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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 | 0.210457 | 1.578256 | -2.670782 | -1.942037 | -0.446425 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.000391 | 1 | 89,872 |
-0.732026 | -1.38785 | -0.392882 | 1.578256 | -1.414263 | -1.942037 | -0.446425 | 0 | -1 | -0.267949 | -0.517638 | -0.000587 | 0.000978 | 1 | 89,873 |
-0.488256 | 0.441163 | -0.393413 | 3.325956 | -0.414983 | -0.519521 | -0.450075 | -0.00027 | -1 | -0.267949 | -0.517638 | -0.000391 | 0.001369 | 1 | 89,874 |
0.488256 | 1.051133 | -0.393768 | 0.705688 | -0.616152 | -0.612644 | -0.450075 | 0 | -1 | -0.267949 | -0.517638 | 0.000391 | 0.000587 | 1 | 89,875 |
-0.488256 | -0.473343 | -0.997343 | 0.705688 | 0.329235 | -0.612644 | -0.443633 | 0.000476 | -1 | -0.267949 | -0.517638 | -0.000391 | 0.001369 | 1 | 89,876 |
0 | 0.136626 | -0.091773 | 0.705688 | 0.614673 | 0.093124 | -0.457591 | -0.001032 | -1 | -0.267949 | -0.517638 | 0 | 0.000978 | 1 | 89,877 |
0.488256 | 0.136626 | 0.210162 | 0.705688 | 0.142782 | -0.287628 | -0.457591 | 0 | -1 | -0.267949 | -0.517638 | 0.000391 | 0.000587 | 1 | 89,878 |
0 | 0.441163 | 0.512039 | 1.578256 | -1.288929 | -1.583663 | -0.457591 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.000587 | 1 | 89,879 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.46983 | -0.000905 | -1 | -0.267949 | -0.517638 | 0 | 0.000587 | 1 | 89,880 |
0 | -0.473343 | -0.393413 | 0.705688 | -0.064613 | -0.104104 | -0.46983 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.000587 | 1 | 89,881 |
0 | 0.441163 | -0.997343 | 1.578256 | -1.335791 | -0.834771 | -0.453511 | 0.001206 | -1 | -0.267949 | -0.517638 | 0 | 0.000587 | 1 | 89,882 |
1.219804 | 1.050536 | -0.393413 | 1.578256 | -2.161911 | -1.329392 | -0.453511 | 0 | -1 | -0.267949 | -0.517638 | 0.000978 | -0.000391 | 0 | 89,883 |
-1.70806 | -1.082716 | -1.901319 | 0.705688 | 0.060079 | -0.519521 | -0.474125 | -0.001524 | -1 | -0.267949 | -0.517638 | -0.001369 | 0.000391 | 1 | 89,884 |
1.70806 | 1.660506 | 0.210162 | 0.70398 | 0.947672 | 0.290351 | -0.474125 | 0 | -1 | -0.267949 | -0.517638 | 0.001369 | -0.001369 | 0 | 89,885 |
-0.487779 | -1.082716 | -0.392528 | 0.70398 | -1.872422 | -1.329392 | -0.484862 | -0.000794 | -1 | -0.267949 | -0.517638 | -0.000391 | 0 | 0 | 89,886 |
0.243913 | 0.13603 | 0.512039 | 0.70398 | -0.279553 | -1.583663 | -0.484862 | 0 | -1 | -0.267949 | -0.517638 | 0.000196 | -0.000782 | 0 | 89,887 |
-0.243913 | -0.168686 | -0.091065 | 3.321687 | -0.475869 | -0.834771 | -0.47799 | 0.000508 | -1 | -0.267949 | -0.517638 | -0.000196 | 0 | 0 | 89,888 |
0.487779 | 1.049643 | 0.210457 | 1.575696 | 0.470304 | -0.358374 | -0.47799 | 0 | -1 | -0.267949 | -0.517638 | 0.000391 | -0.000391 | 0 | 89,889 |
0 | 0.44027 | 0.512039 | 0.70398 | -0.810689 | -0.971018 | -0.481211 | -0.000238 | -1 | -0.267949 | -0.517638 | 0 | -0.001369 | 0 | 89,890 |
0 | -0.473343 | 0.512039 | 1.575696 | 0.18537 | -0.358374 | -0.481211 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.001174 | 0 | 89,891 |
