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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.732026 | -1.38785 | -1.298333 | 0.705688 | 0.137725 | -0.222127 | -0.500107 | 0 | -0.4 | -0.535898 | -0.385986 | -0.000587 | -0.003136 | 0 | 89,972 |
-0.488256 | -0.473343 | -0.393413 | 3.325956 | 0.089667 | -0.287628 | -0.500322 | -0.000016 | -0.4 | -0.535898 | -0.385986 | -0.000391 | -0.002548 | 0 | 89,973 |
0.488256 | 0.136626 | 0.210162 | 1.578256 | -0.358265 | -0.287628 | -0.500322 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000391 | -0.004315 | 0 | 89,974 |
0.732026 | 0.441163 | 0.512039 | 0.705688 | -1.546359 | -1.329392 | -0.500322 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000587 | -0.004508 | 0 | 89,975 |
-1.220282 | -1.38785 | -1.298333 | 0.705688 | -1.40315 | -1.583663 | -0.503114 | -0.000206 | -0.4 | -0.535898 | -0.385986 | -0.000978 | -0.003923 | 0 | 89,976 |
1.220282 | 1.051133 | 0.512039 | 1.578256 | -0.38409 | -0.358374 | -0.503114 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000978 | -0.004901 | 0 | 89,977 |
-0.732026 | -0.168627 | -0.392882 | 1.578256 | -2.495014 | -1.329392 | -0.508482 | -0.000397 | -0.4 | -0.535898 | -0.385986 | -0.000587 | -0.005298 | 0 | 89,978 |
0.244056 | 0.136388 | 0.512039 | 1.578256 | -1.12928 | -1.329392 | -0.508482 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000196 | -0.004117 | 0 | 89,979 |
-0.244056 | 0.136268 | 0.210339 | 0.705688 | -0.332733 | -0.222127 | -0.507408 | 0.000079 | -0.4 | -0.535898 | -0.385986 | -0.000196 | -0.004315 | 0 | 89,980 |
0.732026 | 0.441163 | -0.091537 | 1.578256 | -0.673882 | -0.612644 | -0.507408 | 0 | -0.4 | -0.535898 | -0.385986 | 0.000587 | -0.004508 | 0 | 89,981 |
0 | -0.473343 | -0.091183 | 3.324247 | -0.502181 | -0.519521 | -0.507408 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003919 | 0 | 89,982 |
0 | -0.473343 | 0.512039 | 0.70398 | -4.029688 | -2.554681 | -0.511488 | -0.000302 | -0.4 | -0.535898 | -0.385986 | 0 | -0.003919 | 0 | 89,983 |
0 | 0.13603 | 0.210457 | 0.70398 | -0.452778 | -0.519521 | -0.511488 | 0 | -0.4 | -0.535898 | -0.385986 | 0 | -0.004901 | 0 | 89,984 |
0.243913 | 0.13603 | 0.210457 | 0.70398 | 0.078097 | 0.290351 | -0.512132 | -0.000048 | -0.4 | -0.785587 | -0 | 0.000196 | -0.005097 | 0 | 89,985 |
-0.243913 | -0.168686 | -0.091065 | 0.70398 | -0.637118 | -0.716748 | -0.512132 | 0 | -0.4 | -0.785587 | -0 | -0.000196 | -0.005491 | 0 | 89,986 |
0 | -0.473343 | 0.512039 | 0.70398 | -4.029688 | -2.554681 | -0.506979 | 0.000381 | -0.4 | -0.785587 | -0 | 0 | -0.005491 | 0 | 89,987 |
0 | -0.473343 | 0.210457 | 0.70398 | -0.848684 | -1.132165 | -0.506979 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.004901 | 0 | 89,988 |
0.487779 | 0.13603 | 0.210457 | 0.70398 | -1.700023 | -1.329392 | -0.504402 | 0.000191 | -0.4 | -0.785587 | -0 | 0.000391 | -0.006866 | 0 | 89,989 |
-0.487779 | -0.473343 | -0.995867 | 1.578256 | -0.180412 | -0.161147 | -0.504402 | 0 | -0.4 | -0.785587 | -0 | -0.000391 | -0.006869 | 0 | 89,990 |
