.236002 | -1.090806 | -1.933376 | 0.72821 | 0.617636 | 0.390518 | -0.495169 | 0 | -0.8 | -0.785587 | -0 | -0.000991 | 0.001387 | 1 | 88,498 |
0 | 0.144487 | -1.323478 | 0.72821 | -1.013096 | -0.834771 | -0.49839 | -0.000238 | -0.8 | -0.785587 | -0 | 0 | 0.003365 | 1 | 88,499 |
0 | -0.164398 | 0.206271 | 1.614638 | 0.051695 | -0.161147 | -0.49839 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.003365 | 1 | 88,500 |
-0.989684 | -0.78235 | -1.323478 | 0.729967 | 0.2826 | 0.358374 | -0.497531 | 0.000063 | -0.8 | -0.785587 | -0 | -0.000793 | 0.004159 | 1 | 88,501 |
0.989684 | 0.763052 | 0.206028 | 1.614638 | -0.397924 | -0.222127 | -0.496886 | 0.000048 | -0.8 | -0.785587 | -0 | 0.000793 | 0.003958 | 1 | 88,502 |
-1.237228 | -1.400547 | -1.323478 | 0.729967 | -0.493274 | -0.716748 | -0.496886 | 0 | -0.8 | -0.785587 | -0 | -0.000992 | 0.006332 | 1 | 88,503 |
0.495039 | 1.072304 | 0.205967 | 1.614638 | -0.064613 | -0.222127 | -0.496886 | 0 | -0.8 | -0.785587 | -0 | 0.000397 | 0.00554 | 1 | 88,504 |
0.74219 | 1.071691 | 0.512039 | 0.72821 | 0.059246 | 0 | -0.496242 | 0.000048 | -0.8 | -0.785587 | -0 | 0.000595 | 0.004353 | 1 | 88,505 |
0 | -0.473343 | 0.206271 | 0.72821 | -1.738459 | -1.583663 | -0.496242 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.004156 | 1 | 88,506 |
0 | -0.473343 | -0.405446 | 0.72821 | -1.096323 | -1.329392 | -0.496457 | -0.000016 | -0.8 | -0.785587 | -0 | 0 | 0.004353 | 1 | 88,507 |
0 | -0.164398 | 0.206271 | 0.72821 | 0.70657 | 0.421534 | -0.496457 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.004353 | 1 | 88,508 |
0 | -0.473343 | -0.405446 | 0.72821 | -1.115866 | -0.971018 | -0.499893 | -0.000254 | -0.8 | -0.785587 | -0 | 0 | 0.003958 | 1 | 88,509 |
0 | -0.164398 | -0.405446 | 1.614638 | 0.910784 | 0.451498 | -0.499893 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.003365 | 1 | 88,510 |
-0.74219 | -0.78235 | -1.323478 | 1.614638 | -1.146507 | -0.834771 | -0.494095 | 0.000429 | -0.8 | -0.785587 | -0 | -0.000595 | 0.004948 | 1 | 88,511 |
-0.495039 | 0.144854 | -0.405993 | 0.729967 | 0.421452 | 0.636861 | -0.494095 | 0 | -0.8 | -0.785587 | -0 | -0.000397 | 0.00495 | 1 | 88,512 |
-0.742927 | 0.1451 | -0.406357 | 0.729967 | -0.367038 | -0.519521 | -0.4898 | 0.000317 | -0.8 | -0.785587 | -0 | -0.000596 | 0.005743 | 1 | 88,513 |
1.485411 | 1.691422 | 2.042394 | 1.614638 | 0.722306 | -0.43528 | -0.4898 | 0 | -0.8 | -0.785587 | -0 | 0.001191 | 0.00396 | 1 | 88,514 |
0.989292 | 1.380146 | 0.817867 | 0.72821 | 0.861095 | 1.249506 | -0.514494 | -0.001826 | -0.8 | -1 | 0.614014 | 0.000793 | 0.003956 | 1 | 88,515 |
-0.494548 | -0.473343 | -0.405083 | 0.72821 | 0.290413 | -0.519521 | -0.497531 | 0.001254 | -0.8 | -1 | 0.614014 | -0.000397 | 0.003365 | 1 | 88,516 |
