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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.247691 | 0.145345 | 0.205846 | 3.391014 | 0.051273 | -0.43528 | -0.485506 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | -0.002984 | 0 | 91,472 |
-0.247741 | -0.782841 | -0.100529 | 0.731727 | -1.074342 | -1.942037 | -0.484862 | 0.000048 | -0.8 | -0.535898 | -0.385986 | -0.000199 | -0.003183 | 0 | 91,473 |
0.247741 | -0.163845 | 0.818292 | 0.731727 | -1.613993 | -1.942037 | -0.484862 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | -0.003382 | 0 | 91,474 |
0 | 0.454782 | -0.100529 | 1.617275 | -0.406389 | -1.132165 | -0.481855 | 0.000222 | -0.8 | -0.535898 | -0.385986 | 0 | -0.003382 | 0 | 91,475 |
-0.247741 | 0.454782 | -0.100529 | 0.731727 | -0.242174 | -0.287628 | -0.481855 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | -0.003183 | 0 | 91,476 |
0.247741 | -0.163845 | 0.818292 | 0.731727 | -0.758966 | -1.132165 | -0.481855 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | -0.003382 | 0 | 91,477 |
0.742927 | 0.454782 | 0.512039 | 0.731727 | -0.672365 | -0.834771 | -0.467468 | 0.001064 | -0.8 | -0.535898 | -0.385986 | 0.000596 | -0.004376 | 0 | 91,478 |
0 | -0.473343 | 0.205967 | 3.391014 | -3.636876 | -1.942037 | -0.467468 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.004775 | 0 | 91,479 |
-1.238457 | -2.020525 | -1.3253 | 1.619918 | 0.324819 | 0.508541 | -0.467468 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000993 | -0.003982 | 0 | 91,480 |
-0.743665 | -0.782964 | -0.40727 | 1.619918 | 0.180344 | 0.136247 | -0.467468 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000596 | -0.002987 | 0 | 91,481 |
0.743665 | 0.765263 | 0.512039 | 0.731727 | -0.3115 | -0.612644 | -0.473481 | -0.000444 | -0.8 | -0.535898 | -0.385986 | 0.000596 | -0.004381 | 0 | 91,482 |
1.238457 | 1.073839 | 0.205663 | 3.386616 | 0.224669 | 0.093124 | -0.473481 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000993 | -0.004975 | 0 | 91,483 |
0.495039 | 0.1451 | 1.123999 | 0.729967 | -1.801491 | -1.942037 | -0.479279 | -0.000429 | -0.8 | -0.535898 | -0.385986 | 0.000397 | -0.004973 | 0 | 91,484 |
-1.237965 | -1.091786 | -1.324571 | 3.391014 | 0.49149 | 0.421534 | -0.479279 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000993 | -0.003781 | 0 | 91,485 |
-1.239195 | -0.473343 | -1.633015 | 1.619918 | 0.394198 | 0.290351 | -0.464462 | 0.001095 | -0.8 | -0.535898 | -0.385986 | -0.000994 | -0.003385 | 0 | 91,486 |
0 | 0.455704 | -0.101138 | 0.73349 | 0.21841 | -0.43528 | -0.464462 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.003385 | 0 | 91,487 |
-0.496023 | -0.783149 | -1.021361 | 0.73349 | 0.858355 | 0.290351 | -0.459094 | 0.000397 | -0.8 | -0.535898 | -0.385986 | -0.000398 | -0.002589 | 0 | 91,488 |
0 | -0.163476 | -0.408184 | 1.622566 | 0.699344 | -0.05052 | -0.464677 | -0.000413 | -0.8 | -0.535898 | -0.385986 | 0 | -0.001792 | 0 | 91,489 |
-0.744405 | 0.146329 | -0.408184 | 1.622566 | -0.360009 | -0.358374 | -0.464677 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000597 | -0.000996 | 0 | 91,490 |
