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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.512735 | 1.416489 | 1.447333 | -0.140184 | 0.440056 | 0.325017 | -0.382006 | 0 | -0.8 | 0.628626 | 1.414214 | 0.001213 | -0.00182 | 0 | 91,672 |
-0.251995 | 0.470714 | -0.11105 | 0.761826 | 0.674991 | 0.325017 | -0.396607 | -0.001079 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.00182 | 0 | 91,673 |
0.251995 | -0.15853 | -0.734643 | -0.140002 | 0.152762 | 0.093124 | -0.396607 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000202 | -0.002022 | 0 | 91,674 |
0.503838 | 0.156092 | 0.512039 | -0.140184 | -0.287949 | -0.519521 | -0.412068 | -0.001143 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.002831 | 0 | 91,675 |
-0.503838 | -0.473343 | -0.422312 | -0.140184 | -0.061511 | 0.136247 | -0.412068 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.001921 | 0 | 91,676 |
-0.251995 | 0.156092 | -0.422689 | 0.762191 | 0.489933 | 0.535739 | -0.392742 | 0.001429 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.00182 | 0 | 91,677 |
-0.504143 | 0.470905 | -0.111176 | 0.76292 | 0.284004 | 0.325017 | -0.392742 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.001011 | 0 | 91,678 |
0.504143 | 0.471287 | 0.512039 | -0.139819 | 0.387467 | -0.104104 | -0.383294 | 0.000698 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.000809 | 0 | 91,679 |
-0.756291 | -0.15853 | -0.422878 | 0.763285 | -0.343656 | -0.358374 | -0.383294 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000606 | -0.001011 | 0 | 91,680 |
1.763966 | 1.730348 | -0.423445 | -0.14073 | 0.803161 | 0.612644 | -0.380288 | 0.000222 | -0.8 | 0.628626 | 1.414214 | 0.001414 | -0.002628 | 0 | 91,681 |
0.503532 | 0.155711 | -0.110673 | -0.140912 | 0.366295 | 0.136247 | -0.380288 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.003437 | 0 | 91,682 |
0.25169 | 0.784003 | 0.512039 | -0.141094 | 0.553294 | 0.136247 | -0.40627 | -0.001921 | -0.8 | 0.628626 | 1.414214 | 0.000202 | -0.003841 | 0 | 91,683 |
0.251639 | 0.469572 | 0.200903 | -0.141639 | 0.364109 | 0 | -0.40627 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000202 | -0.003435 | 0 | 91,684 |
-0.503329 | -0.159038 | -0.11017 | 0.760006 | 0.213987 | -0.104104 | -0.412068 | -0.000429 | -0.8 | 0.628626 | 1.414214 | -0.000404 | -0.003437 | 0 | 91,685 |
-0.251741 | -0.158911 | -0.421746 | 0.760734 | 0.25467 | -0.287628 | -0.412068 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.003032 | 0 | 91,686 |
-0.755527 | -1.102524 | -0.733384 | 0.761462 | -0.624446 | -0.716748 | -0.412068 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000606 | -0.002832 | 0 | 91,687 |
0 | 0.155965 | -0.110924 | -0.140184 | 0.624747 | 0.535739 | -0.417436 | -0.000397 | -0.8 | 0.628626 | 1.414214 | 0 | -0.003237 | 0 | 91,688 |
0 | -0.473343 | 0.512039 | 0.761462 | -0.705114 | -1.329392 | -0.417436 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | -0.002832 | 0 | 91,689 |
0.503736 | 0.470524 | 0.200588 | -0.140548 | 0.621048 | -0.222127 | -0.416148 | 0.000095 | -0.8 | 0.628626 | 1.414214 | 0.000404 | -0.002426 | 0 | 91,690 |
