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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.246468 | -0.165496 | 0.207358 | 3.369114 | -0.228163 | -0.612644 | -0.531888 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000198 | 0.005518 | 1 | 91,172 |
-0.493082 | -0.473343 | -0.402363 | 3.37173 | 0.070386 | -0.222127 | -0.530384 | 0.000111 | -1.6 | 0.628626 | 1.414214 | -0.000395 | 0.00611 | 1 | 91,173 |
0.493082 | 0.142655 | -0.402725 | 3.37173 | 0.11288 | 0.047788 | -0.530384 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000395 | 0.007482 | 1 | 91,174 |
0 | -0.473343 | 0.512039 | 3.37173 | -4.029688 | -2.554681 | -0.514709 | 0.001159 | -1.6 | 0.628626 | 1.414214 | 0 | 0.007482 | 1 | 91,175 |
-1.23307 | -1.089341 | -1.012265 | 3.37173 | -0.24005 | -0.612644 | -0.514709 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000989 | 0.007489 | 1 | 91,176 |
0.739988 | 0.451111 | 1.121941 | 3.37173 | -1.302585 | -1.583663 | -0.519004 | -0.000317 | -1.6 | 0.628626 | 1.414214 | 0.000593 | 0.007485 | 1 | 91,177 |
0.493082 | 0.142655 | -0.402725 | 3.37173 | -1.408679 | -1.583663 | -0.519004 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000395 | 0.006108 | 1 | 91,178 |
0 | -0.473343 | 0.512039 | 1.606757 | -4.029688 | -2.554681 | -0.524372 | -0.000397 | -1.6 | 0.628626 | 1.414214 | 0 | 0.006501 | 1 | 91,179 |
-0.493082 | -1.089341 | -1.012265 | 1.606757 | -0.182324 | 0.093124 | -0.524372 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000395 | 0.005914 | 1 | 91,180 |
-0.739988 | -0.473343 | -1.318031 | 3.373476 | 0.18537 | 0.177365 | -0.524372 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000593 | 0.005917 | 1 | 91,181 |
0.246711 | 1.990649 | 0.512039 | 1.606757 | -1.077431 | -0.971018 | -0.520077 | 0.000317 | -1.6 | 0.628626 | 1.414214 | 0.000198 | 0.005719 | 1 | 91,182 |
-0.246711 | 0.142898 | 0.207057 | 3.37173 | -0.070345 | -0.43528 | -0.520077 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000198 | 0.004933 | 1 | 91,183 |
1.23307 | 1.067108 | 0.512039 | 0.722961 | 0.088876 | -0.287628 | -0.519218 | 0.000064 | -1.6 | 0.628626 | 1.414214 | 0.000989 | 0.00296 | 1 | 91,184 |
-0.493082 | 0.450197 | -0.402363 | 0.722961 | 0.504933 | 0.451498 | -0.519218 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000395 | 0.003355 | 1 | 91,185 |
1.232339 | 1.066195 | 0.207178 | 1.60414 | 0.118162 | -0.05052 | -0.514494 | 0.000349 | -1.6 | 0.628626 | 1.414214 | 0.000988 | 0.002367 | 1 | 91,186 |
-1.232339 | -0.473343 | -1.316223 | 0.722961 | -0.50782 | -0.612644 | -0.514494 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000988 | 0.002961 | 1 | 91,187 |
-0.986748 | -0.473343 | -1.318031 | 0.724708 | -0.563763 | -0.161147 | -0.52158 | -0.000524 | -1.6 | 0.628626 | 1.414214 | -0.000791 | 0.003161 | 1 | 91,188 |
0.986748 | 0.759384 | 0.81708 | 3.373476 | -0.679993 | -0.834771 | -0.52158 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000791 | 0.00237 | 1 | 91,189 |
-0.739988 | -1.397797 | -1.318031 | 0.724708 | -1.672816 | -1.132165 | -0.520936 | 0.000048 | -1.6 | 0.628626 | 1.414214 | -0.000593 | 0.002568 | 1 | 91,190 |
