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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.626161 | 0.308908 | 0.976516 | 0.75096 | -0.871904 | -0.834771 | -0.363968 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000502 | 0.002106 | 1 | 93,172 |
-1.002008 | -0.786197 | -0.726631 | 1.649878 | -0.273524 | -0.519521 | -0.368263 | -0.000317 | -1.2 | 0.732051 | 2.346065 | -0.000803 | 0.002809 | 1 | 93,173 |
-1.253643 | -1.099616 | -1.347833 | 0.753845 | -0.067733 | -0.519521 | -0.368263 | 0 | -1.2 | 0.732051 | 2.346065 | -0.001005 | 0.003614 | 1 | 93,174 |
-0.25088 | 0.153307 | 0.201904 | 1.652586 | -0.126457 | -0.104104 | -0.388448 | -0.001492 | -1.2 | 0.732051 | 2.346065 | -0.000201 | 0.004216 | 1 | 93,175 |
-0.752943 | -1.100372 | -0.729123 | 0.755291 | -0.214491 | -0.971018 | -0.388448 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000604 | 0.004419 | 1 | 93,176 |
-0.251082 | -0.159734 | 0.201654 | 0.755653 | -1.340697 | -1.132165 | -0.368692 | 0.00146 | -1.2 | 0.732051 | 2.346065 | -0.000201 | 0.004018 | 1 | 93,177 |
0 | -0.473343 | 0.201592 | 0.755653 | -1.824163 | -0.971018 | -0.368692 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | 0.003818 | 1 | 93,178 |
0.251082 | -0.159671 | 0.512039 | 0.755653 | -0.865476 | -1.132165 | -0.364613 | 0.000302 | -1.2 | 0.732051 | 2.346065 | 0.000201 | 0.003817 | 1 | 93,179 |
0 | -0.159734 | -0.108792 | 0.754929 | 1.028739 | 0.562124 | -0.364613 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | 0.004419 | 1 | 93,180 |
1.003823 | 1.094071 | 1.132619 | 0.753484 | 0.35181 | -0.104104 | -0.373416 | -0.000651 | -1.2 | 0.732051 | 2.346065 | 0.000805 | 0.003514 | 1 | 93,181 |
0.501609 | 0.153307 | 0.822111 | 0.753484 | -0.348769 | -0.222127 | -0.373416 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000402 | 0.003612 | 1 | 93,182 |
1.25314 | 1.717951 | 0.512039 | 0.752041 | -0.054337 | 0.177365 | -0.405841 | -0.002397 | -1.2 | 0.732051 | 2.346065 | 0.001005 | 0.003208 | 1 | 93,183 |
0 | -0.473343 | -0.10742 | 1.648256 | 0.436855 | 0.047788 | -0.405841 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | 0.003208 | 1 | 93,184 |
-1.754748 | -1.412469 | -1.967292 | 1.652044 | -0.782395 | -0.834771 | -0.399399 | 0.000476 | -1.2 | 0.732051 | 2.346065 | -0.001407 | 0.005216 | 1 | 93,185 |
0.25083 | 0.153307 | 0.046813 | -0.144354 | 0.164649 | -0.222127 | -0.399399 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000201 | 0.004714 | 1 | 93,186 |
0 | -0.160049 | 0.512039 | 0.753484 | -0.12185 | -0.716748 | -0.404552 | -0.000381 | -1.2 | 0.732051 | 2.346065 | 0 | 0.005215 | 1 | 93,187 |
-0.25083 | -0.160049 | -0.108168 | -0.143993 | -0.244306 | -0.358374 | -0.404552 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000201 | 0.005616 | 1 | 93,188 |
-0.50181 | -0.786763 | -0.418552 | 0.754206 | -0.246446 | -0.612644 | -0.396607 | 0.000587 | -1.2 | 0.732051 | 2.346065 | -0.000402 | 0.005718 | 1 | 93,189 |
0.25093 | 0.623571 | 0.822235 | 0.754929 | 0.081713 | -0.287628 | -0.396607 | 0 | -1.2 | 0.732051 | 2.346065 | 0.000201 | 0.005617 | 1 | 93,190 |