0.744405 | 1.076301 | 0.512039 | 0.73349 | -2.22866 | -0.971018 | -0.464677 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000597 | -0.001991 | 0 | 91,491 |
1.239688 | 1.075376 | 0.205359 | 1.619918 | 0.254079 | 0.093124 | -0.451578 | 0.000968 | -0.8 | -0.535898 | -0.385986 | 0.000994 | -0.002586 | 0 | 91,492 |
-0.743665 | -0.473343 | -1.020447 | 1.619918 | 0.337966 | -0.358374 | -0.451578 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000596 | -0.002189 | 0 | 91,493 |
0 | 0.765263 | -0.101138 | 1.619918 | 0.266933 | 0.290351 | -0.463818 | -0.000905 | -0.8 | -0.535898 | -0.385986 | 0 | -0.00199 | 0 | 91,494 |
-2.979101 | 0.455704 | -3.477977 | 1.627878 | 1.064914 | 1.078752 | -0.463818 | 0 | -0.8 | -0.535898 | -0.385986 | -0.002389 | 0.000398 | 1 | 91,495 |
0.497011 | 0.768224 | 0.204747 | 0.737028 | 0.670191 | 0.216654 | -0.450934 | 0.000952 | -0.8 | -0.535898 | -0.385986 | 0.000398 | -0.001395 | 0 | 91,496 |
-0.497011 | -1.09425 | -0.409651 | 0.737028 | 0.042328 | -0.716748 | -0.450934 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000398 | -0.000997 | 0 | 91,497 |
0 | 0.147564 | 0.204747 | 3.406917 | -0.775082 | -0.834771 | -0.449861 | 0.000079 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000997 | 0 | 91,498 |
0.24853 | 0.147564 | 0.204747 | 0.737028 | 0.292074 | -0.161147 | -0.449861 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000199 | -0.001795 | 0 | 91,499 |
-0.24853 | -0.16292 | -0.102483 | 3.406917 | -0.301174 | -0.222127 | -0.461026 | -0.000825 | -0.8 | -0.535898 | -0.385986 | -0.000199 | -0.001396 | 0 | 91,500 |
0.497011 | 0.457925 | -0.410019 | 0.737028 | 1.042944 | 0.885139 | -0.461026 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000398 | -0.001794 | 0 | 91,501 |
0.745146 | 0.457554 | 0.512039 | 3.402488 | 0.313226 | -0.222127 | -0.461671 | -0.000048 | -0.8 | -0.535898 | -0.385986 | 0.000597 | -0.002392 | 0 | 91,502 |
-0.496714 | -0.78358 | -0.409101 | 1.625219 | -0.672365 | -0.834771 | -0.461671 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000398 | -0.001994 | 0 | 91,503 |
-0.745443 | 0.147193 | -0.716759 | 0.737028 | 0.104478 | 0.290351 | -0.461671 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000598 | -0.001596 | 0 | 91,504 |
-0.497209 | -0.473343 | -0.410019 | 1.627878 | 0.426706 | 0.093124 | -0.457376 | 0.000317 | -0.8 | -0.535898 | -0.385986 | -0.000399 | -0.001197 | 0 | 91,505 |
0.497209 | 0.147812 | 0.512039 | 0.737028 | -0.510092 | -0.971018 | -0.457376 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000399 | -0.000598 | 0 | 91,506 |
1.738674 | 1.69875 | 1.126437 | 3.402488 | -0.037779 | -0.287628 | -0.463174 | -0.000429 | -0.8 | -0.535898 | -0.385986 | 0.001394 | -0.001394 | 0 | 91,507 |
-1.241662 | -2.02453 | -1.022888 | 3.402488 | -0.869753 | -1.583663 | -0.463174 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000996 | -0.001395 | 0 | 91,508 |
1.241662 | 1.077843 | 1.126192 | 0.735257 | -0.658889 | -0.716748 | -0.458664 | 0.000333 | -0.8 | -0.535898 | -0.385986 | 0.000996 | -0.001992 | 0 | 91,509 |
