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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.489213 | 0.137822 | -0.395545 | 0.709116 | 0.480699 | 0.290351 | -0.433326 | 0 | -0.6 | -0.535898 | -0.385986 | 0.000392 | 0.005475 | 1 | 89,472 |
0 | -0.473343 | -0.092721 | 0.709116 | 1.497686 | 0.451498 | -0.414215 | 0.001413 | -0.6 | -0.535898 | -0.385986 | 0 | 0.005865 | 1 | 89,473 |
0 | -0.473343 | -0.395189 | 0.709116 | 0.631315 | 0.136247 | -0.432467 | -0.001349 | -0.6 | -0.535898 | -0.385986 | 0 | 0.005865 | 1 | 89,474 |
2.443193 | 4.102774 | 0.512039 | 0.70398 | 1.950142 | 2.495453 | -0.46253 | -0.002222 | -0.6 | -0.785587 | -0 | 0.001959 | 0.004491 | 1 | 89,475 |
3.169013 | 4.093831 | 0.512039 | 3.317426 | 1.739303 | 2.010262 | -0.46253 | 0 | -0.6 | -0.785587 | -0 | 0.002541 | 0.00039 | 1 | 89,476 |
1.703062 | 3.172203 | -0.391115 | 3.308929 | 1.744225 | 1.902996 | -0.46253 | 0 | -0.6 | -0.785587 | -0 | 0.001365 | -0.00039 | 0 | 89,477 |
-1.703062 | 0.437599 | -3.4001 | 1.57314 | 0.351561 | 0.937661 | -0.47434 | -0.000873 | -0.6 | -0.785587 | -0 | -0.001365 | 0.00039 | 1 | 89,478 |
-1.217899 | 0.134841 | -1.294798 | 3.319981 | 0.80774 | 0.177365 | -0.47434 | 0 | -0.6 | -0.785587 | -0 | -0.000976 | 0.001367 | 1 | 89,479 |
0 | 0.135435 | -0.391997 | 3.319981 | 0.728352 | 0.093124 | -0.452652 | 0.001603 | -0.6 | -0.785587 | -0 | 0 | 0.000586 | 1 | 89,480 |
0 | 0.135435 | -0.391997 | 1.575696 | 0.958686 | 0.451498 | -0.452652 | 0 | -0.6 | -0.785587 | -0 | 0 | 0.000976 | 1 | 89,481 |
0 | -0.473343 | -0.391997 | 1.575696 | 0.132989 | 0.216654 | -0.444922 | 0.000571 | -1 | -0.785587 | -0 | 0 | 0.001367 | 1 | 89,482 |
3.164066 | 4.693702 | -0.391997 | 1.568044 | 1.453292 | 1.249506 | -0.444922 | 0 | -1 | -0.785587 | -0 | 0.002537 | -0.00117 | 0 | 89,483 |
1.700409 | 1.650947 | 0.812503 | 3.304692 | 1.477273 | 1.698611 | -0.444063 | 0.000063 | -1 | -0.785587 | -0 | 0.001363 | -0.002533 | 0 | 89,484 |
0 | 0.133065 | -0.388477 | 1.565503 | -0.169702 | -0.358374 | -0.444063 | 0 | -1 | -0.785587 | -0 | 0 | -0.002924 | 0 | 89,485 |
-0.971378 | 0.133065 | -1.28952 | 0.697178 | 0.598654 | 0.480479 | -0.448787 | -0.000349 | -1 | -0.785587 | -0 | -0.000779 | -0.002145 | 0 | 89,486 |
-0.242963 | 1.346591 | -0.389179 | 0.697178 | 0.839637 | 0.705768 | -0.448787 | 0 | -1 | -0.785587 | -0 | -0.000195 | -0.00156 | 0 | 89,487 |
-0.729173 | 0.133656 | -0.389355 | 3.307233 | 0.51658 | 0.216654 | -0.448572 | 0.000016 | -1 | -0.785587 | -0 | -0.000585 | -0.00039 | 0 | 89,488 |
2.42892 | 2.561062 | 1.113026 | 0.695486 | 0.812392 | 0.705768 | -0.448572 | 0 | -1 | -0.785587 | -0 | 0.001947 | -0.001947 | 0 | 89,489 |
-1.213868 | -0.473343 | -0.988529 | 0.697178 | 0.905567 | 0.76969 | -0.452867 | -0.000317 | -1 | -0.785587 | -0 | -0.000973 | -0.00234 | 0 | 89,490 |
0.728463 | 1.043121 | 0.512039 | 0.695486 | 0.037152 | -0.287628 | -0.426455 | 0.001953 | -1 | -0.785587 | -0 | 0.000584 | -0.002533 | 0 | 89,491 |