0 | -0.473343 | 0.512039 | 3.373476 | -1.525496 | -1.942037 | -0.520936 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | 0.002568 | 1 | 91,191 |
-0.24676 | -0.473343 | -0.403268 | 0.724708 | 0.215571 | 0.136247 | -0.522225 | -0.000095 | -1.6 | 0.628626 | 1.414214 | -0.000198 | 0.002766 | 1 | 91,192 |
0.24676 | -0.16507 | -0.708732 | 0.724708 | 0.144577 | -0.05052 | -0.522225 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000198 | 0.001976 | 1 | 91,193 |
-0.493569 | -0.473343 | -0.403268 | 3.373476 | -0.251471 | -0.43528 | -0.520507 | 0.000127 | -1.6 | 0.628626 | 1.414214 | -0.000396 | 0.002964 | 1 | 91,194 |
1.726639 | 1.683716 | 1.732085 | 0.722961 | -0.320386 | -0.358374 | -0.520507 | 0 | -1.6 | 0.628626 | 1.414214 | 0.001384 | 0.001974 | 1 | 91,195 |
-0.493082 | -0.473343 | -0.402363 | 3.37173 | -0.728047 | -0.287628 | -0.516856 | 0.00027 | -1.6 | 0.628626 | 1.414214 | -0.000395 | 0.001975 | 1 | 91,196 |
0.739549 | 0.758409 | 0.207178 | 3.369114 | 0.181353 | -0.104104 | -0.516856 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000593 | 0.00079 | 1 | 91,197 |
-0.246468 | 0.14229 | 0.207358 | 3.369114 | -0.319573 | -0.222127 | -0.524587 | -0.000571 | -1.6 | 0.628626 | 1.414214 | -0.000198 | 0.00158 | 1 | 91,198 |
0.739257 | 0.757923 | 0.512039 | 3.367371 | -0.670852 | -0.287628 | -0.524587 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000593 | 0.000987 | 1 | 91,199 |
-0.739257 | 0.142047 | -0.401821 | 0.721219 | -0.529775 | -0.612644 | -0.525231 | -0.000048 | -1.6 | 0.628626 | 1.414214 | -0.000593 | 0.001777 | 1 | 91,200 |
0.739257 | 1.065587 | 1.121338 | 3.367371 | -0.657412 | -1.329392 | -0.525231 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000593 | 0.000987 | 1 | 91,201 |
-0.739257 | -0.473343 | -0.401821 | 3.367371 | -0.952835 | -0.834771 | -0.523084 | 0.000159 | -1.6 | 0.628626 | 1.414214 | -0.000593 | 0.00158 | 1 | 91,202 |
1.231852 | 1.065587 | 0.512039 | 3.367371 | -0.447658 | -0.358374 | -0.523084 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000988 | -0.000395 | 0 | 91,203 |
0 | -0.473343 | -1.620301 | 0.721219 | 0.223734 | 0.136247 | -0.521366 | 0.000127 | -1.6 | 0.628626 | 1.414214 | 0 | 0 | 0 | 91,204 |
-0.492595 | -0.781008 | -0.40146 | 3.367371 | -0.750207 | -0.612644 | -0.521366 | 0 | -1.6 | 0.628626 | 1.414214 | -0.000395 | 0.000987 | 1 | 91,205 |
0.492595 | 0.142047 | 0.207479 | 0.721219 | -1.175207 | -0.971018 | -0.515139 | 0.00046 | -1.6 | 0.628626 | 1.414214 | 0.000395 | 0 | 0 | 91,206 |
0.246224 | 0.449286 | 0.512039 | 1.601529 | -0.237231 | -0.222127 | -0.515139 | 0 | -1.6 | 0.628626 | 1.414214 | 0.000197 | -0.000592 | 0 | 91,207 |
-0.246224 | 0.141682 | 0.207659 | 0.721219 | -0.461066 | -0.519521 | -0.519648 | -0.000333 | -1.6 | 0.628626 | 1.414214 | -0.000197 | -0.001778 | 0 | 91,208 |
0 | 0.449286 | -0.40146 | 0.721219 | -0.440568 | -0.222127 | -0.519648 | 0 | -1.6 | 0.628626 | 1.414214 | 0 | -0.001383 | 0 | 91,209 |
0 | -0.473343 | 0.512039 | 0.721219 | 0.49652 | -0.834771 | -0.514924 | 0.000349 | -1.6 | 0.628626 | 1.414214 | 0 | -0.001383 | 0 | 91,210 |
3.688272 | 4.134349 | 0.512039 | 3.351749 | 1.71403 | 1.329392 | -0.514924 | 0 | -1.6 | 0.628626 | 1.414214 | 0.002957 | -0.005329 | 0 | 91,211 |