-0.732026 | -0.778119 | -0.392882 | 3.325956 | -0.467363 | -0.519521 | -0.502255 | 0.000159 | -0.4 | -0.785587 | -0 | -0.000587 | -0.004315 | 0 | 89,991 |
0 | -0.473343 | 0.512039 | 1.578256 | -0.332733 | -0.161147 | -0.502255 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.004315 | 0 | 89,992 |
0.732026 | 0.441163 | 0.512039 | 3.324247 | -0.136963 | 0.093124 | -0.503328 | -0.000079 | -0.4 | -0.785587 | -0 | 0.000587 | -0.004901 | 0 | 89,993 |
0 | -0.473343 | 0.210457 | 0.70398 | -1.167894 | -1.583663 | -0.503328 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.004508 | 0 | 89,994 |
0 | -0.473343 | 0.210457 | 0.70398 | -0.347914 | -0.287628 | -0.503328 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.004901 | 0 | 89,995 |
-0.732026 | -0.473343 | -0.392882 | 0.705688 | -0.058938 | 0.047788 | -0.507408 | -0.000302 | -0.4 | -0.785587 | -0 | -0.000587 | -0.004904 | 0 | 89,996 |
0 | 0.136388 | 0.512039 | 1.578256 | 0.43471 | 0.093124 | -0.507408 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.004118 | 0 | 89,997 |
0.732026 | 0.441163 | 1.115378 | 0.70398 | 0.039746 | -0.519521 | -0.507408 | 0 | -0.4 | -0.785587 | -0 | 0.000587 | -0.004508 | 0 | 89,998 |
0 | -0.473343 | 0.210457 | 0.70398 | -2.926925 | -1.942037 | -0.508482 | -0.000079 | -0.4 | -0.785587 | -0 | 0 | -0.004508 | 0 | 89,999 |
-0.487969 | -0.168627 | -0.091183 | 1.578256 | -0.379552 | -0.161147 | -0.508482 | 0 | -0.4 | -0.785587 | -0 | -0.000391 | -0.004117 | 0 | 90,000 |
-0.244056 | -0.778238 | 0.210339 | 1.578256 | -0.803005 | -0.834771 | -0.512991 | -0.000333 | -0.4 | -0.785587 | -0 | -0.000196 | -0.003922 | 0 | 90,001 |
0.244056 | 0.136388 | 0.813738 | 1.578256 | -2.205525 | -1.942037 | -0.512991 | 0 | -0.4 | -0.785587 | -0 | 0.000196 | -0.004117 | 0 | 90,002 |
0.487969 | 0.136268 | 0.813679 | 1.578256 | -3.014284 | -1.942037 | -0.512991 | 0 | -0.4 | -0.785587 | -0 | 0.000391 | -0.004901 | 0 | 90,003 |
-0.732026 | -0.473343 | -0.392882 | 1.578256 | 0.561769 | 0.358374 | -0.513206 | -0.000016 | -0.4 | -0.785587 | -0 | -0.000587 | -0.005888 | 0 | 90,004 |
0 | 0.441163 | 0.512039 | 3.325956 | 0.078097 | 0.047788 | -0.513206 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.006676 | 0 | 90,005 |
-0.488256 | -1.083312 | -0.997343 | 1.580822 | 0.122651 | 0 | -0.513206 | 0 | -0.4 | -0.785587 | -0 | -0.000391 | -0.007467 | 0 | 90,006 |
-0.488447 | -0.778417 | -0.091773 | 1.580822 | -1.021451 | -1.942037 | -0.499893 | 0.000984 | -0.4 | -0.785587 | -0 | -0.000392 | -0.00609 | 0 | 90,007 |
-0.244295 | -0.778537 | 0.210044 | 1.580822 | -2.724795 | -1.942037 | -0.499893 | 0 | -0.4 | -0.785587 | -0 | -0.000196 | -0.005894 | 0 | 90,008 |
0 | 0.442059 | 0.512039 | 3.328522 | 0.453099 | 0.421534 | -0.504831 | -0.000365 | -0.4 | -0.785587 | -0 | 0 | -0.005106 | 0 | 90,009 |
0.732742 | 0.442059 | 0.512039 | 0.705688 | -0.018814 | -0.161147 | -0.504831 | 0 | -0.4 | -0.785587 | -0 | 0.000587 | -0.00589 | 0 | 90,010 |
