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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.488734 | -1.08391 | -0.3943 | 3.332804 | -3.636876 | -1.942037 | -0.416362 | -0.000032 | -1 | 0.249689 | 0 | -0.000392 | 0.001371 | 1 | 89,772 |
0 | 0.137224 | 0.209866 | 0.7074 | -1.186356 | -0.716748 | -0.416362 | 0 | -1 | 0.249689 | 0 | 0 | 0.001371 | 1 | 89,773 |
0 | 0.137224 | 0.209866 | 0.7074 | -1.146507 | -1.329392 | -0.416362 | 0 | -1 | 0.249689 | 0 | 0 | 0.001371 | 1 | 89,774 |
0.488734 | 0.137224 | 1.116205 | 0.7074 | -1.307211 | -0.716748 | -0.424093 | -0.000571 | -1 | 0.249689 | 0 | 0.000392 | 0.000979 | 1 | 89,775 |
-0.488734 | -0.778597 | -0.3943 | 0.7074 | -0.452778 | -0.43528 | -0.424093 | 0 | -1 | 0.249689 | 0 | -0.000392 | 0.001371 | 1 | 89,776 |
0.244391 | 0.137224 | 0.209866 | 0.7074 | -0.361758 | -0.716748 | -0.424308 | -0.000016 | -1 | 0.249689 | 0 | 0.000196 | 0.001175 | 1 | 89,777 |
-0.244391 | -0.473343 | -0.092247 | 0.7074 | -0.266077 | -0.358374 | -0.424308 | 0 | -1 | 0.249689 | 0 | -0.000196 | 0.001175 | 1 | 89,778 |
0.488734 | 0.137224 | 1.116205 | 0.7074 | -0.082522 | -0.716748 | -0.423878 | 0.000032 | -1 | 0.249689 | 0 | 0.000392 | 0.001566 | 1 | 89,779 |
0 | 0.442059 | 0.512039 | 1.580822 | -0.195233 | -0.612644 | -0.425166 | -0.000095 | -1 | 0.249689 | 0 | 0 | 0.000979 | 1 | 89,780 |
1.220998 | 1.052028 | 1.115969 | 0.705688 | 0.008722 | -0.287628 | -0.425166 | 0 | -1 | 0.249689 | 0 | 0.000979 | -0.000391 | 0 | 89,781 |
-0.244104 | -0.473343 | -0.393413 | 0.705688 | 0.019998 | -0.612644 | -0.425166 | 0 | -1 | 0.249689 | 0 | -0.000196 | 0.000196 | 1 | 89,782 |
0 | -0.473343 | 0.210221 | 0.705688 | -3.407096 | -1.583663 | -0.425596 | -0.000032 | -1 | 0.249689 | 0 | 0 | 0.000196 | 1 | 89,783 |
0 | -0.473343 | 0.512039 | 0.705688 | -4.029688 | -2.554681 | -0.425596 | 0 | -1 | 0.249689 | 0 | 0 | -0.000196 | 0 | 89,784 |
-0.244152 | -0.473343 | -0.091655 | 0.705688 | -2.205525 | -1.329392 | -0.428173 | -0.00019 | -1 | 0.249689 | 0 | -0.000196 | 0 | 0 | 89,785 |
0 | -0.168329 | 0.210162 | 0.705688 | -1.681741 | -1.329392 | -0.428387 | -0.000016 | -1 | 0.249689 | 0 | 0 | 0 | 0 | 89,786 |
0 | -0.473343 | -0.393768 | 3.328522 | -0.049773 | -0.222127 | -0.428387 | 0 | -1 | 0.249689 | 0 | 0 | 0.000978 | 1 | 89,787 |
0.244152 | -0.168329 | -0.393768 | 0.705688 | -0.637118 | -0.971018 | -0.428387 | 0 | -1 | 0.249689 | 0 | 0.000196 | 0.000783 | 1 | 89,788 |
0 | -0.473343 | 0.512039 | 0.705688 | -4.029688 | -2.554681 | -0.424737 | 0.00027 | -1 | 0.249689 | 0 | 0 | 0.000783 | 1 | 89,789 |
0.244104 | 0.746118 | 0.210221 | 3.325956 | 0.960898 | 0.705768 | -0.424737 | 0 | -1 | 0.249689 | 0 | 0.000196 | 0.000587 | 1 | 89,790 |
0.244056 | 0.136388 | 0.512039 | 1.578256 | -1.059148 | -1.132165 | -0.431179 | -0.000476 | -1 | 0.249689 | 0 | 0.000196 | 0.000391 | 1 | 89,791 |
