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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 | 0.708429 | -0.406389 | -0.834771 | -0.403049 | 0.00081 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,672 |
0 | -0.473343 | 0.512039 | 0.708429 | -2.670782 | -1.942037 | -0.403479 | -0.000032 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,673 |
0.489022 | 0.442956 | 1.11656 | 3.332804 | -0.31633 | -0.612644 | -0.403479 | 0 | -1 | 0.628626 | 1.414214 | 0.000392 | -0.000784 | 0 | 89,674 |
0.733173 | 1.357999 | 0.512039 | 4.205197 | 0.118538 | -0.287628 | -0.403479 | 0 | -1 | 0.628626 | 1.414214 | 0.000588 | -0.001372 | 0 | 89,675 |
-1.956087 | -2.611375 | -1.90605 | 4.205197 | -2.576111 | -1.942037 | -0.408418 | -0.000365 | -1 | 0.628626 | 1.414214 | -0.001568 | 0.000196 | 1 | 89,676 |
1.467353 | 1.359794 | 2.023788 | 0.7074 | -0.343656 | -0.716748 | -0.408418 | 0 | -1 | 0.628626 | 1.414214 | 0.001176 | -0.00098 | 0 | 89,677 |
-0.733461 | -0.473343 | -0.394656 | 1.583392 | -0.529775 | -0.612644 | -0.411209 | -0.000206 | -1 | 0.628626 | 1.414214 | -0.000588 | -0.000981 | 0 | 89,678 |
0 | 0.442956 | 0.512039 | 3.332804 | 0.06505 | -0.161147 | -0.411209 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.000981 | 0 | 89,679 |
0.733461 | 1.053523 | 0.512039 | 0.7074 | -0.213816 | -0.834771 | -0.412927 | -0.000127 | -1 | 0.628626 | 1.414214 | 0.000588 | -0.002551 | 0 | 89,680 |
0 | 0.137224 | 0.209866 | 1.583392 | -0.882782 | -1.132165 | -0.41035 | 0.00019 | -1 | 0.628626 | 1.414214 | 0 | -0.002944 | 0 | 89,681 |
0 | -0.473343 | -0.394656 | 1.583392 | -1.010338 | -1.132165 | -0.41035 | 0 | -1 | 0.628626 | 1.414214 | 0 | -0.002944 | 0 | 89,682 |
-0.733461 | -0.473343 | -0.394656 | 1.583392 | -0.162878 | -0.519521 | -0.41035 | 0 | -1 | 0.628626 | 1.414214 | -0.000588 | -0.002356 | 0 | 89,683 |
0 | -0.473343 | 0.512039 | 1.583392 | -1.340697 | -1.583663 | -0.410565 | -0.000016 | -1 | 0.628626 | 1.414214 | 0 | -0.001963 | 0 | 89,684 |
0 | -0.473343 | 0.512039 | 0.709116 | -0.536889 | -0.834771 | -0.410565 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.000981 | 0 | 89,685 |
-0.244583 | -0.473343 | -0.395189 | 0.709116 | -0.453807 | -0.716748 | -0.408203 | 0.000175 | -1 | 0.464102 | 0.614014 | -0.000196 | -0.000785 | 0 | 89,686 |
0.489118 | 0.443136 | 0.814388 | 1.583392 | -0.390504 | -0.519521 | -0.408203 | 0 | -1 | 0.464102 | 0.614014 | 0.000392 | -0.001177 | 0 | 89,687 |
0.488926 | 0.137463 | 0.81427 | 1.583392 | -1.473348 | -1.329392 | -0.412497 | -0.000317 | -1 | 0.464102 | 0.614014 | 0.000392 | -0.001569 | 0 | 89,688 |
-0.733461 | 0.137224 | -0.394656 | 1.583392 | -0.713198 | -0.834771 | -0.412497 | 0 | -1 | 0.464102 | 0.614014 | -0.000588 | -0.001177 | 0 | 89,689 |
0.733461 | 0.442956 | 0.512039 | 1.583392 | -0.789803 | -0.612644 | -0.395319 | 0.00127 | -1 | 0.464102 | 0.614014 | 0.000588 | -0.001765 | 0 | 89,690 |