0.736347 | 0.446562 | 0.512039 | 1.593726 | -1.004863 | -1.132165 | -0.514924 | 0 | -1.6 | 0.628626 | 1.414214 | 0.00059 | -0.006513 | 0 | 91,212 |
0.490657 | 0.139626 | 0.208677 | 0.714282 | -0.049773 | -0.104104 | -0.497101 | 0.001318 | -1.6 | 0.628626 | 1.414214 | 0.000393 | -0.006313 | 0 | 91,213 |
0.735624 | 0.445658 | -0.397866 | 3.347429 | -0.555073 | -0.612644 | -0.497101 | 0 | -1.6 | 0.628626 | 1.414214 | 0.00059 | -0.006903 | 0 | 91,214 |
0 | -0.473343 | -1.307234 | 1.591135 | -0.538083 | -0.716748 | -0.526519 | -0.002175 | -1.6 | 0.464102 | 0.614014 | 0 | -0.006903 | 0 | 91,215 |
-0.735624 | -0.473343 | -0.397329 | 3.347429 | 0.935286 | 0.358374 | -0.526519 | 0 | -1.6 | 0.464102 | 0.614014 | -0.00059 | -0.006709 | 0 | 91,216 |
0 | 0.445658 | -0.397866 | 3.345703 | 0.563996 | 0.177365 | -0.526519 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | -0.006907 | 0 | 91,217 |
0 | 0.445658 | 0.512039 | 1.591135 | -0.542885 | -0.519521 | -0.526519 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | -0.007303 | 0 | 91,218 |
-0.490657 | 0.139385 | -1.004768 | 1.593726 | 0.933239 | 0.612644 | -0.528452 | -0.000143 | -1.6 | 0.464102 | 0.614014 | -0.000393 | -0.00592 | 0 | 91,219 |
-0.981893 | -0.473343 | -1.309025 | 0.716011 | -0.103786 | -0.358374 | -0.528452 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000787 | -0.005132 | 0 | 91,220 |
0.981893 | 0.753318 | -0.095222 | 0.714282 | 0.31429 | 0.290351 | -0.523728 | 0.000349 | -1.6 | 0.464102 | 0.614014 | 0.000787 | -0.005524 | 0 | 91,221 |
1.22628 | 1.670993 | 0.208677 | 3.345703 | 1.254413 | 0.508541 | -0.523728 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000983 | -0.006705 | 0 | 91,222 |
0.245111 | 0.139023 | 0.208975 | 0.712557 | -0.99944 | -1.132165 | -0.523728 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000197 | -0.006901 | 0 | 91,223 |
2.203838 | 2.279872 | 0.814982 | 1.585968 | 1.11233 | 0.636861 | -0.523728 | 0 | -1.6 | 0.464102 | 0.614014 | 0.001767 | -0.008866 | 0 | 91,224 |
0 | -0.473343 | -1.303663 | 1.585968 | 0.597205 | 0.047788 | -0.523728 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | -0.008866 | 0 | 91,225 |
-1.223874 | -0.473343 | -1.303663 | 3.338814 | 0.492461 | 0.177365 | -0.523728 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000981 | -0.007687 | 0 | 91,226 |
0.734468 | 1.05562 | 1.117391 | 1.585968 | -0.184242 | -0.43528 | -0.517501 | 0.00046 | -1.6 | 0.464102 | 0.614014 | 0.000589 | -0.008474 | 0 | 91,227 |
-1.224354 | 0.138062 | -1.001492 | 1.588549 | 0.568425 | 0.358374 | -0.517501 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000982 | -0.007492 | 0 | 91,228 |
0.489886 | 0.750428 | 0.209154 | 0.710835 | -0.344505 | -0.716748 | -0.528881 | -0.000841 | -1.6 | 0.464102 | 0.614014 | 0.000393 | -0.008281 | 0 | 91,229 |
-1.225076 | -0.473343 | -1.305447 | 0.712557 | 0.641548 | 0.480479 | -0.528881 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000982 | -0.008289 | 0 | 91,230 |
-0.735624 | -0.473343 | -0.397329 | 0.714282 | -0.181049 | -0.104104 | -0.522869 | 0.000444 | -1.6 | 0.464102 | 0.614014 | -0.00059 | -0.007897 | 0 | 91,231 |
