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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.249875 | 0.150922 | 0.82093 | 0.74665 | -0.169078 | -0.43528 | -0.396178 | 0 | 0.2 | -0.785587 | -0 | 0.0002 | 0 | 0 | 92,572 |
1.498198 | 1.398329 | 0.820868 | 0.744503 | 0.127843 | -0.104104 | -0.401546 | -0.000397 | 0.2 | -0.785587 | -0 | 0.001201 | -0.001602 | 0 | 92,573 |
0 | -0.473343 | 0.203518 | 0.744503 | -1.122534 | -0.971018 | -0.401546 | 0 | 0.2 | -0.785587 | -0 | 0 | -0.000801 | 0 | 92,574 |
-0.249575 | -0.161616 | -0.105065 | -0.148486 | -0.150677 | 0 | -0.404552 | -0.000222 | 0.2 | -0.785587 | -0 | -0.0002 | -0.001001 | 0 | 92,575 |
-0.249625 | -0.785195 | 0.203456 | 0.745218 | -2.495014 | -1.583663 | -0.404552 | 0 | 0.2 | -0.785587 | -0 | -0.0002 | 0.0004 | 1 | 92,576 |
-0.749174 | -0.473343 | -0.41408 | 0.745576 | -0.02121 | -0.287628 | -0.404552 | 0 | 0.2 | -0.785587 | -0 | -0.000601 | -0.000601 | 0 | 92,577 |
0 | -0.161304 | 0.512039 | 0.745934 | -0.844562 | -0.716748 | -0.403908 | 0.000048 | 0.2 | -0.785587 | -0 | 0 | -0.000401 | 0 | 92,578 |
0.249775 | -0.161304 | 0.512039 | -0.148129 | -1.062155 | -1.132165 | -0.404982 | -0.000079 | 0.2 | -0.785587 | -0 | 0.0002 | 0.0002 | 1 | 92,579 |
0 | -0.473343 | 0.512039 | -0.148129 | -2.27797 | -1.329392 | -0.404982 | 0 | 0.2 | -0.785587 | -0 | 0 | 0.0022 | 1 | 92,580 |
0.499399 | 0.462399 | 0.820745 | 0.745218 | 0.100231 | -0.612644 | -0.404982 | 0 | 0.2 | -0.785587 | -0 | 0.0004 | 0.0018 | 1 | 92,581 |
0.249625 | -0.161491 | 0.203394 | -0.148844 | -0.907474 | -0.834771 | -0.41078 | -0.000429 | 0.2 | -0.785587 | -0 | 0.0002 | 0.0011 | 1 | 92,582 |
0.4991 | 0.461837 | 1.129019 | -0.149023 | -1.065177 | -0.612644 | -0.41078 | 0 | 0.2 | -0.785587 | -0 | 0.0004 | -0.0008 | 0 | 92,583 |
0.124744 | -0.317503 | 0.512039 | -0.149023 | -0.631451 | -0.716748 | -0.407129 | 0.00027 | 0.2 | -0.785587 | -0 | 0.0001 | -0.003707 | 0 | 92,584 |
-0.124744 | -0.629183 | 0.357832 | -0.149023 | -2.031271 | -1.329392 | -0.407129 | 0 | 0.2 | -0.785587 | -0 | -0.0001 | -0.004009 | 0 | 92,585 |
-0.4991 | -0.473343 | -0.104942 | 0.744503 | 0.430614 | 0.25427 | -0.404767 | 0.000175 | 0.2 | -0.785587 | -0 | -0.0004 | -0.004412 | 0 | 92,586 |
1.122693 | 0.929217 | 1.129019 | 1.635885 | -0.170951 | -0.287628 | -0.404767 | 0 | 0.2 | -0.785587 | -0 | 0.0009 | -0.005916 | 0 | 92,587 |
0.24935 | 0.305312 | 0.049558 | 1.188565 | -0.576414 | -0.358374 | -0.412068 | -0.00054 | 0.2 | -0.785587 | -0 | 0.0002 | -0.005915 | 0 | 92,588 |
0.623158 | 0.305156 | 1.282377 | 3.863787 | -1.872422 | -1.583663 | -0.412068 | 0 | 0.2 | -0.785587 | -0 | 0.0005 | -0.006213 | 0 | 92,589 |
0 | -0.473343 | 0.512039 | 1.188565 | -1.077431 | -1.329392 | -0.397681 | 0.001064 | 0.2 | -0.785587 | -0 | 0 | -0.004205 | 0 | 92,590 |
0 | -0.473343 | -0.2583 | 3.863787 | -1.681741 | -1.132165 | -0.410994 | -0.000984 | 0.2 | -0.785587 | -0 | 0 | -0.003603 | 0 | 92,591 |
0 | -0.473343 | 0.512039 | 1.188565 | -0.967948 | -1.583663 | -0.41443 | -0.000254 | 0.2 | -0.785587 | -0 | 0 | -0.003402 | 0 | 92,592 |
