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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 | 0.512039 | 3.420257 | -4.029688 | -2.554681 | -0.400043 | 0.000095 | -0.6 | -0.267949 | -0.517638 | 0 | -0.0002 | 0 | 92,472 |
0 | -0.473343 | 0.512039 | 3.420257 | -4.029688 | -2.554681 | -0.400043 | 0 | -0.6 | -0.267949 | -0.517638 | 0 | 0 | 0 | 92,473 |
0.623469 | 0.305545 | 1.282762 | 1.188565 | -2.102202 | -1.583663 | -0.401976 | -0.000143 | -0.6 | -0.267949 | -0.517638 | 0.0005 | 0 | 0 | 92,474 |
0 | -0.473343 | 0.512039 | 1.188565 | -4.029688 | -2.554681 | -0.401976 | 0 | -0.6 | -0.535898 | -0.385986 | 0 | 0 | 0 | 92,475 |
0 | -0.473343 | 0.512039 | 1.635885 | -0.329414 | -0.716748 | -0.409706 | -0.000571 | -0.6 | -0.535898 | -0.385986 | 0 | 0.0005 | 1 | 92,476 |
-0.872944 | -1.252232 | -0.567083 | 1.635885 | -1.847779 | -1.583663 | -0.409706 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0007 | 0.0012 | 1 | 92,477 |
0.872944 | 0.61721 | 1.59116 | 1.635885 | -2.926925 | -1.583663 | -0.409706 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0007 | 0.000999 | 1 | 92,478 |
-1.372044 | -0.784852 | -1.184063 | 0.74486 | 0.467067 | 0.216654 | -0.409706 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0011 | 0.002598 | 1 | 92,479 |
0.249575 | -0.161554 | 0.512039 | 0.74486 | -1.953519 | -1.583663 | -0.409706 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0002 | 0.001899 | 1 | 92,480 |
-0.249575 | -0.785132 | 0.203518 | 0.74486 | -3.117607 | -1.942037 | -0.406485 | 0.000238 | 0.2 | -0.535898 | -0.385986 | -0.0002 | 0.002099 | 1 | 92,481 |
0 | 0.150173 | 0.512039 | 0.745218 | -0.080918 | -0.43528 | -0.410565 | -0.000302 | 0.2 | -0.535898 | -0.385986 | 0 | 0.002099 | 1 | 92,482 |
-0.749024 | -0.473343 | -0.413895 | -0.148308 | -1.182615 | -1.329392 | -0.410565 | 0 | 0.2 | -0.535898 | -0.385986 | -0.000601 | 0.0027 | 1 | 92,483 |
0 | -0.473343 | 0.512039 | -0.148486 | -4.029688 | -2.554681 | -0.404767 | 0.000429 | 0.2 | -0.535898 | -0.385986 | 0 | 0.0022 | 1 | 92,484 |
0 | 0.150547 | 0.512039 | -0.148129 | -0.4716 | -0.43528 | -0.404767 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | 0.003199 | 1 | 92,485 |
-0.249775 | -0.161367 | 0.20327 | -0.147771 | -0.213816 | -0.104104 | -0.406485 | -0.000127 | 0.2 | -0.535898 | -0.385986 | -0.0002 | 0.003399 | 1 | 92,486 |
0.499499 | 0.150672 | 0.203209 | -0.148308 | -0.778727 | -0.834771 | -0.406485 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0004 | 0.002999 | 1 | 92,487 |
0.499299 | 0.150423 | 1.129266 | -0.148665 | -1.898186 | -1.942037 | -0.427314 | -0.00154 | 0.2 | -0.535898 | -0.385986 | 0.0004 | 0.002099 | 1 | 92,488 |
0 | -0.473343 | 0.512039 | -0.148665 | -4.029688 | -2.554681 | -0.427314 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | 0.002399 | 1 | 92,489 |
-0.499299 | -0.473343 | -0.105189 | -0.148308 | -0.209782 | -0.519521 | -0.404982 | 0.001651 | 0.2 | -0.535898 | -0.385986 | -0.0004 | 0.002999 | 1 | 92,490 |