-0.752943 | -0.786826 | -0.418739 | 0.754568 | -0.56879 | -0.43528 | -0.396607 | 0 | -1.2 | 0.732051 | 2.346065 | -0.000604 | 0.00602 | 1 | 93,191 |
1.254652 | 2.816408 | 1.442816 | 0.753484 | -0.444609 | -0.519521 | -0.448143 | -0.00381 | -1.2 | 0.732051 | 2.346065 | 0.001006 | 0.004414 | 1 | 93,192 |
-0.75264 | -0.7867 | -0.728624 | 0.754568 | 1.337478 | 0.421534 | -0.447713 | 0.000032 | -1.2 | 0.732051 | 2.346065 | -0.000603 | 0.005818 | 1 | 93,193 |
0 | -0.15986 | 0.201779 | 1.652044 | -0.447658 | -0.716748 | -0.447713 | 0 | -1.2 | 0.732051 | 2.346065 | 0 | 0.006318 | 1 | 93,194 |
0.25093 | 0.466916 | 0.512039 | 0.754206 | 0.491684 | 0.421534 | -0.358385 | 0.006604 | -1.2 | 0.628626 | 1.414214 | 0.000201 | 0.005817 | 1 | 93,195 |
0.752489 | 0.779958 | 0.512039 | 0.752401 | -0.50443 | -0.43528 | -0.358385 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000603 | 0.004813 | 1 | 93,196 |
1.002612 | 1.092182 | 0.821986 | 0.75168 | -0.445624 | -0.612644 | -0.428173 | -0.005159 | -1.2 | 0.628626 | 1.414214 | 0.000804 | 0.003609 | 1 | 93,197 |
1.252133 | 1.090924 | 0.512039 | 0.749881 | -0.601256 | -0.834771 | -0.428173 | 0 | -1.2 | 0.628626 | 1.414214 | 0.001004 | 0.002105 | 1 | 93,198 |
0.250276 | 0.151924 | 0.821426 | 0.749881 | -0.150073 | -0.612644 | -0.410994 | 0.00127 | -1.2 | 0.628626 | 1.414214 | 0.000201 | 0.001404 | 1 | 93,199 |
-2.003615 | -1.098736 | -2.584635 | -0.144715 | 0.935996 | 0.937661 | -0.410994 | 0 | -1.2 | 0.628626 | 1.414214 | -0.001606 | 0.003811 | 1 | 93,200 |
-0.250678 | -0.473343 | -0.417804 | 1.65042 | -0.385915 | -0.971018 | -0.427529 | -0.001222 | -1.2 | 0.628626 | 1.414214 | -0.000201 | 0.003812 | 1 | 93,201 |
-0.501508 | -0.786574 | -0.728125 | 0.753845 | -0.535697 | -0.519521 | -0.427529 | 0 | -1.2 | 0.628626 | 1.414214 | -0.000402 | 0.004614 | 1 | 93,202 |
0.250779 | 0.153181 | 0.512039 | -0.144715 | -0.198507 | -0.161147 | -0.427529 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000201 | 0.004513 | 1 | 93,203 |
1.002612 | 1.092182 | 1.131871 | 0.75168 | -0.084666 | 0.093124 | -0.430964 | -0.000254 | -1.2 | 0.628626 | 1.414214 | 0.000804 | 0.003609 | 1 | 93,204 |
0.501004 | 0.152552 | 0.512039 | -0.145256 | -0.850756 | -1.329392 | -0.430964 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000402 | 0.003808 | 1 | 93,205 |
-0.751582 | -0.786259 | -0.417057 | 0.75168 | -0.48997 | -0.287628 | -0.448143 | -0.00127 | -1.2 | 0.628626 | 1.414214 | -0.000603 | 0.004411 | 1 | 93,206 |
0.501105 | 0.152678 | 0.512039 | -0.145436 | -0.900632 | -0.971018 | -0.448143 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000402 | 0.003809 | 1 | 93,207 |
0.250477 | -0.160427 | 0.512039 | 0.75096 | -0.371476 | -0.971018 | -0.446854 | 0.000095 | -1.2 | 0.628626 | 1.414214 | 0.000201 | 0.004008 | 1 | 93,208 |
0 | 0.152301 | 0.512039 | -0.145616 | -0.499941 | -1.132165 | -0.446854 | 0 | -1.2 | 0.628626 | 1.414214 | 0 | 0.004308 | 1 | 93,209 |
1.001405 | 1.090296 | 0.202402 | -0.146156 | 0.0979 | -0.05052 | -0.444922 | 0.000143 | -1.2 | 0.628626 | 1.414214 | 0.000803 | 0.002405 | 1 | 93,210 |