0 | -0.473343 | -0.393768 | 0.705688 | 0.021782 | -0.519521 | -0.505046 | -0.000016 | -0.4 | -0.785587 | -0 | 0 | -0.00589 | 0 | 90,011 |
0.488256 | 0.136626 | 0.210162 | 0.705688 | -1.209333 | -0.971018 | -0.505046 | 0 | -0.4 | -0.785587 | -0 | 0.000391 | -0.005691 | 0 | 90,012 |
0 | 0.441163 | 0.512039 | 1.578256 | 0.260834 | 0.25427 | -0.505046 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.005888 | 0 | 90,013 |
0 | 0.441163 | 0.512039 | 1.578256 | -0.523914 | -0.716748 | -0.504617 | 0.000032 | -0.4 | -0.785587 | -0 | 0 | -0.005298 | 0 | 90,014 |
0 | 0.441163 | 0.512039 | 1.578256 | 0.005982 | 0 | -0.504617 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.005888 | 0 | 90,015 |
-0.488256 | -0.473343 | -0.393413 | 1.580822 | -0.695562 | -0.519521 | -0.489156 | 0.001143 | -0.4 | -0.785587 | -0 | -0.000391 | -0.0053 | 0 | 90,016 |
-1.221477 | -1.388745 | -1.300107 | 3.332804 | 0.248736 | -0.104104 | -0.436118 | 0.003921 | -0.4 | -0.785587 | -0 | -0.000979 | -0.004321 | 0 | 90,017 |
-1.222674 | 0.137224 | -1.301883 | 0.709116 | 0.06257 | -0.222127 | -0.494525 | -0.004318 | -0.4 | -0.785587 | -0 | -0.00098 | -0.003931 | 0 | 90,018 |
-0.73418 | -0.473343 | -0.395545 | 0.709116 | -0.347914 | -0.519521 | -0.494525 | 0 | -0.4 | -0.785587 | -0 | -0.000589 | -0.003342 | 0 | 90,019 |
0.73418 | 1.055021 | 0.512039 | 1.585968 | 0.037152 | 0 | -0.494525 | 0 | -0.4 | -0.785587 | -0 | 0.000589 | -0.00334 | 0 | 90,020 |
-0.73418 | -1.390541 | -0.395545 | 1.585968 | -0.435557 | -0.519521 | -0.491089 | 0.000254 | -0.4 | -0.785587 | -0 | -0.000589 | -0.002358 | 0 | 90,021 |
-0.244823 | 0.443855 | -0.093314 | 0.710835 | 0.475325 | -0.358374 | -0.493021 | -0.000143 | -0.4 | -0.785587 | -0 | -0.000196 | -0.002752 | 0 | 90,022 |
0.244823 | -0.16749 | -0.093433 | 0.710835 | 0.164649 | -0.43528 | -0.493021 | 0 | -0.4 | -0.785587 | -0 | 0.000196 | -0.003145 | 0 | 90,023 |
-1.71477 | -0.473343 | -1.9108 | 3.345703 | 1.079904 | 1.003162 | -0.493021 | 0 | -0.4 | -0.785587 | -0 | -0.001375 | -0.001377 | 0 | 90,024 |
0.490175 | 0.139023 | -0.397329 | 0.712557 | 0.635249 | 0.508541 | -0.475413 | 0.001302 | -0.4 | -0.785587 | -0 | 0.000393 | -0.004332 | 0 | 90,025 |
-0.490175 | -1.08571 | -1.003277 | 0.712557 | -0.298034 | -0.43528 | -0.475413 | 0 | -0.4 | -0.785587 | -0 | -0.000393 | -0.002558 | 0 | 90,026 |
0 | 0.139023 | 0.208975 | 3.345703 | -0.578978 | -0.716748 | -0.468757 | 0.000492 | -0.4 | -0.785587 | -0 | 0 | -0.002164 | 0 | 90,027 |
-1.22628 | -1.392344 | -1.307234 | 0.714282 | 1.053351 | 0.451498 | -0.468757 | 0 | -0.4 | -0.785587 | -0 | -0.000983 | -0.001575 | 0 | 90,028 |
1.716455 | 1.670993 | 0.208677 | 0.712557 | 1.223387 | 1.23748 | -0.468757 | 0 | -0.4 | -0.785587 | -0 | 0.001376 | -0.002557 | 0 | 90,029 |
-0.490175 | -0.473343 | -0.396972 | 0.712557 | -0.352204 | -0.612644 | -0.464892 | 0.000286 | -0.4 | -0.785587 | -0 | -0.000393 | -0.002952 | 0 | 90,030 |