0 | -0.473343 | -0.105436 | -0.148308 | -2.304333 | -1.583663 | -0.396822 | 0.000603 | 0.2 | -0.535898 | -0.385986 | 0 | 0.003497 | 1 | 92,491 |
0.998399 | 1.085603 | 0.820683 | -0.148844 | 0.262001 | 0.216654 | -0.403908 | -0.000524 | 0.2 | -0.535898 | -0.385986 | 0.0008 | 0.001499 | 1 | 92,492 |
0.249475 | 0.305701 | 0.512039 | 1.635885 | 0.270675 | -0.222127 | -0.403908 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0002 | 0.001499 | 1 | 92,493 |
-0.748574 | -0.161741 | -0.413339 | -0.149023 | -0.354794 | -0.834771 | -0.398969 | 0.000365 | 0.2 | -0.535898 | -0.385986 | -0.0006 | 0.001899 | 1 | 92,494 |
0.748574 | 0.461837 | 1.437416 | 1.635885 | -0.900632 | -1.583663 | -0.398969 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0006 | 0.001 | 1 | 92,495 |
-0.499 | -0.473343 | -0.104818 | -0.148844 | -0.238639 | -0.358374 | -0.398969 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0004 | 0.0014 | 1 | 92,496 |
1.122469 | 0.928937 | 0.820498 | 1.635885 | -1.582933 | -1.132165 | -0.399399 | -0.000032 | 0.2 | -0.535898 | -0.385986 | 0.0009 | 0.0005 | 1 | 92,497 |
0 | -0.473343 | 0.512039 | 1.635885 | -4.029688 | -2.554681 | -0.40219 | -0.000206 | 0.2 | -0.535898 | -0.385986 | 0 | -0.0005 | 0 | 92,498 |
0 | -0.473343 | 0.512039 | 1.635885 | -4.029688 | -2.554681 | -0.40219 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | -0.001901 | 0 | 92,499 |
0 | -0.473343 | -0.567083 | 1.635885 | -0.103786 | -0.161147 | -0.40219 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | -0.0015 | 0 | 92,500 |
-0.623469 | -1.252232 | -0.258685 | 1.635885 | -0.758966 | -1.583663 | -0.406055 | -0.000286 | 0.2 | -0.535898 | -0.385986 | -0.0005 | -0.001301 | 0 | 92,501 |
0 | 0.305545 | 0.512039 | 1.635885 | -1.04728 | -1.583663 | -0.403908 | 0.000159 | 0.2 | -0.535898 | -0.385986 | 0 | -0.001201 | 0 | 92,502 |
0 | -0.473343 | 0.512039 | 1.635885 | -1.983352 | -1.583663 | -0.403908 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | -0.002002 | 0 | 92,503 |
-0.748574 | 0.305545 | -0.413339 | 0.744503 | 0.318789 | 0.390518 | -0.403908 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0006 | -0.001001 | 0 | 92,504 |
-0.998799 | -0.473343 | -1.031493 | -0.147771 | 0.335923 | 0.047788 | -0.399614 | 0.000317 | 0.2 | -0.535898 | -0.385986 | -0.000801 | 0 | 0 | 92,505 |
-0.249825 | -0.785445 | 0.203209 | -0.146874 | -1.546359 | -1.583663 | -0.399614 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0002 | 0 | 0 | 92,506 |
-0.4998 | -1.097734 | -0.105807 | -0.147233 | -1.408679 | -1.329392 | -0.39854 | 0.000079 | 0.2 | -0.535898 | -0.385986 | -0.000401 | 0 | 0 | 92,507 |
0.4998 | 1.087164 | 0.203023 | 0.746292 | -0.179777 | -0.43528 | -0.39854 | 0 | 0.2 | -0.535898 | -0.385986 | 0.000401 | 0 | 0 | 92,508 |
0 | -0.473343 | 0.512039 | -0.148129 | -4.029688 | -2.554681 | -0.397251 | 0.000095 | 0.2 | -0.535898 | -0.385986 | 0 | 0.0002 | 1 | 92,509 |
0.249825 | 0.150797 | 0.512039 | -0.148129 | 0.120037 | -0.519521 | -0.397251 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0002 | 0.0002 | 1 | 92,510 |