0 | 0.144487 | 0.206271 | 0.72821 | -0.842513 | -0.519521 | -0.502255 | -0.000349 | -0.8 | -1 | 0.614014 | 0 | 0.003958 | 1 | 88,517 |
0.247298 | -0.164398 | 0.512039 | 0.72821 | -1.326103 | -1.942037 | -0.502255 | 0 | -0.8 | -1 | 0.614014 | 0.000198 | 0.003167 | 1 | 88,518 |
-0.742043 | -0.473343 | -0.711153 | 1.614638 | 1.3452 | 1.078752 | -0.479923 | 0.001651 | -0.8 | -1 | 0.614014 | -0.000595 | 0.003762 | 1 | 88,519 |
0.742043 | 0.762561 | -0.711882 | 0.72821 | 1.714793 | 1.296035 | -0.479923 | 0 | -0.8 | -1 | 0.614014 | 0.000595 | 0.002772 | 1 | 88,520 |
-0.247298 | -0.164459 | -0.711153 | 1.612006 | 0.707766 | 0.390518 | -0.479923 | 0 | -0.8 | -1 | 0.614014 | -0.000198 | 0.001783 | 1 | 88,521 |
1.236002 | 1.070772 | 1.123392 | 1.612006 | -0.467363 | -0.43528 | -0.487224 | -0.00054 | -0.8 | -1 | 0.614014 | 0.000991 | 0.000792 | 1 | 88,522 |
1.728348 | 1.685851 | -1.321658 | 0.724708 | 1.155001 | 1.049287 | -0.488727 | -0.000111 | -0.8 | -1 | 0.614014 | 0.001386 | -0.00099 | 0 | 88,523 |
0.739988 | 1.067108 | -0.403268 | 0.722961 | 0.849332 | 1.018806 | -0.488727 | 0 | -0.8 | -1 | 0.614014 | 0.000593 | -0.001979 | 0 | 88,524 |
-0.739988 | 0.142655 | -3.455861 | 1.606757 | 0.58217 | 0.535739 | -0.488727 | 0 | -0.8 | -1 | 0.614014 | -0.000593 | -0.00198 | 0 | 88,525 |
-1.23429 | -0.473343 | -1.013774 | 1.609379 | 0.215571 | 0.358374 | -0.488727 | 0 | -0.8 | -1 | 0.614014 | -0.00099 | -0.001387 | 0 | 88,526 |
0.98753 | 1.376845 | 0.512039 | 3.376098 | 0.542029 | -0.358374 | -0.488727 | 0 | -0.8 | -1 | 0.614014 | 0.000792 | -0.001782 | 0 | 88,527 |
-0.98753 | -1.090072 | -1.624945 | 1.609379 | 0.179334 | 0.047788 | -0.482499 | 0.00046 | -0.8 | -1 | 0.614014 | -0.000792 | -0.000991 | 0 | 88,528 |
0.98753 | 0.76036 | 1.122545 | 0.724708 | 0.047457 | -0.43528 | -0.476917 | 0.000413 | -0.8 | -1 | 0.614014 | 0.000792 | -0.001782 | 0 | 88,529 |
0.24676 | -0.16507 | -0.098226 | 1.606757 | 0.029739 | 0.136247 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0.000198 | -0.001782 | 0 | 88,530 |
1.23307 | 1.067108 | 0.512039 | 1.60414 | 0.946367 | 0.612644 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0.000989 | -0.003365 | 0 | 88,531 |
0 | -0.473343 | 0.512039 | 1.60414 | -0.540479 | -1.329392 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.00396 | 0 | 88,532 |
0 | 0.450197 | 0.512039 | 0.722961 | 0.570964 | 0.587745 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.003167 | 0 | 88,533 |
-1.23307 | -0.473343 | -1.012265 | 0.722961 | 0.100231 | -0.716748 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | -0.000989 | -0.00198 | 0 | 88,534 |
1.23307 | 1.067108 | 1.426802 | 0.722961 | -0.836408 | -0.612644 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0.000989 | -0.002374 | 0 | 88,535 |