1.006862 | 0.784511 | 0.512039 | -0.141457 | 0.823859 | 0.480479 | -0.416148 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000807 | -0.002424 | 0 | 91,691 |
-0.251639 | 0.155203 | 0.200966 | 0.759643 | 0.298393 | -0.161147 | -0.419154 | -0.000222 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.002627 | 0 | 91,692 |
-2.014944 | -0.787775 | -2.290446 | 0.762556 | 1.132125 | 0.508541 | -0.419154 | 0 | -0.8 | 0.628626 | 1.414214 | -0.001616 | -0.001213 | 0 | 91,693 |
-0.252097 | -0.158467 | -0.111302 | -0.139455 | -0.824392 | -0.612644 | -0.401117 | 0.001333 | -0.8 | 0.628626 | 1.414214 | -0.000202 | -0.001214 | 0 | 91,694 |
-1.008898 | -1.103415 | -0.735147 | 0.764381 | -0.729722 | -0.43528 | -0.401117 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000809 | -0.000607 | 0 | 91,695 |
0 | -0.158148 | -0.111933 | -0.138724 | 0.431479 | -0.358374 | -0.408632 | -0.000556 | -0.8 | 0.628626 | 1.414214 | 0 | 0.000405 | 1 | 91,696 |
-1.009715 | -0.158148 | -0.736157 | 0.765844 | 0.495749 | 0.25427 | -0.408632 | 0 | -0.8 | 0.628626 | 1.414214 | -0.00081 | 0.00081 | 1 | 91,697 |
0.252505 | -0.157893 | 0.199832 | 0.765844 | -1.027089 | -0.716748 | -0.397466 | 0.000825 | -0.8 | 0.628626 | 1.414214 | 0.000202 | 0.000809 | 1 | 91,698 |
-0.252505 | -0.473343 | 0.199895 | 0.76621 | -0.572589 | -0.287628 | -0.397466 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000202 | 0.000607 | 1 | 91,699 |
-2.527868 | -0.788857 | -2.612878 | 0.769144 | -0.211795 | 0.358374 | -0.368907 | 0.002111 | -0.8 | 0.628626 | 1.414214 | -0.002027 | 0.002634 | 1 | 91,700 |
-0.253069 | -0.157253 | -0.113706 | 0.769879 | 0.300575 | 0.136247 | -0.368907 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000203 | 0.002635 | 1 | 91,701 |
-0.759515 | 0.474928 | -1.053116 | 0.770983 | 1.066888 | 1.034178 | -0.367619 | 0.000095 | -0.8 | 0.628626 | 1.414214 | -0.000609 | 0.003446 | 1 | 91,702 |
-2.281323 | -0.473343 | -2.308102 | -0.133762 | 0.470707 | -0.05052 | -0.367619 | 0 | -0.8 | 0.628626 | 1.414214 | -0.001829 | 0.005477 | 1 | 91,703 |
0.760905 | 1.427247 | 0.825642 | 0.773194 | 1.000641 | 1.003162 | -0.368907 | -0.000095 | -0.8 | 0.628626 | 1.414214 | 0.00061 | 0.005272 | 1 | 91,704 |
0 | -0.15661 | 0.198562 | -0.134132 | 0.116658 | -0.05052 | -0.368907 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.005676 | 1 | 91,705 |
-0.507218 | -0.15661 | -0.114978 | 0.773564 | -0.438559 | -0.222127 | -0.364613 | 0.000317 | -0.8 | 0.628626 | 1.414214 | -0.000407 | 0.005881 | 1 | 91,706 |
0.253635 | 0.160316 | 0.512039 | 0.773564 | 0.07729 | -0.287628 | -0.364613 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000203 | 0.006284 | 1 | 91,707 |
1.014024 | 1.426474 | 0.825515 | 0.772457 | 0.933239 | 0.612644 | -0.373846 | -0.000683 | -0.8 | 0.628626 | 1.414214 | 0.000813 | 0.005774 | 1 | 91,708 |
-0.253429 | -0.473343 | -0.428008 | 0.772826 | 0.796733 | -0.519521 | -0.373846 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000203 | 0.006078 | 1 | 91,709 |
0 | -0.473343 | -0.114723 | 0.772826 | 1.371344 | 0.660432 | -0.367404 | 0.000476 | -0.8 | 0.628626 | 1.414214 | 0 | 0.00628 | 1 | 91,710 |
-0.507012 | -0.473343 | -1.055343 | 0.773194 | 1.533902 | 1.161674 | -0.367404 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000407 | 0.006888 | 1 | 91,711 |