-0.728463 | 0.133065 | -1.28952 | 1.565503 | 0.806515 | 0.421534 | -0.454799 | -0.002095 | -1 | -0.785587 | -0 | -0.000584 | -0.001364 | 0 | 89,492 |
-0.485878 | 1.043121 | -0.989991 | 1.568044 | 0.131523 | 0.136247 | -0.454799 | 0 | -1 | -0.785587 | -0 | -0.00039 | -0.000975 | 0 | 89,493 |
-0.729173 | -0.473343 | -0.389355 | 1.568044 | 0.167754 | 0.047788 | -0.459523 | -0.000349 | -1 | -0.785587 | -0 | -0.000585 | -0.000975 | 0 | 89,494 |
-1.703062 | -0.473343 | -1.894257 | 0.700572 | 0.771691 | 0.937661 | -0.459523 | 0 | -1 | -0.785587 | -0 | -0.001365 | 0.001365 | 1 | 89,495 |
-0.730596 | 0.134841 | -0.391115 | 3.315724 | 0.567916 | 0.136247 | -0.459523 | 0 | -1 | -0.785587 | -0 | -0.000586 | 0.001561 | 1 | 89,496 |
0.730596 | 0.439378 | -0.391644 | 3.317426 | -0.172204 | -0.358374 | -0.446425 | 0.000968 | -1 | -0.785587 | -0 | 0.000586 | 0.000976 | 1 | 89,497 |
0.486827 | 0.134841 | -1.294798 | 0.700572 | 1.509254 | 1.078752 | -0.446425 | 0 | -1 | -0.785587 | -0 | 0.00039 | 0.000975 | 1 | 89,498 |
0.729884 | 1.046078 | -0.390762 | 3.308929 | 1.171278 | 1.018806 | -0.45394 | -0.000556 | -1 | -0.785587 | -0 | 0.000585 | 0.00039 | 1 | 89,499 |
1.701403 | 1.652189 | 0.21134 | 1.565503 | 0.20857 | -0.104104 | -0.453081 | 0.000063 | -1 | -0.785587 | -0 | 0.001364 | -0.000779 | 0 | 89,500 |
-0.485878 | 0.436712 | -0.389004 | 3.304692 | 0.880304 | 0.535739 | -0.453081 | 0 | -1 | -0.785587 | -0 | -0.00039 | 0 | 0 | 89,501 |
-1.215525 | 0.133656 | -1.291275 | 0.698873 | 0.48445 | 0.216654 | -0.453081 | 0 | -1 | -0.785587 | -0 | -0.000975 | 0.001559 | 1 | 89,502 |
0.486352 | 1.04519 | 0.21134 | 1.568044 | 1.125117 | 0.705768 | -0.455014 | -0.000143 | -1 | -0.785587 | -0 | 0.00039 | 0.000974 | 1 | 89,503 |
0.729173 | 2.561062 | 0.512039 | 0.697178 | 1.51586 | 1.121185 | -0.455014 | 0 | -1 | -0.785587 | -0 | 0.000585 | 0.000974 | 1 | 89,504 |
-1.215525 | 0.133656 | -1.291275 | 3.308929 | 0.360937 | 0.290351 | -0.455658 | -0.000048 | -1 | -0.785587 | -0 | -0.000975 | 0.002337 | 1 | 89,505 |
1.215525 | 1.04519 | 0.21134 | 1.568044 | -1.330926 | -1.132165 | -0.455658 | 0 | -1 | -0.785587 | -0 | 0.000975 | 0.00039 | 1 | 89,506 |
-0.729173 | 0.133656 | -1.291275 | 1.568044 | 0.018657 | -0.519521 | -0.437836 | 0.001318 | -1 | -0.785587 | -0 | -0.000585 | 0.000974 | 1 | 89,507 |
0 | -0.473343 | -0.389882 | 3.308929 | 0.239716 | -0.161147 | -0.474555 | -0.002715 | -1 | -0.785587 | -0 | 0 | 0 | 0 | 89,508 |
0.729173 | 1.954654 | -0.389882 | 0.697178 | 0.083712 | -0.104104 | -0.474555 | 0 | -1 | -0.785587 | -0 | 0.000585 | -0.000975 | 0 | 89,509 |
0.485878 | 0.133656 | -0.389355 | 0.697178 | 0.202131 | 0 | -0.462744 | 0.000873 | -1 | -0.785587 | -0 | 0.00039 | -0.001949 | 0 | 89,510 |
-1.215051 | -0.473343 | -0.989991 | 1.568044 | 0.440056 | 0.047788 | -0.462744 | 0 | -1 | -0.785587 | -0 | -0.000974 | -0.000195 | 0 | 89,511 |