0 | -0.473343 | 0.512039 | -0.148129 | -4.029688 | -2.554681 | -0.406914 | -0.000714 | 0.2 | -0.535898 | -0.385986 | 0 | 0.0002 | 1 | 92,511 |
0.499499 | 0.150672 | 1.129513 | -0.148129 | -1.007594 | -1.583663 | -0.406914 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0004 | -0.0002 | 0 | 92,512 |
-0.499499 | -0.161429 | -0.105436 | -0.148129 | -0.748472 | -1.329392 | -0.407129 | -0.000016 | 0.2 | -0.535898 | -0.385986 | -0.0004 | 0.0002 | 1 | 92,513 |
2.370842 | 2.488507 | 1.438157 | 0.744503 | -0.454838 | -0.287628 | -0.407129 | 0 | 0.2 | -0.535898 | -0.385986 | 0.001901 | -0.001701 | 0 | 92,514 |
-1.621668 | 0.305156 | -1.492646 | -0.148665 | 1.403416 | 1.705768 | -0.403264 | 0.000286 | 0.2 | -0.535898 | -0.385986 | -0.0013 | -0.000501 | 0 | 92,515 |
0.998199 | 0.773689 | 1.437601 | -0.148844 | -0.057912 | -0.43528 | -0.403264 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0008 | -0.001101 | 0 | 92,516 |
0 | -0.473343 | 0.203641 | -0.149023 | 0.224669 | 0.047788 | -0.414645 | -0.000841 | 0.2 | -0.535898 | -0.385986 | 0 | -0.001001 | 0 | 92,517 |
0.374119 | -0.005963 | 0.357847 | 1.635885 | 0.25467 | -0.358374 | -0.414645 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0003 | -0.001601 | 0 | 92,518 |
0.24935 | -0.161834 | -0.25884 | 1.635885 | 0.767766 | 0.508541 | -0.417436 | -0.000206 | 0.2 | -0.535898 | -0.385986 | 0.0002 | -0.002101 | 0 | 92,519 |
-0.623469 | -0.784852 | -0.567083 | 1.635885 | 0.137362 | -0.43528 | -0.417436 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0005 | -0.001201 | 0 | 92,520 |
0 | -0.005963 | 0.203641 | 1.635885 | -0.376847 | -0.971018 | -0.415933 | 0.000111 | 0.2 | -0.535898 | -0.385986 | 0 | -0.001802 | 0 | 92,521 |
-0.249475 | -0.005963 | 0.203641 | -0.149023 | -0.693986 | -1.132165 | -0.415933 | 0 | 0.2 | -0.535898 | -0.385986 | -0.0002 | -0.001401 | 0 | 92,522 |
0.249475 | 0.61721 | 0.820436 | 1.635885 | -0.893872 | -1.583663 | -0.412497 | 0.000254 | 0.2 | -0.535898 | -0.385986 | 0.0002 | -0.0004 | 0 | 92,523 |
0.623469 | 0.305545 | 0.203641 | 1.635885 | -0.861231 | -0.716748 | -0.412497 | 0 | 0.2 | -0.535898 | -0.385986 | 0.0005 | -0.0009 | 0 | 92,524 |
0 | -0.473343 | 0.512039 | 1.188565 | -0.566271 | -1.942037 | -0.412497 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | -0.0011 | 0 | 92,525 |
0.623158 | 0.305156 | 1.282377 | 1.63321 | -0.45175 | -0.834771 | -0.414859 | -0.000175 | 0.2 | -0.535898 | -0.385986 | 0.0005 | -0.0018 | 0 | 92,526 |
0 | -0.473343 | 0.512039 | 1.63321 | -1.053183 | -1.942037 | -0.409706 | 0.000381 | 0.2 | -0.535898 | -0.385986 | 0 | -0.0024 | 0 | 92,527 |
0.622846 | 0.304768 | 1.281993 | 1.186339 | -0.887192 | -0.834771 | -0.409706 | 0 | 0.2 | -0.535898 | -0.385986 | 0.000499 | -0.0029 | 0 | 92,528 |
0.622535 | 0.304379 | 0.512039 | 1.186339 | 1.793343 | 1.296035 | -0.411424 | -0.000127 | 0.2 | -0.535898 | -0.385986 | 0.000499 | -0.003199 | 0 | 92,529 |
-0.622535 | -0.473343 | -0.257531 | 3.415801 | 0.697455 | 0.535739 | -0.411424 | 0 | 0.2 | -0.535898 | -0.385986 | -0.000499 | -0.0027 | 0 | 92,530 |
