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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.253274 | -0.156932 | 0.512039 | 0.771351 | -0.59726 | -0.971018 | -0.329611 | 0 | -1.2 | -0.785587 | -0 | 0.000203 | 0.000609 | 1 | 93,072 |
-0.5066 | 2.055636 | -0.740721 | 0.770615 | 0.534874 | 0.660432 | -0.329611 | 0 | -1.2 | -0.785587 | -0 | -0.000406 | -0.001016 | 0 | 93,073 |
-0.253377 | 0.47589 | 0.198817 | -0.135054 | -0.032365 | -0.161147 | -0.332403 | -0.000206 | -1.2 | -0.785587 | -0 | -0.000203 | 0 | 0 | 93,074 |
0 | -0.473343 | -0.114596 | 0.772088 | 0.747969 | 0.562124 | -0.338845 | -0.000476 | -1.2 | -0.785587 | -0 | 0 | -0.000203 | 0 | 93,075 |
-1.014024 | -1.106615 | -1.055025 | -0.134132 | 0.470506 | 0.177365 | -0.338845 | 0 | -1.2 | -0.785587 | -0 | -0.000813 | 0.000203 | 1 | 93,076 |
0.760595 | 0.476855 | 0.512039 | 0.772457 | 0.2526 | 0 | -0.338845 | 0 | -1.2 | -0.785587 | -0 | 0.00061 | -0.000203 | 0 | 93,077 |
-0.38024 | -0.473343 | 0.041991 | 0.772826 | -0.132854 | -0.43528 | -0.344428 | -0.000413 | -1.2 | -0.785587 | -0 | -0.000305 | 0.000305 | 1 | 93,078 |
0.126759 | -0.314985 | 0.355324 | -0.134501 | -0.609333 | -0.971018 | -0.344428 | 0 | -1.2 | -0.785587 | -0 | 0.000102 | 0.001016 | 1 | 93,079 |
-2.283644 | -0.790076 | -2.939009 | -0.132838 | 0.236068 | 0.587745 | -0.301696 | 0.003159 | -1.2 | -0.785587 | -0 | -0.001831 | 0.002441 | 1 | 93,080 |
-0.253996 | -0.790656 | -0.430114 | 0.776892 | -0.816521 | -0.161147 | -0.301696 | 0 | -1.2 | -0.785587 | -0 | -0.000204 | 0.003456 | 1 | 93,081 |
-0.508148 | -0.473343 | -0.744549 | 0.777263 | 0.076078 | 0.358374 | -0.304488 | -0.000206 | -1.2 | -0.785587 | -0 | -0.000407 | 0.004472 | 1 | 93,082 |
0.2541 | 0.161477 | 0.826153 | 0.776892 | -0.050278 | -0.358374 | -0.304488 | 0 | -1.2 | -0.785587 | -0 | 0.000204 | 0.003254 | 1 | 93,083 |
0.254048 | 0.795781 | 0.512039 | 0.776151 | 0.696238 | 0.047788 | -0.285162 | 0.001429 | -1.2 | -0.785587 | -0 | 0.000204 | 0.00305 | 1 | 93,084 |
-0.508148 | -0.15603 | -0.116127 | 0.776522 | -0.254362 | -0.43528 | -0.285162 | 0 | -1.2 | -0.785587 | -0 | -0.000407 | 0.012553 | 1 | 93,085 |
0 | 0.161477 | 0.19786 | -0.132282 | -0.147667 | -0.287628 | -0.285162 | 0 | -1.2 | -0.785587 | -0 | 0 | 0.013358 | 1 | 93,086 |
0 | -0.473343 | 0.19786 | -0.132282 | -0.828369 | -0.716748 | -0.280009 | 0.000381 | -1.2 | -0.785587 | -0 | 0 | 0.014162 | 1 | 93,087 |
0.762145 | 0.478791 | 0.19786 | 0.776522 | -0.05332 | 0.093124 | -0.280009 | 0 | -1.2 | -0.785587 | -0 | 0.000611 | 0.015557 | 1 | 93,088 |
-1.016296 | -0.790656 | -0.744293 | 0.777263 | 0.252896 | 0.25427 | -0.297831 | -0.001318 | -1.2 | -0.785587 | -0 | -0.000815 | 0.016372 | 1 | 93,089 |
0.508252 | 0.478984 | 0.983283 | 0.776892 | -0.325293 | -0.43528 | -0.300838 | -0.000222 | -1.2 | -0.785587 | -0 | 0.000407 | 0.014962 | 1 | 93,090 |
1.269724 | 1.429955 | 0.826089 | 0.775041 | 0.498443 | 0.508541 | -0.300838 | 0 | -1.2 | -0.785587 | -0 | 0.001018 | 0.012337 | 1 | 93,091 |