0 | 0.146699 | 0.512039 | 3.399835 | 0.343292 | 0.390518 | -0.458664 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.003189 | 0 | 91,510 |
-0.248234 | -0.473343 | -0.101749 | 0.735257 | -1.47961 | -1.583663 | -0.458664 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000199 | -0.00319 | 0 | 91,511 |
0.248234 | 0.766742 | 0.818902 | 1.622566 | 0.09556 | -0.05052 | -0.456088 | 0.00019 | -0.8 | -0.535898 | -0.385986 | 0.000199 | -0.003389 | 0 | 91,512 |
0 | 0.456628 | 0.512039 | 3.399835 | -0.423709 | -0.287628 | -0.453081 | 0.000222 | -0.8 | -0.535898 | -0.385986 | 0 | -0.00299 | 0 | 91,513 |
0 | -0.473343 | -0.408734 | 0.735257 | 0.198883 | -0.161147 | -0.453081 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.003389 | 0 | 91,514 |
0 | 0.456628 | -0.101749 | 3.399835 | -0.468419 | -0.612644 | -0.453511 | -0.000032 | -0.8 | -0.785587 | -0 | 0 | -0.003389 | 0 | 91,515 |
-0.496517 | 0.146699 | -0.408734 | 0.735257 | -0.322834 | -0.104104 | -0.453511 | 0 | -0.8 | -0.785587 | -0 | -0.000398 | -0.00339 | 0 | 91,516 |
0.496517 | 0.146946 | 1.125826 | 0.735257 | -0.031386 | 0.047788 | -0.453511 | 0 | -0.8 | -0.785587 | -0 | 0.000398 | -0.003389 | 0 | 91,517 |
-0.496517 | -0.473343 | -1.022888 | 1.625219 | -0.27128 | 0.093124 | -0.453511 | 0 | -0.8 | -0.785587 | -0 | -0.000398 | -0.00339 | 0 | 91,518 |
-0.745146 | -1.40424 | -1.023499 | 0.737028 | -0.7214 | -0.519521 | -0.446854 | 0.000492 | -0.8 | -0.785587 | -0 | -0.000597 | -0.002393 | 0 | 91,519 |
0.248431 | 0.147317 | -0.409651 | 1.625219 | 0.720233 | -0.161147 | -0.463174 | -0.001206 | -0.8 | -0.785587 | -0 | 0.000199 | -0.003192 | 0 | 91,520 |
-0.248431 | -0.783704 | -0.716759 | 0.737028 | -0.328588 | -0.519521 | -0.463174 | 0 | -0.8 | -0.785587 | -0 | -0.000199 | -0.002393 | 0 | 91,521 |
0 | -0.473343 | 0.512039 | 0.737028 | -0.183602 | -0.287628 | -0.473051 | -0.00073 | -0.8 | -0.785587 | -0 | 0 | -0.003392 | 0 | 91,522 |
-0.497011 | -0.473343 | -0.409651 | 0.737028 | -0.456907 | -0.222127 | -0.473051 | 0 | -0.8 | -0.785587 | -0 | -0.000398 | -0.001995 | 0 | 91,523 |
0 | -0.473343 | 0.204747 | 1.627878 | 0.006897 | 0.047788 | -0.473266 | -0.000016 | -0.8 | -0.785587 | -0 | 0 | -0.002594 | 0 | 91,524 |
0 | -0.473343 | 0.204747 | 1.627878 | -0.726378 | -1.583663 | -0.473266 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.001995 | 0 | 91,525 |
0 | -0.473343 | 0.204747 | 1.627878 | -1.414263 | -1.942037 | -0.468757 | 0.000333 | -0.8 | -0.785587 | -0 | 0 | -0.002594 | 0 | 91,526 |
0 | -0.473343 | -0.102605 | 1.627878 | -0.331902 | -0.519521 | -0.468757 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.002594 | 0 | 91,527 |
-0.497209 | 0.147564 | -0.102605 | 1.627878 | 0.600742 | 0.636861 | -0.464033 | 0.000349 | -0.8 | -0.785587 | -0 | -0.000399 | -0.002595 | 0 | 91,528 |
-0.497408 | 0.147812 | -0.410386 | 0.738802 | 1.449828 | 1.134889 | -0.464033 | 0 | -0.8 | -0.785587 | -0 | -0.000399 | -0.001597 | 0 | 91,529 |