-0.493082 | -0.473343 | -0.402363 | 0.722961 | 0.009633 | -0.834771 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | -0.000395 | -0.001979 | 0 | 88,536 |
-0.739988 | 0.142655 | -1.012868 | 1.606757 | 1.060658 | 1.034178 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | -0.000593 | -0.00198 | 0 | 88,537 |
-0.24676 | -0.473343 | -0.403268 | 0.724708 | 0.383483 | 0.660432 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | -0.000198 | -0.001782 | 0 | 88,538 |
0 | -0.473343 | -0.098226 | 0.724708 | -0.213141 | -0.287628 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.001188 | 0 | 88,539 |
-0.246809 | -0.473343 | -0.098226 | 0.724708 | 0.041038 | 0.093124 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | -0.000198 | -0.001981 | 0 | 88,540 |
1.233557 | 1.375747 | 0.206876 | 0.722961 | 1.685099 | 1.726897 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0.000989 | -0.002573 | 0 | 88,541 |
0.246565 | 0.142655 | -1.318031 | 0.722961 | 0.254374 | -0.222127 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0.000198 | -0.003168 | 0 | 88,542 |
-0.246565 | -0.165375 | -0.402544 | 1.606757 | 0.757164 | 0.748892 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | -0.000198 | -0.002573 | 0 | 88,543 |
0 | -0.165314 | -0.402725 | 1.606757 | 0.96924 | 0.705768 | -0.476917 | 0 | -0.8 | -1 | 0.614014 | 0 | -0.001979 | 0 | 88,544 |
-1.480415 | 0.142655 | -6.515055 | 1.608329 | 1.319056 | 0.358374 | -0.473481 | 0.000254 | -0.8 | 0.732051 | 2.346065 | -0.001187 | -0.000396 | 0 | 88,545 |
1.480415 | 1.992111 | 0.512039 | 0.722961 | 0.856623 | 0.480479 | -0.473481 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001187 | -0.002772 | 0 | 88,546 |
-1.480415 | 0.142655 | -1.928537 | 0.725757 | 0.365567 | 0.25427 | -0.496886 | -0.00173 | -0.8 | 0.732051 | 2.346065 | -0.001187 | -0.000792 | 0 | 88,547 |
-0.493863 | -1.090317 | -1.625791 | 0.726457 | 0.665778 | 0.390518 | -0.479064 | 0.001318 | -0.8 | 0.732051 | 2.346065 | -0.000396 | -0.000198 | 0 | 88,548 |
2.467359 | 2.609084 | 0.512039 | 3.37173 | 0.330527 | 0.093124 | -0.488727 | -0.000714 | -0.8 | 0.732051 | 2.346065 | 0.001978 | -0.002374 | 0 | 88,549 |
0 | -0.473343 | -0.402363 | 0.722961 | -1.288929 | -0.971018 | -0.488727 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.002374 | 0 | 88,550 |
0 | -0.473343 | 0.512039 | 3.369114 | -0.89837 | -1.583663 | -0.488727 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.002969 | 0 | 88,551 |
0.739257 | 1.065587 | 0.512039 | 0.721219 | 0.178321 | 0.325017 | -0.481641 | 0.000524 | -0.8 | 0.732051 | 2.346065 | 0.000593 | -0.003958 | 0 | 88,552 |
1.723231 | 1.679458 | 0.207479 | 0.71948 | 0.74945 | 0.325017 | -0.481641 | 0 | -0.8 | 0.732051 | 2.346065 | 0.001382 | -0.00534 | 0 | 88,553 |
-0.492109 | 0.448376 | -0.704878 | 0.71948 | -0.193278 | -0.43528 | -0.483573 | -0.000143 | -0.8 | 0.732051 | 2.346065 | -0.000395 | -0.005937 | 0 | 88,554 |