0 | -0.473343 | 0.512039 | 1.575696 | -4.029688 | -2.554681 | -0.499678 | -0.001365 | -1 | -0.267949 | -0.517638 | 0 | -0.001369 | 0 | 89,892 |
0.73131 | 0.44027 | -0.392528 | 1.575696 | -1.24983 | -1.329392 | -0.499678 | 0 | -1 | -0.267949 | -0.517638 | 0.000586 | -0.002543 | 0 | 89,893 |
-0.487493 | -0.473343 | -0.090593 | 1.575696 | -1.925177 | -1.329392 | -0.505905 | -0.00046 | -1 | -0.267949 | -0.517638 | -0.000391 | -0.002544 | 0 | 89,894 |
0.487493 | 0.135673 | 0.813384 | 1.575696 | -1.205439 | -1.583663 | -0.505905 | 0 | -1 | -0.267949 | -0.517638 | 0.000391 | -0.001956 | 0 | 89,895 |
0 | -0.473343 | 0.512039 | 1.575696 | -4.029688 | -2.554681 | -0.505905 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.002935 | 0 | 89,896 |
0.487302 | 0.135435 | 0.210752 | 0.702274 | 0.673583 | 0.390518 | -0.495598 | 0.000762 | -1 | -0.267949 | -0.517638 | 0.000391 | -0.001368 | 0 | 89,897 |
-0.487302 | -1.082121 | -0.391644 | 0.702274 | -2.08362 | -1.942037 | -0.495598 | 0 | -1 | -0.267949 | -0.517638 | -0.000391 | -0.000391 | 0 | 89,898 |
0.487302 | 0.135435 | 1.114435 | 0.702274 | -2.183299 | -1.942037 | -0.505261 | -0.000714 | -1 | -0.267949 | -0.517638 | 0.000391 | -0.000977 | 0 | 89,899 |
0 | -0.473343 | 0.512039 | 0.702274 | -1.20157 | -1.329392 | -0.505261 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.000977 | 0 | 89,900 |
0 | -0.473343 | -0.391644 | 0.702274 | -0.416911 | -0.358374 | -0.490659 | 0.001079 | -1 | -0.267949 | -0.517638 | 0 | -0.000391 | 0 | 89,901 |
-1.218612 | -0.473343 | -0.994394 | 1.575696 | 0.361181 | 0.047788 | -0.490659 | 0 | -1 | -0.267949 | -0.517638 | -0.000977 | 0 | 0 | 89,902 |
0 | 0.44027 | 0.512039 | 1.575696 | -0.952835 | -1.132165 | -0.479493 | 0.000825 | -1 | -0.267949 | -0.517638 | 0 | 0.000586 | 1 | 89,903 |
0.73131 | 0.44027 | 1.114788 | 1.575696 | -2.621472 | -1.583663 | -0.479493 | 0 | -1 | -0.267949 | -0.517638 | 0.000586 | -0.000586 | 0 | 89,904 |
-0.73131 | -0.473343 | -0.391997 | 1.575696 | -1.518709 | -1.329392 | -0.49431 | -0.001095 | -1 | -0.267949 | -0.517638 | -0.000586 | 0.000195 | 1 | 89,905 |
1.218612 | 1.049047 | 1.114788 | 3.319981 | -2.102202 | -1.329392 | -0.484647 | 0.000714 | -1 | -0.267949 | -0.517638 | 0.000977 | -0.000977 | 0 | 89,906 |
-1.218612 | -1.995734 | -0.994394 | 3.319981 | -1.225186 | -1.942037 | -0.484647 | 0 | -1 | -0.267949 | -0.517638 | -0.000977 | -0.000196 | 0 | 89,907 |
1.218612 | 1.049047 | 0.512039 | 3.319981 | -0.986105 | -1.132165 | -0.484647 | 0 | -1 | -0.267949 | -0.517638 | 0.000977 | -0.001173 | 0 | 89,908 |
0 | -0.473343 | 0.512039 | 3.319981 | -3.014284 | -1.942037 | -0.489586 | -0.000365 | -1 | -0.267949 | -0.517638 | 0 | -0.001173 | 0 | 89,909 |
-0.487302 | -1.082121 | -0.391644 | 3.319981 | -1.04728 | -1.132165 | -0.489586 | 0 | -1 | -0.267949 | -0.517638 | -0.000391 | 0.000391 | 1 | 89,910 |
0 | -0.473343 | 0.512039 | 1.575696 | -4.029688 | -2.554681 | -0.47799 | 0.000857 | -1 | -0.267949 | -0.517638 | 0 | 0.000391 | 1 | 89,911 |
