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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 | -0.098347 | 1.609379 | -0.419814 | -1.132165 | -0.369337 | -0.000095 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000396 | 1 | 88,872 |
0 | -0.473343 | -0.40363 | 1.609379 | -0.075607 | -0.716748 | -0.369337 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000396 | 1 | 88,873 |
-0.493765 | -0.781738 | -0.40363 | 1.609379 | -0.093327 | -1.132165 | -0.368263 | 0.000079 | -0.8 | -0.267949 | -0.517638 | -0.000396 | 0.001385 | 1 | 88,874 |
-0.246956 | 0.760116 | 0.206755 | 3.376098 | 0.175274 | -0.287628 | -0.368263 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000198 | 0.001583 | 1 | 88,875 |
0.246956 | 0.452026 | 0.512039 | 1.609379 | -0.00139 | -0.716748 | -0.37041 | -0.000159 | -0.8 | -0.267949 | -0.517638 | 0.000198 | 0.000792 | 1 | 88,876 |
0.987334 | 0.760116 | 0.817261 | 0.724708 | 0.148862 | -0.104104 | -0.37041 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000792 | 0.000593 | 1 | 88,877 |
0 | -0.473343 | -0.403268 | 0.724708 | -0.195233 | -0.612644 | -0.371484 | -0.000079 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000593 | 1 | 88,878 |
0 | -0.473343 | -0.403268 | 3.373476 | -0.344505 | -0.222127 | -0.371484 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000593 | 1 | 88,879 |
-0.493569 | -1.08995 | -0.403268 | 0.724708 | -0.049773 | -0.161147 | -0.372557 | -0.000079 | -0.8 | -0.267949 | -0.517638 | -0.000396 | 0.000396 | 1 | 88,880 |
0.246809 | -0.165009 | 0.206876 | 0.724708 | -0.651539 | -1.583663 | -0.372557 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000198 | 0 | 0 | 88,881 |
0.24676 | -0.16507 | -0.708732 | 3.373476 | -0.084129 | -0.161147 | -0.389092 | -0.001222 | -0.8 | -0.267949 | -0.517638 | 0.000198 | 0.000989 | 1 | 88,882 |
0 | -0.473343 | 0.512039 | 3.373476 | -2.141301 | -1.942037 | -0.375349 | 0.001016 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000791 | 1 | 88,883 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | -0.882782 | -1.132165 | -0.375349 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000396 | 0.000989 | 1 | 88,884 |
0.246809 | -0.165009 | 0.512039 | 0.724708 | -1.613993 | -1.942037 | -0.371913 | 0.000254 | -0.8 | -0.267949 | -0.517638 | 0.000198 | 0.002174 | 1 | 88,885 |
-0.98753 | -0.473343 | -0.708732 | 3.376098 | -0.726378 | -0.519521 | -0.371913 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000792 | 0.001978 | 1 | 88,886 |
0.74072 | 1.068633 | 0.512039 | 3.376098 | 0.084509 | -0.834771 | -0.37041 | 0.000111 | -0.8 | -0.267949 | -0.517638 | 0.000594 | 0.002372 | 1 | 88,887 |
0.493569 | 0.143264 | -0.40363 | 3.376098 | -0.365272 | -0.971018 | -0.371699 | -0.000095 | -0.8 | -0.267949 | -0.517638 | 0.000396 | 0.000989 | 1 | 88,888 |
-0.493569 | -1.08995 | -1.013774 | 3.376098 | -1.233282 | -1.329392 | -0.371699 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000396 | 0.001384 | 1 | 88,889 |
0.493569 | 0.143264 | 0.206876 | 3.376098 | -0.996747 | -1.583663 | -0.3863 | -0.001079 | -0.8 | -0.267949 | -0.517638 | 0.000396 | 0.000989 | 1 | 88,890 |