0 | -0.168508 | 0.512039 | 1.578256 | -3.636876 | -1.942037 | -0.431179 | 0 | -1 | 0.249689 | 0 | 0 | 0.000782 | 1 | 89,792 |
-0.244056 | -0.168508 | 0.210339 | 1.578256 | -2.621472 | -1.583663 | -0.431179 | 0 | -1 | 0.249689 | 0 | -0.000196 | 0.000978 | 1 | 89,793 |
0 | 0.136388 | 0.512039 | 0.705688 | 0.43771 | -0.612644 | -0.429891 | 0.000095 | -1 | 0.249689 | 0 | 0 | 0 | 0 | 89,794 |
-0.976703 | -0.473343 | -0.997343 | 1.580822 | 0.127105 | -0.612644 | -0.423663 | 0.00046 | -1 | 0.249689 | 0 | -0.000783 | 0.000783 | 1 | 89,795 |
0 | -0.168209 | 0.512039 | 1.580822 | -1.681741 | -1.942037 | -0.423663 | 0 | -1 | 0.249689 | 0 | 0 | 0.00137 | 1 | 89,796 |
0 | -0.168209 | 0.210044 | 1.580822 | -0.784238 | -1.132165 | -0.426025 | -0.000175 | -1 | 0.249689 | 0 | 0 | 0.00137 | 1 | 89,797 |
-0.73303 | -0.168209 | -0.696295 | 0.7074 | -0.118989 | -0.161147 | -0.426025 | 0 | -1 | 0.249689 | 0 | -0.000588 | 0.002349 | 1 | 89,798 |
0.244391 | -0.16803 | 0.512039 | 0.7074 | -3.014284 | -1.942037 | -0.422375 | 0.00027 | -1 | 0.249689 | 0 | 0.000196 | 0.001762 | 1 | 89,799 |
0.244343 | -0.16809 | 0.814092 | 0.7074 | -3.407096 | -1.583663 | -0.422375 | 0 | -1 | 0.249689 | 0 | 0.000196 | 0.001957 | 1 | 89,800 |
-0.488734 | -0.473343 | -0.3943 | 0.7074 | -2.121415 | -1.329392 | -0.422375 | 0 | -1 | 0.249689 | 0 | -0.000392 | 0.002349 | 1 | 89,801 |
0.488734 | 0.137224 | 1.116205 | 3.330234 | -1.512002 | -1.329392 | -0.422375 | 0 | -1 | 0.249689 | 0 | 0.000392 | 0.001566 | 1 | 89,802 |
0 | 0.442059 | 0.512039 | 1.580822 | -1.271218 | -0.834771 | -0.424093 | -0.000127 | -1 | 0.249689 | 0 | 0 | 0.001566 | 1 | 89,803 |
0.732742 | 0.442059 | 0.512039 | 3.330234 | -1.613993 | -0.834771 | -0.425166 | -0.000079 | -1 | 0.249689 | 0 | 0.000587 | 0.001369 | 1 | 89,804 |
-0.488447 | -0.778417 | -0.393768 | 10.33474 | -1.885158 | -1.583663 | -0.425166 | 0 | -1 | 0 | -0.385986 | -0.000392 | 0.00137 | 1 | 89,805 |
0 | -0.473343 | 0.512039 | 12.087584 | -4.029688 | -2.554681 | -0.425166 | 0 | -1 | 0 | -0.385986 | 0 | 0.00137 | 1 | 89,806 |
0.732599 | 0.44188 | 0.210044 | 0.705688 | 0.11022 | 0.216654 | -0.423449 | 0.000127 | -1 | 0 | -0.385986 | 0.000587 | 0.000783 | 1 | 89,807 |
-0.244152 | -0.168388 | -0.695585 | 3.328522 | 0.335156 | -0.612644 | -0.424952 | -0.000111 | -1 | 0 | -0.385986 | -0.000196 | 0.001369 | 1 | 89,808 |
0.488256 | 0.136626 | 0.210162 | 0.705688 | -0.830368 | -0.834771 | -0.424952 | 0 | -1 | 0 | -0.385986 | 0.000391 | 0.000587 | 1 | 89,809 |
0 | -0.473343 | -0.393413 | 0.705688 | -1.297996 | -0.834771 | -0.424737 | 0.000016 | -1 | 0 | -0.385986 | 0 | 0.000587 | 1 | 89,810 |
0 | 0.136388 | -0.393413 | 1.578256 | 0.299758 | -0.05052 | -0.424737 | 0 | -1 | 0 | -0.385986 | 0 | 0.000978 | 1 | 89,811 |