0 | -0.473343 | 0.210752 | 1.575696 | -1.473348 | -1.329392 | -0.47799 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.000391 | 1 | 89,912 |
0 | -0.473343 | 0.512039 | 1.575696 | -4.029688 | -2.554681 | -0.478205 | -0.000016 | -1 | -0.267949 | -0.517638 | 0 | 0.000391 | 1 | 89,913 |
0 | -0.473343 | -0.391997 | 1.575696 | -1.321321 | -1.329392 | -0.478205 | 0 | -1 | -0.267949 | -0.517638 | 0 | 0.000391 | 1 | 89,914 |
0 | -0.473343 | -0.090593 | 1.575696 | -0.580264 | -1.583663 | -0.47842 | -0.000016 | -1 | -0.267949 | -0.517638 | 0 | -0.000977 | 0 | 89,915 |
0 | 0.135435 | -0.693461 | 1.575696 | 0.210488 | 0.093124 | -0.47842 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.000977 | 0 | 89,916 |
0 | -0.473343 | 0.210752 | 1.575696 | -1.414263 | -1.942037 | -0.488941 | -0.000778 | -1 | -0.267949 | -0.517638 | 0 | -0.000977 | 0 | 89,917 |
-0.487493 | -0.473343 | -0.090593 | 1.575696 | -1.718915 | -1.583663 | -0.488941 | 0 | -1 | -0.267949 | -0.517638 | -0.000391 | -0.000195 | 0 | 89,918 |
0.974795 | 0.74445 | 0.813384 | 3.319981 | 0.175952 | -0.834771 | -0.486794 | 0.000159 | -1 | -0.267949 | -0.517638 | 0.000782 | -0.001173 | 0 | 89,919 |
-1.218612 | -0.473343 | -0.994394 | 3.319981 | -2.361051 | -1.329392 | -0.486794 | 0 | -1 | -0.267949 | -0.517638 | -0.000977 | -0.000391 | 0 | 89,920 |
0.73131 | 1.049047 | 0.512039 | 1.575696 | -0.222655 | -0.358374 | -0.486794 | 0 | -1 | -0.267949 | -0.517638 | 0.000586 | -0.000977 | 0 | 89,921 |
-0.73131 | -0.473343 | -0.391997 | 1.575696 | -0.254362 | -0.971018 | -0.479279 | 0.000556 | -1 | -0.267949 | -0.517638 | -0.000586 | -0.000978 | 0 | 89,922 |
0 | 0.44027 | 0.512039 | 1.575696 | -0.406389 | -1.132165 | -0.479279 | 0 | -1 | -0.267949 | -0.517638 | 0 | -0.001369 | 0 | 89,923 |
0 | -0.473343 | 0.512039 | 1.575696 | -1.175207 | -1.583663 | -0.491733 | -0.000921 | -1 | -0.267949 | -0.517638 | 0 | -0.000978 | 0 | 89,924 |
-0.487779 | -0.473343 | -0.995867 | 1.578256 | 0.799335 | 0.290351 | -0.490015 | 0.000127 | -1 | -0.535898 | -0.385986 | -0.000391 | 0 | 0 | 89,925 |
0.487779 | 0.13603 | -0.392882 | 0.70398 | 0.018209 | -0.104104 | -0.490015 | 0 | -1 | -0.535898 | -0.385986 | 0.000391 | -0.001369 | 0 | 89,926 |
-0.487779 | -1.082716 | -0.392528 | 1.578256 | -0.945427 | -1.132165 | -0.490015 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000391 | 0 | 0 | 89,927 |
0 | -0.473343 | -0.392882 | 3.324247 | -1.655377 | -1.329392 | -0.488297 | 0.000127 | -0.4 | -0.535898 | -0.385986 | 0 | -0.000587 | 0 | 89,928 |
0 | -0.473343 | 0.210457 | 1.578256 | -0.190034 | -0.612644 | -0.488297 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.000391 | 0 | 89,929 |
0 | -0.473343 | 0.512039 | 1.578256 | -4.029688 | -2.554681 | -0.488297 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.000587 | 0 | 89,930 |
0 | -0.473343 | 0.210457 | 1.578256 | -3.117607 | -1.942037 | -0.488297 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0 | 0 | 89,931 |
0 | -0.473343 | -0.392882 | 3.324247 | 0.14708 | -0.104104 | -0.486579 | 0.000127 | -0.4 | -0.535898 | -0.385986 | 0 | 0 | 0 | 89,932 |