0 | -0.473343 | 0.512039 | 1.609379 | -4.029688 | -2.554681 | -0.369337 | 0.001254 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000989 | 1 | 88,891 |
-1.23429 | -1.398346 | -1.624522 | 0.726457 | 0.4699 | 0.358374 | -0.369337 | 0 | -0.8 | -0.267949 | -0.517638 | -0.00099 | 0.002571 | 1 | 88,892 |
-0.247005 | -0.473343 | -0.098709 | 0.726457 | -0.486684 | -1.329392 | -0.369122 | 0.000016 | -0.8 | -0.267949 | -0.517638 | -0.000198 | 0.002769 | 1 | 88,893 |
0.49396 | 0.452209 | 0.817382 | 1.609379 | -0.84047 | -1.583663 | -0.367404 | 0.000127 | -0.8 | -0.267949 | -0.517638 | 0.000396 | 0.002373 | 1 | 88,894 |
-0.741014 | -0.78186 | -0.709458 | 3.377848 | 0.040177 | -0.716748 | -0.367404 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000594 | 0.002374 | 1 | 88,895 |
0 | -0.473343 | 0.512039 | 3.377848 | -4.029688 | -2.554681 | -0.370195 | -0.000206 | -0.8 | -0.267949 | -0.517638 | 0 | 0.001979 | 1 | 88,896 |
0.494058 | 1.069244 | 0.206574 | 3.377848 | 0.000924 | -0.834771 | -0.370195 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000396 | 0.001583 | 1 | 88,897 |
0 | -0.473343 | -0.404174 | 1.609379 | -0.224027 | -0.358374 | -0.370195 | 0 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000792 | 1 | 88,898 |
0.74072 | 0.452026 | 1.122545 | 3.376098 | -0.576414 | -0.971018 | -0.371913 | -0.000127 | -0.8 | -0.267949 | -0.517638 | 0.000594 | 0.000989 | 1 | 88,899 |
-0.74072 | -0.473343 | -0.40363 | 3.376098 | -1.532365 | -1.583663 | -0.371913 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000594 | 0.000594 | 1 | 88,900 |
0 | -0.473343 | -0.098709 | 1.609379 | 0.253488 | -0.104104 | -0.367833 | 0.000302 | -0.8 | -0.267949 | -0.517638 | 0 | 0.000198 | 1 | 88,901 |
0.74072 | 0.452026 | 0.512039 | 3.376098 | 0.052961 | -0.222127 | -0.367833 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000594 | 0.001384 | 1 | 88,902 |
-0.74072 | -0.473343 | -0.40363 | 3.376098 | 0.612793 | -0.716748 | -0.371484 | -0.00027 | -0.8 | -0.267949 | -0.517638 | -0.000594 | 0.001187 | 1 | 88,903 |
0.246956 | 0.452026 | 0.512039 | 1.609379 | -0.532136 | -0.287628 | -0.371484 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000198 | 0.000396 | 1 | 88,904 |
-0.246956 | -0.78186 | -0.403993 | 1.609379 | 0.340762 | -0.104104 | -0.37041 | 0.000079 | -0.8 | -0.535898 | -0.385986 | -0.000198 | 0.000594 | 1 | 88,905 |
1.23429 | 1.068633 | 1.122545 | 0.724708 | -0.225402 | -0.612644 | -0.37041 | 0 | -0.8 | -0.535898 | -0.385986 | 0.00099 | -0.001188 | 0 | 88,906 |
0 | 0.451111 | -0.403268 | 0.724708 | 0.569103 | 0.177365 | -0.372772 | -0.000175 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001386 | 0 | 88,907 |
0.739988 | 0.451111 | -0.403268 | 1.606757 | 0.124511 | -0.104104 | -0.372772 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000593 | -0.001979 | 0 | 88,908 |
-0.493277 | -0.781433 | -0.402725 | 1.606757 | 0.258787 | -0.716748 | -0.372987 | -0.000016 | -0.8 | -0.535898 | -0.385986 | -0.000395 | -0.001584 | 0 | 88,909 |
0 | 0.142898 | 0.512039 | 1.606757 | -0.986105 | -1.132165 | -0.372987 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001584 | 0 | 88,910 |