1.013818 | 0.793202 | 0.512039 | -0.135054 | 0.595428 | 0.136247 | -0.367404 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000813 | 0.006075 | 1 | 91,712 |
1.266115 | 1.108391 | 0.512039 | -0.135974 | 0.487394 | 0.290351 | -0.372557 | -0.000381 | -0.8 | 0.628626 | 1.414214 | 0.001015 | 0.004858 | 1 | 91,713 |
0.506086 | 0.79089 | 0.512039 | 0.769879 | 0.390726 | 0.421534 | -0.372557 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000406 | 0.004957 | 1 | 91,714 |
0.758745 | 0.474543 | -0.426482 | 0.768043 | 0.535953 | 0.535739 | -0.3863 | -0.001016 | -0.8 | 0.628626 | 1.414214 | 0.000608 | 0.004248 | 1 | 91,715 |
1.26355 | 1.736151 | 0.199452 | -0.137809 | 0.851189 | 0.660432 | -0.3863 | 0 | -0.8 | 0.628626 | 1.414214 | 0.001013 | 0.002831 | 1 | 91,716 |
1.009919 | 0.78833 | 0.824245 | 0.765112 | 0.769197 | 0.358374 | -0.350011 | 0.002683 | -0.8 | 0.628626 | 1.414214 | 0.00081 | 0.002021 | 1 | 91,717 |
-0.757363 | -0.473343 | -0.424203 | 0.76621 | -0.701912 | -0.161147 | -0.350011 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000607 | 0.002831 | 1 | 91,718 |
0.252505 | 0.157494 | 0.512039 | -0.138358 | -0.738167 | -0.716748 | -0.361821 | -0.000873 | -0.8 | 0.628626 | 1.414214 | 0.000202 | 0.002628 | 1 | 91,719 |
0.504857 | 0.157366 | 0.512039 | 0.765112 | -0.278796 | -0.43528 | -0.361821 | 0 | -0.8 | 0.628626 | 1.414214 | 0.000405 | 0.002627 | 1 | 91,720 |
-0.252403 | -0.788666 | -0.112059 | 0.765112 | -0.865476 | -0.834771 | -0.358385 | 0.000254 | -0.8 | 0.628626 | 1.414214 | -0.000202 | 0.003031 | 1 | 91,721 |
0 | -0.473343 | -0.112185 | 0.765478 | 0.167065 | -0.358374 | -0.358385 | 0 | -0.8 | 0.628626 | 1.414214 | 0 | 0.002829 | 1 | 91,722 |
-0.252454 | -0.473343 | -0.112185 | -0.138175 | -0.153096 | -0.358374 | -0.358385 | 0 | -0.8 | 0.628626 | 1.414214 | -0.000202 | 0.003234 | 1 | 91,723 |
0 | -0.473343 | 0.199895 | -0.138175 | -1.769099 | -1.132165 | -0.349367 | 0.000667 | -0.8 | 0.628626 | 1.414214 | 0 | 0.003536 | 1 | 91,724 |
-0.505062 | -0.473343 | -0.112312 | 0.765844 | 0.102165 | 0.660432 | -0.349367 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.00384 | 1 | 91,725 |
0.631295 | 0.78833 | 0.824245 | -0.138358 | -0.630043 | -0.222127 | -0.353446 | -0.000302 | -0.8 | 0.464102 | 0.614014 | 0.000506 | 0.003738 | 1 | 91,726 |
-0.126233 | -0.631044 | 0.043847 | -0.138358 | 0.694475 | -0.716748 | -0.353446 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000101 | 0.003637 | 1 | 91,727 |
0.504857 | 0.157366 | 0.199895 | -0.138541 | 0.008722 | 0.047788 | -0.353446 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000405 | 0.003636 | 1 | 91,728 |
0.756903 | 0.472242 | 0.512039 | 0.76365 | 0.877557 | 0.587745 | -0.367189 | -0.001016 | -0.8 | 0.464102 | 0.614014 | 0.000607 | 0.003029 | 1 | 91,729 |
-1.009306 | -0.788474 | -1.047732 | 0.765112 | 0.389332 | 0.325017 | -0.370625 | -0.000254 | -0.8 | 0.464102 | 0.614014 | -0.000809 | 0.003536 | 1 | 91,730 |
-0.252454 | -0.473343 | 0.199958 | 0.765112 | -0.033345 | -0.519521 | -0.370625 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000202 | 0.004242 | 1 | 91,731 |