0 | -0.473343 | 0.512039 | 1.188565 | -1.209333 | -1.583663 | -0.41443 | 0 | 0.2 | -0.785587 | -0 | 0 | -0.004004 | 0 | 92,593 |
-1.246627 | -0.473343 | -1.029024 | 1.635885 | -0.107688 | -0.287628 | -0.41443 | 0 | 0.2 | -0.785587 | -0 | -0.001 | -0.003406 | 0 | 92,594 |
0.623469 | 0.772692 | 1.282762 | 1.635885 | -0.345355 | -1.132165 | -0.407988 | 0.000476 | 0.2 | -1 | 0.614014 | 0.0005 | -0.003906 | 0 | 92,595 |
-0.623469 | -0.784852 | -0.258685 | 1.635885 | -0.368809 | -0.834771 | -0.407988 | 0 | 0.2 | -1 | 0.614014 | -0.0005 | -0.003406 | 0 | 92,596 |
0 | -0.005963 | 0.512039 | 1.635885 | -0.967948 | -0.971018 | -0.411209 | -0.000238 | 0.2 | -1 | 0.614014 | 0 | -0.004108 | 0 | 92,597 |
0.374119 | -0.005963 | 0.512039 | 1.635885 | -1.998879 | -1.329392 | -0.410994 | 0.000016 | 0.2 | -1 | 0.614014 | 0.0003 | -0.005112 | 0 | 92,598 |
0 | -0.473343 | -0.25884 | 1.635885 | -0.190681 | -0.161147 | -0.410994 | 0 | 0.2 | -1 | 0.614014 | 0 | -0.005514 | 0 | 92,599 |
0 | -0.161834 | 0.049558 | 1.635885 | 0.06834 | -0.05052 | -0.410994 | 0 | 0.2 | -1 | 0.614014 | 0 | -0.005514 | 0 | 92,600 |
-0.374119 | -0.940723 | 0.049558 | 1.635885 | -0.514662 | -0.834771 | -0.417007 | -0.000444 | 0.2 | -1 | 0.614014 | -0.0003 | -0.004611 | 0 | 92,601 |
0.374119 | 0.305545 | 0.820374 | 1.635885 | -1.738459 | -0.971018 | -0.411638 | 0.000397 | 0.2 | -1 | 0.614014 | 0.0003 | -0.00481 | 0 | 92,602 |
-0.374119 | -0.161834 | 0.049558 | 1.635885 | -1.24983 | -0.971018 | -0.411638 | 0 | 0.2 | -1 | 0.614014 | -0.0003 | -0.00451 | 0 | 92,603 |
0 | -0.005963 | 0.512039 | 1.635885 | -2.304333 | -1.132165 | -0.39446 | 0.00127 | 0.2 | -1 | 0.614014 | 0 | -0.004209 | 0 | 92,604 |
0.374119 | 0.305545 | 0.203641 | 1.635885 | -1.077431 | -0.716748 | -0.407344 | -0.000952 | 0.2 | -1 | 0.614014 | 0.0003 | -0.003906 | 0 | 92,605 |
0 | -0.473343 | -0.25884 | 1.635885 | -2.22866 | -1.132165 | -0.407344 | 0 | 0.2 | -1 | 0.614014 | 0 | -0.004107 | 0 | 92,606 |
-0.623594 | -0.473343 | -0.25884 | -0.149023 | 0.071611 | -0.05052 | -0.409921 | -0.00019 | 0.2 | -1 | 0.614014 | -0.0005 | -0.003607 | 0 | 92,607 |
0.872944 | 0.61721 | 0.512039 | 1.635885 | 0.20985 | -0.161147 | -0.409921 | 0 | 0.2 | -1 | 0.614014 | 0.0007 | -0.004508 | 0 | 92,608 |
0 | -0.473343 | 0.512039 | 1.635885 | -4.029688 | -2.554681 | -0.412927 | -0.000222 | 0.2 | -1 | 0.614014 | 0 | -0.005713 | 0 | 92,609 |
-0.24935 | -0.784852 | -0.258685 | 1.635885 | -0.859121 | -0.612644 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.0002 | -0.005715 | 0 | 92,610 |
-0.374119 | -0.161834 | -0.25884 | 1.635885 | 1.03726 | 0.748892 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.0003 | -0.006018 | 0 | 92,611 |
0.374119 | -0.005963 | 0.512039 | 1.635885 | -0.581554 | -1.329392 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | 0.0003 | -0.006519 | 0 | 92,612 |
-0.623594 | -0.940723 | -0.87582 | 0.744145 | 0.798318 | 0.76969 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.0005 | -0.006422 | 0 | 92,613 |