-0.244104 | 0.441163 | -0.091537 | 0.705688 | -0.184242 | -0.612644 | -0.456732 | -0.002365 | -1 | 0 | -0.385986 | -0.000196 | 0.000783 | 1 | 89,812 |
0.244104 | -0.168388 | -0.091655 | 3.325956 | -0.573861 | -0.612644 | -0.456732 | 0 | -1 | 0 | -0.385986 | 0.000196 | 0.000978 | 1 | 89,813 |
-0.488256 | -1.083312 | -0.393413 | 3.325956 | -1.801491 | -1.942037 | -0.44621 | 0.000778 | -1 | 0 | -0.385986 | -0.000391 | 0.001369 | 1 | 89,814 |
1.220282 | 1.051133 | 0.210162 | 1.578256 | -1.59054 | -0.971018 | -0.44621 | 0 | -1 | 0 | -0.385986 | 0.000978 | 0.000977 | 1 | 89,815 |
-0.732026 | -0.473343 | -0.392882 | 0.705688 | -0.101015 | 0.093124 | -0.452223 | -0.000444 | -1 | 0 | -0.385986 | -0.000587 | 0.000587 | 1 | 89,816 |
0 | -0.473343 | -0.393413 | 0.705688 | -0.49217 | -0.519521 | -0.452223 | 0 | -1 | 0 | -0.385986 | 0 | 0.000587 | 1 | 89,817 |
0 | -0.473343 | 0.512039 | 0.705688 | -2.424083 | -1.132165 | -0.441486 | 0.000794 | -1 | 0 | -0.385986 | 0 | 0.000978 | 1 | 89,818 |
0.732026 | 0.441163 | 0.512039 | 1.578256 | -0.351343 | -0.834771 | -0.441486 | 0 | -1 | 0 | -0.385986 | 0.000587 | 0.000391 | 1 | 89,819 |
-0.732026 | -1.38785 | -0.392882 | 1.578256 | -2.45844 | -1.583663 | -0.404123 | 0.002762 | -1 | 0 | -0.385986 | -0.000587 | 0.000587 | 1 | 89,820 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.445351 | -0.003048 | -1 | 0 | -0.385986 | 0 | 0.000587 | 1 | 89,821 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.444492 | 0.000063 | -1 | 0 | -0.385986 | 0 | 0.000587 | 1 | 89,822 |
0 | -0.473343 | 0.512039 | 1.578256 | -0.978252 | -1.583663 | -0.444492 | 0 | -1 | 0 | -0.385986 | 0 | 0 | 0 | 89,823 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.444492 | 0 | -1 | 0 | -0.385986 | 0 | -0.000391 | 0 | 89,824 |
0 | 0.136388 | 0.512039 | 1.578256 | -0.683073 | -0.834771 | -0.448357 | -0.000286 | -1 | 0 | -0.385986 | 0 | 0 | 0 | 89,825 |
0 | 0.441163 | 0.512039 | 1.578256 | -0.31876 | -1.132165 | -0.424522 | 0.001762 | -1 | 0 | -0.385986 | 0 | -0.000391 | 0 | 89,826 |
0 | 0.441163 | 0.512039 | 1.578256 | -1.700023 | -1.329392 | -0.424522 | 0 | -1 | 0 | -0.385986 | 0 | -0.000391 | 0 | 89,827 |
-0.244104 | -0.473343 | -0.091537 | 1.578256 | -0.651539 | -1.329392 | -0.424522 | 0 | -1 | 0 | -0.385986 | -0.000196 | 0.000196 | 1 | 89,828 |
0.97613 | 0.746118 | 1.417136 | 1.578256 | -1.186356 | -1.942037 | -0.399828 | 0.001826 | -1 | 0 | -0.385986 | 0.000783 | -0.000587 | 0 | 89,829 |
-0.732026 | -1.38785 | -1.298333 | 1.578256 | 0.671465 | -0.358374 | -0.423019 | -0.001714 | -1 | 0 | -0.385986 | -0.000587 | 0 | 0 | 89,830 |
-0.488256 | -0.473343 | -0.393413 | 3.325956 | -0.672365 | -0.971018 | -0.423019 | 0 | -1 | 0 | -0.385986 | -0.000391 | 0.000391 | 1 | 89,831 |