-0.246711 | -0.165192 | 0.207057 | 1.606757 | -0.508955 | -0.358374 | -0.374705 | -0.000127 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.00198 | 0 | 88,911 |
0.739988 | 0.451111 | 1.121941 | 3.373476 | -2.252779 | -1.583663 | -0.374705 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000593 | -0.001979 | 0 | 88,912 |
-1.233557 | -1.397797 | -1.318031 | 0.724708 | -0.736468 | -0.716748 | -0.373846 | 0.000063 | -0.8 | -0.535898 | -0.385986 | -0.000989 | -0.001386 | 0 | 88,913 |
0 | -0.473343 | 0.512039 | 0.724708 | -4.029688 | -2.554681 | -0.373846 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000594 | 0 | 88,914 |
0 | -0.473343 | 0.512039 | 0.724708 | -4.029688 | -2.554681 | -0.372772 | 0.000079 | -0.8 | -0.535898 | -0.385986 | 0 | -0.00099 | 0 | 88,915 |
0 | -0.473343 | 0.512039 | 0.724708 | -4.029688 | -2.554681 | -0.372772 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0 | 0 | 88,916 |
-0.74072 | -0.473343 | -0.40363 | 0.724708 | 0.326641 | 0.136247 | -0.371699 | 0.000079 | -0.8 | -0.535898 | -0.385986 | -0.000594 | 0.000594 | 1 | 88,917 |
1.23429 | 1.068633 | 1.122545 | 0.724708 | -0.816521 | -1.329392 | -0.371699 | 0 | -0.8 | -0.535898 | -0.385986 | 0.00099 | -0.00099 | 0 | 88,918 |
-0.24676 | -0.781616 | -0.098105 | 0.724708 | -1.718915 | -1.942037 | -0.371269 | 0.000032 | -0.8 | -0.535898 | -0.385986 | -0.000198 | 0.000198 | 1 | 88,919 |
0.24676 | -0.16507 | 0.81708 | 0.724708 | -2.304333 | -1.583663 | -0.371269 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000198 | 0 | 0 | 88,920 |
0.739988 | 0.451111 | -0.403268 | 0.724708 | 0.330011 | -0.104104 | -0.38673 | -0.001143 | -0.8 | -0.535898 | -0.385986 | 0.000593 | -0.000989 | 0 | 88,921 |
-0.739988 | -1.397797 | -0.402725 | 0.724708 | -1.193912 | -1.329392 | -0.373202 | 0.001 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0 | 0 | 88,922 |
0 | -0.473343 | -0.098105 | 1.606757 | -0.263126 | -0.834771 | -0.373202 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000396 | 0 | 88,923 |
0.739988 | 0.451111 | 0.512039 | 3.37173 | 0.145651 | 0.177365 | -0.373416 | -0.000016 | -0.8 | -0.535898 | -0.385986 | 0.000593 | -0.000989 | 0 | 88,924 |
0 | -0.473343 | 0.512039 | 3.37173 | -4.029688 | -2.554681 | -0.373416 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001583 | 0 | 88,925 |
-0.739988 | 0.142655 | -0.402725 | 3.37173 | 0.389332 | -0.358374 | -0.375134 | -0.000127 | -0.8 | -0.535898 | -0.385986 | -0.000593 | -0.00099 | 0 | 88,926 |
0.739988 | 0.451111 | 1.121941 | 0.722961 | -0.812627 | -1.329392 | -0.375134 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000593 | -0.001583 | 0 | 88,927 |
0 | -0.473343 | -0.402725 | 1.606757 | 0.257614 | 0 | -0.375134 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000989 | 0 | 88,928 |
0 | -0.473343 | -0.402725 | 3.37173 | -0.47373 | -0.834771 | -0.374061 | 0.000079 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000989 | 0 | 88,929 |
-0.739988 | -1.397797 | -0.402725 | 1.606757 | -1.718915 | -1.583663 | -0.374061 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | -0.00099 | 0 | 88,930 |
-0.24676 | 0.75914 | 0.206997 | 0.722961 | -0.882782 | -1.329392 | -0.376423 | -0.000175 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.000792 | 0 | 88,931 |