0 | -0.473343 | 0.512039 | 3.324247 | -4.029688 | -2.554681 | -0.486579 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0 | 0 | 89,933 |
-0.732026 | 0.13603 | -0.392882 | 3.325956 | -0.247877 | -0.222127 | -0.491304 | -0.000349 | -0.4 | -0.535898 | -0.385986 | -0.000587 | 0.000587 | 1 | 89,934 |
-0.488256 | 0.441163 | -0.393413 | 0.705688 | -1.136108 | -1.329392 | -0.491304 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000391 | 0.001174 | 1 | 89,935 |
1.220282 | 1.051133 | 1.115614 | 3.325956 | 0.102165 | -0.222127 | -0.490874 | 0.000032 | -0.4 | -0.535898 | -0.385986 | 0.000978 | 0 | 0 | 89,936 |
-0.732026 | -1.38785 | -0.392882 | 0.705688 | -1.998879 | -1.583663 | -0.490874 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000587 | 0.000587 | 1 | 89,937 |
0.732026 | 0.441163 | 0.512039 | 3.325956 | -0.878406 | -1.132165 | -0.48207 | 0.000651 | -0.4 | -0.535898 | -0.385986 | 0.000587 | 0 | 0 | 89,938 |
0 | -0.473343 | -1.298333 | 3.325956 | -0.422733 | -1.132165 | -0.48207 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | 0.000391 | 1 | 89,939 |
-1.220282 | -1.997819 | -1.298333 | 0.705688 | -2.45844 | -1.942037 | -0.479493 | 0.00019 | -0.4 | -0.535898 | -0.385986 | -0.000978 | 0.000978 | 1 | 89,940 |
0.244152 | -0.168329 | 0.512039 | 0.705688 | -3.117607 | -1.942037 | -0.479493 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000196 | 0.000196 | 1 | 89,941 |
-0.244152 | -0.778358 | -0.091655 | 0.705688 | -2.304333 | -1.942037 | -0.479493 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000196 | 0.000391 | 1 | 89,942 |
-0.732742 | -0.168329 | -0.393768 | 1.580822 | 0.067519 | 0.25427 | -0.477561 | 0.000143 | -0.4 | -0.535898 | -0.385986 | -0.000587 | 0.001566 | 1 | 89,943 |
-0.488734 | 0.442059 | -0.3943 | 1.580822 | 0.055902 | -0.05052 | -0.476272 | 0.000095 | -0.4 | -0.535898 | -0.385986 | -0.000392 | 0.001958 | 1 | 89,944 |
1.221477 | 1.052626 | 1.116205 | 1.580822 | -1.233282 | -1.583663 | -0.476272 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000979 | 0.000978 | 1 | 89,945 |
-1.221477 | -1.999312 | -1.300107 | 1.580822 | -0.49217 | -1.583663 | -0.47434 | 0.000143 | -0.4 | -0.535898 | -0.385986 | -0.000979 | 0.001371 | 1 | 89,946 |
2.441758 | 3.186474 | 1.116205 | 0.70398 | 1.291695 | 1.093124 | -0.47434 | 0 | -0.4 | -0.535898 | -0.385986 | 0.001958 | -0.000587 | 0 | 89,947 |
0.731596 | 1.049643 | 0.210457 | 1.575696 | 0.218725 | 0.25427 | -0.47434 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000587 | -0.000587 | 0 | 89,948 |
-0.243818 | -0.77794 | 0.210634 | 1.575696 | -2.670782 | -1.942037 | -0.505261 | -0.002286 | -0.4 | -0.535898 | -0.385986 | -0.000195 | -0.000391 | 0 | 89,949 |
0 | -0.473343 | 0.512039 | 1.575696 | -1.197728 | -1.583663 | -0.50569 | -0.000032 | -0.4 | -0.535898 | -0.385986 | 0 | -0.000782 | 0 | 89,950 |
0.73131 | 0.44027 | 1.114788 | 1.575696 | 0.345308 | 0 | -0.50569 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000586 | -0.001564 | 0 | 89,951 |
-0.73131 | -1.386956 | -0.391997 | 1.575696 | -0.89837 | -1.942037 | -0.509126 | -0.000254 | -0.4 | -0.535898 | -0.385986 | -0.000586 | -0.000782 | 0 | 89,952 |