-0.505062 | -0.473343 | -0.424582 | -0.137809 | -0.661856 | -0.519521 | -0.374275 | -0.00027 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.004244 | 1 | 91,732 |
-0.252608 | -0.788921 | -0.737421 | 0.766943 | -1.010338 | -0.519521 | -0.374275 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000203 | 0.004446 | 1 | 91,733 |
0.757669 | 0.473199 | -0.112691 | -0.138175 | 0.339747 | -0.05052 | -0.365257 | 0.000667 | -0.8 | 0.464102 | 0.614014 | 0.000607 | 0.003435 | 1 | 91,734 |
-0.505062 | -0.157957 | -0.424582 | -0.137992 | 0.158387 | -0.287628 | -0.365257 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.004445 | 1 | 91,735 |
0.252556 | 0.157621 | 0.199768 | -0.137992 | 0.369919 | 0.177365 | -0.36268 | 0.00019 | -0.8 | 0.464102 | 0.614014 | 0.000202 | 0.003638 | 1 | 91,736 |
-0.505164 | -0.473343 | -0.112438 | -0.137809 | -0.432572 | -0.287628 | -0.36268 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.003437 | 1 | 91,737 |
-0.505369 | -0.473343 | -0.112691 | -0.137626 | -0.115008 | -0.05052 | -0.359029 | 0.00027 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.003641 | 1 | 91,738 |
0.505369 | 0.473583 | 0.512039 | -0.137626 | 0.151701 | 0 | -0.359029 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000405 | 0.003236 | 1 | 91,739 |
1.010123 | 0.788586 | 0.824309 | -0.138358 | 0.269526 | 0.660432 | -0.368478 | -0.000698 | -0.8 | 0.464102 | 0.614014 | 0.00081 | 0.002829 | 1 | 91,740 |
1.009306 | 0.787565 | 0.512039 | 0.764016 | 0.499594 | 0.535739 | -0.368478 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000809 | 0.001616 | 1 | 91,741 |
-0.504551 | -0.473343 | -0.11168 | 0.764016 | -1.371064 | -1.583663 | -0.368478 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.002223 | 1 | 91,742 |
-0.252352 | -0.158148 | -0.424013 | -0.138724 | 0.371842 | 0.047788 | -0.373202 | -0.000349 | -0.8 | 0.464102 | 0.614014 | -0.000202 | 0.002425 | 1 | 91,743 |
-0.252403 | -0.158084 | -0.112059 | 0.765112 | -0.029921 | -0.104104 | -0.351514 | 0.001603 | -0.8 | 0.464102 | 0.614014 | -0.000202 | 0.002628 | 1 | 91,744 |
-0.252454 | -0.473343 | -0.112185 | 0.765112 | 0.29069 | 0.508541 | -0.351514 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000202 | 0.002628 | 1 | 91,745 |
1.26176 | 1.102951 | 0.824119 | -0.139272 | 0.562455 | 0.562124 | -0.351514 | 0 | -0.8 | 0.464102 | 0.614014 | 0.001012 | 0.001616 | 1 | 91,746 |
-0.504551 | -0.473343 | -0.11168 | -0.138907 | -0.138142 | -0.05052 | -0.359244 | -0.000571 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.002021 | 1 | 91,747 |
0.252301 | -0.158148 | 0.512039 | -0.138907 | -0.173459 | -0.287628 | -0.368048 | -0.000651 | -0.8 | 0.464102 | 0.614014 | 0.000202 | 0.000607 | 1 | 91,748 |
-0.504653 | -0.473343 | -0.111807 | 0.764747 | -0.02169 | 0.136247 | -0.368048 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000405 | 0.001213 | 1 | 91,749 |
0 | 0.472242 | -0.112059 | 0.764747 | 1.053134 | 0.047788 | -0.368048 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | 0.001314 | 1 | 91,750 |
-0.252403 | -0.158084 | 0.043989 | 0.765112 | 0.717239 | -0.161147 | -0.37449 | -0.000476 | -0.8 | 0.464102 | 0.614014 | -0.000202 | 0.001011 | 1 | 91,751 |