0.490175 | 0.751149 | 0.208975 | 1.588549 | 0.474525 | 0.325017 | -0.464892 | 0 | -0.4 | -0.785587 | -0 | 0.000393 | -0.003937 | 0 | 90,031 |
0.734901 | 1.056521 | 0.814923 | 0.710835 | 0.722823 | 0.325017 | -0.477346 | -0.000921 | -0.4 | -0.785587 | -0 | 0.000589 | -0.003935 | 0 | 90,032 |
0 | 0.138422 | 0.209273 | 3.341395 | 0.566045 | 0.636861 | -0.480782 | -0.000254 | -0.4 | -0.785587 | -0 | 0 | -0.003147 | 0 | 90,033 |
-1.225076 | 0.138422 | -1.305447 | 0.712557 | 0.424741 | -0.287628 | -0.480782 | 0 | -0.4 | -0.785587 | -0 | -0.000982 | -0.001574 | 0 | 90,034 |
0 | -0.473343 | 0.512039 | 0.712557 | -4.029688 | -2.554681 | -0.47026 | 0.000778 | -0.4 | -0.785587 | -0 | 0 | -0.002558 | 0 | 90,035 |
-0.735624 | -0.473343 | -0.397329 | 1.591135 | -0.405442 | -0.612644 | -0.47026 | 0 | -0.4 | -0.785587 | -0 | -0.00059 | -0.002954 | 0 | 90,036 |
0 | 0.445658 | 0.512039 | 1.591135 | -0.930895 | -0.612644 | -0.461241 | 0.000667 | -0.4 | -0.785587 | -0 | 0 | -0.003941 | 0 | 90,037 |
0.735624 | 0.445658 | -0.397866 | 0.714282 | -0.482333 | -0.519521 | -0.461241 | 0 | -0.4 | -0.785587 | -0 | 0.00059 | -0.004531 | 0 | 90,038 |
-1.962628 | 1.363035 | -1.914136 | 1.593726 | 0.473924 | 0.177365 | -0.448787 | 0.000921 | -0.4 | -0.785587 | -0 | -0.001574 | -0.002365 | 0 | 90,039 |
-0.49114 | 0.446562 | -0.398762 | 1.593726 | -0.728047 | -0.834771 | -0.451149 | -0.000175 | -0.4 | -0.785587 | -0 | -0.000394 | -0.001577 | 0 | 90,040 |
2.453768 | 2.592105 | 1.42266 | 1.591135 | 0.955781 | 0.562124 | -0.445351 | 0.000429 | -0.4 | -0.785587 | -0 | 0.001967 | -0.002755 | 0 | 90,041 |
0 | 1.057122 | 0.208975 | 3.345703 | 0.945757 | 0.508541 | -0.445351 | 0 | -0.4 | -0.785587 | -0 | 0 | -0.002952 | 0 | 90,042 |
0 | 0.139023 | 0.208975 | 0.712557 | -0.177874 | -0.612644 | -0.461456 | -0.001191 | -0.4 | -0.785587 | -0 | 0 | -0.003939 | 0 | 90,043 |
0.490175 | 0.139023 | 1.117986 | 1.588549 | -0.529775 | -0.612644 | -0.461456 | 0 | -0.4 | -0.785587 | -0 | 0.000393 | -0.002557 | 0 | 90,044 |
-0.490175 | 0.444756 | -1.003277 | 3.345703 | 0.924346 | 0.683391 | -0.466609 | -0.000381 | -0.4 | -1 | 0.614014 | -0.000393 | -0.002558 | 0 | 90,045 |
-0.735624 | -0.16713 | -0.397329 | 1.591135 | 0.601382 | 0.562124 | -0.467683 | -0.000079 | -0.4 | -1 | 0.614014 | -0.00059 | -0.001969 | 0 | 90,046 |
0.980735 | 1.058025 | 0.815221 | 0.712557 | -0.238639 | -0.222127 | -0.472407 | -0.000349 | -0.4 | -1 | 0.614014 | 0.000786 | -0.003149 | 0 | 90,047 |
0.245063 | 0.750909 | 0.814982 | 0.712557 | 0.192331 | 0.177365 | -0.472407 | 0 | -0.4 | -1 | 0.614014 | 0.000196 | -0.002951 | 0 | 90,048 |
0 | -0.473343 | -1.003277 | 3.345703 | 0.738874 | 0.421534 | -0.47391 | -0.000111 | -0.4 | -1 | 0.614014 | 0 | -0.003345 | 0 | 90,049 |
0 | -0.473343 | -1.003277 | 0.712557 | -0.275025 | -0.161147 | -0.47391 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.001967 | 0 | 90,050 |
0 | -0.473343 | -0.396972 | 0.712557 | 0.548569 | 0.325017 | -0.47434 | -0.000032 | -0.4 | -1 | 0.614014 | 0 | -0.002951 | 0 | 90,051 |