-0.248778 | -0.784137 | -1.642005 | 3.411355 | 0.468688 | 0.562124 | -0.464033 | 0 | -0.8 | -0.785587 | -0 | -0.000199 | -0.001597 | 0 | 91,530 |
0.497507 | 0.148183 | 0.204441 | 0.738802 | -0.836408 | -1.132165 | -0.464033 | 0 | -0.8 | -0.785587 | -0 | 0.000399 | -0.000998 | 0 | 91,531 |
-0.995212 | -1.094869 | -0.718229 | 1.630541 | -1.171539 | -1.329392 | -0.464033 | 0 | -0.8 | -0.785587 | -0 | -0.000798 | -0.0002 | 0 | 91,532 |
0.497705 | 0.148431 | 0.819698 | 0.738802 | 0.331044 | -0.716748 | -0.4621 | 0.000143 | -0.8 | -0.785587 | -0 | 0.000399 | 0 | 0 | 91,533 |
0.497507 | 0.769462 | 0.512039 | 1.627878 | 0.642293 | 0.25427 | -0.4621 | 0 | -0.8 | -0.785587 | -0 | 0.000399 | 0.000598 | 1 | 91,534 |
0.248679 | 0.458482 | 0.512039 | 1.627878 | 0.004607 | -0.287628 | -0.466824 | -0.000349 | -0.8 | -0.785587 | -0 | 0.000199 | 0.000797 | 1 | 91,535 |
-0.746186 | -0.784013 | -0.717984 | 1.630541 | -0.023616 | -0.358374 | -0.466824 | 0 | -0.8 | -0.785587 | -0 | -0.000598 | 0.001595 | 1 | 91,536 |
0 | -0.473343 | -0.410939 | 0.738802 | 0.073239 | -0.716748 | -0.462744 | 0.000302 | -0.8 | -0.785587 | -0 | 0 | 0.001395 | 1 | 91,537 |
0.497507 | 0.148183 | 0.204441 | 1.627878 | 0.427141 | 0.093124 | -0.462744 | 0 | -0.8 | -0.785587 | -0 | 0.000399 | 0.002589 | 1 | 91,538 |
0.994419 | 0.768966 | 0.512039 | 0.737028 | 0.809073 | 0.325017 | -0.472193 | -0.000698 | -0.8 | -0.785587 | -0 | 0.000797 | 0.001195 | 1 | 91,539 |
0.248481 | -0.16292 | -0.102483 | 0.737028 | -0.467363 | -0.519521 | -0.472193 | 0 | -0.8 | -0.785587 | -0 | 0.000199 | 0.001791 | 1 | 91,540 |
-0.497011 | -0.473343 | -0.409651 | 0.737028 | 0.544159 | -0.161147 | -0.461241 | 0.00081 | -0.8 | -0.785587 | -0 | -0.000398 | 0.002389 | 1 | 91,541 |
0.497011 | 0.147564 | -0.102605 | 0.737028 | 0.02842 | -0.05052 | -0.472837 | -0.000857 | -0.8 | -0.785587 | -0 | 0.000398 | 0.00199 | 1 | 91,542 |
-0.248481 | -0.783766 | -0.409651 | 0.737028 | -0.846619 | -1.329392 | -0.473051 | -0.000016 | -0.8 | -0.785587 | -0 | -0.000199 | 0.002189 | 1 | 91,543 |
0.248481 | -0.16292 | -0.102483 | 3.404258 | 0.388167 | 0 | -0.473051 | 0 | -0.8 | -0.785587 | -0 | 0.000199 | 0.001791 | 1 | 91,544 |
0 | 0.147317 | 0.512039 | 0.737028 | -0.298034 | -0.222127 | -0.47391 | -0.000063 | -0.8 | -0.785587 | -0 | 0 | 0.001195 | 1 | 91,545 |
-1.740407 | -1.09425 | -1.947026 | 0.738802 | 0.038451 | 0 | -0.47391 | 0 | -0.8 | -0.785587 | -0 | -0.001395 | 0.002192 | 1 | 91,546 |
0 | 0.148183 | 0.204441 | 3.411355 | -1.311875 | -0.716748 | -0.47391 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.001595 | 1 | 91,547 |
0 | 0.148183 | 0.204441 | 0.738802 | -0.297252 | -0.358374 | -0.473266 | 0.000048 | -0.8 | -0.785587 | -0 | 0 | 0.002192 | 1 | 91,548 |
-0.746633 | -0.162549 | -0.410939 | 1.630541 | -0.26239 | -0.834771 | -0.473266 | 0 | -0.8 | -0.785587 | -0 | -0.000599 | 0.002591 | 1 | 91,549 |
0.248927 | 0.459412 | 0.819759 | 1.630541 | -0.31876 | -1.583663 | -0.47026 | 0.000222 | -0.8 | -0.785587 | -0 | 0.0002 | 0.001794 | 1 | 91,550 |