1.47983 | 1.375382 | 1.731843 | 0.722961 | -0.563763 | -1.132165 | -0.374919 | 0.000111 | -0.8 | -0.535898 | -0.385986 | 0.001186 | -0.001384 | 0 | 88,932 |
-0.246516 | -0.473343 | -0.402363 | 0.722961 | 0.443662 | -0.05052 | -0.374919 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.000198 | 0 | 88,933 |
-0.246565 | -0.165375 | -0.097623 | 0.722961 | -0.393275 | -1.132165 | -0.37449 | 0.000032 | -0.8 | -0.535898 | -0.385986 | -0.000198 | -0.000593 | 0 | 88,934 |
1.724933 | 1.681585 | -0.402725 | 0.722961 | 1.728343 | 1.318413 | -0.37449 | 0 | -0.8 | -0.535898 | -0.385986 | 0.001383 | -0.002966 | 0 | 88,935 |
-1.231852 | -2.012273 | -1.925161 | 0.722961 | 0.482084 | 0.612644 | -0.375778 | -0.000095 | -0.8 | -0.535898 | -0.385986 | -0.000988 | -0.001384 | 0 | 88,936 |
1.231852 | 1.065587 | 0.512039 | 0.721219 | 0.716064 | 0.76969 | -0.375778 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000988 | -0.001976 | 0 | 88,937 |
-1.231852 | 0.449286 | -1.01076 | 1.60414 | 0.389564 | 0.093124 | -0.378785 | -0.000222 | -0.8 | -0.535898 | -0.385986 | -0.000988 | -0.000989 | 0 | 88,938 |
0 | 0.450197 | 0.512039 | 1.60414 | -0.647174 | -0.834771 | -0.378785 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000395 | 0 | 88,939 |
0 | 0.142411 | 0.512039 | 1.60414 | 0.024889 | -0.222127 | -0.388233 | -0.000698 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000989 | 0 | 88,940 |
0 | -0.473343 | 0.512039 | 1.60414 | -3.117607 | -1.942037 | -0.388233 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0 | 0 | 88,941 |
0.739257 | 0.450197 | 0.512039 | 1.60414 | -0.102122 | -0.519521 | -0.393172 | -0.000365 | -0.8 | -0.535898 | -0.385986 | 0.000593 | -0.000593 | 0 | 88,942 |
0 | -0.473343 | 0.207479 | 1.60414 | -1.681741 | -1.942037 | -0.378355 | 0.001095 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000988 | 0 | 88,943 |
0 | -0.473343 | -0.401821 | 1.60414 | -2.670782 | -1.583663 | -0.378999 | -0.000048 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001384 | 0 | 88,944 |
-0.739257 | -1.396884 | -1.316223 | 0.722961 | 0.354291 | 0.290351 | -0.378999 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | -0.000395 | 0 | 88,945 |
-0.493082 | -1.089341 | -0.402363 | 3.37173 | -0.495488 | -0.519521 | -0.378999 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000395 | -0.000593 | 0 | 88,946 |
0 | 0.142655 | 0.207178 | 1.606757 | -1.213255 | -1.329392 | -0.373631 | 0.000397 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000593 | 0 | 88,947 |
-0.986748 | 0.142655 | -1.318031 | 0.724708 | 0.132989 | -0.287628 | -0.373631 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000791 | -0.000792 | 0 | 88,948 |
0.986748 | 0.759384 | -0.708732 | 1.606757 | 0.441119 | 0.136247 | -0.371484 | 0.000159 | -0.8 | -0.535898 | -0.385986 | 0.000791 | -0.000989 | 0 | 88,949 |
-1.233557 | -1.397797 | -1.318031 | 0.724708 | -0.589353 | -0.161147 | -0.367833 | 0.00027 | -0.8 | -0.535898 | -0.385986 | -0.000989 | 0 | 0 | 88,950 |
-0.493765 | -0.781738 | -0.098347 | 0.724708 | -0.450724 | -1.329392 | -0.367833 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000396 | 0.001385 | 1 | 88,951 |