0 | -0.473343 | -0.700095 | 0.712557 | 0.885079 | 1.51564 | -0.47434 | 0 | -0.4 | -1 | 0.614014 | 0 | -0.003345 | 0 | 90,052 |
-0.490175 | -0.473343 | -0.396972 | 0.712557 | -0.072444 | -0.104104 | -0.47434 | 0 | -0.4 | -1 | 0.614014 | -0.000393 | -0.001574 | 0 | 90,053 |
-1.962628 | -0.16713 | -1.914136 | 1.593726 | 1.01525 | 0.683391 | -0.471763 | 0.00019 | -0.4 | -1 | 0.614014 | -0.001574 | 0.00059 | 1 | 90,054 |
-0.982473 | -0.473343 | -1.917959 | 1.596322 | 0.994914 | 0.848307 | -0.471763 | 0 | -0.4 | -1 | 0.614014 | -0.000788 | 0.000197 | 1 | 90,055 |
-1.475163 | -0.780341 | -1.311537 | 1.598923 | 0.24304 | 0.290351 | -0.440842 | 0.002286 | -0.4 | -1 | 0.614014 | -0.001183 | 0.002561 | 1 | 90,056 |
1.229423 | 1.983365 | 1.120137 | 0.717744 | 1.079422 | 0.971018 | -0.440842 | 0 | -0.4 | -1 | 0.614014 | 0.000986 | 0.001575 | 1 | 90,057 |
0 | -0.473343 | -0.39966 | 1.596322 | 0.329235 | -0.104104 | -0.437836 | 0.000222 | -0.4 | -1 | 0.614014 | 0 | 0.002558 | 1 | 90,058 |
0.982667 | 0.754285 | 0.512039 | 0.716011 | 0.270962 | 0.216654 | -0.437836 | 0 | -0.4 | -1 | 0.614014 | 0.000788 | 0.002163 | 1 | 90,059 |
-0.245594 | -0.166587 | -0.095222 | 0.716011 | 0.479112 | 0.587745 | -0.43397 | 0.000286 | -0.4 | -1 | 0.614014 | -0.000197 | 0.003931 | 1 | 90,060 |
0 | 0.140229 | 0.208379 | 0.716011 | 0.588592 | 0.421534 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.003342 | 1 | 90,061 |
0.736637 | 0.75356 | 0.208379 | 1.593726 | 0.337201 | 0.136247 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0.000591 | 0.00334 | 1 | 90,062 |
-0.245497 | -0.166708 | 0.208558 | 0.716011 | 0.266933 | 0.136247 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | -0.000197 | 0.002948 | 1 | 90,063 |
0.736347 | 0.446562 | 0.512039 | 1.593726 | -0.09991 | -0.222127 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0.00059 | 0.002947 | 1 | 90,064 |
-0.736347 | -0.473343 | -0.398224 | 3.351749 | 0.0293 | 0.047788 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | -0.00059 | 0.003537 | 1 | 90,065 |
0.245497 | 0.446562 | 0.512039 | 1.593726 | -0.070345 | -0.287628 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0.000197 | 0.002752 | 1 | 90,066 |
0 | 0.752836 | 0.208558 | 1.593726 | 1.062506 | 1.225289 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.002752 | 1 | 90,067 |
-0.736637 | -0.780039 | -0.702243 | 1.593726 | -1.077431 | -1.132165 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | -0.000591 | 0.00295 | 1 | 90,068 |
0 | 0.75356 | -0.399121 | 1.596322 | 0.865029 | 0.866915 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0 | 0.00236 | 1 | 90,069 |
0.736637 | 1.060135 | -0.399121 | 1.593726 | 1.252792 | 1.064142 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0.000591 | 0.00177 | 1 | 90,070 |
0.49085 | 0.139867 | 0.512039 | 1.593726 | -0.238639 | -0.971018 | -0.43397 | 0 | -0.4 | -1 | 0.614014 | 0.000394 | 0.001376 | 1 | 90,071 |
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