-0.748724 | -0.78507 | -1.030875 | 0.745218 | 0.337456 | 0 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.0006 | -0.00562 | 0 | 92,614 |
0 | -0.473343 | -0.41408 | -0.148308 | 0.61639 | 0.612644 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | 0 | -0.005419 | 0 | 92,615 |
-0.124831 | -0.161491 | 0.203394 | -0.148308 | -1.690808 | -1.132165 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.0001 | -0.005118 | 0 | 92,616 |
-0.124844 | -0.317394 | 0.357709 | -0.148308 | -0.294912 | -0.161147 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.0001 | -0.006024 | 0 | 92,617 |
-0.999199 | -0.473343 | -1.032111 | -0.147233 | 0.650132 | 0.508541 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.000801 | -0.005022 | 0 | 92,618 |
-0.4999 | -0.78557 | -0.415008 | -0.147054 | 0.578015 | 0.093124 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.000401 | -0.004419 | 0 | 92,619 |
0 | -0.161054 | -0.106179 | 0.747726 | -0.481251 | -0.05052 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | 0 | -0.004621 | 0 | 92,620 |
0.4999 | 0.151173 | 0.821054 | 0.747008 | 0.429531 | -0.104104 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | 0.000401 | -0.004216 | 0 | 92,621 |
0.249875 | -0.161179 | 0.512039 | 0.74665 | -0.376847 | 0.047788 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | 0.0002 | -0.004819 | 0 | 92,622 |
-0.4998 | -0.161242 | -0.105807 | 0.747367 | 0.897176 | 0.727593 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | -0.000401 | -0.005023 | 0 | 92,623 |
0.999399 | 1.087164 | 0.820992 | -0.148129 | 0.861297 | 0.748892 | -0.412927 | 0 | 0.2 | -1 | 0.614014 | 0.000801 | -0.004817 | 0 | 92,624 |
-0.499599 | 1.39758 | -5.365154 | 3.42651 | 1.518151 | 0.866915 | -0.228259 | 0.013652 | 0.2 | 0.732051 | 2.346065 | -0.000401 | -0.005826 | 0 | 92,625 |
1.498198 | 2.02172 | 1.438343 | 3.424722 | -0.848684 | -0.834771 | -0.287739 | -0.004397 | 0.2 | 0.732051 | 2.346065 | 0.001201 | -0.007229 | 0 | 92,626 |
-1.997998 | -0.62923 | -2.266875 | 0.748084 | -0.048764 | -0.612644 | -0.287739 | 0 | 0.2 | 0.732051 | 2.346065 | -0.001602 | -0.004821 | 0 | 92,627 |
0.249925 | -0.161117 | -2.271334 | 2.536746 | 0.206325 | 0.358374 | -0.277647 | 0.000746 | 0.2 | 0.732051 | 2.346065 | 0.0002 | -0.005022 | 0 | 92,628 |
0.999199 | 1.086852 | 0.82093 | 2.531732 | -0.703511 | -0.971018 | -0.277647 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000801 | -0.006024 | 0 | 92,629 |
2.4945 | 2.642991 | 0.512039 | 1.187451 | 0.993153 | 0.612644 | -0.417436 | -0.010334 | 0.2 | 0.732051 | 2.346065 | 0.002 | -0.00742 | 0 | 92,630 |
0 | 0.304768 | 0.512039 | 1.187451 | -0.641406 | -0.716748 | -0.417436 | 0 | 0.2 | 0.732051 | 2.346065 | 0 | -0.007621 | 0 | 92,631 |
-0.623158 | -1.251843 | -1.337422 | 1.188565 | -0.217878 | -0.287628 | -0.418295 | -0.000063 | 0.2 | 0.732051 | 2.346065 | -0.0005 | -0.007122 | 0 | 92,632 |
-1.871343 | 0.305156 | -1.80129 | -0.148308 | -0.453807 | -0.104104 | -0.412497 | 0.000429 | 0.2 | 0.732051 | 2.346065 | -0.0015 | -0.005823 | 0 | 92,633 |
