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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.502012 | -0.786889 | -0.418927 | 0.755291 | -1.102763 | -0.834771 | -0.340133 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000402 | 0.004419 | 1 | 92,672 |
-0.753398 | -0.787015 | -0.419301 | 0.755291 | -0.795423 | -1.329392 | -0.357097 | -0.001254 | 0.2 | 0.732051 | 2.346065 | -0.000604 | 0.005223 | 1 | 92,673 |
1.25541 | 1.095018 | 1.443378 | 0.755291 | -2.45844 | -1.583663 | -0.357097 | 0 | 0.2 | 0.732051 | 2.346065 | 0.001007 | 0.004016 | 1 | 92,674 |
-1.757928 | -0.786889 | -2.282545 | 1.656386 | 0.060079 | 0.093124 | -0.357097 | 0 | 0.2 | 0.732051 | 2.346065 | -0.001409 | 0.005426 | 1 | 92,675 |
-0.251335 | -0.473343 | -0.109418 | 0.757827 | -0.666336 | -0.222127 | -0.340348 | 0.001238 | 0.2 | 0.732051 | 2.346065 | -0.000202 | 0.006028 | 1 | 92,676 |
1.005036 | 0.78223 | 0.512039 | 0.755653 | -0.757204 | -0.612644 | -0.340348 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000806 | 0.004821 | 1 | 92,677 |
0 | -0.159608 | 0.512039 | 0.756015 | -0.423709 | -0.834771 | -0.348293 | -0.000587 | 0.2 | 0.732051 | 2.346065 | 0 | 0.00422 | 1 | 92,678 |
-0.251183 | -0.159608 | -0.109042 | 0.756377 | 0.20921 | -0.05052 | -0.348293 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.003418 | 1 | 92,679 |
0.753398 | 0.467863 | 0.822548 | 0.755291 | -1.613993 | -1.329392 | -0.348293 | 0 | 0.2 | 0.732051 | 2.346065 | 0.000604 | 0.002011 | 1 | 92,680 |
-0.251082 | -0.159734 | 0.201654 | 0.755653 | -1.321321 | -0.834771 | -0.363754 | -0.001143 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.002212 | 1 | 92,681 |
0 | 0.153938 | 0.512039 | 1.654214 | -0.896117 | -0.43528 | -0.377711 | -0.001032 | 0.2 | 0.732051 | 2.346065 | 0 | 0.002212 | 1 | 92,682 |
-0.251133 | -0.473343 | 0.201592 | 0.756015 | -0.324472 | -0.612644 | -0.377711 | 0 | 0.2 | 0.732051 | 2.346065 | -0.000201 | 0.002715 | 1 | 92,683 |
0.251133 | -0.159608 | 0.822485 | 0.755653 | -1.365888 | -1.583663 | -0.372557 | 0.000381 | 0.2 | 0.732051 | 2.346065 | 0.000201 | 0.002513 | 1 | 92,684 |
0.251082 | 1.094387 | 0.201592 | 0.755653 | 0.142782 | 0.136247 | -0.372557 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000201 | 0.001609 | 1 | 92,685 |
0 | -0.473343 | 0.201654 | 1.653671 | -0.084129 | -0.161147 | -0.373631 | -0.000079 | 0.2 | 0.628626 | 1.414214 | 0 | 0.001609 | 1 | 92,686 |
0.251031 | -0.159734 | 0.82236 | 1.653128 | -1.053183 | -1.942037 | -0.373631 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000201 | 0.001609 | 1 | 92,687 |
-0.251031 | -0.159797 | 0.201717 | 0.754568 | -1.302585 | -1.583663 | -0.373631 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | 0.001609 | 1 | 92,688 |
-0.502215 | 0.153812 | -0.419301 | 0.756015 | 1.364556 | 0.885139 | -0.388233 | -0.001079 | 0.2 | 0.628626 | 1.414214 | -0.000403 | 0.002213 | 1 | 92,689 |
0.753246 | 0.467673 | 0.201529 | 0.754929 | -0.444609 | -0.716748 | -0.388233 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000604 | 0.001207 | 1 | 92,690 |