0.488256 | 0.136626 | 1.115614 | 3.325956 | -1.598251 | -1.942037 | -0.423019 | 0 | -1 | 0 | -0.385986 | 0.000391 | 0 | 0 | 89,832 |
0 | -0.473343 | 0.512039 | 3.325956 | -4.029688 | -2.554681 | -0.441057 | -0.001333 | -1 | 0 | -0.385986 | 0 | 0.000978 | 1 | 89,833 |
-0.488256 | -1.083312 | -0.393413 | 1.578256 | -1.010338 | -0.971018 | -0.441057 | 0 | -1 | 0 | -0.385986 | -0.000391 | 0 | 0 | 89,834 |
0 | 0.136626 | 0.210162 | 0.705688 | -1.36076 | -1.132165 | -0.448572 | -0.000556 | -1 | 0 | -0.385986 | 0 | 0.001369 | 1 | 89,835 |
0 | -0.473343 | 0.512039 | 0.705688 | -4.029688 | -2.554681 | -0.448572 | 0 | -1 | 0 | -0.385986 | 0 | 0.000978 | 1 | 89,836 |
1.220282 | 1.051133 | 1.115614 | 1.578256 | 0 | -0.971018 | -0.425811 | 0.001683 | -1 | 0 | -0.385986 | 0.000978 | 0.000196 | 1 | 89,837 |
0 | -0.473343 | -0.392882 | 3.325956 | -1.1571 | -1.329392 | -0.425811 | 0 | -1 | 0 | -0.385986 | 0 | 0 | 0 | 89,838 |
0 | -0.473343 | -1.298333 | 3.325956 | -1.335791 | -1.329392 | -0.424308 | 0.000111 | -1 | 0 | -0.385986 | 0 | 0.000391 | 1 | 89,839 |
0 | -0.473343 | 0.210457 | 3.325956 | -3.407096 | -1.942037 | -0.424308 | 0 | -1 | 0 | -0.385986 | 0 | 0.000391 | 1 | 89,840 |
0 | -0.473343 | 0.210457 | 1.578256 | -0.405442 | -0.287628 | -0.429032 | -0.000349 | -1 | 0 | -0.385986 | 0 | 0.000391 | 1 | 89,841 |
0.487779 | 0.13603 | 0.210457 | 3.324247 | -1.953519 | -1.583663 | -0.443419 | -0.001064 | -1 | 0 | -0.385986 | 0.000391 | 0 | 0 | 89,842 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.443419 | 0 | -1 | 0 | -0.385986 | 0 | 0.000586 | 1 | 89,843 |
-1.219804 | -1.997223 | -0.995867 | 3.324247 | -3.014284 | -1.942037 | -0.443419 | 0 | -1 | 0 | -0.385986 | -0.000978 | 0.001173 | 1 | 89,844 |
0 | -0.473343 | 0.512039 | 3.324247 | -4.029688 | -2.554681 | -0.444707 | -0.000095 | -1 | 0 | -0.385986 | 0 | 0.001564 | 1 | 89,845 |
0.732026 | 0.441163 | 0.512039 | 3.324247 | -1.898186 | -1.583663 | -0.437191 | 0.000556 | -1 | 0 | -0.385986 | 0.000587 | 0.000977 | 1 | 89,846 |
0 | -0.473343 | -0.392882 | 3.324247 | -0.736468 | -0.971018 | -0.449216 | -0.000889 | -1 | 0 | -0.385986 | 0 | 0.001368 | 1 | 89,847 |
0.487779 | 0.13603 | 1.115024 | 0.70398 | -0.566271 | -1.583663 | -0.449216 | 0 | -1 | 0 | -0.385986 | 0.000391 | 0.000586 | 1 | 89,848 |
-0.487779 | -1.082716 | -0.392528 | 0.70398 | -1.414263 | -1.942037 | -0.452652 | -0.000254 | -1 | 0 | -0.385986 | -0.000391 | 0.001368 | 1 | 89,849 |
0.487779 | 0.13603 | 1.115024 | 0.70398 | -1.330926 | -1.942037 | -0.452652 | 0 | -1 | 0 | -0.385986 | 0.000391 | 0.000977 | 1 | 89,850 |
0 | -0.473343 | 0.512039 | 0.70398 | -2.304333 | -1.942037 | -0.452437 | 0.000016 | -1 | 0 | -0.385986 | 0 | 0.000977 | 1 | 89,851 |
-0.487779 | -0.473343 | -0.392528 | 3.324247 | -0.247161 | -0.104104 | -0.452437 | 0 | -1 | 0 | -0.385986 | -0.000391 | 0.000391 | 1 | 89,852 |