-0.250276 | -0.160741 | -0.106799 | -0.146156 | 0.149217 | 0.421534 | -0.444922 | 0 | -1.2 | 0.628626 | 1.414214 | -0.000201 | 0.002205 | 1 | 93,211 |
0 | -0.473343 | 0.512039 | -0.146515 | -4.029688 | -2.554681 | -0.42624 | 0.001381 | -1.2 | 0.628626 | 1.414214 | 0 | 0.002005 | 1 | 93,212 |
0.750677 | 0.464464 | 1.440015 | -0.146515 | -2.331983 | -1.329392 | -0.42624 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000602 | 0.001203 | 1 | 93,213 |
0 | -0.160866 | 0.512039 | 0.748802 | 0.765853 | 0.136247 | -0.43075 | -0.000333 | -1.2 | 0.628626 | 1.414214 | 0 | 0.000802 | 1 | 93,214 |
0 | -0.473343 | 0.512039 | -0.146515 | -2.331983 | -1.583663 | -0.43075 | 0 | -1.2 | 0.628626 | 1.414214 | 0 | 0.001203 | 1 | 93,215 |
0 | -0.473343 | -0.106551 | -0.146515 | -0.335235 | -0.43528 | -0.435044 | -0.000317 | -1.2 | 0.628626 | 1.414214 | 0 | 0.000401 | 1 | 93,216 |
0.250125 | -0.004651 | 0.202775 | -0.146695 | 1.383474 | 0.954497 | -0.435044 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000201 | -0.000401 | 0 | 93,217 |
0 | -0.160929 | 0.512039 | 0.748443 | -1.326103 | -1.132165 | -0.44664 | -0.000857 | -1.2 | 0.628626 | 1.414214 | 0 | 0.000201 | 1 | 93,218 |
0 | -0.473343 | 0.512039 | -0.146695 | -1.655377 | -1.942037 | -0.44664 | 0 | -1.2 | 0.628626 | 1.414214 | 0 | -0.000401 | 0 | 93,219 |
1 | 0.775939 | 0.202837 | -0.147591 | -0.204448 | 0.047788 | -0.435688 | 0.00081 | -1.2 | 0.628626 | 1.414214 | 0.000802 | -0.001404 | 0 | 93,220 |
-0.749925 | -0.161179 | -0.415008 | -0.147233 | 0.393736 | 0.136247 | -0.435688 | 0 | -1.2 | 0.628626 | 1.414214 | -0.000601 | -0.001003 | 0 | 93,221 |
0.874868 | 0.619614 | 1.439085 | -0.147412 | -1.414263 | -1.329392 | -0.418725 | 0.001254 | -1.2 | 0.628626 | 1.414214 | 0.000701 | -0.001102 | 0 | 93,222 |
-0.124944 | -0.629433 | 0.357585 | -0.147412 | -1.213255 | -1.583663 | -0.418725 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0001 | -0.000401 | 0 | 93,223 |
-0.249925 | -0.473343 | -0.105931 | 0.747008 | -0.043244 | -0.358374 | -0.418725 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0002 | -0.000301 | 0 | 93,224 |
0.4998 | 0.151047 | 0.203023 | -0.147233 | -0.991401 | -0.971018 | -0.42216 | -0.000254 | -1.2 | 0.628626 | 1.414214 | 0.000401 | -0.001002 | 0 | 93,225 |
-0.4998 | -1.097734 | -0.414823 | -0.147233 | -1.824163 | -1.329392 | -0.43848 | -0.001206 | -1.2 | 0.628626 | 1.414214 | -0.000401 | -0.000802 | 0 | 93,226 |
-0.750075 | -0.785632 | -0.415194 | -0.146874 | -0.410193 | -0.104104 | -0.43848 | 0 | -1.2 | 0.628626 | 1.414214 | -0.000601 | 0 | 0 | 93,227 |
-0.250125 | -0.160929 | 0.202837 | -0.146695 | -0.84047 | -0.971018 | -0.43848 | 0 | -1.2 | 0.628626 | 1.414214 | -0.000201 | 0.000201 | 1 | 93,228 |
0.250125 | 0.151548 | 0.82124 | -0.146695 | -1.47961 | -1.329392 | -0.408203 | 0.002238 | -1.2 | 0.628626 | 1.414214 | 0.000201 | 0 | 0 | 93,229 |
0.750075 | 0.463712 | 0.202837 | -0.147054 | 0.073239 | 0.421534 | -0.405197 | 0.000222 | -1.2 | 0.628626 | 1.414214 | 0.000601 | -0.000601 | 0 | 93,230 |
-0.124981 | -0.473343 | 0.203023 | -0.147233 | 0.457449 | -0.222127 | -0.405197 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0001 | -0.0001 | 0 | 93,231 |