-3.500703 | -0.473343 | -4.744392 | 0.75024 | 0.285403 | 0.480479 | -0.415718 | -0.000238 | 0.2 | 0.732051 | 2.346065 | -0.002807 | -0.002815 | 0 | 92,634 |
-0.500904 | 0.152175 | -0.41687 | -0.145436 | -0.207776 | -0.222127 | -0.415718 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000402 | -0.002212 | 0 | 92,635 |
-1.002411 | -1.099364 | -1.657157 | -0.144354 | -0.762508 | -0.358374 | -0.395104 | 0.001524 | 0.2 | 0.732051 | 2.346065 | -0.000804 | -0.001408 | 0 | 92,636 |
-0.752337 | -0.473343 | -1.658903 | 0.753845 | 0.817116 | 0.535739 | -0.395104 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000603 | -0.000604 | 0 | 92,637 |
0.25083 | -0.159986 | -0.728874 | 0.754929 | -0.373261 | -0.612644 | -0.400902 | -0.000429 | 0.2 | 0.732051 | 2.346065 | 0.000201 | -0.001006 | 0 | 92,638 |
0.250779 | 0.466349 | -1.038946 | 0.752762 | 0.351312 | 0.612644 | -0.400902 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000201 | -0.00161 | 0 | 92,639 |
2.505021 | 2.968737 | -0.108043 | -0.146515 | 1.3692 | 1.093124 | -0.365471 | 0.002619 | 0.2 | 0.732051 | 2.346065 | 0.002008 | -0.003014 | 0 | 92,640 |
0.750526 | 0.77669 | 0.512039 | 0.749521 | -0.68153 | -0.358374 | -0.365471 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000602 | -0.003415 | 0 | 92,641 |
0.250075 | -0.160929 | 0.202837 | 0.748443 | -0.945427 | -1.329392 | -0.375564 | -0.000746 | 0.2 | 0.732051 | 2.346065 | 0.000201 | -0.003615 | 0 | 92,642 |
-0.750376 | -0.473343 | -0.415566 | 0.748802 | -0.689283 | -0.716748 | -0.375564 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000602 | -0.003215 | 0 | 92,643 |
-0.500502 | 0.464088 | -0.106675 | 0.749521 | -0.771461 | -0.716748 | -0.400472 | -0.001841 | 0.2 | 0.732051 | 2.346065 | -0.000401 | -0.002713 | 0 | 92,644 |
0 | 0.151924 | -1.190704 | 0.749521 | 0.233622 | 0.177365 | -0.400472 | 0 | 0.2 | 0.732051 | 2.346065 | 0 | -0.003216 | 0 | 92,645 |
0 | -0.004369 | 0.202589 | 0.75096 | 0.042328 | -0.612644 | -0.424308 | -0.001762 | 0.2 | 0.732051 | 2.346065 | 0 | -0.003619 | 0 | 92,646 |
-0.876361 | -1.568165 | -1.035832 | 0.75096 | -1.381559 | -1.329392 | -0.424308 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000703 | -0.003722 | 0 | 92,647 |
-0.876977 | -0.629809 | -0.572069 | 0.752041 | -0.455872 | -0.519521 | -0.399399 | 0.001841 | 0.2 | 0.732051 | 2.346065 | -0.000703 | -0.002817 | 0 | 92,648 |
-0.501407 | 0.465783 | -0.107794 | 0.753484 | -1.376287 | -0.971018 | -0.399399 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000402 | -0.002819 | 0 | 92,649 |
0 | -0.473343 | -0.418178 | -0.144535 | -0.601256 | -0.43528 | -0.39038 | 0.000667 | 0.2 | 0.732051 | 2.346065 | 0 | -0.00161 | 0 | 92,650 |
0.752035 | 2.030742 | 0.821986 | 0.752041 | 0.527445 | 0.636861 | -0.39038 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000603 | -0.001206 | 0 | 92,651 |
0.125295 | -0.316814 | 0.202216 | 0.752041 | -1.143019 | -1.583663 | -0.416148 | -0.001905 | 0.2 | 0.732051 | 2.346065 | 0.0001 | -0.001508 | 0 | 92,652 |