0 | -0.473343 | 0.512039 | 0.714282 | -4.029688 | -2.554681 | -0.535538 | -0.000937 | -1.6 | 0.464102 | 0.614014 | 0 | -0.007897 | 0 | 91,232 |
-1.227004 | -1.086312 | -1.004768 | 0.716011 | -0.122998 | 0.136247 | -0.535538 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000984 | -0.007112 | 0 | 91,233 |
-1.228213 | -1.086915 | -1.006261 | 1.596322 | -0.019771 | -0.222127 | -0.535538 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000985 | -0.005334 | 0 | 91,234 |
0 | 0.447468 | -0.0957 | 0.717744 | -0.254362 | -0.104104 | -0.536612 | -0.000079 | -1.6 | 0.464102 | 0.614014 | 0 | -0.005929 | 0 | 91,235 |
0 | -0.473343 | -0.39966 | 3.358678 | -0.347914 | -0.287628 | -0.536826 | -0.000016 | -1.6 | 0.464102 | 0.614014 | 0 | -0.005334 | 0 | 91,236 |
-0.491624 | -1.08752 | -0.39966 | 1.598923 | -1.622032 | -1.329392 | -0.536826 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000394 | -0.005535 | 0 | 91,237 |
-0.737799 | -1.395063 | -0.400019 | 1.598923 | -0.342808 | -0.834771 | -0.536826 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000592 | -0.004943 | 0 | 91,238 |
0 | 0.448376 | 0.512039 | 0.71948 | -0.769659 | -0.971018 | -0.530814 | 0.000444 | -1.6 | 0.464102 | 0.614014 | 0 | -0.004943 | 0 | 91,239 |
-0.492109 | -1.088126 | -0.400559 | 3.36302 | -0.820443 | -0.358374 | -0.530814 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000395 | -0.003954 | 0 | 91,240 |
0 | -0.473343 | 0.207779 | 1.601529 | -1.112562 | -1.583663 | -0.523298 | 0.000556 | -1.6 | 0.464102 | 0.614014 | 0 | -0.003954 | 0 | 91,241 |
0 | -0.473343 | 0.207779 | 1.601529 | -3.636876 | -1.942037 | -0.516856 | 0.000476 | -1.6 | 0.464102 | 0.614014 | 0 | -0.003954 | 0 | 91,242 |
-0.738527 | -1.395972 | -0.400919 | 1.601529 | -1.801491 | -1.942037 | -0.516856 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000592 | -0.00475 | 0 | 91,243 |
0.738527 | 0.449286 | 1.120737 | 0.71948 | -0.775082 | -1.329392 | -0.516856 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000592 | -0.004945 | 0 | 91,244 |
0.492109 | 0.14144 | -0.400919 | 1.601529 | -0.818479 | -0.971018 | -0.50569 | 0.000825 | -1.6 | 0.464102 | 0.614014 | 0.000395 | -0.00534 | 0 | 91,245 |
-0.492109 | -1.088126 | -0.400559 | 3.36302 | -1.080536 | -0.43528 | -0.50569 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000395 | -0.004945 | 0 | 91,246 |
-0.738527 | -0.473343 | -0.400919 | 1.601529 | -0.406389 | -0.358374 | -0.508052 | -0.000175 | -1.6 | 0.464102 | 0.614014 | -0.000592 | -0.004155 | 0 | 91,247 |
0.738527 | 0.449286 | -0.0969 | 1.601529 | 0.406298 | 0.421534 | -0.508052 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000592 | -0.004747 | 0 | 91,248 |
0 | 0.75598 | -1.314418 | 1.598923 | 0.539535 | 0.848307 | -0.509985 | -0.000143 | -1.6 | 0.464102 | 0.614014 | 0 | -0.00554 | 0 | 91,249 |
0.246079 | 0.75598 | 0.512039 | 0.71948 | 1.10868 | -0.971018 | -0.509985 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000197 | -0.005142 | 0 | 91,250 |
-0.246079 | -0.780765 | -0.09642 | 0.71948 | -1.700023 | -1.942037 | -0.503543 | 0.000476 | -1.6 | 0.464102 | 0.614014 | -0.000197 | -0.003954 | 0 | 91,251 |