0.624781 | 0.619286 | 0.048445 | -0.147771 | 1.659209 | 1.121185 | -0.405197 | 0 | -1.2 | 0.628626 | 1.414214 | 0.000501 | -0.000601 | 0 | 93,232 |
0.749324 | 0.462774 | 0.820868 | -0.148129 | -0.378649 | -0.716748 | -0.437406 | -0.002381 | -1.2 | 0.628626 | 1.414214 | 0.000601 | -0.001603 | 0 | 93,233 |
0 | 0.462212 | 0.203332 | -0.148129 | 0.148862 | -0.104104 | -0.437406 | 0 | -1.2 | 0.628626 | 1.414214 | 0 | -0.001402 | 0 | 93,234 |
0.748874 | 0.462212 | 0.820683 | -0.148665 | -0.50782 | -0.834771 | -0.435903 | 0.000111 | -1.2 | 0.628626 | 1.414214 | 0.0006 | -0.001402 | 0 | 93,235 |
-0.374381 | -0.785132 | -0.41371 | -0.148665 | 0.535594 | 1.134889 | -0.435903 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0003 | -0.001302 | 0 | 93,236 |
0.623906 | 0.306091 | 0.974843 | -0.148844 | -2.926925 | -1.583663 | -0.434829 | 0.000079 | -1.2 | 0.628626 | 1.414214 | 0.0005 | -0.002403 | 0 | 93,237 |
0.249475 | -0.161679 | 0.203579 | -0.148844 | -1.748489 | -1.132165 | -0.434829 | 0 | -1.2 | 0.628626 | 1.414214 | 0.0002 | -0.002002 | 0 | 93,238 |
-0.374231 | -0.940863 | 0.049419 | -0.148844 | -2.576111 | -1.583663 | -0.44256 | -0.000571 | -1.2 | 0.628626 | 1.414214 | -0.0003 | -0.002504 | 0 | 93,239 |
0.124756 | -0.005823 | 0.512039 | -0.148844 | -0.926133 | -0.612644 | -0.44256 | 0 | -1.2 | 0.628626 | 1.414214 | 0.0001 | -0.002604 | 0 | 93,240 |
-0.249525 | -0.161679 | 0.203579 | -0.148665 | -0.015001 | -0.519521 | -0.455014 | -0.000921 | -1.2 | 0.628626 | 1.414214 | -0.0002 | -0.002203 | 0 | 93,241 |
-0.748874 | -0.473343 | -0.41371 | -0.148486 | -1.22922 | -0.971018 | -0.455014 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0006 | -0.001603 | 0 | 93,242 |
0.998399 | 1.085603 | 0.820683 | -0.148844 | -0.499941 | -0.104104 | -0.455014 | 0 | -1.2 | 0.628626 | 1.414214 | 0.0008 | -0.002403 | 0 | 93,243 |
0.623594 | 0.305701 | 0.512039 | 1.18968 | 0.50645 | 0.25427 | -0.457805 | -0.000206 | -1.2 | 0.628626 | 1.414214 | 0.0005 | -0.003304 | 0 | 93,244 |
-0.374119 | -0.161834 | 0.049558 | 1.18968 | -0.957828 | -1.329392 | -0.44213 | 0.001159 | -1.2 | 0.628626 | 1.414214 | -0.0003 | -0.003406 | 0 | 93,245 |
-0.499 | -0.005963 | -3.656541 | -0.148665 | 0.859676 | 0.705768 | -0.44213 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0004 | -0.002404 | 0 | 93,246 |
-0.499199 | -0.785132 | -0.105065 | -0.148486 | -0.970506 | -0.716748 | -0.44213 | 0 | -1.2 | 0.628626 | 1.414214 | -0.0004 | -0.002004 | 0 | 93,247 |
-0.62428 | -0.317409 | -0.259688 | -0.14795 | 1.330358 | 0.971018 | -0.463818 | -0.001603 | -1.2 | 0.628626 | 1.414214 | -0.000501 | -0.001503 | 0 | 93,248 |
-0.624593 | -0.62937 | -0.569029 | -0.147591 | 0.086101 | 0.216654 | -0.463818 | 0 | -1.2 | 0.628626 | 1.414214 | -0.000501 | -0.000802 | 0 | 93,249 |
0.999199 | 0.774938 | 0.82093 | -0.148129 | -0.116143 | -0.287628 | -0.448143 | 0.001159 | -1.2 | 0.628626 | 1.414214 | 0.000801 | -0.002405 | 0 | 93,250 |
-0.249725 | -0.473343 | -0.105436 | -0.148129 | 0.619655 | -0.519521 | -0.444063 | 0.000302 | -1.2 | 0.628626 | 1.414214 | -0.0002 | -0.002807 | 0 | 93,251 |