0.250981 | -0.159797 | 0.512039 | 0.754206 | -0.86335 | -1.132165 | -0.371913 | 0.001206 | 0.2 | 0.628626 | 1.414214 | 0.000201 | 0.001407 | 1 | 92,691 |
0 | 0.466916 | 0.512039 | -0.143632 | -0.552615 | -0.222127 | -0.390165 | -0.001349 | 0.2 | 0.628626 | 1.414214 | 0 | 0.001207 | 1 | 92,692 |
-0.250981 | -0.473343 | -0.108542 | -0.143632 | -0.312302 | -0.519521 | -0.390165 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | 0.001207 | 1 | 92,693 |
0.125497 | -0.159797 | 0.512039 | 0.755291 | 0.098678 | 0.390518 | -0.390165 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000101 | 0.001508 | 1 | 92,694 |
-0.62761 | -0.943733 | -0.263805 | 0.755653 | -0.664839 | -0.716748 | -0.37084 | 0.001429 | 0.2 | 0.628626 | 1.414214 | -0.000503 | 0.001609 | 1 | 92,695 |
-0.502316 | -0.787078 | -0.108917 | 0.756015 | 0.504554 | 0 | -0.37084 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000403 | 0.001811 | 1 | 92,696 |
-1.005239 | -0.159545 | -1.663278 | -0.14182 | 1.353879 | 1.329392 | -0.365901 | 0.000365 | 0.2 | 0.628626 | 1.414214 | -0.000806 | 0.003622 | 1 | 92,697 |
0.251386 | -0.159292 | -0.109668 | -0.142183 | -0.584142 | -0.43528 | -0.365901 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000202 | 0.002817 | 1 | 92,698 |
-0.502822 | -0.787395 | -0.109543 | -0.14182 | -0.151885 | -0.519521 | -0.368692 | -0.000206 | 0.2 | 0.628626 | 1.414214 | -0.000403 | 0.00302 | 1 | 92,699 |
1.507858 | 1.410397 | 1.13362 | -0.143451 | -0.26239 | -0.287628 | -0.368692 | 0 | 0.2 | 0.628626 | 1.414214 | 0.001209 | 0.000604 | 1 | 92,700 |
1.255157 | 1.094702 | 1.75345 | -0.143993 | -0.89837 | -1.329392 | -0.368692 | 0 | 0.2 | 0.628626 | 1.414214 | 0.001006 | -0.000805 | 0 | 92,701 |
-0.25093 | -0.159923 | 0.201842 | -0.143632 | -0.476941 | -0.716748 | -0.365471 | 0.000238 | 0.2 | 0.628626 | 1.414214 | -0.000201 | -0.000805 | 0 | 92,702 |
0 | -0.003142 | 0.512039 | -0.143632 | -0.751948 | -0.971018 | -0.376423 | -0.00081 | 0.2 | 0.628626 | 1.414214 | 0 | -0.001007 | 0 | 92,703 |
0.50181 | 0.15356 | 0.512039 | -0.143993 | -0.669343 | -0.834771 | -0.376423 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000402 | -0.001409 | 0 | 92,704 |
0.501609 | 0.153307 | -0.418552 | -0.144354 | -0.938114 | -0.716748 | -0.373846 | 0.000191 | 0.2 | 0.628626 | 1.414214 | 0.000402 | -0.001811 | 0 | 92,705 |
1.002612 | 0.779202 | -0.108043 | -0.145256 | 0.3533 | 0.660432 | -0.373846 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000804 | -0.003018 | 0 | 92,706 |
1.001807 | 0.778196 | 0.821737 | -0.145976 | -0.651539 | -0.716748 | -0.403908 | -0.002222 | 0.2 | 0.628626 | 1.414214 | 0.000803 | -0.003015 | 0 | 92,707 |
0.500602 | 0.15205 | 0.202527 | -0.146156 | -0.575136 | -0.716748 | -0.403908 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000401 | -0.003719 | 0 | 92,708 |
-0.250276 | -0.786008 | -0.416311 | 0.749881 | -0.243595 | -0.222127 | -0.403908 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | -0.004022 | 0 | 92,709 |
0.250276 | 0.464464 | 0.821426 | -0.146335 | 0.194961 | -0.161147 | -0.403264 | 0.000048 | 0.2 | 0.628626 | 1.414214 | 0.000201 | -0.004222 | 0 | 92,710 |