-0.733461 | -1.389642 | -1.301883 | 0.709116 | -0.750207 | -0.971018 | -0.408203 | -0.000952 | -1 | 0.464102 | 0.614014 | -0.000588 | -0.001373 | 0 | 89,691 |
0 | -0.473343 | 0.512039 | 0.709116 | -4.029688 | -2.554681 | -0.408203 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.000785 | 0 | 89,692 |
-0.489213 | -0.778896 | -0.395189 | 0.709116 | 0.707235 | -0.43528 | -0.407773 | 0.000032 | -1 | 0.464102 | 0.614014 | -0.000392 | 0 | 0 | 89,693 |
0 | -0.473343 | 0.20957 | 0.709116 | -2.724795 | -1.583663 | -0.407773 | 0 | -1 | 0.464102 | 0.614014 | 0 | -0.000392 | 0 | 89,694 |
-0.73418 | -0.473343 | -0.395545 | 3.337096 | -0.405442 | -0.716748 | -0.407773 | 0 | -1 | 0.464102 | 0.614014 | -0.000589 | 0.000589 | 1 | 89,695 |
0.73418 | 0.443855 | 0.512039 | 1.585968 | -0.978252 | -1.132165 | -0.409921 | -0.000159 | -1 | 0.464102 | 0.614014 | 0.000589 | -0.000589 | 0 | 89,696 |
-0.73418 | -1.390541 | -1.303663 | 0.710835 | -0.87623 | -1.329392 | -0.409921 | 0 | -1 | 0.464102 | 0.614014 | -0.000589 | 0.000589 | 1 | 89,697 |
0 | -0.473343 | -0.39608 | 0.710835 | -0.27128 | -0.287628 | -0.404123 | 0.000429 | -1 | 0.464102 | 0.614014 | 0 | 0.000589 | 1 | 89,698 |
0 | -0.473343 | -0.39608 | 1.585968 | -0.156744 | -0.222127 | -0.404123 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000785 | 1 | 89,699 |
0 | 0.443855 | 0.512039 | 1.585968 | -0.222655 | -0.716748 | -0.407559 | -0.000254 | -1 | 0.464102 | 0.614014 | 0 | 0.000981 | 1 | 89,700 |
0 | -0.473343 | 0.512039 | 1.585968 | -1.297996 | -1.329392 | -0.407559 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000981 | 1 | 89,701 |
0 | 0.443855 | 0.512039 | 1.585968 | 0.725401 | -0.161147 | -0.407559 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000589 | 1 | 89,702 |
0.73418 | 0.443855 | 0.512039 | 1.585968 | -0.865476 | -1.329392 | -0.40627 | 0.000095 | -1 | 0.464102 | 0.614014 | 0.000589 | 0.000392 | 1 | 89,703 |
0.489213 | 0.137822 | 0.20957 | 0.709116 | -0.441576 | -0.43528 | -0.409062 | -0.000206 | -1 | 0.464102 | 0.614014 | 0.000392 | -0.000392 | 0 | 89,704 |
0 | 1.053523 | -0.395189 | 3.337096 | 0.421892 | 0 | -0.409062 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0 | 0 | 89,705 |
-0.489213 | -1.084509 | -0.395189 | 0.709116 | -0.541681 | -0.971018 | -0.414215 | -0.000381 | -1 | 0.464102 | 0.614014 | -0.000392 | 0.000392 | 1 | 89,706 |
0.489213 | 0.137822 | 0.20957 | 0.709116 | -1.425597 | -1.329392 | -0.414215 | 0 | -1 | 0.464102 | 0.614014 | 0.000392 | 0 | 0 | 89,707 |
-0.489213 | -1.084509 | -0.395189 | 1.585968 | -1.953519 | -1.329392 | -0.4067 | 0.000556 | -1 | 0.464102 | 0.614014 | -0.000392 | 0 | 0 | 89,708 |
-0.73418 | -0.473343 | -0.395545 | 1.585968 | -0.983475 | -0.834771 | -0.4067 | 0 | -1 | 0.464102 | 0.614014 | -0.000589 | 0.000589 | 1 | 89,709 |
0.73418 | 0.443855 | 1.117154 | 0.709116 | -1.071271 | -1.329392 | -0.41078 | -0.000302 | -1 | 0.464102 | 0.614014 | 0.000589 | 0.000392 | 1 | 89,710 |