0 | -0.473343 | 0.512039 | -0.145436 | -1.035654 | -1.329392 | -0.416148 | 0 | 0.2 | 0.732051 | 2.346065 | 0 | -0.001508 | 0 | 92,653 |
0.37581 | 0.621919 | 0.976609 | 0.75096 | -0.407338 | -0.716748 | -0.416148 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000301 | -0.001407 | 0 | 92,654 |
0.75128 | 1.871999 | 1.131249 | 0.75024 | 0.9631 | 0.535739 | -0.433112 | -0.001254 | 0.2 | 0.732051 | 2.346065 | 0.000602 | -0.001607 | 0 | 92,655 |
-0.250376 | -0.473343 | -0.107047 | -0.145976 | -0.940541 | -0.834771 | -0.407344 | 0.001905 | 0.2 | 0.732051 | 2.346065 | -0.000201 | -0.000602 | 0 | 92,656 |
0 | 0.777443 | 0.512039 | -0.145796 | -0.292581 | -0.834771 | -0.407344 | 0 | 0.2 | 0.732051 | 2.346065 | 0 | 0.000201 | 1 | 92,657 |
-0.250427 | -0.160552 | 0.202465 | -0.145616 | -0.734774 | -1.583663 | -0.407344 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.000803 | 1 | 92,658 |
-1.503617 | -1.099239 | -1.346712 | -0.144354 | -0.093327 | -0.519521 | -0.381576 | 0.001905 | 0.2 | 0.732051 | 2.346065 | -0.001206 | 0.001808 | 1 | 92,659 |
-0.250779 | 0.46616 | 0.202029 | -0.144354 | -0.412104 | -0.287628 | -0.381576 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.00221 | 1 | 92,660 |
-0.75264 | -1.10012 | -0.728624 | -0.14327 | -0.472664 | -0.716748 | -0.372772 | 0.000651 | 0.2 | 0.732051 | 2.346065 | -0.000603 | 0.002612 | 1 | 92,661 |
-0.250981 | -0.786889 | -0.729373 | -0.14327 | -0.483418 | -0.222127 | -0.372772 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.00201 | 1 | 92,662 |
-0.502113 | -0.786952 | -0.419114 | 0.755291 | -0.89837 | -1.132165 | -0.381361 | -0.000635 | 0.2 | 0.732051 | 2.346065 | -0.000403 | 0.003015 | 1 | 92,663 |
0.251082 | 0.467484 | 0.822423 | -0.143451 | -0.844562 | -0.612644 | -0.381361 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000201 | 0.003416 | 1 | 92,664 |
0.251031 | -0.159734 | 0.82236 | 0.754568 | -1.068216 | -1.942037 | -0.384153 | -0.000206 | 0.2 | 0.732051 | 2.346065 | 0.000201 | 0.003014 | 1 | 92,665 |
0.250981 | 0.467106 | 0.512039 | 0.753845 | -0.356527 | -0.287628 | -0.384153 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000201 | 0.002211 | 1 | 92,666 |
-1.25541 | 0.466916 | -1.039882 | 0.755653 | -0.059966 | 0.047788 | -0.37449 | 0.000714 | 0.2 | 0.732051 | 2.346065 | -0.001007 | 0.002615 | 1 | 92,667 |
0.251183 | 0.154191 | 0.822548 | 0.756015 | -0.104342 | -0.104104 | -0.37449 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000201 | 0.002815 | 1 | 92,668 |
0.251133 | -0.159608 | 0.201529 | 1.654756 | -1.790487 | -0.716748 | -0.345287 | 0.002159 | 0.2 | 0.732051 | 2.346065 | 0.000201 | 0.003216 | 1 | 92,669 |
-0.251133 | -0.473343 | -0.108917 | 1.653671 | -0.421759 | -0.612644 | -0.345287 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.00422 | 1 | 92,670 |
1.004227 | 1.094702 | 1.443191 | 0.754568 | -0.25075 | -0.358374 | -0.340133 | 0.000381 | 0.2 | 0.732051 | 2.346065 | 0.000805 | 0.004016 | 1 | 92,671 |
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