0 | 1.044598 | 0.512039 | 3.307233 | 0.588101 | 0.390518 | -0.438265 | 0.00181 | -1 | -0.785587 | -0 | 0 | -0.00039 | 0 | 89,512 |
0.729173 | 1.044598 | 0.512039 | 1.568044 | 0.00781 | 0.136247 | -0.438265 | 0 | -1 | -0.785587 | -0 | 0.000585 | -0.000975 | 0 | 89,513 |
-1.215525 | -1.384285 | -1.291275 | 0.698873 | 0.404034 | 0.093124 | -0.438265 | 0 | -1 | -0.785587 | -0 | -0.000975 | 0.00039 | 1 | 89,514 |
1.215525 | 1.04519 | 0.21134 | 3.308929 | -1.293444 | -0.834771 | -0.47799 | -0.002937 | -1 | -0.785587 | -0 | 0.000975 | -0.006058 | 0 | 89,515 |
-1.945409 | -1.384285 | -1.892849 | 0.700572 | 0.378761 | 0.587745 | -0.47799 | 0 | -1 | -0.785587 | -0 | -0.00156 | -0.005282 | 0 | 89,516 |
-0.486827 | 0.438488 | -0.390762 | 1.570589 | -1.38688 | -1.132165 | -0.471763 | 0.00046 | -1 | -0.785587 | -0 | -0.00039 | -0.004892 | 0 | 89,517 |
1.703062 | 2.565204 | 0.211046 | 0.698873 | 0.086101 | -0.287628 | -0.471763 | 0 | -1 | -0.785587 | -0 | 0.001365 | -0.007239 | 0 | 89,518 |
-0.486352 | -1.080934 | -0.389882 | 0.698873 | -0.609333 | -0.834771 | -0.463174 | 0.000635 | -1 | -0.785587 | -0 | -0.00039 | -0.006456 | 0 | 89,519 |
-0.729884 | -0.473343 | -0.390234 | 1.570589 | 1.189148 | -0.222127 | -0.459953 | 0.000238 | -1 | -0.785587 | -0 | -0.000585 | -0.006263 | 0 | 89,520 |
1.216236 | 1.957021 | 0.512039 | 1.568044 | 0.912266 | 0.325017 | -0.459953 | 0 | -1 | -0.785587 | -0 | 0.000975 | -0.007828 | 0 | 89,521 |
-0.486352 | 0.134011 | -0.389882 | 0.698873 | 0.27837 | 0.325017 | -0.459953 | 0 | -1 | -0.785587 | -0 | -0.00039 | -0.008814 | 0 | 89,522 |
0.486352 | 0.134248 | 0.21134 | 0.698873 | -0.381363 | -0.519521 | -0.476917 | -0.001254 | -1 | -0.785587 | -0 | 0.00039 | -0.007828 | 0 | 89,523 |
0 | 0.437599 | -0.389882 | 1.568044 | 0.003229 | -0.358374 | -0.476917 | 0 | -1 | -0.785587 | -0 | 0 | -0.009204 | 0 | 89,524 |
0.729173 | 0.437599 | -0.389882 | 3.308929 | -0.578978 | -0.834771 | -0.47842 | -0.000111 | -1 | -0.785587 | -0 | 0.000585 | -0.008805 | 0 | 89,525 |
-1.945409 | -1.688051 | -2.494658 | 0.700572 | 0.676535 | 0.587745 | -0.47842 | 0 | -1 | -0.785587 | -0 | -0.00156 | -0.007835 | 0 | 89,526 |
0.729884 | 0.438488 | -0.390762 | 3.311474 | -0.083593 | -0.104104 | -0.47842 | 0 | -1 | -0.785587 | -0 | 0.000585 | -0.007438 | 0 | 89,527 |
-0.729884 | -0.473343 | -0.390234 | 1.570589 | -0.091693 | -0.161147 | -0.477131 | 0.000095 | -1 | -0.785587 | -0 | -0.000585 | -0.007835 | 0 | 89,528 |
0 | 1.046078 | 0.512039 | 0.700572 | 0.680308 | 0.325017 | -0.477131 | 0 | -1 | -0.785587 | -0 | 0 | -0.007835 | 0 | 89,529 |
-0.973843 | -0.473343 | -0.691813 | 1.57314 | -0.433565 | -0.358374 | -0.473696 | 0.000254 | -1 | -0.785587 | -0 | -0.000781 | -0.007055 | 0 | 89,530 |
0.487017 | 1.655092 | 0.512039 | 3.313173 | 0.444718 | 0.636861 | -0.496672 | -0.001699 | -1 | -0.785587 | -0 | 0.00039 | -0.006855 | 0 | 89,531 |