0 | 0.137822 | 0.20957 | 0.709116 | -2.534113 | -1.132165 | -0.41078 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000392 | 1 | 89,711 |
0 | -0.473343 | 0.20957 | 0.709116 | -1.002145 | -0.834771 | -0.413571 | -0.000206 | -1 | 0.464102 | 0.614014 | 0 | 0.000392 | 1 | 89,712 |
0 | -0.473343 | 0.20957 | 0.709116 | -0.581554 | -0.519521 | -0.413571 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.00098 | 1 | 89,713 |
0 | -0.473343 | 0.512039 | 0.709116 | -4.029688 | -2.554681 | -0.413571 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000392 | 1 | 89,714 |
-0.73418 | -0.473343 | -1.303663 | 1.585968 | 1.080179 | 0.937661 | -0.41443 | -0.000063 | -1 | 0.464102 | 0.614014 | -0.000589 | 0.000981 | 1 | 89,715 |
-0.489694 | -0.473343 | -0.39608 | 0.710835 | 0.136635 | -0.104104 | -0.41443 | 0 | -1 | 0.464102 | 0.614014 | -0.000393 | 0.001373 | 1 | 89,716 |
0 | -0.473343 | 0.209273 | 0.710835 | -3.636876 | -1.942037 | -0.413356 | 0.000079 | -1 | 0.464102 | 0.614014 | 0 | 0.001177 | 1 | 89,717 |
0.489694 | 0.138422 | 1.117391 | 0.710835 | -3.636876 | -1.942037 | -0.413356 | 0 | -1 | 0.464102 | 0.614014 | 0.000393 | 0.000785 | 1 | 89,718 |
0.73418 | 0.443855 | -0.39608 | 1.585968 | 0.361426 | -0.05052 | -0.413356 | 0 | -1 | 0.464102 | 0.614014 | 0.000589 | 0.000392 | 1 | 89,719 |
0 | -0.473343 | 0.512039 | 1.585968 | -4.029688 | -2.554681 | -0.413356 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.000392 | 1 | 89,720 |
0 | -0.473343 | 0.512039 | 1.585968 | -4.029688 | -2.554681 | -0.412712 | 0.000048 | -1 | 0.464102 | 0.614014 | 0 | 0.001372 | 1 | 89,721 |
-0.73418 | -1.390541 | -0.395545 | 1.585968 | -0.04826 | -1.329392 | -0.412712 | 0 | -1 | 0.464102 | 0.614014 | -0.000589 | 0.001569 | 1 | 89,722 |
0 | -0.473343 | 0.512039 | 1.585968 | -0.432572 | -0.834771 | -0.411853 | 0.000063 | -1 | 0.464102 | 0.614014 | 0 | 0.001569 | 1 | 89,723 |
0.73418 | 0.443855 | 1.117154 | 1.585968 | -2.926925 | -1.942037 | -0.411853 | 0 | -1 | 0.464102 | 0.614014 | 0.000589 | 0.00098 | 1 | 89,724 |
0 | -0.473343 | 0.20957 | 0.709116 | -0.836408 | -0.834771 | -0.412497 | -0.000048 | -1 | 0.464102 | 0.614014 | 0 | 0.001372 | 1 | 89,725 |
0 | -0.473343 | 0.512039 | 0.709116 | -4.029688 | -2.554681 | -0.412497 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.00098 | 1 | 89,726 |
0 | -0.473343 | 0.20957 | 1.585968 | -0.402611 | -0.971018 | -0.412497 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.001176 | 1 | 89,727 |
-0.73418 | -1.390541 | -0.395545 | 0.710835 | -0.448679 | -0.834771 | -0.413356 | -0.000063 | -1 | 0.464102 | 0.614014 | -0.000589 | 0.001569 | 1 | 89,728 |
0 | -0.473343 | -0.39608 | 0.710835 | -1.197728 | -1.583663 | -0.411209 | 0.000159 | -1 | 0.464102 | 0.614014 | 0 | 0.001961 | 1 | 89,729 |
-1.224595 | -2.003207 | -1.001789 | 0.710835 | -3.014284 | -1.942037 | -0.411209 | 0 | -1 | 0.464102 | 0.614014 | -0.000982 | 0.002943 | 1 | 89,730 |