-0.250276 | -0.473343 | 0.202651 | 0.75024 | -0.380457 | -0.971018 | -0.403264 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | -0.003417 | 0 | 92,711 |
-1.001606 | -0.629699 | -0.880975 | 0.75024 | -0.4716 | -0.716748 | -0.392742 | 0.000778 | 0.2 | 0.628626 | 1.414214 | -0.000803 | -0.002614 | 0 | 92,712 |
0.75128 | 1.09061 | 1.440761 | -0.146156 | -1.437163 | -1.132165 | -0.400472 | -0.000571 | 0.2 | 0.628626 | 1.414214 | 0.000602 | -0.003015 | 0 | 92,713 |
0.750828 | 0.777192 | 0.821488 | 0.749162 | -0.216521 | -0.358374 | -0.400472 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000602 | -0.00402 | 0 | 92,714 |
-0.250226 | -0.785946 | 0.202713 | -0.146335 | -1.302585 | -1.583663 | -0.400472 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | -0.003819 | 0 | 92,715 |
-0.750978 | 0.151799 | -0.725885 | -0.145796 | 0.073239 | 0.25427 | -0.395748 | 0.000349 | 0.2 | 0.628626 | 1.414214 | -0.000602 | -0.003217 | 0 | 92,716 |
-0.751431 | -0.160552 | -0.41687 | -0.145256 | -0.022171 | -0.222127 | -0.395748 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000602 | -0.002212 | 0 | 92,717 |
0.501004 | 0.152552 | 0.512039 | -0.145616 | -0.377748 | -0.834771 | -0.386515 | 0.000683 | 0.2 | 0.628626 | 1.414214 | 0.000402 | -0.003621 | 0 | 92,718 |
0.751129 | 0.465029 | 0.821613 | -0.146156 | -0.676929 | -1.132165 | -0.386515 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000602 | -0.004223 | 0 | 92,719 |
1.000802 | 0.776941 | 0.512039 | -0.147054 | -0.070869 | -0.971018 | -0.396393 | -0.00073 | 0.2 | 0.628626 | 1.414214 | 0.000802 | -0.005026 | 0 | 92,720 |
0.750075 | 0.463712 | 1.130256 | -0.147412 | -0.996747 | -0.834771 | -0.396393 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000601 | -0.005627 | 0 | 92,721 |
0 | 0.151047 | 0.512039 | -0.147412 | -0.48997 | -0.834771 | -0.409062 | -0.000937 | 0.2 | 0.628626 | 1.414214 | 0 | -0.005224 | 0 | 92,722 |
0.249925 | -0.161117 | 0.203023 | -0.147591 | -0.912081 | -0.834771 | -0.409062 | 0 | 0.2 | 0.628626 | 1.414214 | 0.0002 | -0.004418 | 0 | 92,723 |
-0.249925 | -0.161179 | -0.260462 | -0.147412 | -0.216521 | -0.287628 | -0.409062 | 0 | 0.2 | 0.628626 | 1.414214 | -0.0002 | -0.004419 | 0 | 92,724 |
0 | 0.151047 | 0.512039 | 0.74665 | -0.84047 | -0.716748 | -0.419154 | -0.000746 | 0.2 | 0.628626 | 1.414214 | 0 | -0.003614 | 0 | 92,725 |
0.4998 | 0.463149 | 1.129884 | -0.147771 | -1.007594 | -1.329392 | -0.426025 | -0.000508 | 0.2 | 0.628626 | 1.414214 | 0.000401 | -0.004417 | 0 | 92,726 |
-0.4998 | -0.473343 | -0.105807 | -0.147412 | 0.508716 | 0.047788 | -0.426025 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000401 | -0.004318 | 0 | 92,727 |
-0.750075 | -0.785632 | -0.415194 | 0.747726 | -0.327762 | -0.612644 | -0.419369 | 0.000492 | 0.2 | 0.628626 | 1.414214 | -0.000601 | -0.004018 | 0 | 92,728 |
-1.251128 | 0.151423 | -1.034589 | -0.145976 | 1.008656 | 0.920498 | -0.419369 | 0 | 0.2 | 0.628626 | 1.414214 | -0.001003 | -0.002613 | 0 | 92,729 |
-1.001807 | -0.786134 | -0.726382 | -0.145256 | 0.390494 | -0.287628 | -0.412068 | 0.00054 | 0.2 | 0.628626 | 1.414214 | -0.000803 | -0.001005 | 0 | 92,730 |