2.220404 | 2.300567 | 1.732568 | 1.606757 | -0.362634 | -0.834771 | -0.367833 | 0 | -0.8 | -0.535898 | -0.385986 | 0.00178 | -0.001384 | 0 | 88,952 |
-0.986358 | -1.397431 | -1.622409 | 1.606757 | 0.318261 | 0.093124 | -0.369766 | -0.000143 | -0.8 | -0.535898 | -0.385986 | -0.000791 | -0.000594 | 0 | 88,953 |
-0.740281 | 0.142898 | -0.708249 | 0.724708 | 0.483662 | -0.104104 | -0.369551 | 0.000016 | -0.8 | -0.535898 | -0.385986 | -0.000594 | 0.000396 | 1 | 88,954 |
0 | 0.143264 | 0.206876 | 1.609379 | -0.399794 | -0.358374 | -0.369551 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000198 | 1 | 88,955 |
-0.987725 | -0.473343 | -1.319843 | 0.726457 | 0.573156 | 0.562124 | -0.384368 | -0.001095 | -0.8 | -0.535898 | -0.385986 | -0.000792 | 0.000396 | 1 | 88,956 |
-0.247054 | -0.781983 | -0.709942 | 1.612006 | -0.013104 | 0.136247 | -0.369337 | 0.001111 | -0.8 | -0.535898 | -0.385986 | -0.000198 | 0.00099 | 1 | 88,957 |
0 | -0.473343 | 0.206574 | 0.726457 | -0.424687 | -0.519521 | -0.369337 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001386 | 1 | 88,958 |
0 | 0.143875 | 0.206574 | 0.726457 | -2.252779 | -1.583663 | -0.369122 | 0.000016 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001188 | 1 | 88,959 |
0 | -0.164704 | -1.321658 | 3.382228 | 0.31296 | 0.136247 | -0.369122 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001188 | 1 | 88,960 |
-0.741454 | -1.399629 | -1.015891 | 0.72821 | -1.112562 | -1.329392 | -0.366545 | 0.00019 | -0.8 | -0.535898 | -0.385986 | -0.000594 | 0.001584 | 1 | 88,961 |
0.741454 | 0.452942 | 0.512039 | 3.380475 | -1.779692 | -1.583663 | -0.366545 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000594 | 0.001584 | 1 | 88,962 |
-0.494254 | -0.782044 | -0.098952 | 1.612006 | -0.980857 | -1.942037 | -0.369122 | -0.00019 | -0.8 | -0.535898 | -0.385986 | -0.000396 | 0.001782 | 1 | 88,963 |
0.988312 | 0.761337 | 0.817564 | 0.726457 | -0.577694 | -0.971018 | -0.369122 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000792 | 0.001583 | 1 | 88,964 |
-0.494058 | -0.473343 | -1.015285 | 3.377848 | 1.349321 | 1.225289 | -0.369122 | 0 | -0.8 | -0.785587 | -0 | -0.000396 | 0.001584 | 1 | 88,965 |
1.234779 | 1.069244 | 0.206574 | 1.609379 | -0.30275 | -0.716748 | -0.369122 | 0 | -0.8 | -0.785587 | -0 | 0.00099 | 0.000594 | 1 | 88,966 |
0 | -0.473343 | 0.206876 | 3.376098 | -0.337749 | -0.612644 | -0.37041 | -0.000095 | -0.8 | -0.785587 | -0 | 0 | 0.000396 | 1 | 88,967 |
-0.74072 | -0.473343 | -0.40363 | 3.376098 | -0.590663 | -0.716748 | -0.37041 | 0 | -0.8 | -0.785587 | -0 | -0.000594 | 0.000198 | 1 | 88,968 |
1.23429 | 1.068633 | 1.122545 | 0.724708 | -0.104342 | -0.358374 | -0.37041 | 0 | -0.8 | -0.785587 | -0 | 0.00099 | -0.000396 | 0 | 88,969 |
0 | -0.473343 | -1.319118 | 0.724708 | -0.657412 | -0.834771 | -0.372987 | -0.00019 | -0.8 | -0.785587 | -0 | 0 | -0.00099 | 0 | 88,970 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | -1.437163 | -1.329392 | -0.372987 | 0 | -0.8 | -0.785587 | -0 | -0.000396 | 0.000396 | 1 | 88,971 |
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