0.73131 | 0.44027 | 0.512039 | 1.575696 | -2.121415 | -1.583663 | -0.509126 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000586 | -0.000977 | 0 | 89,953 |
-0.73131 | -0.473343 | -0.391997 | 1.575696 | 0.036719 | -0.05052 | -0.509126 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000586 | -0.000978 | 0 | 89,954 |
0.243818 | 0.44027 | 0.512039 | 1.575696 | 0.064637 | -0.222127 | -0.511703 | -0.000191 | -0.4 | -0.535898 | -0.385986 | 0.000195 | -0.001173 | 0 | 89,955 |
-0.243818 | 0.135673 | -0.693932 | 0.70398 | -0.124725 | 0.177365 | -0.511703 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000195 | -0.001369 | 0 | 89,956 |
-0.243865 | -0.473343 | -0.090947 | 0.70398 | -1.35064 | -0.834771 | -0.501825 | 0.00073 | -0.4 | -0.535898 | -0.385986 | -0.000196 | -0.001566 | 0 | 89,957 |
0 | -0.168686 | -0.091065 | 0.70398 | 0.104094 | -0.161147 | -0.50161 | 0.000016 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001761 | 0 | 89,958 |
0 | -0.473343 | 0.210516 | 0.70398 | -1.801491 | -1.942037 | -0.50161 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001761 | 0 | 89,959 |
1.462478 | 1.353704 | -0.091065 | 0.702274 | 0.675974 | 0.76969 | -0.50161 | 0 | -0.4 | -0.535898 | -0.385986 | 0.001173 | -0.002347 | 0 | 89,960 |
0 | -0.473343 | -0.391644 | 0.702274 | 0.453307 | -0.43528 | -0.504831 | -0.000238 | -0.4 | -0.535898 | -0.385986 | 0 | -0.002347 | 0 | 89,961 |
0 | -0.473343 | 0.512039 | 0.702274 | -0.789803 | -1.329392 | -0.509126 | -0.000317 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001955 | 0 | 89,962 |
0 | -0.473343 | -0.391644 | 0.702274 | -0.852835 | -0.834771 | -0.509126 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001955 | 0 | 89,963 |
0 | -0.473343 | -0.391644 | 0.702274 | -0.38227 | -0.716748 | -0.509126 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001955 | 0 | 89,964 |
-1.706391 | -0.777702 | -1.89896 | 0.70398 | 0.117411 | 0.136247 | -0.508697 | 0.000032 | -0.4 | -0.535898 | -0.385986 | -0.001368 | -0.000587 | 0 | 89,965 |
0 | 0.13603 | 0.210457 | 0.70398 | -1.330926 | -1.132165 | -0.508697 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.000978 | 0 | 89,966 |
0 | 0.13603 | -0.091183 | 1.578256 | -0.113876 | 0.25427 | -0.504187 | 0.000333 | -0.4 | -0.535898 | -0.385986 | 0 | -0.001958 | 0 | 89,967 |
0.487779 | 0.13603 | 0.210457 | 0.70398 | -0.919063 | -0.716748 | -0.504187 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000391 | -0.003329 | 0 | 89,968 |
-0.243865 | -0.473343 | -0.090947 | 0.70398 | 0.552771 | -1.132165 | -0.504187 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000196 | -0.003722 | 0 | 89,969 |
-0.243913 | -0.168686 | -0.091065 | 0.70398 | -0.907474 | -0.43528 | -0.501181 | 0.000222 | -0.4 | -0.535898 | -0.385986 | -0.000196 | -0.002938 | 0 | 89,970 |
0 | -0.168627 | 0.210457 | 1.578256 | -0.155526 | -0.43528 | -0.500107 | 0.000079 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003527 | 0 | 89,971 |
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