0 | -0.160364 | -0.107545 | 0.75096 | 0.704172 | 0.136247 | -0.412068 | 0 | 0.2 | 0.628626 | 1.414214 | 0 | -0.000402 | 0 | 92,731 |
0 | -0.473343 | 0.512039 | -0.145256 | -1.655377 | -1.583663 | -0.414645 | -0.000191 | 0.2 | 0.628626 | 1.414214 | 0 | -0.001005 | 0 | 92,732 |
0.375772 | -0.003898 | 0.976563 | -0.145256 | -1.062155 | -1.942037 | -0.414645 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000301 | -0.001105 | 0 | 92,733 |
0 | 0.308751 | 0.512039 | 0.75132 | 0.471312 | -0.05052 | -0.414645 | 0 | 0.2 | 0.628626 | 1.414214 | 0 | -0.000904 | 0 | 92,734 |
-0.876977 | -0.629809 | -0.881954 | -0.144895 | -0.179142 | -0.43528 | -0.404123 | 0.000778 | 0.2 | 0.628626 | 1.414214 | -0.000703 | 0 | 0 | 92,735 |
0 | -0.160238 | 0.512039 | 0.752041 | -0.838436 | -0.971018 | -0.404123 | 0 | 0.2 | 0.628626 | 1.414214 | 0 | 0.001205 | 1 | 92,736 |
0.250628 | 0.152804 | -0.107794 | 0.752762 | 0.143859 | 0.325017 | -0.407344 | -0.000238 | 0.2 | 0.628626 | 1.414214 | 0.000201 | 0.001405 | 1 | 92,737 |
-0.250628 | -0.786448 | -0.107669 | 0.752401 | -0.724714 | -0.612644 | -0.407344 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | 0.002008 | 1 | 92,738 |
0.250628 | 2.342339 | 0.512039 | 0.752041 | 1.193162 | 1.412641 | -0.395748 | 0.000857 | 0.2 | 0.628626 | 1.414214 | 0.000201 | 0.002208 | 1 | 92,739 |
-0.501306 | -1.099616 | -0.107669 | 0.752401 | -1.801491 | -1.942037 | -0.395748 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000402 | 0.002409 | 1 | 92,740 |
0.501306 | 0.465972 | 0.821924 | 0.752041 | -0.598589 | -0.222127 | -0.384582 | 0.000825 | 0.2 | 0.628626 | 1.414214 | 0.000402 | 0.002609 | 1 | 92,741 |
-0.250628 | -0.786448 | 0.202216 | 0.752401 | -0.728047 | -0.834771 | -0.384582 | 0 | 0.2 | 0.628626 | 1.414214 | -0.000201 | 0.002409 | 1 | 92,742 |
-0.250678 | -0.473343 | 0.202153 | 0.752401 | -0.557543 | -0.971018 | -0.388233 | -0.00027 | 0.2 | 0.628626 | 1.414214 | -0.000201 | 0.00281 | 1 | 92,743 |
0.501306 | 0.15293 | 1.131746 | 0.752041 | -1.376287 | -1.583663 | -0.388233 | 0 | 0.2 | 0.628626 | 1.414214 | 0.000402 | 0.002809 | 1 | 92,744 |
-0.501306 | -0.786448 | -0.107669 | 0.752762 | -0.373261 | -0.358374 | -0.400902 | -0.000937 | 0.2 | 0.464102 | 0.614014 | -0.000402 | 0.001707 | 1 | 92,745 |
-0.250729 | -0.160175 | 0.202091 | 0.752762 | -1.365888 | -1.132165 | -0.400902 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000201 | 0.002811 | 1 | 92,746 |
1.25314 | 1.092182 | 1.131871 | 0.75168 | -0.935698 | -0.287628 | -0.393601 | 0.00054 | 0.2 | 0.464102 | 0.614014 | 0.001005 | 0.001806 | 1 | 92,747 |
-0.751733 | -1.099364 | -1.037076 | 0.752762 | -0.743296 | -0.519521 | -0.393601 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000603 | 0.001606 | 1 | 92,748 |
-0.250678 | -0.473343 | 0.202153 | -0.144535 | -0.415946 | -0.519521 | -0.396393 | -0.000206 | 0.2 | 0.464102 | 0.614014 | -0.000201 | 0.001807 | 1 | 92,749 |
-1.505129 | 0.778951 | -1.348581 | 0.754929 | -0.017381 | 0.290351 | -0.396393 | 0 | 0.2 | 0.464102 | 0.614014 | -0.001207 | 0.003215 | 1 | 92,750 |