0 | 1.111287 | 0.512039 | 1.683291 | 1.190565 | 0.902996 | -0.342066 | -0.003048 | -1.2 | -0.785587 | -0 | 0 | 0.010124 | 1 | 93,092 |
-0.253841 | -0.473343 | -0.429539 | 0.775411 | 0.048307 | -0.05052 | -0.293107 | 0.003619 | -1.2 | -0.785587 | -0 | -0.000204 | 0.010931 | 1 | 93,093 |
0.507631 | 0.477822 | 0.825834 | 0.775041 | -0.031386 | -0.161147 | -0.302555 | -0.000698 | -1.2 | -0.785587 | -0 | 0.000407 | 0.009416 | 1 | 93,094 |
0.253738 | -0.156353 | 0.512039 | 0.774672 | -0.456907 | -0.612644 | -0.302555 | 0 | -1.2 | -0.785587 | -0 | 0.000203 | 0.009717 | 1 | 93,095 |
-0.507528 | -1.107389 | -0.115361 | 0.775041 | -0.919063 | -1.132165 | -0.302555 | 0 | -1.2 | -0.785587 | -0 | -0.000407 | 0.009721 | 1 | 93,096 |
-0.253841 | -0.156288 | 0.198243 | 0.775411 | -0.371476 | -0.612644 | -0.299979 | 0.00019 | -1.2 | -0.785587 | -0 | -0.000204 | 0.009319 | 1 | 93,097 |
-0.253893 | -0.790527 | 0.198179 | -0.133023 | -0.609333 | -0.612644 | -0.299979 | 0 | -1.2 | -0.785587 | -0 | -0.000204 | 0.00922 | 1 | 93,098 |
-1.016089 | -0.473343 | -0.744038 | 0.776892 | -0.408288 | -0.287628 | -0.313507 | -0.001 | -1.2 | -0.785587 | -0 | -0.000815 | 0.010539 | 1 | 93,099 |
-0.254152 | 0.161477 | 0.19786 | -0.132096 | 0.056321 | -0.104104 | -0.313507 | 0 | -1.2 | -0.785587 | -0 | -0.000204 | 0.010743 | 1 | 93,100 |
0 | -0.473343 | -0.745318 | 0.778004 | 0.369919 | 0.325017 | -0.300838 | 0.000937 | -1.2 | -0.785587 | -0 | 0 | 0.010743 | 1 | 93,101 |
2.285504 | 2.698821 | -0.116512 | -0.133762 | 1.394007 | 1.018806 | -0.346146 | -0.00335 | -1.2 | -0.785587 | -0 | 0.001832 | 0.009112 | 1 | 93,102 |
0 | -0.156417 | 0.198371 | -0.133762 | 1.543457 | 0.954497 | -0.346146 | 0 | -1.2 | -0.785587 | -0 | 0 | 0.008911 | 1 | 93,103 |
-0.761369 | -0.156417 | -0.743015 | 0.775411 | 1.141399 | 0.866915 | -0.319519 | 0.001968 | -1.2 | -0.785587 | -0 | -0.00061 | 0.009723 | 1 | 93,104 |
1.015056 | 1.111609 | 0.512039 | 0.773933 | 0.722952 | 0.451498 | -0.319734 | -0.000016 | -1.2 | -1 | 0.614014 | 0.000814 | 0.009312 | 1 | 93,105 |
1.01423 | 1.110321 | 0.512039 | 0.772826 | 0.957321 | 0.971018 | -0.319734 | 0 | -1.2 | -1 | 0.614014 | 0.000813 | 0.008902 | 1 | 93,106 |
1.266629 | 1.109034 | -0.114723 | 0.770615 | 0.408777 | 0.612644 | -0.319734 | 0 | -1.2 | -1 | 0.614014 | 0.001016 | 0.008691 | 1 | 93,107 |
0 | -0.15706 | 0.512039 | 0.770615 | -0.351343 | -0.519521 | -0.322955 | -0.000238 | -1.2 | -1 | 0.614014 | 0 | 0.009496 | 1 | 93,108 |
-1.52011 | -0.473343 | -1.3671 | -0.134501 | 0.480699 | 0.727593 | -0.313936 | 0.000667 | -1.2 | -1 | 0.614014 | -0.001219 | 0.011117 | 1 | 93,109 |
-1.014437 | -0.473343 | -1.055662 | 0.774672 | 0.32299 | 0.390518 | -0.313936 | 0 | -1.2 | -1 | 0.614014 | -0.000813 | 0.013537 | 1 | 93,110 |
-2.285504 | -1.107389 | -2.31327 | 0.777263 | 0.529084 | 0.829298 | -0.255315 | 0.004334 | -1.2 | -1 | 0.614014 | -0.001832 | 0.014968 | 1 | 93,111 |
0.254152 | 2.381895 | 0.826217 | 0.776892 | -0.053828 | -0.161147 | -0.271205 | -0.001175 | -1.2 | -1 | 0.614014 | 0.000204 | 0.015567 | 1 | 93,112 |