-0.490175 | 0.444756 | -0.396972 | 1.588549 | -2.361051 | -1.329392 | -0.415718 | -0.000333 | -1 | 0.464102 | 0.614014 | -0.000393 | 0.004315 | 1 | 89,731 |
0 | -0.473343 | 0.512039 | 1.588549 | -4.029688 | -2.554681 | -0.415718 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.004119 | 1 | 89,732 |
0 | 1.057122 | 0.208975 | 1.588549 | 0.773703 | -0.104104 | -0.411853 | 0.000286 | -1 | 0.464102 | 0.614014 | 0 | 0.004119 | 1 | 89,733 |
0.490175 | 1.057122 | 1.117986 | 1.588549 | 0.020445 | -0.971018 | -0.411424 | 0.000032 | -1 | 0.464102 | 0.614014 | 0.000393 | 0.003726 | 1 | 89,734 |
1.224595 | 1.056521 | 0.512039 | 0.710835 | 0.511162 | 0.612644 | -0.411424 | 0 | -1 | 0.464102 | 0.614014 | 0.000982 | 0.002548 | 1 | 89,735 |
0 | -0.473343 | -0.39608 | 0.710835 | 0.175613 | 0.25427 | -0.41078 | 0.000048 | -1 | 0.464102 | 0.614014 | 0 | 0.002548 | 1 | 89,736 |
0 | -0.473343 | 0.512039 | 0.710835 | -1.408679 | -1.583663 | -0.410135 | 0.000048 | -1 | 0.464102 | 0.614014 | 0 | 0.002548 | 1 | 89,737 |
0 | -0.473343 | -0.39608 | 0.710835 | -1.885158 | -1.583663 | -0.410135 | 0 | -1 | 0.464102 | 0.614014 | 0 | 0.002744 | 1 | 89,738 |
-0.244823 | -0.473343 | -0.39608 | 0.710835 | 0.525984 | 0 | -0.402405 | 0.000571 | -1 | 0.464102 | 0.614014 | -0.000196 | 0.00294 | 1 | 89,739 |
0 | -0.473343 | 0.512039 | 0.710835 | -4.029688 | -2.554681 | -0.408847 | -0.000476 | -1 | 0.464102 | 0.614014 | 0 | 0.003136 | 1 | 89,740 |
-0.244871 | -0.779256 | -0.093433 | 0.710835 | -1.801491 | -1.942037 | -0.408847 | 0 | -1 | 0.464102 | 0.614014 | -0.000196 | 0.003528 | 1 | 89,741 |
0.734468 | 0.749948 | 0.512039 | 1.585968 | 0.037586 | -0.161147 | -0.410565 | -0.000127 | -1 | 0.464102 | 0.614014 | 0.000589 | 0.002939 | 1 | 89,742 |
0.489405 | 0.138062 | 0.814566 | 1.585968 | -1.209333 | -1.132165 | -0.410565 | 0 | -1 | 0.464102 | 0.614014 | 0.000392 | 0.002351 | 1 | 89,743 |
-0.489405 | -0.473343 | -0.092958 | 1.585968 | -0.836408 | -0.834771 | -0.418295 | -0.000571 | -1 | 0.464102 | 0.614014 | -0.000392 | 0.002743 | 1 | 89,744 |
0.489405 | 0.138062 | -0.698667 | 3.338814 | -0.417877 | -0.222127 | -0.418295 | 0 | -1 | 0.249689 | 0 | 0.000392 | 0.001568 | 1 | 89,745 |
-0.73418 | -1.390541 | -0.395545 | 1.585968 | -2.670782 | -1.942037 | -0.412712 | 0.000413 | -1 | 0.249689 | 0 | -0.000589 | 0.002157 | 1 | 89,746 |
0.73418 | 0.443855 | 1.117154 | 1.585968 | -2.391691 | -1.583663 | -0.412712 | 0 | -1 | 0.249689 | 0 | 0.000589 | 0.001568 | 1 | 89,747 |
0 | -0.473343 | 0.512039 | 1.585968 | -4.029688 | -2.554681 | -0.411424 | 0.000095 | -1 | 0.249689 | 0 | 0 | 0.00098 | 1 | 89,748 |
0.244631 | -0.16773 | -0.395545 | 0.709116 | -0.176609 | -0.612644 | -0.411424 | 0 | -1 | 0.249689 | 0 | 0.000196 | 0.00098 | 1 | 89,749 |
0.244583 | -0.16779 | 0.814388 | 0.709116 | -1.311875 | -1.329392 | -0.413356 | -0.000143 | -1 | 0.249689 | 0 | 0.000196 | 0.00098 | 1 | 89,750 |