0.486827 | 1.654262 | 0.211046 | 3.311474 | 0.360692 | -0.104104 | -0.496672 | 0 | -1 | -0.785587 | -0 | 0.00039 | -0.006263 | 0 | 89,532 |
0 | 0.438488 | 0.512039 | 1.570589 | -1.041437 | -0.834771 | -0.482285 | 0.001064 | -1 | -0.785587 | -0 | 0 | -0.005871 | 0 | 89,533 |
0 | 0.134603 | 0.512039 | 1.570589 | -0.275025 | -0.161147 | -0.482285 | 0 | -1 | -0.785587 | -0 | 0 | -0.005871 | 0 | 89,534 |
-0.486827 | 0.134603 | -0.691813 | 1.57314 | 0.295929 | 0.216654 | -0.482285 | 0 | -1 | -1 | 0.614014 | -0.00039 | -0.004892 | 0 | 89,535 |
0 | 0.134841 | -0.993511 | 1.57314 | 1.362553 | 0.885139 | -0.483144 | -0.000063 | -1 | -1 | 0.614014 | 0 | -0.0045 | 0 | 89,536 |
0.486827 | 0.134841 | -1.294798 | 0.700572 | 0.762972 | 0.612644 | -0.484862 | -0.000127 | -1 | -1 | 0.614014 | 0.00039 | -0.005871 | 0 | 89,537 |
0.729884 | 1.046078 | -0.390762 | 3.311474 | 1.641737 | 1.329392 | -0.484862 | 0 | -1 | -1 | 0.614014 | 0.000585 | -0.006849 | 0 | 89,538 |
0.486352 | 0.134248 | 0.21134 | 0.698873 | 1.140039 | 1.161674 | -0.489371 | -0.000333 | -1 | -1 | 0.614014 | 0.00039 | -0.007239 | 0 | 89,539 |
-1.703062 | -0.473343 | -1.894257 | 1.570589 | 0.995633 | 0.829298 | -0.489371 | 0 | -1 | -1 | 0.614014 | -0.001365 | -0.006462 | 0 | 89,540 |
0.486827 | 0.134841 | 0.211046 | 3.313173 | 0.454345 | 0.290351 | -0.486365 | 0.000222 | -1 | -1 | 0.614014 | 0.00039 | -0.006263 | 0 | 89,541 |
0.729884 | 0.438488 | -0.390762 | 1.570589 | 1.13112 | 0.727593 | -0.486365 | 0 | -1 | -1 | 0.614014 | 0.000585 | -0.007438 | 0 | 89,542 |
0 | -0.473343 | -0.390234 | 1.570589 | 0.182695 | 0.177365 | -0.486365 | 0 | -1 | -1 | 0.614014 | 0 | -0.007438 | 0 | 89,543 |
-0.729884 | 0.134248 | -0.390234 | 0.698873 | 1.630286 | 0.987236 | -0.485291 | 0.000079 | -1 | -1 | 0.614014 | -0.000585 | -0.006853 | 0 | 89,544 |
1.216236 | 1.957021 | 1.113612 | 0.698873 | 1.976302 | 1.402653 | -0.485291 | 0 | -1 | -1 | 0.614014 | 0.000975 | -0.007828 | 0 | 89,545 |
-0.486352 | 0.437599 | -0.991456 | 3.311474 | 0.746608 | 0.587745 | -0.533176 | -0.00354 | -1 | -1 | 0.614014 | -0.00039 | -0.007438 | 0 | 89,546 |
0 | -0.169518 | -0.390234 | 0.698873 | -0.213816 | -0.222127 | -0.60146 | -0.005048 | -1 | -1 | 0.614014 | 0 | -0.007438 | 0 | 89,547 |
0.486352 | 0.134248 | -0.390234 | 3.311474 | 0.678774 | 0.535739 | -0.60146 | 0 | -1 | -1 | 0.614014 | 0.00039 | -0.008811 | 0 | 89,548 |
0 | 0.437599 | -0.389882 | 1.568044 | 0.512662 | 0.25427 | -0.60146 | 0 | -1 | -1 | 0.614014 | 0 | -0.008221 | 0 | 89,549 |
0.243105 | 0.437599 | 0.512039 | 1.568044 | 1.404037 | 1.018806 | -0.432682 | 0.012477 | -1 | -1 | 0.614014 | 0.000195 | -0.009006 | 0 | 89,550 |
0.486068 | 0.133893 | 0.211516 | 1.568044 | 1.839749 | 1.412641 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0.00039 | -0.007431 | 0 | 89,551 |
0.728747 | 1.043711 | -0.389355 | 1.565503 | 1.078043 | 0.937661 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0.000584 | -0.00998 | 0 | 89,552 |