0.252403 | -0.158021 | 0.199958 | -0.138541 | -1.056158 | -1.329392 | -0.37449 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000202 | 0.001213 | 1 | 91,752 |
0.252352 | -0.158084 | 0.512039 | 0.764381 | 0.047457 | 0.136247 | -0.37814 | -0.00027 | -0.8 | 0.464102 | 0.614014 | 0.000202 | 0.001415 | 1 | 91,753 |
0.504551 | 0.156983 | 0.200084 | -0.139089 | 0.598333 | -0.222127 | -0.37814 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000405 | 0.000606 | 1 | 91,754 |
0.504347 | 0.471669 | 0.512039 | 0.76292 | 0.708826 | 0.636861 | -0.385012 | -0.000508 | -0.8 | 0.464102 | 0.614014 | 0.000404 | 0.000606 | 1 | 91,755 |
-0.252148 | -0.158403 | 0.200337 | -0.139455 | -0.670852 | -0.716748 | -0.385012 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000202 | 0.000404 | 1 | 91,756 |
0.756291 | 0.471478 | 0.82374 | -0.139819 | -0.104342 | -0.612644 | -0.396178 | -0.000825 | -0.8 | 0.464102 | 0.614014 | 0.000606 | -0.000202 | 0 | 91,757 |
0.377974 | 0.156219 | 0.512039 | -0.140184 | -0.170326 | -0.612644 | -0.396178 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000303 | -0.000505 | 0 | 91,758 |
0.125966 | -0.001291 | 0.667756 | 0.761462 | -0.399794 | -0.222127 | -0.392957 | 0.000238 | -0.8 | 0.464102 | 0.614014 | 0.000101 | -0.000606 | 0 | 91,759 |
0.251893 | 0.155965 | 0.200588 | 0.761098 | 0.656413 | 0.25427 | -0.392957 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000202 | -0.000505 | 0 | 91,760 |
0.251842 | 0.155838 | 0.823363 | 0.76037 | -0.095513 | -0.104104 | -0.392098 | 0.000063 | -0.8 | 0.464102 | 0.614014 | 0.000202 | -0.00101 | 0 | 91,761 |
0 | -0.158784 | 0.512039 | 0.760734 | -0.506688 | -0.716748 | -0.392098 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | -0.000808 | 0 | 91,762 |
-0.251842 | -0.473343 | 0.200714 | 0.760734 | -1.630186 | -1.329392 | -0.383079 | 0.000667 | -0.8 | 0.464102 | 0.614014 | -0.000202 | -0.00101 | 0 | 91,763 |
0.629511 | 0.313093 | 0.979001 | -0.140912 | 0.16083 | -0.519521 | -0.383079 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000505 | -0.001717 | 0 | 91,764 |
-0.125877 | -0.630599 | -0.266154 | -0.140912 | 0.036719 | -0.222127 | -0.392742 | -0.000714 | -0.8 | 0.464102 | 0.614014 | -0.000101 | -0.001818 | 0 | 91,765 |
-0.503634 | -0.473343 | -0.110547 | 0.760734 | -0.60528 | -0.43528 | -0.392742 | 0 | -0.8 | 0.464102 | 0.614014 | -0.000404 | -0.001415 | 0 | 91,766 |
0 | -0.473343 | 0.512039 | 0.760734 | -4.029688 | -2.554681 | -0.394245 | -0.000111 | -0.8 | 0.464102 | 0.614014 | 0 | -0.001415 | 0 | 91,767 |
0.251842 | 0.155838 | 0.512039 | -0.140548 | -0.739872 | -0.358374 | -0.394245 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000202 | -0.001819 | 0 | 91,768 |
0 | 0.155711 | 0.356384 | -0.14073 | 0.083712 | 0.325017 | -0.394245 | 0 | -0.8 | 0.464102 | 0.614014 | 0 | -0.001212 | 0 | 91,769 |
0.503532 | 0.155711 | 0.8233 | 0.760006 | 1.093904 | -0.104104 | -0.395748 | -0.000111 | -0.8 | 0.464102 | 0.614014 | 0.000404 | -0.00101 | 0 | 91,770 |
0.25169 | -0.158911 | 0.20084 | 0.760006 | -0.594612 | -0.43528 | -0.395748 | 0 | -0.8 | 0.464102 | 0.614014 | 0.000202 | -0.001413 | 0 | 91,771 |
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