0 | -0.162425 | 0.512039 | 1.630541 | -0.673882 | -1.583663 | -0.47026 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.002591 | 1 | 91,551 |
0 | 0.148431 | 0.204318 | 1.630541 | 0.564167 | 0.705768 | -0.47026 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.002392 | 1 | 91,552 |
0 | -0.473343 | 0.512039 | 1.630541 | -4.029688 | -2.554681 | -0.47026 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.002392 | 1 | 91,553 |
-0.248927 | -0.162425 | 0.204318 | 3.413132 | -0.070869 | 0 | -0.445351 | 0.001841 | -0.8 | -0.785587 | -0 | -0.0002 | 0.001994 | 1 | 91,554 |
0 | 0.459412 | 0.512039 | 0.738802 | -0.237231 | -0.43528 | -0.445351 | 0 | -0.8 | -0.785587 | -0 | 0 | -0.005003 | 0 | 91,555 |
1.24414 | 1.080938 | 2.050027 | 0.738802 | -1.968239 | -1.942037 | -0.451364 | -0.000444 | -0.8 | -0.785587 | -0 | 0.000998 | -0.004998 | 0 | 91,556 |
0.745888 | 0.458482 | -0.41057 | 1.627878 | 0.071203 | 0.093124 | -0.451364 | 0 | -0.8 | -0.785587 | -0 | 0.000598 | -0.006197 | 0 | 91,557 |
-1.243395 | -0.78389 | -1.332628 | 0.738802 | 0.425178 | 0.358374 | -0.487868 | -0.002699 | -0.8 | -0.785587 | -0 | -0.000997 | -0.005401 | 0 | 91,558 |
0.497507 | 0.148183 | 0.204441 | 0.738802 | -1.492346 | -1.583663 | -0.448572 | 0.002905 | -0.8 | -0.785587 | -0 | 0.000399 | -0.006 | 0 | 91,559 |
-1.493116 | -1.094869 | -1.94948 | 0.740579 | 0.604734 | 0.177365 | -0.448572 | 0 | -0.8 | -0.785587 | -0 | -0.001197 | -0.0036 | 0 | 91,560 |
-0.249027 | -0.162301 | -0.411676 | 3.415801 | -0.21992 | -0.358374 | -0.448572 | 0 | -0.8 | -0.785587 | -0 | -0.0002 | -0.003601 | 0 | 91,561 |
0 | -0.473343 | 0.204134 | 0.740579 | -0.986105 | -1.583663 | -0.471334 | -0.001683 | -0.8 | -0.785587 | -0 | 0 | -0.002599 | 0 | 91,562 |
0.498004 | 0.148804 | 0.204134 | 0.740579 | -0.108248 | -0.222127 | -0.471334 | 0 | -0.8 | -0.785587 | -0 | 0.000399 | -0.002198 | 0 | 91,563 |
-0.498004 | -0.473343 | -0.411491 | 3.415801 | -0.029921 | -0.104104 | -0.471334 | 0 | -0.8 | -0.785587 | -0 | -0.000399 | -0.001799 | 0 | 91,564 |
0 | -0.473343 | -0.41186 | 1.63321 | -0.71975 | -1.132165 | -0.467468 | 0.000286 | -0.8 | -0.785587 | -0 | 0 | -0.002399 | 0 | 91,565 |
-0.498202 | -0.473343 | -0.41186 | 1.63321 | 1.14552 | 0.902996 | -0.467468 | 0 | -0.8 | -0.785587 | -0 | -0.000399 | -0.001399 | 0 | 91,566 |
0.498202 | 0.149052 | 0.204011 | 1.63321 | 0.839532 | 0.587745 | -0.45437 | 0.000968 | -0.8 | -0.785587 | -0 | 0.000399 | -0.000599 | 0 | 91,567 |
-0.498202 | -0.473343 | -0.103833 | 1.63321 | 0.188695 | -0.519521 | -0.45437 | 0 | -0.8 | -0.785587 | -0 | -0.000399 | -0.000699 | 0 | 91,568 |
0.498202 | 0.149052 | 0.512039 | 1.63321 | -0.092237 | -0.612644 | -0.433541 | 0.00154 | -0.8 | -0.785587 | -0 | 0.000399 | -0.001299 | 0 | 91,569 |
-0.747378 | -0.162239 | -1.336313 | 0.742361 | 1.263543 | 0.937661 | -0.433541 | 0 | -0.8 | -0.785587 | -0 | -0.000599 | -0.0008 | 0 | 91,570 |
0.747378 | 0.460343 | -0.412414 | 1.63321 | 0.387233 | 0.25427 | -0.437406 | -0.000286 | -0.8 | -0.785587 | -0 | 0.000599 | -0.001799 | 0 | 91,571 |
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