-0.242868 | 0.133301 | -0.689234 | 1.565503 | 0.101779 | 0.358374 | -0.432682 | 0 | -1 | -1 | 0.614014 | -0.000195 | -0.009785 | 0 | 89,553 |
0.728463 | 1.043121 | 0.512039 | 0.695486 | 0.328199 | -0.104104 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0.000584 | -0.009779 | 0 | 89,554 |
0.485406 | 0.133065 | 0.211925 | 0.695486 | 0.474525 | 0.290351 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0.000389 | -0.009775 | 0 | 89,555 |
-1.213868 | -0.473343 | -0.988529 | 1.565503 | 1.173674 | 1.018806 | -0.432682 | 0 | -1 | -1 | 0.614014 | -0.000973 | -0.008802 | 0 | 89,556 |
0 | 0.436712 | -0.389004 | 0.697178 | 1.094709 | 0.535739 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0 | -0.009195 | 0 | 89,557 |
-1.215051 | -0.776813 | -0.989991 | 1.568044 | -0.040257 | 0.093124 | -0.432682 | 0 | -1 | -1 | 0.614014 | -0.000974 | -0.007828 | 0 | 89,558 |
-0.486352 | 0.134011 | -1.593264 | 3.311474 | 1.513143 | 1.20039 | -0.432682 | 0 | -1 | -1 | 0.614014 | -0.00039 | -0.008421 | 0 | 89,559 |
-0.729884 | -0.473343 | -1.293035 | 0.700572 | 1.044411 | 0.954497 | -0.432682 | 0 | -1 | -1 | 0.614014 | -0.000585 | -0.006263 | 0 | 89,560 |
0.973084 | 1.046078 | -0.390762 | 0.698873 | 0.985646 | 0.683391 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0.00078 | -0.008026 | 0 | 89,561 |
-0.2432 | -0.473343 | -0.690874 | 1.570589 | 0.164649 | 0.25427 | -0.432682 | 0 | -1 | -1 | 0.614014 | -0.000195 | -0.007831 | 0 | 89,562 |
0 | 0.134248 | -0.089418 | 0.698873 | 0.613577 | 0.866915 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0 | -0.006849 | 0 | 89,563 |
0.486352 | 0.134248 | 0.21134 | 0.698873 | 0.153115 | 0.636861 | -0.432682 | 0 | -1 | -1 | 0.614014 | 0.00039 | -0.008221 | 0 | 89,564 |
-6.826247 | -6.559939 | -11.557168 | 5.955637 | 1.277065 | 0.902996 | -0.334335 | 0.007271 | -1 | 0.732051 | 2.346065 | -0.005473 | -0.001766 | 0 | 89,565 |
-0.978235 | 1.357999 | -1.604826 | 1.585968 | 0.953808 | 0.848307 | -0.331114 | 0.000238 | -1 | 0.732051 | 2.346065 | -0.000784 | -0.000589 | 0 | 89,566 |
0 | -0.473343 | -1.303663 | 3.338814 | 0.034982 | -0.222127 | -0.331114 | 0 | -1 | 0.732051 | 2.346065 | 0 | -0.000589 | 0 | 89,567 |
-1.223874 | -1.390541 | -1.303663 | 5.969374 | -0.2646 | -0.716748 | -0.380932 | -0.003683 | -1 | 0.732051 | 2.346065 | -0.000981 | 0 | 0 | 89,568 |
0.489694 | 0.138422 | 0.209273 | 3.338814 | 0.504174 | -0.612644 | -0.380932 | 0 | -1 | 0.732051 | 2.346065 | 0.000393 | 0 | 0 | 89,569 |
-0.489694 | -0.473343 | -0.39608 | 0.710835 | 0.127105 | -0.43528 | -0.379429 | 0.000111 | -1 | 0.732051 | 2.346065 | -0.000393 | 0.000981 | 1 | 89,570 |
-0.734901 | 0.138422 | -1.305447 | 3.343117 | -0.25654 | 0 | -0.379429 | 0 | -1 | 0.732051 | 2.346065 | -0.000589 | 0.001963 | 1 | 89,571 |
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