0 | -0.473343 | -0.257916 | 3.415801 | -0.782395 | -1.132165 | -0.411424 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | -0.002299 | 0 | 92,531 |
0 | -0.473343 | 0.512039 | 3.415801 | -1.326103 | -1.583663 | -0.407559 | 0.000286 | 0.2 | -0.535898 | -0.385986 | 0 | -0.002099 | 0 | 92,532 |
0 | -0.006663 | 0.512039 | 1.63321 | -0.169702 | -0.834771 | -0.407559 | 0 | 0.2 | -0.535898 | -0.385986 | 0 | -0.001699 | 0 | 92,533 |
-0.622846 | -0.784541 | -0.257916 | 1.63321 | -0.314715 | -1.329392 | -0.40627 | 0.000095 | 0.2 | -0.535898 | -0.385986 | -0.000499 | -0.0011 | 0 | 92,534 |
1.245382 | 1.08249 | 1.281993 | 3.415801 | -0.588045 | -0.834771 | -0.40627 | 0 | 0.2 | -0.785587 | -0 | 0.000999 | -0.002198 | 0 | 92,535 |
0 | -0.473343 | -0.257531 | 1.186339 | 0.371362 | 0.177365 | -0.412283 | -0.000444 | 0.2 | -0.785587 | -0 | 0 | -0.002598 | 0 | 92,536 |
0 | -0.473343 | 0.512039 | 1.186339 | -1.898186 | -1.942037 | -0.412283 | 0 | 0.2 | -0.785587 | -0 | 0 | -0.001698 | 0 | 92,537 |
-0.622535 | -0.784385 | -0.257531 | 1.186339 | 0.302749 | -0.612644 | -0.412068 | 0.000016 | 0.2 | -0.785587 | -0 | -0.000499 | -0.000999 | 0 | 92,538 |
0.373559 | 0.304379 | 0.819913 | 1.186339 | 0.194633 | -0.222127 | -0.412068 | 0 | 0.2 | -0.785587 | -0 | 0.0003 | -0.000799 | 0 | 92,539 |
0.248977 | 0.615034 | 0.358125 | 1.630541 | 0.561597 | 0.093124 | -0.412068 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | -0.000999 | 0 | 92,540 |
0.622225 | 0.303991 | 0.512039 | 1.630541 | -1.136108 | -1.329392 | -0.412068 | 0 | 0.2 | -0.785587 | -0 | 0.000499 | -0.001497 | 0 | 92,541 |
-1.493862 | -0.473343 | -1.796672 | 1.63321 | 0.770505 | 0.508541 | -0.421087 | -0.000667 | 0.2 | -0.785587 | -0 | -0.001198 | -0.0003 | 0 | 92,542 |
0.249101 | -0.162145 | 0.05002 | 1.63321 | -1.186356 | -1.583663 | -0.421087 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | -0.000499 | 0 | 92,543 |
-0.249101 | -0.473343 | -0.257916 | 1.63321 | -0.859121 | -0.971018 | -0.418939 | 0.000159 | 0.2 | -0.785587 | -0 | -0.0002 | -0.001299 | 0 | 92,544 |
-0.373745 | -0.940256 | 0.05002 | 1.63321 | -2.670782 | -1.942037 | -0.418939 | 0 | 0.2 | -0.785587 | -0 | -0.0003 | -0.0005 | 0 | 92,545 |
0 | 0.304768 | 0.512039 | 1.188565 | 0.047882 | -0.519521 | -0.413142 | 0.000429 | 0.2 | -0.785587 | -0 | 0 | -0.001 | 0 | 92,546 |
0 | -0.473343 | 0.512039 | 1.63321 | -1.050224 | -1.132165 | -0.413142 | 0 | 0.2 | -0.785587 | -0 | 0 | -0.001 | 0 | 92,547 |
-1.246627 | -0.473343 | -1.337422 | 0.74486 | 0.786086 | 0.612644 | -0.413142 | 0 | 0.2 | -0.785587 | -0 | -0.001 | 0.0003 | 1 | 92,548 |
-1.747373 | -1.408524 | -1.64804 | 0.746292 | -0.452778 | -0.834771 | -0.413142 | 0 | 0.2 | -0.785587 | -0 | -0.001401 | 0.001701 | 1 | 92,549 |
0.499499 | 0.150672 | 0.203209 | 1.640175 | 0.705372 | 0.480479 | -0.404982 | 0.000603 | 0.2 | -0.785587 | -0 | 0.0004 | 0.0013 | 1 | 92,550 |
-0.374606 | -0.941331 | 0.048956 | 0.746292 | -1.186356 | -1.942037 | -0.404982 | 0 | 0.2 | -0.785587 | -0 | -0.0003 | 0.001301 | 1 | 92,551 |