0 | -0.473343 | 0.512039 | 0.70398 | -4.029688 | -2.554681 | -0.452223 | 0.000016 | -1 | 0 | -0.385986 | 0 | 0.000391 | 1 | 89,853 |
0.487779 | 0.13603 | 1.115024 | 0.70398 | -2.670782 | -1.583663 | -0.452223 | 0 | -1 | 0 | -0.385986 | 0.000391 | 0.000586 | 1 | 89,854 |
-0.487779 | -0.473343 | -0.392528 | 0.70398 | -1.738459 | -1.329392 | -0.450505 | 0.000127 | -1 | 0 | -0.385986 | -0.000391 | 0.000391 | 1 | 89,855 |
0 | -0.473343 | 0.210457 | 0.70398 | -2.45844 | -1.942037 | -0.450505 | 0 | -1 | 0 | -0.385986 | 0 | 0.001368 | 1 | 89,856 |
0 | -0.473343 | 0.210457 | 0.70398 | -0.627237 | -0.612644 | -0.47026 | -0.00146 | -1 | 0 | -0.385986 | 0 | 0.000391 | 1 | 89,857 |
0.487779 | 0.13603 | -0.392882 | 1.578256 | -0.603935 | -1.329392 | -0.47026 | 0 | -1 | 0 | -0.385986 | 0.000391 | 0.000977 | 1 | 89,858 |
-0.487779 | -1.082716 | -0.995867 | 0.70398 | -1.998879 | -1.583663 | -0.471119 | -0.000063 | -1 | 0 | -0.385986 | -0.000391 | 0.001368 | 1 | 89,859 |
0 | -0.473343 | 0.512039 | 0.70398 | -4.029688 | -2.554681 | -0.471119 | 0 | -1 | 0 | -0.385986 | 0 | 0.000977 | 1 | 89,860 |
0.487779 | 0.13603 | 1.115024 | 1.575696 | 0.361181 | -0.161147 | -0.479493 | -0.000619 | -1 | 0 | -0.385986 | 0.000391 | 0.000586 | 1 | 89,861 |
-0.487779 | -0.473343 | -0.995867 | 0.70398 | -0.345355 | -0.358374 | -0.479493 | 0 | -1 | 0 | -0.385986 | -0.000391 | 0.000977 | 1 | 89,862 |
0.487779 | 0.13603 | 0.210457 | 0.70398 | -0.506688 | -1.132165 | -0.470475 | 0.000667 | -1 | 0 | -0.385986 | 0.000391 | 0.000586 | 1 | 89,863 |
0 | -0.473343 | 0.512039 | 0.70398 | -4.029688 | -2.554681 | -0.470475 | 0 | -1 | 0 | -0.385986 | 0 | 0.000586 | 1 | 89,864 |
0.73131 | 0.44027 | 1.114788 | 3.321687 | -1.824163 | -1.942037 | -0.470475 | 0 | -1 | -0.267949 | -0.517638 | 0.000586 | 0 | 0 | 89,865 |
-1.219089 | -1.386956 | -1.296564 | 1.575696 | -0.700318 | -0.716748 | -0.483144 | -0.000937 | -1 | -0.267949 | -0.517638 | -0.000977 | 0.000977 | 1 | 89,866 |
0 | 1.049643 | 0.210457 | 0.70398 | -0.832374 | -0.834771 | -0.452652 | 0.002254 | -1 | -0.267949 | -0.517638 | 0 | 0.000977 | 1 | 89,867 |
0.487779 | 0.13603 | 1.115024 | 0.70398 | -2.621472 | -1.942037 | -0.452652 | 0 | -1 | -0.267949 | -0.517638 | 0.000391 | 0.000195 | 1 | 89,868 |
0 | -0.473343 | -0.392528 | 0.70398 | -0.345355 | -1.132165 | -0.452652 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.000977 | 1 | 89,869 |
-0.487779 | -1.082716 | -0.392528 | 1.578256 | -0.733085 | -1.583663 | -0.461671 | -0.000667 | -1 | -0.267949 | -0.517638 | -0.000391 | 0.000391 | 1 | 89,870 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.446425 | 0.001127 | -1 | -0.267949 | -0.517638 | 0 | 0.000977 | 1 | 89,871 |
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