-0.738527 | -0.473343 | -0.400919 | 3.364759 | 0.252303 | -0.519521 | -0.492807 | -0.000683 | -0.8 | 0.732051 | 2.346065 | -0.000592 | -0.00475 | 0 | 88,555 |
-0.246273 | 0.449286 | -0.40146 | 0.721219 | -0.753695 | -1.329392 | -0.492807 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000197 | -0.003759 | 0 | 88,556 |
0.246273 | 0.75695 | -0.097021 | 3.36302 | -0.145869 | -0.612644 | -0.492807 | 0 | -0.8 | 0.732051 | 2.346065 | 0.000197 | -0.004353 | 0 | 88,557 |
0 | 1.064069 | -0.40146 | 0.721219 | -0.197195 | -0.05052 | -0.484862 | 0.000587 | -0.8 | 0.732051 | 2.346065 | 0 | -0.004353 | 0 | 88,558 |
-0.492595 | -1.088733 | -0.40146 | 3.367371 | -1.326103 | -0.971018 | -0.484862 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000395 | -0.003958 | 0 | 88,559 |
-0.739257 | -0.473343 | -0.401821 | 1.60414 | -0.786087 | -0.612644 | -0.484862 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000593 | -0.003365 | 0 | 88,560 |
1.231852 | 1.065587 | 0.512039 | 0.721219 | 0.182695 | 0 | -0.48572 | -0.000064 | -0.8 | 0.732051 | 2.346065 | 0.000988 | -0.004948 | 0 | 88,561 |
-0.492595 | 0.449286 | -0.40146 | 0.721219 | -0.87623 | -0.834771 | -0.48572 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000395 | -0.004553 | 0 | 88,562 |
0.246322 | 0.142047 | 0.207479 | 0.721219 | -0.733085 | -1.132165 | -0.487653 | -0.000143 | -0.8 | 0.732051 | 2.346065 | 0.000197 | -0.003759 | 0 | 88,563 |
-0.739111 | -0.473343 | -0.706321 | 1.60414 | -0.128195 | -0.287628 | -0.487438 | 0.000016 | -0.8 | 0.732051 | 2.346065 | -0.000593 | -0.00396 | 0 | 88,564 |
0.985384 | 0.757679 | 0.816658 | 0.721219 | 0.195289 | -0.612644 | -0.487438 | 0 | -0.8 | 0.732051 | 2.346065 | 0.00079 | -0.004948 | 0 | 88,565 |
-1.231852 | -0.473343 | -1.01076 | 1.60414 | -0.004179 | -0.222127 | -0.487438 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000988 | -0.004357 | 0 | 88,566 |
0.739257 | 0.450197 | -0.402363 | 3.369114 | -0.20114 | -0.161147 | -0.483144 | 0.000317 | -0.8 | 0.732051 | 2.346065 | 0.000593 | -0.004553 | 0 | 88,567 |
-0.739257 | -0.473343 | -1.316223 | 1.60414 | -0.105455 | -0.716748 | -0.483144 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000593 | -0.004357 | 0 | 88,568 |
0 | 0.450197 | 0.512039 | 1.60414 | -1.345647 | -1.329392 | -0.483144 | 0 | -0.8 | 0.732051 | 2.346065 | 0 | -0.004357 | 0 | 88,569 |
-0.493082 | 0.450197 | -0.707284 | 3.37173 | 1.063853 | 0.508541 | -0.483144 | 0 | -0.8 | 0.732051 | 2.346065 | -0.000395 | -0.003962 | 0 | 88,570 |
-1.480415 | -0.473343 | -1.318031 | 4.257098 | 0.439204 | 0.216654 | -0.483358 | -0.000016 | -0.8 | 0.732051 | 2.346065 | -0.001187 | -0.003371 | 0 | 88,571 |
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