2.031352 | 2.381314 | 1.140204 | 1.683291 | 1.44 | 1.249506 | -0.271205 | 0 | -1.2 | -1 | 0.614014 | 0.001629 | 0.013738 | 1 | 93,113 |
-0.507528 | -0.790334 | -0.429156 | -0.133393 | 0.413257 | 0.093124 | -0.293537 | -0.001651 | -1.2 | -1 | 0.614014 | -0.000407 | 0.014145 | 1 | 93,114 |
0.507528 | 0.79449 | 0.512039 | 0.774302 | 0.46279 | 0.636861 | -0.293322 | 0.000016 | -1.2 | -1 | 0.614014 | 0.000407 | 0.013537 | 1 | 93,115 |
1.014437 | 3.009302 | 0.198371 | -0.134501 | 0.297847 | 0.480479 | -0.293322 | 0 | -1.2 | -1 | 0.614014 | 0.000813 | 0.011921 | 1 | 93,116 |
0.506909 | 0.159929 | 0.512039 | -0.13487 | 0.360937 | 0.216654 | -0.293322 | 0 | -1.2 | -1 | 0.614014 | 0.000406 | 0.011916 | 1 | 93,117 |
-0.760441 | -0.789947 | -0.428008 | 0.772826 | -1.062155 | -0.834771 | -0.292463 | 0.000063 | -1.2 | -1 | 0.614014 | -0.00061 | 0.011923 | 1 | 93,118 |
0 | 0.793202 | 0.512039 | 0.772826 | 0.484843 | 0.809872 | -0.292463 | 0 | -1.2 | -1 | 0.614014 | 0 | 0.012124 | 1 | 93,119 |
1.013818 | 1.109677 | 1.1388 | -0.135238 | 0.320105 | 0.480479 | -0.316513 | -0.001778 | -1.2 | -1 | 0.614014 | 0.000813 | 0.010708 | 1 | 93,120 |
0.253326 | 0.47589 | 0.825196 | 0.770983 | -0.33943 | -0.222127 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000203 | 0.011007 | 1 | 93,121 |
1.012789 | 1.424161 | 0.825133 | -0.13579 | 1.108353 | 1.187672 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000812 | 0.010697 | 1 | 93,122 |
-2.533517 | -1.105844 | -2.9334 | 0.773564 | 1.630754 | 1.296035 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | -0.002031 | 0.011925 | 1 | 93,123 |
1.014024 | 1.109999 | -0.115105 | -0.135054 | 1.102697 | 0.848307 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000813 | 0.010107 | 1 | 93,124 |
-0.253429 | 0.159672 | -0.114596 | 0.772457 | 0.876671 | 0.866915 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | -0.000203 | 0.010109 | 1 | 93,125 |
-0.507012 | -0.156739 | -0.428199 | 0.773194 | 0.105631 | 0.136247 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | -0.000407 | 0.009912 | 1 | 93,126 |
0.253532 | 0.793202 | 0.198562 | 0.772826 | 1.195861 | 1.121185 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000203 | 0.009508 | 1 | 93,127 |
0.25348 | 0.001635 | -0.11485 | -0.134685 | 0.28063 | 0.508541 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000203 | 0.009304 | 1 | 93,128 |
1.013406 | 0.792687 | 0.512039 | 0.771351 | 0.181353 | 0.358374 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000813 | 0.008693 | 1 | 93,129 |
-0.5066 | 0.159286 | -0.114214 | 0.771351 | 1.297817 | 1.340237 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | -0.000406 | 0.009099 | 1 | 93,130 |
1.012995 | 1.108391 | 0.512039 | -0.135974 | 1.61692 | 1.767698 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000812 | 0.009092 | 1 | 93,131 |
0.759207 | 0.791146 | 0.199071 | -0.136342 | 1.637148 | 1.868102 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0.000609 | 0.008885 | 1 | 93,132 |
-1.265601 | -0.789433 | -1.05248 | 0.770615 | 1.229709 | 1.470304 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | -0.001015 | 0.010905 | 1 | 93,133 |