0.124881 | -0.317331 | 0.357647 | 0.746292 | -0.263126 | -0.834771 | -0.407559 | -0.00019 | 0.2 | -0.785587 | -0 | 0.0001 | 0.001501 | 1 | 92,552 |
-0.999399 | -0.473343 | -0.723405 | 0.747008 | -0.734774 | -0.834771 | -0.407559 | 0 | 0.2 | -0.785587 | -0 | -0.000801 | 0.002002 | 1 | 92,553 |
0.4998 | 0.151047 | 1.129884 | -0.147591 | -0.806834 | -1.583663 | -0.405841 | 0.000127 | 0.2 | -0.785587 | -0 | 0.000401 | 0.001601 | 1 | 92,554 |
0.249825 | -0.161242 | 0.512039 | 0.746292 | -0.38409 | -0.43528 | -0.405841 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | 0.001701 | 1 | 92,555 |
-0.249825 | -0.785445 | 0.203209 | 0.747008 | -0.145869 | -1.132165 | -0.408418 | -0.00019 | 0.2 | -0.785587 | -0 | -0.0002 | 0.001901 | 1 | 92,556 |
-0.4998 | -0.629417 | -0.105807 | 0.747008 | -2.252779 | -1.329392 | -0.408418 | 0 | 0.2 | -0.785587 | -0 | -0.000401 | 0.001802 | 1 | 92,557 |
0.4998 | 0.151047 | 0.820992 | 0.74665 | -0.322834 | -0.519521 | -0.395534 | 0.000952 | 0.2 | -0.785587 | -0 | 0.000401 | 0.002101 | 1 | 92,558 |
0.249825 | -0.161242 | 0.512039 | 0.746292 | -0.884982 | -0.612644 | -0.395534 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | 0.001901 | 1 | 92,559 |
0.249775 | -0.161304 | 0.820807 | 0.745934 | -1.293444 | -0.834771 | -0.395534 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | 0.001501 | 1 | 92,560 |
0 | -0.473343 | 0.512039 | 0.745934 | -2.495014 | -1.583663 | -0.395534 | 0 | 0.2 | -0.785587 | -0 | 0 | 0.001201 | 1 | 92,561 |
0 | -0.473343 | 0.20327 | 0.745934 | -0.438559 | -0.716748 | -0.401761 | -0.00046 | 0.2 | -0.785587 | -0 | 0 | 0.001501 | 1 | 92,562 |
0 | -0.473343 | 0.20327 | 0.745934 | -0.669343 | -0.971018 | -0.407344 | -0.000413 | 0.2 | -0.785587 | -0 | 0 | 0.001001 | 1 | 92,563 |
0 | -0.161367 | 0.512039 | 0.745934 | -1.801491 | -0.971018 | -0.407344 | 0 | 0.2 | -0.785587 | -0 | 0 | 0.0004 | 1 | 92,564 |
-0.124881 | -0.473343 | 0.357662 | -0.14795 | -1.498822 | -0.971018 | -0.407988 | -0.000048 | 0.2 | -0.785587 | -0 | -0.0001 | 0.000501 | 1 | 92,565 |
0.24975 | -0.005355 | 0.666415 | -0.148129 | -0.200481 | -0.358374 | -0.407988 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | 0.0002 | 1 | 92,566 |
0.124856 | -0.317363 | 0.357678 | -0.148129 | -0.56879 | -0.834771 | -0.403479 | 0.000333 | 0.2 | -0.785587 | -0 | 0.0001 | 0 | 0 | 92,567 |
-0.374606 | -0.473343 | -0.105436 | -0.148129 | -0.169702 | -0.287628 | -0.403479 | 0 | 0.2 | -0.785587 | -0 | -0.0003 | -0.000501 | 0 | 92,568 |
-0.374718 | -0.005355 | 0.048817 | 0.746292 | 0.471916 | 0 | -0.403479 | 0 | 0.2 | -0.785587 | -0 | -0.0003 | -0.000601 | 0 | 92,569 |
0.499599 | 0.150797 | 1.129636 | 0.745934 | -1.010338 | -1.583663 | -0.396178 | 0.00054 | 0.2 | -0.785587 | -0 | 0.000401 | -0.001002 | 0 | 92,570 |
-0.749474 | -0.785382 | -0.414451 | 0.747008 | -0.182962 | -0.161147 | -0.396178 | 0 | 0.2 | -0.785587 | -0 | -0.000601 | 0 | 0 | 92,571 |
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