0.499399 | 0.150547 | 0.512039 | -0.148308 | -1.598251 | -1.329392 | -0.444063 | 0 | -1.2 | 0.628626 | 1.414214 | 0.0004 | -0.003409 | 0 | 93,252 |
0.124819 | 0.150298 | -0.105312 | -0.148486 | 1.440728 | 0.902996 | -0.444063 | 0 | -1.2 | 0.628626 | 1.414214 | 0.0001 | -0.003107 | 0 | 93,253 |
-0.124819 | 0.306091 | 0.049095 | -0.148308 | 0.569442 | 0.358374 | -0.437621 | 0.000476 | -1.2 | 0.628626 | 1.414214 | -0.0001 | -0.003007 | 0 | 93,254 |
0.748724 | 0.462025 | 0.512039 | -0.148665 | -0.912081 | -1.132165 | -0.437621 | 0 | -1.2 | 0.464102 | 0.614014 | 0.0006 | -0.003607 | 0 | 93,255 |
0 | -0.473343 | 0.203579 | -0.148844 | 0.109458 | -0.612644 | -0.421516 | 0.001191 | -1.2 | 0.464102 | 0.614014 | 0 | -0.003406 | 0 | 93,256 |
-0.249525 | -0.473343 | -0.413524 | 0.744145 | -0.227472 | -0.43528 | -0.421516 | 0 | -1.2 | 0.464102 | 0.614014 | -0.0002 | -0.002805 | 0 | 93,257 |
0.499 | 0.150048 | 0.512039 | 1.18968 | 0.761767 | 0 | -0.426455 | -0.000365 | -1.2 | 0.464102 | 0.614014 | 0.0004 | -0.003406 | 0 | 93,258 |
0.374119 | 0.305545 | 0.203641 | 1.18968 | 0.317733 | -0.43528 | -0.426455 | 0 | -1.2 | 0.464102 | 0.614014 | 0.0003 | -0.004007 | 0 | 93,259 |
-1.372318 | -0.473343 | -1.184402 | -0.148308 | 0.541318 | 0.093124 | -0.427958 | -0.000111 | -1.2 | 0.464102 | 0.614014 | -0.0011 | -0.003609 | 0 | 93,260 |
-0.499399 | -0.473343 | -1.340756 | 0.745934 | 1.150827 | 0.902996 | -0.427958 | 0 | -1.2 | 0.464102 | 0.614014 | -0.0004 | -0.002406 | 0 | 93,261 |
-0.249775 | -0.473343 | 0.20327 | -0.147771 | -0.775082 | -0.834771 | -0.435474 | -0.000556 | -1.2 | 0.464102 | 0.614014 | -0.0002 | -0.001804 | 0 | 93,262 |
-0.249825 | -0.629386 | 0.203209 | 0.74665 | -0.644283 | -0.716748 | -0.435474 | 0 | -1.2 | 0.464102 | 0.614014 | -0.0002 | -0.001604 | 0 | 93,263 |
-0.4998 | -0.785507 | -0.105807 | -0.147591 | -0.357395 | -0.519521 | -0.432682 | 0.000206 | -1.2 | 0.464102 | 0.614014 | -0.000401 | -0.000802 | 0 | 93,264 |
0.4998 | 0.151047 | 0.512039 | -0.147591 | -0.716465 | -0.519521 | -0.432682 | 0 | -1.2 | 0.464102 | 0.614014 | 0.000401 | -0.001303 | 0 | 93,265 |
-0.999799 | -0.317285 | -0.7239 | -0.146874 | 0.687367 | 0.290351 | -0.432682 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000802 | -0.000401 | 0 | 93,266 |
-0.750376 | -0.473343 | -0.415566 | -0.146695 | -1.225186 | -1.583663 | -0.439553 | -0.000508 | -1.2 | 0.464102 | 0.614014 | -0.000602 | 0.001604 | 1 | 93,267 |
0.750376 | 0.464088 | 1.439643 | -0.146874 | -0.591976 | -0.971018 | -0.451793 | -0.000905 | -1.2 | 0.464102 | 0.614014 | 0.000602 | -0.000201 | 0 | 93,268 |
-0.750376 | -0.785757 | -0.415566 | -0.146335 | -0.25075 | -0.716748 | -0.451793 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000602 | 0.001003 | 1 | 93,269 |
-0.250226 | -0.785946 | 0.202713 | -0.146156 | -0.718105 | -0.519521 | -0.453081 | -0.000095 | -1.2 | 0.464102 | 0.614014 | -0.000201 | 0.001604 | 1 | 93,270 |
-0.250276 | -0.786008 | -0.416311 | -0.145976 | -2.495014 | -1.329392 | -0.453081 | 0 | -1.2 | 0.464102 | 0.614014 | -0.000201 | 0.001003 | 1 | 93,271 |
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