0 | 0.475505 | 0.198944 | 0.771351 | 0.915126 | 1.078752 | -0.316513 | 0 | -1.2 | -1 | 0.614014 | 0 | 0.010905 | 1 | 93,134 |
11.344442 | 17.143911 | 8.318806 | 2.54898 | 1.419212 | 1.078752 | -0.344213 | -0.002048 | -1.2 | 0.732051 | 2.346065 | 0.009096 | 0.000402 | 1 | 93,135 |
1.003419 | 3.284295 | 0.201779 | 0.753484 | 1.039998 | 1.018806 | -0.313507 | 0.00227 | -1.2 | 0.732051 | 2.346065 | 0.000805 | -0.000201 | 0 | 93,136 |
1.002612 | 0.779202 | 0.357041 | 2.546093 | -0.255813 | -0.05052 | -0.313507 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000804 | -0.001005 | 0 | 93,137 |
2.503011 | 2.653623 | -0.727377 | 2.538899 | 0.179334 | 0.177365 | -0.382006 | -0.005064 | -1.2 | 0.732051 | 2.346065 | 0.002007 | -0.003213 | 0 | 93,138 |
0 | 1.399829 | -0.415566 | 2.537463 | 1.282722 | 1.064142 | -0.382006 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | -0.003615 | 0 | 93,139 |
-1.250877 | 0.775688 | -1.498477 | 2.543932 | 1.043017 | 0.390518 | -0.389307 | -0.00054 | -1.2 | 0.732051 | 2.346065 | -0.001003 | -0.002411 | 0 | 93,140 |
-2.004017 | -0.473343 | -1.9653 | 2.548258 | 0.685024 | 0.177365 | -0.389307 | 0 | -1.2 | 0.732051 | 2.346065 | -0.001607 | -0.001408 | 0 | 93,141 |
-2.760791 | 2.968046 | -3.211449 | 0.756739 | 0.21778 | 0.25427 | -0.368263 | 0.001556 | -1.2 | 0.732051 | 2.346065 | -0.002214 | 0.001811 | 1 | 93,142 |
0.753549 | 1.095334 | 0.82261 | 1.654214 | 0.744373 | 0.562124 | -0.368263 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000604 | 0.000604 | 1 | 93,143 |
-1.381855 | -0.473343 | -1.973287 | 1.657474 | 0.495749 | -0.104104 | -0.356023 | 0.000905 | -1.2 | 0.732051 | 2.346065 | -0.001108 | 0.001712 | 1 | 93,144 |
0.628306 | 0.311588 | -0.265056 | 1.65693 | 1.113369 | 0.480479 | -0.356023 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000504 | 0.001409 | 1 | 93,145 |
-0.502619 | -0.787268 | -0.730874 | 1.658018 | -0.369696 | -0.716748 | -0.355594 | 0.000032 | -1.2 | 0.732051 | 2.346065 | -0.000403 | 0.002415 | 1 | 93,146 |
-0.754309 | -0.787395 | -0.420428 | 1.658018 | -0.235126 | -0.287628 | -0.355594 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000605 | 0.003824 | 1 | 93,147 |
-0.377326 | 0.15495 | -0.732128 | 0.758916 | -0.437556 | -0.519521 | -0.350655 | 0.000365 | -1.2 | 0.732051 | 2.346065 | -0.000303 | 0.005131 | 1 | 93,148 |
0.628813 | 0.940387 | 0.667536 | 0.75819 | -0.518114 | -0.519521 | -0.350655 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000504 | 0.004827 | 1 | 93,149 |
0 | 0.468811 | 0.201154 | 0.75819 | 0.099843 | 0.177365 | -0.362465 | -0.000873 | -1.2 | 0.732051 | 2.346065 | 0 | 0.003221 | 1 | 93,150 |
0 | 0.154823 | -0.109794 | 0.75819 | 0.451432 | 0.216654 | -0.362465 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | 0.00302 | 1 | 93,151 |
0.251436 | -0.159228 | 0.201154 | -0.142002 | 0.320368 | -0.161147 | -0.364613 | -0.000159 | -1.2 | 0.732051 | 2.346065 | 0.000202 | 0.002416 | 1 | 93,152 |