0 | -0.473343 | 0.512039 | 0.709116 | -1.178899 | -1.329392 | -0.413356 | 0 | -1 | 0.249689 | 0 | 0 | 0.000588 | 1 | 89,751 |
-0.489213 | -0.473343 | -0.395189 | 0.709116 | -1.221181 | -0.834771 | -0.413786 | -0.000032 | -1 | 0.249689 | 0 | -0.000392 | 0.001372 | 1 | 89,752 |
0.489213 | 0.748748 | -0.698192 | 3.33452 | 0.280066 | -0.161147 | -0.409921 | 0.000286 | -1 | 0.249689 | 0 | 0.000392 | 0.00098 | 1 | 89,753 |
-0.489213 | -1.084509 | -0.395189 | 0.709116 | -0.983475 | -1.583663 | -0.409921 | 0 | -1 | 0.249689 | 0 | -0.000392 | 0.00196 | 1 | 89,754 |
0.489213 | 1.054122 | 1.116798 | 1.583392 | 0.015064 | -0.287628 | -0.409921 | 0 | -1 | 0.249689 | 0 | 0.000392 | 0.001176 | 1 | 89,755 |
0 | -0.473343 | 0.512039 | 1.583392 | -0.365272 | -0.43528 | -0.419369 | -0.000698 | -1 | 0.249689 | 0 | 0 | 0.001176 | 1 | 89,756 |
0 | -0.473343 | 0.512039 | 3.33452 | -1.718915 | -1.942037 | -0.419369 | 0 | -1 | 0.249689 | 0 | 0 | 0.001763 | 1 | 89,757 |
-0.489213 | -0.473343 | -0.395189 | 0.709116 | -0.545302 | -0.519521 | -0.399614 | 0.00146 | -1 | 0.249689 | 0 | -0.000392 | 0.00196 | 1 | 89,758 |
0 | -0.473343 | 0.512039 | 0.709116 | -4.029688 | -2.554681 | -0.399614 | 0 | -1 | 0.249689 | 0 | 0 | 0.002351 | 1 | 89,759 |
0.489213 | 0.137822 | 1.116798 | 0.709116 | -1.018652 | -1.583663 | -0.408847 | -0.000683 | -1 | 0.249689 | 0 | 0.000392 | 0.001959 | 1 | 89,760 |
0 | -0.473343 | -0.395189 | 3.33452 | -0.535697 | -0.519521 | -0.408847 | 0 | -1 | 0.249689 | 0 | 0 | 0.001959 | 1 | 89,761 |
0 | -0.473343 | 0.512039 | 1.583392 | -3.014284 | -1.942037 | -0.416362 | -0.000556 | -1 | 0.249689 | 0 | 0 | 0.001763 | 1 | 89,762 |
0.733461 | 0.442956 | 0.512039 | 1.583392 | -0.255813 | -0.612644 | -0.416362 | 0 | -1 | 0.249689 | 0 | 0.000588 | 0.001371 | 1 | 89,763 |
-0.733461 | -0.778716 | -0.394656 | 1.583392 | -2.534113 | -1.329392 | -0.417651 | -0.000095 | -1 | 0.249689 | 0 | -0.000588 | 0.001567 | 1 | 89,764 |
0 | -0.473343 | 0.512039 | 0.709116 | -0.361758 | -0.519521 | -0.417651 | 0 | -1 | 0.249689 | 0 | 0 | 0.002546 | 1 | 89,765 |
0 | -0.473343 | -0.092721 | 0.709116 | -2.851252 | -1.329392 | -0.414859 | 0.000206 | -1 | 0.249689 | 0 | 0 | 0.001959 | 1 | 89,766 |
-0.244583 | -0.778896 | -0.092721 | 0.709116 | -3.636876 | -1.942037 | -0.414859 | 0 | -1 | 0.249689 | 0 | -0.000196 | 0.002155 | 1 | 89,767 |
0 | -0.473343 | 0.209629 | 0.709116 | -3.636876 | -1.942037 | -0.418295 | -0.000254 | -1 | 0.249689 | 0 | 0 | 0.002155 | 1 | 89,768 |
0.244583 | -0.16779 | 0.209629 | 1.583392 | -0.79167 | -0.834771 | -0.418295 | 0 | -1 | 0.249689 | 0 | 0.000196 | 0.002546 | 1 | 89,769 |
0 | -0.473343 | 0.512039 | 1.583392 | -0.506688 | -1.942037 | -0.415933 | 0.000175 | -1 | 0.249689 | 0 | 0 | 0.001959 | 1 | 89,770 |
1.222195 | 1.053523 | 1.11656 | 3.332804 | -0.698728 | -0.971018 | -0.415933 | 0 | -1 | 0.249689 | 0 | 0.00098 | 0.000979 | 1 | 89,771 |
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