-0.502113 | -0.786952 | -1.040195 | -0.143089 | -0.419814 | -0.358374 | -0.387803 | 0.000635 | 0.2 | 0.464102 | 0.614014 | -0.000403 | 0.003617 | 1 | 92,751 |
-0.251133 | -0.473343 | 0.201592 | 0.756015 | -1.186356 | -0.834771 | -0.387803 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000201 | 0.00442 | 1 | 92,752 |
-0.251183 | -0.787142 | 0.201529 | 0.756015 | -3.014284 | -1.942037 | -0.387159 | 0.000048 | 0.2 | 0.464102 | 0.614014 | -0.000201 | 0.005223 | 1 | 92,753 |
0 | -0.159545 | 0.512039 | 0.756015 | -0.298818 | -0.519521 | -0.387159 | 0 | 0.2 | 0.464102 | 0.614014 | 0 | 0.005023 | 1 | 92,754 |
0 | 0.154191 | 0.512039 | 0.757102 | -0.919063 | -1.132165 | -0.387159 | 0 | 0.2 | 0.464102 | 0.614014 | 0 | 0.004622 | 1 | 92,755 |
-0.502518 | -1.10113 | -0.419864 | 1.656386 | -1.059148 | -0.834771 | -0.385227 | 0.000143 | 0.2 | 0.464102 | 0.614014 | -0.000403 | 0.005225 | 1 | 92,756 |
1.004834 | 1.09565 | 1.443754 | 1.654756 | -0.358265 | -0.612644 | -0.385227 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000806 | 0.00462 | 1 | 92,757 |
-0.376718 | -0.473343 | -0.108917 | 1.6553 | -0.814571 | -0.834771 | -0.388448 | -0.000238 | 0.2 | 0.464102 | 0.614014 | -0.000302 | 0.004922 | 1 | 92,758 |
-0.628116 | -0.944112 | -1.196708 | 1.655843 | 0.777939 | 1.064142 | -0.388448 | 0 | 0.2 | 0.464102 | 0.614014 | -0.000504 | 0.006027 | 1 | 92,759 |
0 | -0.473343 | 0.512039 | 0.756377 | -3.636876 | -1.942037 | -0.383294 | 0.000381 | 0.2 | 0.464102 | 0.614014 | 0 | 0.006227 | 1 | 92,760 |
0.753701 | 0.468242 | 0.822673 | 0.756377 | -0.296471 | -0.222127 | -0.383294 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000604 | 0.005823 | 1 | 92,761 |
0 | -0.473343 | 0.512039 | 1.654214 | -1.365888 | -1.583663 | -0.388877 | -0.000413 | 0.2 | 0.464102 | 0.614014 | 0 | 0.006123 | 1 | 92,762 |
0.251133 | -0.159608 | 0.822485 | 0.756015 | -1.284449 | -0.716748 | -0.388877 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000201 | 0.006622 | 1 | 92,763 |
-0.502316 | -0.787078 | -0.108917 | -0.142727 | -1.074342 | -0.971018 | -0.398325 | -0.000698 | 0.2 | 0.464102 | 0.614014 | -0.000403 | 0.007524 | 1 | 92,764 |
0 | -0.473343 | 0.512039 | 0.756015 | -1.086798 | -1.583663 | -0.398325 | 0 | 0.2 | 0.464102 | 0.614014 | 0 | 0.006424 | 1 | 92,765 |
0 | -0.473343 | 0.512039 | 0.756015 | -4.029688 | -2.554681 | -0.40262 | -0.000317 | 0.2 | 0.464102 | 0.614014 | 0 | 0.006825 | 1 | 92,766 |
0.502316 | 0.154191 | 0.512039 | 0.755653 | -0.322017 | -0.358374 | -0.40262 | 0 | 0.2 | 0.464102 | 0.614014 | 0.000403 | 0.005421 | 1 | 92,767 |
-1.256169 | -0.473343 | -1.04082 | 1.658018 | 0.02842 | -0.161147 | -0.395104 | 0.000556 | 0.2 | 0.464102 | 0.614014 | -0.001007 | 0.006228 | 1 | 92,768 |
0 | -0.473343 | -0.109543 | 0.757827 | -0.787942 | -0.971018 | -0.395104 | 0 | 0.2 | 0.464102 | 0.614014 | 0 | 0.005827 | 1 | 92,769 |
0 | -0.159355 | -0.109543 | 0.757102 | -0.304331 | -0.612644 | -0.358815 | 0.002683 | 0.2 | 0.464102 | 0.614014 | 0 | 0.005026 | 1 | 92,770 |
0 | 0.15457 | 0.512039 | 0.757102 | -1.681741 | -1.329392 | -0.358815 | 0 | 0.2 | 0.464102 | 0.614014 | 0 | 0.005026 | 1 | 92,771 |
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