-0.251436 | 0.154697 | -0.109668 | 1.657474 | 0.06875 | 0.047788 | -0.364613 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000202 | 0.002819 | 1 | 93,153 |
0.251436 | 0.468811 | 0.822861 | 0.757464 | -0.784238 | -0.716748 | -0.364613 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000202 | 0.003421 | 1 | 93,154 |
0.502721 | 0.782483 | 0.512039 | 0.756739 | -0.8011 | -1.132165 | -0.335194 | 0.002175 | -1.2 | 0.732051 | 2.346065 | 0.000403 | 0.003419 | 1 | 93,155 |
0.502518 | 0.154444 | 0.201342 | 0.756377 | -0.217878 | -0.222127 | -0.335194 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000403 | 0.002414 | 1 | 93,156 |
1.004429 | 0.781472 | 0.512039 | 1.654214 | 1.439161 | 0.987236 | -0.353232 | -0.001333 | -1.2 | 0.732051 | 2.346065 | 0.000805 | 0.00201 | 1 | 93,157 |
1.003621 | 1.250379 | -0.419114 | 1.650961 | 1.215534 | 0.636861 | -0.384582 | -0.002318 | -1.2 | 0.732051 | 2.346065 | 0.000805 | 0.001407 | 1 | 93,158 |
0.501508 | 0.153181 | -0.108168 | 0.752762 | 0.301935 | -0.104104 | -0.341207 | 0.003207 | -1.2 | 0.732051 | 2.346065 | 0.000402 | 0.001005 | 1 | 93,159 |
2.004017 | 2.030239 | 0.512039 | 0.7506 | -0.08898 | 0.047788 | -0.350011 | -0.000651 | -1.2 | 0.732051 | 2.346065 | 0.001607 | 0.000201 | 1 | 93,160 |
-0.500702 | -0.004369 | -0.106923 | -0.145796 | 1.355278 | 1.064142 | -0.350011 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000401 | 0.000401 | 1 | 93,161 |
1.001204 | 0.777443 | 0.512039 | 0.749162 | 1.251269 | 0.25427 | -0.350011 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000803 | -0.000401 | 0 | 93,162 |
-0.250226 | 0.151674 | -0.106675 | -0.146515 | 1.126829 | 0.848307 | -0.384368 | -0.00254 | -1.2 | 0.732051 | 2.346065 | -0.000201 | 0.000401 | 1 | 93,163 |
0 | -0.160741 | 0.202651 | -0.146335 | 0.004148 | 0 | -0.384368 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | 0.000401 | 1 | 93,164 |
-0.250276 | 0.151799 | -0.106799 | 0.749881 | 0.356762 | 0.358374 | -0.375564 | 0.000651 | -1.2 | 0.732051 | 2.346065 | -0.000201 | 0.000602 | 1 | 93,165 |
-1.001606 | -0.317003 | -0.726133 | 0.75132 | 0.667775 | 0.25427 | -0.375564 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000803 | 0.001405 | 1 | 93,166 |
0.500904 | 0.152427 | 0.821675 | 0.75132 | -1.062155 | -1.132165 | -0.397251 | -0.001603 | -1.2 | 0.732051 | 2.346065 | 0.000402 | 0.001204 | 1 | 93,167 |
-0.751431 | -0.473343 | -0.726631 | 0.75168 | 0.580346 | 0 | -0.365901 | 0.002318 | -1.2 | 0.732051 | 2.346065 | -0.000602 | 0.001806 | 1 | 93,168 |
0.250527 | -0.160364 | 0.821737 | 0.75132 | -0.828369 | -1.132165 | -0.365901 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000201 | 0.001605 | 1 | 93,169 |
-0.751733 | -0.786322 | -1.037076 | 0.752762 | -0.345355 | -0.612644 | -0.365901 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000603 | 0.00301 | 1 | 93,170 |
0.626475 | 0.309301 | -0.107794 | 0.75132 | -0.698728 | -0.358374 | -0.363968 | 0.000143 | -1.2 | 0.732051 | 2.346065 | 0.000502 | 0.001906 | 1 | 93,171 |
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