0 | 0.14144 | -0.400919 | 1.601529 | 1.062151 | 1.121185 | -0.503543 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | -0.003954 | 0 | 91,252 |
-1.231122 | -0.780825 | -1.314418 | 3.364759 | -0.096609 | -0.161147 | -0.492377 | 0.000825 | -1.6 | 0.464102 | 0.614014 | -0.000987 | -0.003562 | 0 | 91,253 |
0.492595 | 0.142047 | 1.120977 | 1.601529 | -0.548947 | -0.716748 | -0.492377 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000395 | -0.003758 | 0 | 91,254 |
0.738527 | 0.756708 | 1.120737 | 1.601529 | -0.199164 | -0.222127 | -0.490445 | 0.000143 | -1.6 | 0.464102 | 0.614014 | 0.000592 | -0.004549 | 0 | 91,255 |
-0.738527 | -0.473343 | -0.400919 | 0.721219 | -0.145869 | -0.222127 | -0.490445 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000592 | -0.003362 | 0 | 91,256 |
-0.492595 | -0.781008 | -0.40146 | 1.60414 | -0.257268 | -0.43528 | -0.491089 | -0.000048 | -1.6 | 0.464102 | 0.614014 | -0.000395 | -0.002967 | 0 | 91,257 |
-1.725615 | -1.396884 | -1.621144 | 1.606757 | 0.287914 | 0.290351 | -0.491089 | 0 | -1.6 | 0.464102 | 0.614014 | -0.001384 | -0.001584 | 0 | 91,258 |
0.493277 | 0.142898 | 0.81696 | 1.606757 | -2.183299 | -1.942037 | -0.491089 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000395 | -0.00297 | 0 | 91,259 |
0 | -0.473343 | -1.012868 | 1.606757 | 0.181689 | 0.216654 | -0.479064 | 0.000889 | -1.6 | 0.464102 | 0.614014 | 0 | -0.002772 | 0 | 91,260 |
-1.233557 | -0.781433 | -1.623254 | 1.609379 | -0.163495 | 0.25427 | -0.472407 | 0.000492 | -1.6 | 0.464102 | 0.614014 | -0.000989 | -0.001783 | 0 | 91,261 |
-0.74072 | -0.473343 | -0.40363 | 1.609379 | -0.632862 | -1.329392 | -0.472407 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000594 | -0.001387 | 0 | 91,262 |
0.74072 | 0.452026 | 1.122545 | 1.609379 | -3.636876 | -1.942037 | -0.472407 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000594 | -0.001981 | 0 | 91,263 |
0 | -0.473343 | 0.512039 | 1.609379 | -4.029688 | -2.554681 | -0.476058 | -0.00027 | -1.6 | 0.464102 | 0.614014 | 0 | -0.002576 | 0 | 91,264 |
0 | -0.473343 | -0.098347 | 3.376098 | -0.106013 | -0.104104 | -0.476058 | 0 | -1.6 | 0.464102 | 0.614014 | 0 | -0.002973 | 0 | 91,265 |
-0.493765 | -0.781738 | -0.098347 | 1.609379 | -1.672816 | -1.942037 | -0.474984 | 0.000079 | -1.6 | 0.464102 | 0.614014 | -0.000396 | -0.002974 | 0 | 91,266 |
-0.246956 | -0.78186 | 0.206755 | 3.377848 | 0.46483 | -0.05052 | -0.474984 | 0 | -1.6 | 0.464102 | 0.614014 | -0.000198 | -0.002379 | 0 | 91,267 |
-0.494058 | -0.473343 | -0.404174 | 3.377848 | 0.002308 | -1.132165 | -0.477561 | -0.000191 | -1.6 | 0.464102 | 0.614014 | -0.000396 | -0.00238 | 0 | 91,268 |
1.234779 | 1.069244 | 1.733293 | 1.609379 | -1.748489 | -1.583663 | -0.477561 | 0 | -1.6 | 0.464102 | 0.614014 | 0.00099 | -0.003569 | 0 | 91,269 |
0 | -0.473343 | -0.40363 | 0.724708 | -0.366154 | -0.43528 | -0.480352 | -0.000206 | -1.6 | 0.464102 | 0.614014 | 0 | -0.003569 | 0 | 91,270 |
0.493569 | 0.143264 | 0.206876 | 0.724708 | -0.711572 | -0.834771 | -0.480352 | 0 | -1.6 | 0.464102 | 0.614014 | 0.000396 | -0.003964 | 0 | 91,271 |
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